CBOE Volatility Index

Trading Metrics calculated at close of trading on 19-Mar-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.21)
Moving Averages

Neutral

0.00

Oscillators

Sell

-0.33

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 14.6%
20-Day Historical Volatility: 1.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric18-Mar-202519-Mar-2025ChangeChange %Previous Week
Open20.8321.841.014.8%24.70
High22.5522.10-0.45-2.0%29.56
Low20.4119.42-0.99-4.9%21.50
Close21.7019.90-1.80-8.3%21.77
Range2.142.680.5425.2%8.06
ATR(14)2.912.90-0.02-0.6%3.00
Volume

Multi-Period Performance

1-Month (21d)

29.6%

3-Month (63d)

25.4%

6-Month (126d)

9.2%

1-Year (252d)

52.6%

Year-To-Date (YTD)

11.0%

52-Week Range

52W Low: 10.62 (87.4%)

Position (17%)

52W High: 65.73 (69.7%)

Daily Pivots for day following 19-Mar-2025

LevelClassicWoodieCamarillaDeMark
R428.5126.8921.37
R325.8324.2120.64
R223.1523.1520.39
R121.5321.5320.1521.00
PP20.4720.4720.4720.21
S118.8518.8519.6518.32
S217.7917.7919.41
S315.1116.1719.16
S412.4313.4918.43

Weekly Pivots for week ending 14-Mar-2025

LevelClassicWoodieCamarillaDeMark
R448.4643.1726.20
R340.4035.1123.99
R232.3432.3423.25
R127.0527.0522.5125.67
PP24.2824.2824.2823.58
S118.9918.9921.0317.61
S216.2216.2220.29
S38.1610.9319.55
S40.102.8717.34

Fisher Pivots for day following 19-Mar-2025

Pivot1 Day3 Day
R120.7621.19
PP20.4720.76
S120.1920.33

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25033.49
2.61829.12
1.61826.44
1.00024.78
0.61823.76
HIGH22.10
0.61821.08
0.50020.76
0.38220.44
LOW19.42
0.61817.76
1.00016.74
1.61815.08
2.61812.40
4.2508.03

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA21.71-1.81-8.3%Below
10-Day SMA23.58-3.68-15.6%Below
20-Day SMA21.81-1.91-8.7%Below
50-Day SMA18.571.337.2%Above
100-Day SMA17.552.3513.4%Above
200-Day SMA17.182.7215.8%Above

Bollinger Bands (20, 2):

Upper: 27.72

Middle: 21.81

Lower: 15.90

Bandwidth: 54.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 24.49

Kijun-sen: 22.15

Span A: 23.32

Span B: 22.07

Chikou Span: 16.02

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
47.55
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
1.18
Signal: 1.69 · Hist: -0.51

Stochastic (14, 3)

Neutral
%K: 6.76
%D: 21.51

StochRSI (14)

Bullish
%K: 4.34
%D: 3.71

ADX (14) & Trend

Neutral
39.87
+DI: 20.64 · -DI: 17.21

CCI (20)

Neutral
-40.17
Range -100 to +100

Williams %R (14)

Neutral
-93.24
Range -100 to 0

Ultimate Oscillator

Bearish
29.49
Periods: 7, 14, 28

ROC (12)

Bearish
-12.64%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
0.02
Bull: 0.02 · Bear: -2.66

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.56
Widest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
526.1319.426.7133.7%2.6013.0%7%FalseTrue0
1029.5619.4210.1451.0%3.1215.7%5%FalseTrue0
2029.5615.1214.4472.6%3.2216.2%33%FalseFalse0
4029.5614.5814.9875.3%2.3811.9%36%FalseFalse0
6029.5614.2715.2976.8%2.2411.3%37%FalseFalse0
8029.5612.7016.8684.7%2.2011.1%43%FalseFalse0
10029.5612.7016.8684.7%2.0810.5%43%FalseFalse0
12029.5612.7016.8684.7%2.0110.1%43%FalseFalse0