CBOE Volatility Index
Trading Metrics calculated at close of trading on 26-Mar-2025
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Sell
-0.33
Oscillators
Buy
+0.33
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 13.8%
20-Day Historical Volatility: 1.3%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-5.7%
3-Month (63d)
28.5%
6-Month (126d)
18.9%
1-Year (252d)
43.4%
Year-To-Date (YTD)
2.2%
52-Week Range
52W Low: 10.62 (72.6%)
Position (14%)
52W High: 65.73 (72.1%)
Daily Pivots for day following 26-Mar-2025
Weekly Pivots for week ending 21-Mar-2025
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 27.91 |
| 2.618 | 24.52 |
| 1.618 | 22.44 |
| 1.000 | 21.15 |
| 0.618 | 20.36 |
| HIGH | 19.07 |
| 0.618 | 18.28 |
| 0.500 | 18.03 |
| 0.382 | 17.78 |
| LOW | 16.99 |
| 0.618 | 15.70 |
| 1.000 | 14.91 |
| 1.618 | 13.62 |
| 2.618 | 11.54 |
| 4.250 | 8.15 |
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 | 18.41 | -0.08 | -0.4% | Below |
| 10-Day SMA | 20.06 | -1.73 | -8.6% | Below |
| 20-Day SMA | 21.84 | -3.51 | -16.1% | Below |
| 50-Day SMA | 18.55 | -0.22 | -1.2% | Below |
| 100-Day SMA | 17.44 | 0.89 | 5.1% | Above |
| 200-Day SMA | 17.33 | 1.00 | 5.8% | Above |
Bollinger Bands (20, 2):
Upper: 27.60
Middle: 21.84
Lower: 16.08
Bandwidth: 52.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.68
Kijun-sen: 22.31
Span A: 21.49
Span B: 22.07
Chikou Span: 15.35
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral44.82
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.18
Signal: 0.69 · Hist: -0.87Stochastic (14, 3)
Bullish%K: 10.66
%D: 3.95StochRSI (14)
Bullish%K: 4.22
%D: 1.41ADX (14) & Trend
Neutral29.39
+DI: 20.04 · -DI: 19.51CCI (20)
Overbought-111.35
Range -100 to +100Williams %R (14)
Bullish-89.34
Range -100 to 0Ultimate Oscillator
Neutral31.14
Periods: 7, 14, 28ROC (12)
Bearish-34.21%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-0.96
Bull: -0.96 · Bear: -3.04High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21.17 | 16.99 | 4.18 | 22.8% | 1.67 | 9.1% | 32% | False | True | 0 |
| 10 | 26.13 | 16.99 | 9.14 | 49.9% | 2.14 | 11.6% | 15% | False | True | 0 |
| 20 | 29.56 | 16.99 | 12.57 | 68.6% | 2.99 | 16.3% | 11% | False | True | 0 |
| 40 | 29.56 | 14.74 | 14.82 | 80.9% | 2.33 | 12.7% | 24% | False | False | 0 |
| 60 | 29.56 | 14.58 | 14.98 | 81.7% | 2.16 | 11.8% | 25% | False | False | 0 |
| 80 | 29.56 | 12.70 | 16.86 | 92.0% | 2.23 | 12.1% | 33% | False | False | 0 |
| 100 | 29.56 | 12.70 | 16.86 | 92.0% | 2.08 | 11.4% | 33% | False | False | 0 |
| 120 | 29.56 | 12.70 | 16.86 | 92.0% | 1.99 | 10.8% | 33% | False | False | 0 |