CBOE Volatility Index

Trading Metrics calculated at close of trading on 24-Sep-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)

Moving Averages

Buy

+0.33

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 7.4%

20-Day Historical Volatility: 0.7%

Day Change Summary (OHLC)

	Previous	Current
Metric	23-Sep-2025	24-Sep-2025	Change	Change %	Previous Week
Open	16.10	16.57	0.47	2.9%	15.14
High	17.07	17.21	0.14	0.8%	16.75
Low	15.95	16.18	0.23	1.4%	14.33
Close	16.64	16.18	-0.46	-2.8%	15.45
Range	1.12	1.03	-0.09	-8.0%	2.42
ATR(14)	1.22	1.20	-0.01	-1.1%	1.25
Volume

Multi-Period Performance

1-Month (21d)

10.7%

3-Month (63d)

-2.5%

6-Month (126d)

-13.4%

1-Year (252d)

5.3%

Year-To-Date (YTD)

-9.8%

52-Week Range

52W Low: 12.70 (27.4%)

Position (7%)

52W High: 60.13 (73.1%)

Daily Pivots for day following 24-Sep-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	19.61	18.93	16.75
R3	18.58	17.90	16.46
R2	17.55	17.55	16.37
R1	16.87	16.87	16.27	16.70
PP	16.52	16.52	16.52	16.44
S1	15.84	15.84	16.09	15.67
S2	15.49	15.49	15.99
S3	14.46	14.81	15.90
S4	13.43	13.78	15.61

Weekly Pivots for week ending 19-Sep-2025

Level	Classic	Woodie	Camarilla	DeMark
R4	22.77	21.53	16.78
R3	20.35	19.11	16.12
R2	17.93	17.93	15.89
R1	16.69	16.69	15.67	17.31
PP	15.51	15.51	15.51	15.82
S1	14.27	14.27	15.23	14.89
S2	13.09	13.09	15.01
S3	10.67	11.85	14.78
S4	8.25	9.43	14.12

Fisher Pivots for day following 24-Sep-2025

Pivot	1 Day	3 Day
R1	16.70	16.50
PP	16.52	16.39
S1	16.35	16.29

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	21.59
2.618	19.91
1.618	18.88
1.000	18.24
0.618	17.85
HIGH	17.21
0.618	16.82
0.500	16.70
0.382	16.57
LOW	16.18
0.618	15.54
1.000	15.15
1.618	14.51
2.618	13.48
4.250	11.80

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	48.94
38.2%	42.01
50.0%	36.42
61.8%	30.82
78.6%	22.85

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	16.01	0.17	1.0%	Above
10-Day SMA	15.73	0.45	2.9%	Above
20-Day SMA	15.64	0.54	3.5%	Above
50-Day SMA	15.77	0.41	2.6%	Above
100-Day SMA	17.17	-0.99	-5.7%	Below
200-Day SMA	19.24	-3.06	-15.9%	Below

Bollinger Bands (20, 2):

Upper: 17.01

Middle: 15.64

Lower: 14.27

Bandwidth: 17.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 15.77

Kijun-sen: 16.75

Span A: 16.26

Span B: 18.01

Chikou Span: 15.57

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

53.12

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.10

Signal: -0.04 · Hist: 0.14

Stochastic (14, 3)

Neutral

%K: 64.24

%D: 67.72

StochRSI (14)

Neutral

%K: 85.19

%D: 71.48

ADX (14) & Trend

Strong Trend

22.51

+DI: 29.12 · -DI: 15.48

CCI (20)

Neutral

92.02

Range -100 to +100

Williams %R (14)

Neutral

-35.76

Range -100 to 0

Ultimate Oscillator

Neutral

49.98

Periods: 7, 14, 28

ROC (12)

Bearish

7.08%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.40

Bull: 1.40 · Bear: 0.37

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	17.21	14.33	2.88	17.8%	1.01	6.2%	64%	True	False
10	17.21	14.33	2.88	17.8%	0.95	5.9%	64%	True	False
20	19.38	14.12	5.26	32.5%	1.16	7.2%	39%	False	False
40	21.90	14.12	7.78	48.1%	1.35	8.3%	26%	False	False
60	21.90	14.12	7.78	48.1%	1.23	7.6%	26%	False	False
80	22.42	14.12	8.30	51.3%	1.30	8.0%	25%	False	False
100	25.62	14.12	11.50	71.1%	1.41	8.7%	18%	False	False
120	60.13	14.12	46.01	284.4%	2.37	14.6%	4%	False	False

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