CBOE Volatility Index
Trading Metrics calculated at close of trading on 04-Aug-2026
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.21)
Moving Averages
Strong Sell
-1.00
Oscillators
Buy
+0.11
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 12.3%
20-Day Historical Volatility: 1.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.0%
3-Month (63d)
-5.1%
6-Month (126d)
-24.2%
1-Year (252d)
8.9%
Year-To-Date (YTD)
13.7%
52-Week Range
52W Low: 13.38 (23.3%)
Position (14%)
52W High: 35.30 (53.3%)
Daily Pivots for day following 04-Aug-2026
Weekly Pivots for week ending 31-Jul-2026
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 21.33 |
| 2.618 | 19.53 |
| 1.618 | 18.43 |
| 1.000 | 17.75 |
| 0.618 | 17.33 |
| HIGH | 16.65 |
| 0.618 | 16.23 |
| 0.500 | 16.10 |
| 0.382 | 15.97 |
| LOW | 15.55 |
| 0.618 | 14.87 |
| 1.000 | 14.45 |
| 1.618 | 13.77 |
| 2.618 | 12.67 |
| 4.250 | 10.88 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 30.13 |
| 38.2% | 26.93 |
| 50.0% | 24.34 |
| 61.8% | 21.75 |
| 78.6% | 18.07 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 17.22 | -0.72 | -4.2% | Below |
| 10-Day SMA | 17.69 | -1.19 | -6.7% | Below |
| 20-Day SMA | 17.26 | -0.76 | -4.4% | Below |
| 50-Day SMA | 17.32 | -0.82 | -4.7% | Below |
| 100-Day SMA | 18.95 | -2.45 | -12.9% | Below |
| 200-Day SMA | 18.63 | -2.13 | -11.4% | Below |
Bollinger Bands (20, 2):
Upper: 20.00
Middle: 17.26
Lower: 14.52
Bandwidth: 31.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 18.21
Kijun-sen: 17.92
Span A: 18.07
Span B: 19.10
Chikou Span: 17.65
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral46.96
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.06
Signal: 0.11 · Hist: -0.16Stochastic (14, 3)
Bullish%K: 17.98
%D: 10.22StochRSI (14)
Neutral%K: 4.69
%D: 16.93ADX (14) & Trend
Neutral31.95
+DI: 22.94 · -DI: 12.41CCI (20)
Neutral-78.21
Range -100 to +100Williams %R (14)
Bullish-82.02
Range -100 to 0Ultimate Oscillator
Neutral40.34
Periods: 7, 14, 28ROC (12)
Bearish-12.09%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-0.65
Bull: -0.65 · Bear: -1.75High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 20.88 | 15.54 | 5.34 | 32.4% | 2.25 | 13.6% | 18% | False | False | 0 |
| 10 | 20.88 | 15.54 | 5.34 | 32.4% | 2.26 | 13.7% | 18% | False | False | 0 |
| 20 | 20.88 | 14.96 | 5.92 | 35.9% | 1.88 | 11.4% | 26% | False | False | 0 |
| 40 | 22.66 | 14.96 | 7.70 | 46.7% | 1.77 | 10.8% | 20% | False | False | 0 |
| 60 | 23.24 | 14.96 | 8.28 | 50.2% | 1.70 | 10.3% | 19% | False | False | 0 |
| 80 | 23.24 | 14.96 | 8.28 | 50.2% | 1.59 | 9.6% | 19% | False | False | 0 |
| 100 | 31.65 | 14.96 | 16.69 | 101.2% | 1.90 | 11.5% | 9% | False | False | 0 |
| 120 | 35.30 | 14.96 | 20.34 | 123.3% | 2.22 | 13.5% | 8% | False | False | 0 |