CBOE Volatility Index
Trading Metrics calculated at close of trading on 06-Feb-2025
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Neutral
0.00
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 14.3%
20-Day Historical Volatility: 1.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-13.0%
3-Month (63d)
-24.4%
6-Month (126d)
-44.3%
1-Year (252d)
20.8%
Year-To-Date (YTD)
-13.6%
52-Week Range
52W Low: 10.62 (46.0%)
Position (9%)
52W High: 65.73 (76.4%)
Daily Pivots for day following 06-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 | 21.08 |
| 2.618 | 19.19 |
| 1.618 | 18.03 |
| 1.000 | 17.31 |
| 0.618 | 16.87 |
| HIGH | 16.15 |
| 0.618 | 15.71 |
| 0.500 | 15.57 |
| 0.382 | 15.43 |
| LOW | 14.99 |
| 0.618 | 14.27 |
| 1.000 | 13.83 |
| 1.618 | 13.11 |
| 2.618 | 11.95 |
| 4.250 | 10.06 |
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 | 16.71 | -1.21 | -7.2% | Below |
| 10-Day SMA | 16.51 | -1.01 | -6.1% | Below |
| 20-Day SMA | 16.72 | -1.22 | -7.3% | Below |
| 50-Day SMA | 16.19 | -0.69 | -4.3% | Below |
| 100-Day SMA | 17.16 | -1.66 | -9.7% | Below |
| 200-Day SMA | 16.26 | -0.76 | -4.6% | Below |
Bollinger Bands (20, 2):
Upper: 19.59
Middle: 16.72
Lower: 13.85
Bandwidth: 34.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 18.71
Kijun-sen: 18.55
Span A: 18.63
Span B: 20.51
Chikou Span: 17.40
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral46.17
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.11
Signal: -0.06 · Hist: -0.05Stochastic (14, 3)
Neutral%K: 11.60
%D: 19.92StochRSI (14)
Neutral%K: 36.83
%D: 56.68ADX (14) & Trend
Neutral37.95
+DI: 36.14 · -DI: 20.58CCI (20)
Neutral-71.17
Range -100 to +100Williams %R (14)
Neutral-88.40
Range -100 to 0Ultimate Oscillator
Neutral36.93
Periods: 7, 14, 28ROC (12)
Bullish2.92%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.32
Bull: -0.32 · Bear: -1.48High/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 | 35.6% | 2.08 | 13.4% | 11% | False | False | 0 |
| 10 | 22.51 | 14.58 | 7.93 | 51.2% | 2.11 | 13.6% | 12% | False | False | 0 |
| 20 | 22.51 | 14.58 | 7.93 | 51.2% | 1.79 | 11.6% | 12% | False | False | 0 |
| 40 | 28.32 | 13.24 | 15.08 | 97.3% | 2.30 | 14.9% | 15% | False | False | 0 |
| 60 | 28.32 | 12.70 | 15.62 | 100.8% | 1.98 | 12.8% | 18% | False | False | 0 |
| 80 | 28.32 | 12.70 | 15.62 | 100.8% | 1.84 | 11.9% | 18% | False | False | 0 |
| 100 | 28.32 | 12.70 | 15.62 | 100.8% | 1.78 | 11.5% | 18% | False | False | 0 |
| 120 | 28.32 | 12.70 | 15.62 | 100.8% | 1.85 | 11.9% | 18% | False | False | 0 |