CBOE Volatility Index
Trading Metrics calculated at close of trading on 04-Feb-2025
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.11
Price Levels
Sell
-0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 13.5%
20-Day Historical Volatility: 1.5%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.7%
3-Month (63d)
-21.3%
6-Month (126d)
-55.4%
1-Year (252d)
25.9%
Year-To-Date (YTD)
-4.0%
52-Week Range
52W Low: 10.62 (62.1%)
Position (12%)
52W High: 65.73 (73.8%)
Daily Pivots for day following 04-Feb-2025
Weekly Pivots for week ending 31-Jan-2025
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 29.01 |
| 2.618 | 25.21 |
| 1.618 | 22.88 |
| 1.000 | 21.44 |
| 0.618 | 20.55 |
| HIGH | 19.11 |
| 0.618 | 18.22 |
| 0.500 | 17.95 |
| 0.382 | 17.67 |
| LOW | 16.78 |
| 0.618 | 15.34 |
| 1.000 | 14.45 |
| 1.618 | 13.01 |
| 2.618 | 10.68 |
| 4.250 | 6.88 |
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 | 16.93 | 0.28 | 1.6% | Above |
| 10-Day SMA | 16.39 | 0.82 | 5.0% | Above |
| 20-Day SMA | 16.94 | 0.27 | 1.6% | Above |
| 50-Day SMA | 16.21 | 1.00 | 6.2% | Above |
| 100-Day SMA | 17.18 | 0.03 | 0.2% | Above |
| 200-Day SMA | 16.26 | 0.95 | 5.8% | Above |
Bollinger Bands (20, 2):
Upper: 19.76
Middle: 16.94
Lower: 14.11
Bandwidth: 33.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 18.55
Kijun-sen: 18.55
Span A: 18.55
Span B: 20.51
Chikou Span: 14.73
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral51.68
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.06
Signal: -0.05 · Hist: 0.11Stochastic (14, 3)
Neutral%K: 33.17
%D: 35.81StochRSI (14)
Neutral%K: 70.09
%D: 56.75ADX (14) & Trend
Strong Trend39.18
+DI: 40.00 · -DI: 16.66CCI (20)
Neutral25.73
Range -100 to +100Williams %R (14)
Neutral-66.83
Range -100 to 0Ultimate Oscillator
Neutral37.56
Periods: 7, 14, 28ROC (12)
Bearish3.67%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control2.33
Bull: 2.33 · Bear: 0.00High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 20.42 | 14.90 | 5.52 | 32.1% | 2.05 | 11.9% | 42% | False | False | 0 |
| 10 | 22.51 | 14.58 | 7.93 | 46.1% | 1.94 | 11.3% | 33% | False | False | 0 |
| 20 | 22.51 | 14.58 | 7.93 | 46.1% | 1.90 | 11.0% | 33% | False | False | 0 |
| 40 | 28.32 | 12.70 | 15.62 | 90.8% | 2.27 | 13.2% | 29% | False | False | 0 |
| 60 | 28.32 | 12.70 | 15.62 | 90.8% | 1.95 | 11.3% | 29% | False | False | 0 |
| 80 | 28.32 | 12.70 | 15.62 | 90.8% | 1.83 | 10.6% | 29% | False | False | 0 |
| 100 | 28.32 | 12.70 | 15.62 | 90.8% | 1.77 | 10.3% | 29% | False | False | 0 |
| 120 | 28.32 | 12.70 | 15.62 | 90.8% | 1.86 | 10.8% | 29% | False | False | 0 |