CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Feb-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)

Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 14.6%

20-Day Historical Volatility: 1.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	04-Feb-2025	05-Feb-2025	Change	Change %	Previous Week
Open	18.78	17.54	-1.24	-6.6%	18.83
High	19.11	17.75	-1.36	-7.1%	22.51
Low	16.78	15.77	-1.01	-6.0%	14.90
Close	17.21	15.77	-1.44	-8.4%	16.43
Range	2.33	1.98	-0.35	-15.0%	7.61
ATR(14)	2.33	2.30	-0.02	-1.1%	2.20
Volume

Multi-Period Performance

1-Month (21d)

-1.7%

3-Month (63d)

-28.3%

6-Month (126d)

-43.1%

1-Year (252d)

20.8%

Year-To-Date (YTD)

-12.0%

52-Week Range

52W Low: 10.62 (48.5%)

Position (9%)

52W High: 65.73 (76.0%)

Daily Pivots for day following 05-Feb-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	22.37	21.05	16.86
R3	20.39	19.07	16.31
R2	18.41	18.41	16.13
R1	17.09	17.09	15.95	16.76
PP	16.43	16.43	16.43	16.27
S1	15.11	15.11	15.59	14.78
S2	14.45	14.45	15.41
S3	12.47	13.13	15.23
S4	10.49	11.15	14.68

Weekly Pivots for week ending 31-Jan-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	40.78	36.21	20.62
R3	33.17	28.60	18.52
R2	25.56	25.56	17.83
R1	20.99	20.99	17.13	19.47
PP	17.95	17.95	17.95	17.19
S1	13.38	13.38	15.73	11.86
S2	10.34	10.34	15.03
S3	2.73	5.77	14.34
S4	-4.88	-1.84	12.24

Fisher Pivots for day following 05-Feb-2025

Pivot	1 Day	3 Day
R1	16.76	18.10
PP	16.43	17.32
S1	16.10	16.55

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	26.17
2.618	22.93
1.618	20.95
1.000	19.73
0.618	18.97
HIGH	17.75
0.618	16.99
0.500	16.76
0.382	16.53
LOW	15.77
0.618	14.55
1.000	13.79
1.618	12.57
2.618	10.59
4.250	7.36

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	16.77	-1.00	-6.0%	Below
10-Day SMA	16.46	-0.69	-4.2%	Below
20-Day SMA	16.83	-1.06	-6.3%	Below
50-Day SMA	16.19	-0.42	-2.6%	Below
100-Day SMA	17.17	-1.40	-8.2%	Below
200-Day SMA	16.26	-0.49	-3.0%	Below

Bollinger Bands (20, 2):

Upper: 19.67

Middle: 16.83

Lower: 13.99

Bandwidth: 33.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 18.55

Kijun-sen: 18.55

Span A: 18.55

Span B: 20.51

Chikou Span: 15.95

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

47.01

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.02

Signal: -0.05 · Hist: 0.02

Stochastic (14, 3)

Neutral

%K: 15.01

%D: 33.04

StochRSI (14)

Neutral

%K: 63.12

%D: 64.08

ADX (14) & Trend

Neutral

38.76

+DI: 37.54 · -DI: 18.77

CCI (20)

Neutral

-34.13

Range -100 to +100

Williams %R (14)

Neutral

-84.99

Range -100 to 0

Ultimate Oscillator

Neutral

34.79

Periods: 7, 14, 28

ROC (12)

Bearish

-1.25%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

1.12

Bull: 1.12 · Bear: -0.86

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.35
Narrowest 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	20.42	14.90	5.52	35.0%	2.06	13.1%	16%	False	False
10	22.51	14.58	7.93	50.3%	2.07	13.1%	15%	False	False
20	22.51	14.58	7.93	50.3%	1.84	11.7%	15%	False	False
40	28.32	13.24	15.08	95.6%	2.30	14.6%	17%	False	False
60	28.32	12.70	15.62	99.0%	1.97	12.5%	20%	False	False
80	28.32	12.70	15.62	99.0%	1.84	11.7%	20%	False	False
100	28.32	12.70	15.62	99.0%	1.78	11.3%	20%	False	False
120	28.32	12.70	15.62	99.0%	1.86	11.8%	20%	False	False

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