CBOE Volatility Index
Trading Metrics calculated at close of trading on 14-Jan-2025
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.32)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 12.9%
20-Day Historical Volatility: 2.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
34.4%
3-Month (63d)
-5.0%
6-Month (126d)
41.8%
1-Year (252d)
35.2%
Year-To-Date (YTD)
4.4%
52-Week Range
52W Low: 10.62 (76.2%)
Position (15%)
52W High: 65.73 (71.5%)
Daily Pivots for day following 14-Jan-2025
Weekly Pivots for week ending 10-Jan-2025
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 25.70 |
| 2.618 | 23.38 |
| 1.618 | 21.96 |
| 1.000 | 21.08 |
| 0.618 | 20.54 |
| HIGH | 19.66 |
| 0.618 | 19.12 |
| 0.500 | 18.95 |
| 0.382 | 18.78 |
| LOW | 18.24 |
| 0.618 | 17.36 |
| 1.000 | 16.82 |
| 1.618 | 15.94 |
| 2.618 | 14.52 |
| 4.250 | 12.21 |
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 | 18.64 | 0.07 | 0.4% | Above |
| 10-Day SMA | 17.85 | 0.86 | 4.8% | Above |
| 20-Day SMA | 17.91 | 0.80 | 4.5% | Above |
| 50-Day SMA | 16.33 | 2.38 | 14.5% | Above |
| 100-Day SMA | 17.44 | 1.27 | 7.3% | Above |
| 200-Day SMA | 16.28 | 2.43 | 14.9% | Above |
Bollinger Bands (20, 2):
Upper: 24.04
Middle: 17.91
Lower: 11.78
Bandwidth: 68.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 18.88
Kijun-sen: 20.51
Span A: 19.69
Span B: 20.51
Chikou Span: 13.54
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral54.70
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.67
Signal: 0.47 · Hist: 0.20Stochastic (14, 3)
Neutral%K: 57.14
%D: 54.51StochRSI (14)
Neutral%K: 89.07
%D: 72.25ADX (14) & Trend
Strong Trend44.09
+DI: 38.13 · -DI: 11.42CCI (20)
Neutral31.74
Range -100 to +100Williams %R (14)
Neutral-42.86
Range -100 to 0Ultimate Oscillator
Neutral36.61
Periods: 7, 14, 28ROC (12)
Bearish27.02%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control1.79
Bull: 1.79 · Bear: 0.37High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 22.04 | 17.37 | 4.67 | 25.0% | 1.85 | 9.9% | 29% | False | False | 0 |
| 10 | 22.04 | 15.71 | 6.33 | 33.8% | 1.90 | 10.2% | 47% | False | False | 0 |
| 20 | 28.32 | 13.99 | 14.33 | 76.6% | 3.01 | 16.1% | 33% | False | False | 0 |
| 40 | 28.32 | 12.70 | 15.62 | 83.5% | 2.16 | 11.6% | 38% | False | False | 0 |
| 60 | 28.32 | 12.70 | 15.62 | 83.5% | 1.90 | 10.1% | 38% | False | False | 0 |
| 80 | 28.32 | 12.70 | 15.62 | 83.5% | 1.80 | 9.6% | 38% | False | False | 0 |
| 100 | 28.32 | 12.70 | 15.62 | 83.5% | 1.88 | 10.1% | 38% | False | False | 0 |
| 120 | 65.73 | 12.70 | 53.03 | 283.4% | 2.47 | 13.2% | 11% | False | False | 0 |