CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Mar-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)

Moving Averages

Strong Buy

+0.67

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.4%

20-Day Historical Volatility: 1.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	11-Mar-2025	12-Mar-2025	Change	Change %	Previous Week
Open	27.94	26.88	-1.06	-3.8%	19.83
High	29.56	26.91	-2.65	-9.0%	26.56
Low	26.23	23.90	-2.33	-8.9%	19.25
Close	26.92	24.23	-2.69	-10.0%	23.37
Range	3.33	3.01	-0.32	-9.6%	7.31
ATR(14)	3.01	3.01	0.00	0.0%	2.74
Volume

Multi-Period Performance

1-Month (21d)

51.2%

3-Month (63d)

70.9%

6-Month (126d)

37.0%

1-Year (252d)

76.2%

Year-To-Date (YTD)

35.1%

52-Week Range

52W Low: 10.62 (128.2%)

Position (25%)

52W High: 65.73 (63.1%)

Daily Pivots for day following 12-Mar-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	34.04	32.15	25.89
R3	31.03	29.14	25.06
R2	28.02	28.02	24.78
R1	26.13	26.13	24.51	25.57
PP	25.01	25.01	25.01	24.74
S1	23.12	23.12	23.95	22.56
S2	22.00	22.00	23.68
S3	18.99	20.11	23.40
S4	15.98	17.10	22.57

Weekly Pivots for week ending 07-Mar-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	44.99	41.49	27.39
R3	37.68	34.18	25.38
R2	30.37	30.37	24.71
R1	26.87	26.87	24.04	28.62
PP	23.06	23.06	23.06	23.94
S1	19.56	19.56	22.70	21.31
S2	15.75	15.75	22.03
S3	8.44	12.25	21.36
S4	1.13	4.94	19.35

Fisher Pivots for day following 12-Mar-2025

Pivot	1 Day	3 Day
R1	25.41	26.73
PP	25.01	25.90
S1	24.62	25.06

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	39.70
2.618	34.79
1.618	31.78
1.000	29.92
0.618	28.77
HIGH	26.91
0.618	25.76
0.500	25.41
0.382	25.05
LOW	23.90
0.618	22.04
1.000	20.89
1.618	19.03
2.618	16.02
4.250	11.11

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	25.45	-1.22	-4.8%	Below
10-Day SMA	23.62	0.61	2.6%	Above
20-Day SMA	20.17	4.06	20.1%	Above
50-Day SMA	18.10	6.13	33.8%	Above
100-Day SMA	17.39	6.84	39.3%	Above
200-Day SMA	16.98	7.25	42.7%	Above

Bollinger Bands (20, 2):

Upper: 28.28

Middle: 20.17

Lower: 12.07

Bandwidth: 80.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 24.38

Kijun-sen: 22.15

Span A: 23.27

Span B: 22.07

Chikou Span: 17.21

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

59.26

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

2.42

Signal: 1.79 · Hist: 0.63

Stochastic (14, 3)

Neutral

%K: 62.68

%D: 77.56

StochRSI (14)

Neutral

%K: 62.08

%D: 79.08

ADX (14) & Trend

Neutral

48.38

+DI: 28.76 · -DI: 10.56

CCI (20)

Neutral

89.54

Range -100 to +100

Williams %R (14)

Neutral

-37.32

Range -100 to 0

Ultimate Oscillator

Neutral

42.68

Periods: 7, 14, 28

ROC (12)

Bearish

27.66%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

4.07

Bull: 4.07 · Bear: 1.06

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
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	0.89
Narrowest range in 10 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	29.56	22.39	7.17	29.6%	3.64	15.0%	26%	False	False
10	29.56	17.67	11.89	49.1%	3.84	15.8%	55%	False	False
20	29.56	14.74	14.82	61.2%	2.76	11.4%	64%	False	False
40	29.56	14.58	14.98	61.8%	2.22	9.2%	64%	False	False
60	29.56	13.99	15.57	64.3%	2.49	10.3%	66%	False	False
80	29.56	12.70	16.86	69.6%	2.19	9.1%	68%	False	False
100	29.56	12.70	16.86	69.6%	2.03	8.4%	68%	False	False
120	29.56	12.70	16.86	69.6%	1.94	8.0%	68%	False	False

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