CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jun-2025
Day Change Summary
Previous Current
05-Jun-2025 06-Jun-2025 Change Change % Previous Week
Open 17.68 18.16 0.48 2.7% 19.81
High 18.80 18.35 -0.45 -2.4% 20.45
Low 17.08 16.65 -0.43 -2.5% 16.65
Close 18.48 16.77 -1.71 -9.3% 16.77
Range 1.72 1.70 -0.02 -1.2% 3.80
ATR 2.56 2.51 -0.05 -2.0% 0.00
Volume
Daily Pivots for day following 06-Jun-2025
Classic Woodie Camarilla DeMark
R4 22.36 21.26 17.71
R3 20.66 19.56 17.24
R2 18.96 18.96 17.08
R1 17.86 17.86 16.93 17.56
PP 17.26 17.26 17.26 17.11
S1 16.16 16.16 16.61 15.86
S2 15.56 15.56 16.46
S3 13.86 14.46 16.30
S4 12.16 12.76 15.84
Weekly Pivots for week ending 06-Jun-2025
Classic Woodie Camarilla DeMark
R4 29.36 26.86 18.86
R3 25.56 23.06 17.82
R2 21.76 21.76 17.47
R1 19.26 19.26 17.12 18.61
PP 17.96 17.96 17.96 17.63
S1 15.46 15.46 16.42 14.81
S2 14.16 14.16 16.07
S3 10.36 11.66 15.73
S4 6.56 7.86 14.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.45 16.65 3.80 22.7% 1.54 9.2% 3% False True
10 25.53 16.65 8.88 53.0% 2.02 12.0% 1% False True
20 25.53 16.65 8.88 53.0% 1.83 10.9% 1% False True
40 54.67 16.65 38.02 226.7% 2.94 17.6% 0% False True
60 60.13 16.65 43.48 259.3% 4.00 23.8% 0% False True
80 60.13 14.74 45.39 270.7% 3.70 22.1% 4% False False
100 60.13 14.58 45.55 271.6% 3.30 19.7% 5% False False
120 60.13 13.24 46.89 279.6% 3.25 19.4% 8% 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 True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.58
2.618 22.80
1.618 21.10
1.000 20.05
0.618 19.40
HIGH 18.35
0.618 17.70
0.500 17.50
0.382 17.30
LOW 16.65
0.618 15.60
1.000 14.95
1.618 13.90
2.618 12.20
4.250 9.43
Fisher Pivots for day following 06-Jun-2025
Pivot 1 day 3 day
R1 17.50 17.73
PP 17.26 17.41
S1 17.01 17.09

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

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