CBOE Volatility Index

Trading Metrics calculated at close of trading on 13-Jan-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 13.0%

20-Day Historical Volatility: 2.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	10-Jan-2025	13-Jan-2025	Change	Change %	Previous Week
Open	18.29	21.18	2.89	15.8%	16.77
High	20.31	22.04	1.73	8.5%	20.31
Low	18.05	19.15	1.10	6.1%	15.71
Close	19.54	19.19	-0.35	-1.8%	19.54
Range	2.26	2.89	0.63	27.9%	4.60
ATR(14)	2.46	2.49	0.03	1.3%	2.46
Volume

Multi-Period Performance

1-Month (21d)

41.3%

3-Month (63d)

-6.2%

6-Month (126d)

46.3%

1-Year (252d)

51.1%

Year-To-Date (YTD)

7.0%

52-Week Range

52W Low: 10.62 (80.7%)

Position (16%)

52W High: 65.73 (70.8%)

Daily Pivots for day following 13-Jan-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	28.80	26.88	20.78
R3	25.91	23.99	19.98
R2	23.02	23.02	19.72
R1	21.10	21.10	19.45	20.62
PP	20.13	20.13	20.13	19.88
S1	18.21	18.21	18.93	17.73
S2	17.24	17.24	18.66
S3	14.35	15.32	18.40
S4	11.46	12.43	17.60

Weekly Pivots for week ending 10-Jan-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	32.32	30.53	22.07
R3	27.72	25.93	20.81
R2	23.12	23.12	20.38
R1	21.33	21.33	19.96	22.23
PP	18.52	18.52	18.52	18.97
S1	16.73	16.73	19.12	17.63
S2	13.92	13.92	18.70
S3	9.32	12.13	18.28
S4	4.72	7.53	17.01

Fisher Pivots for day following 13-Jan-2025

Pivot	1 Day	3 Day
R1	20.60	20.00
PP	20.13	19.73
S1	19.66	19.46

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	34.32
2.618	29.61
1.618	26.72
1.000	24.93
0.618	23.83
HIGH	22.04
0.618	20.94
0.500	20.60
0.382	20.25
LOW	19.15
0.618	17.36
1.000	16.26
1.618	14.47
2.618	11.58
4.250	6.87

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	52.72
38.2%	44.68
50.0%	38.18
61.8%	31.67
78.6%	22.41

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	18.46	0.73	3.9%	Above
10-Day SMA	17.72	1.47	8.3%	Above
20-Day SMA	17.67	1.52	8.6%	Above
50-Day SMA	16.42	2.77	16.8%	Above
100-Day SMA	17.42	1.77	10.2%	Above
200-Day SMA	16.26	2.93	18.0%	Above

Bollinger Bands (20, 2):

Upper: 24.04

Middle: 17.67

Lower: 11.30

Bandwidth: 72.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 18.88

Kijun-sen: 20.51

Span A: 19.69

Span B: 20.51

Chikou Span: 13.45

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

56.31

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.64

Signal: 0.42 · Hist: 0.22

Stochastic (14, 3)

Neutral

%K: 63.32

%D: 45.81

StochRSI (14)

Neutral

%K: 75.50

%D: 51.21

ADX (14) & Trend

Strong Trend

43.33

+DI: 39.80 · -DI: 9.11

CCI (20)

Neutral

81.80

Range -100 to +100

Williams %R (14)

Neutral

-36.68

Range -100 to 0

Ultimate Oscillator

Neutral

33.30

Periods: 7, 14, 28

ROC (12)

Bullish

34.48%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

4.31

Bull: 4.31 · Bear: 1.42

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	22.04	15.79	6.25	32.6%	2.19	11.4%	54%	True	False
10	22.04	15.71	6.33	33.0%	2.04	10.6%	55%	True	False
20	28.32	13.24	15.08	78.6%	2.99	15.6%	39%	False	False
40	28.32	12.70	15.62	81.4%	2.15	11.2%	42%	False	False
60	28.32	12.70	15.62	81.4%	1.88	9.8%	42%	False	False
80	28.32	12.70	15.62	81.4%	1.79	9.3%	42%	False	False
100	28.32	12.70	15.62	81.4%	1.88	9.8%	42%	False	False
120	65.73	12.70	53.03	276.3%	2.48	12.9%	12%	False	False

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