CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Mar-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)

Moving Averages

Buy

+0.33

Oscillators

Buy

+0.44

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 13.0%

20-Day Historical Volatility: 1.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	26-Mar-2025	27-Mar-2025	Change	Change %	Previous Week
Open	17.23	18.36	1.13	6.6%	22.89
High	19.07	19.28	0.21	1.1%	22.95
Low	16.99	17.95	0.96	5.7%	19.15
Close	18.33	18.69	0.36	2.0%	19.28
Range	2.08	1.33	-0.75	-36.1%	3.80
ATR(14)	2.52	2.44	-0.09	-3.4%	2.76
Volume

Multi-Period Performance

1-Month (21d)

-2.1%

3-Month (63d)

26.9%

6-Month (126d)

21.6%

1-Year (252d)

43.7%

Year-To-Date (YTD)

4.2%

52-Week Range

52W Low: 10.62 (76.0%)

Position (15%)

52W High: 65.73 (71.6%)

Daily Pivots for day following 27-Mar-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	22.63	21.99	19.42
R3	21.30	20.66	19.06
R2	19.97	19.97	18.93
R1	19.33	19.33	18.81	19.65
PP	18.64	18.64	18.64	18.80
S1	18.00	18.00	18.57	18.32
S2	17.31	17.31	18.45
S3	15.98	16.67	18.32
S4	14.65	15.34	17.96

Weekly Pivots for week ending 21-Mar-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	31.86	29.37	21.37
R3	28.06	25.57	20.33
R2	24.26	24.26	19.98
R1	21.77	21.77	19.63	21.12
PP	20.46	20.46	20.46	20.13
S1	17.97	17.97	18.93	17.32
S2	16.66	16.66	18.58
S3	12.86	14.17	18.24
S4	9.06	10.37	17.19

Fisher Pivots for day following 27-Mar-2025

Pivot	1 Day	3 Day
R1	18.67	18.51
PP	18.64	18.32
S1	18.62	18.14

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	24.93
2.618	22.76
1.618	21.43
1.000	20.61
0.618	20.10
HIGH	19.28
0.618	18.77
0.500	18.62
0.382	18.46
LOW	17.95
0.618	17.13
1.000	16.62
1.618	15.80
2.618	14.47
4.250	12.30

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	18.19	0.50	2.8%	Above
10-Day SMA	19.46	-0.77	-4.0%	Below
20-Day SMA	21.72	-3.03	-13.9%	Below
50-Day SMA	18.60	0.09	0.5%	Above
100-Day SMA	17.41	1.28	7.4%	Above
200-Day SMA	17.36	1.33	7.7%	Above

Bollinger Bands (20, 2):

Upper: 27.64

Middle: 21.72

Lower: 15.80

Bandwidth: 54.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 19.97

Kijun-sen: 22.34

Span A: 21.16

Span B: 22.07

Chikou Span: 15.27

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

45.97

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.27

Signal: 0.50 · Hist: -0.76

Stochastic (14, 3)

Bullish

%K: 13.52

%D: 8.41

StochRSI (14)

Bullish

%K: 9.70

%D: 4.64

ADX (14) & Trend

Neutral

27.49

+DI: 19.87 · -DI: 18.75

CCI (20)

Neutral

-92.17

Range -100 to +100

Williams %R (14)

Bullish

-86.48

Range -100 to 0

Ultimate Oscillator

Neutral

30.57

Periods: 7, 14, 28

ROC (12)

Bullish

-30.57%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-0.56

Bull: -0.56 · Bear: -1.89

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
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	0.27
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	21.14	16.99	4.15	22.2%	1.57	8.4%	41%	False	False
10	24.36	16.99	7.37	39.4%	2.00	10.7%	23%	False	False
20	29.56	16.99	12.57	67.3%	2.86	15.3%	14%	False	False
40	29.56	14.74	14.82	79.3%	2.33	12.5%	27%	False	False
60	29.56	14.58	14.98	80.1%	2.16	11.6%	27%	False	False
80	29.56	12.70	16.86	90.2%	2.23	11.9%	36%	False	False
100	29.56	12.70	16.86	90.2%	2.08	11.1%	36%	False	False
120	29.56	12.70	16.86	90.2%	1.98	10.6%	36%	False	False

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