CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Jan-2025
Day Change Summary
Previous Current
21-Jan-2025 22-Jan-2025 Change Change % Previous Week
Open 16.29 14.89 -1.40 -8.6% 21.18
High 16.29 15.29 -1.00 -6.1% 22.04
Low 14.93 14.59 -0.34 -2.3% 15.53
Close 15.06 15.10 0.04 0.3% 15.97
Range 1.36 0.70 -0.66 -48.5% 6.51
ATR 2.20 2.09 -0.11 -4.9% 0.00
Volume
Daily Pivots for day following 22-Jan-2025
Classic Woodie Camarilla DeMark
R4 17.09 16.80 15.49
R3 16.39 16.10 15.29
R2 15.69 15.69 15.23
R1 15.40 15.40 15.16 15.55
PP 14.99 14.99 14.99 15.07
S1 14.70 14.70 15.04 14.85
S2 14.29 14.29 14.97
S3 13.59 14.00 14.91
S4 12.89 13.30 14.72
Weekly Pivots for week ending 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 37.38 33.18 19.55
R3 30.87 26.67 17.76
R2 24.36 24.36 17.16
R1 20.16 20.16 16.57 19.01
PP 17.85 17.85 17.85 17.27
S1 13.65 13.65 15.37 12.50
S2 11.34 11.34 14.78
S3 4.83 7.14 14.18
S4 -1.68 0.63 12.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.14 14.59 4.55 30.1% 1.38 9.1% 11% False True
10 22.04 14.59 7.45 49.3% 1.62 10.7% 7% False True
20 22.04 14.27 7.77 51.5% 1.97 13.0% 11% False False
40 28.32 12.70 15.62 103.4% 2.03 13.4% 15% False False
60 28.32 12.70 15.62 103.4% 1.88 12.5% 15% False False
80 28.32 12.70 15.62 103.4% 1.82 12.1% 15% False False
100 28.32 12.70 15.62 103.4% 1.87 12.4% 15% False False
120 65.73 12.70 53.03 351.2% 2.45 16.2% 5% False False
Crabel Price Patterns
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 True
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18.27
2.618 17.12
1.618 16.42
1.000 15.99
0.618 15.72
HIGH 15.29
0.618 15.02
0.500 14.94
0.382 14.86
LOW 14.59
0.618 14.16
1.000 13.89
1.618 13.46
2.618 12.76
4.250 11.62
Fisher Pivots for day following 22-Jan-2025
Pivot 1 day 3 day
R1 15.05 15.44
PP 14.99 15.33
S1 14.94 15.21

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These figures are updated between 7pm and 10pm EST after a trading day.

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