CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Jun-2025
Day Change Summary
Previous Current
25-Jun-2025 26-Jun-2025 Change Change % Previous Week
Open 17.28 16.67 -0.61 -3.5% 19.78
High 17.51 16.78 -0.73 -4.2% 21.79
Low 16.69 16.11 -0.58 -3.5% 18.67
Close 16.76 16.59 -0.17 -1.0% 20.62
Range 0.82 0.67 -0.15 -18.3% 3.12
ATR 2.24 2.13 -0.11 -5.0% 0.00
Volume
Daily Pivots for day following 26-Jun-2025
Classic Woodie Camarilla DeMark
R4 18.50 18.22 16.96
R3 17.83 17.55 16.77
R2 17.16 17.16 16.71
R1 16.88 16.88 16.65 16.69
PP 16.49 16.49 16.49 16.40
S1 16.21 16.21 16.53 16.02
S2 15.82 15.82 16.47
S3 15.15 15.54 16.41
S4 14.48 14.87 16.22
Weekly Pivots for week ending 20-Jun-2025
Classic Woodie Camarilla DeMark
R4 29.72 28.29 22.34
R3 26.60 25.17 21.48
R2 23.48 23.48 21.19
R1 22.05 22.05 20.91 22.77
PP 20.36 20.36 20.36 20.72
S1 18.93 18.93 20.33 19.65
S2 17.24 17.24 20.05
S3 14.12 15.81 19.76
S4 11.00 12.69 18.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.42 16.11 6.31 38.0% 1.49 9.0% 8% False True
10 22.42 16.11 6.31 38.0% 1.78 10.7% 8% False True
20 22.42 16.11 6.31 38.0% 1.68 10.1% 8% False True
40 28.13 16.11 12.02 72.5% 1.83 11.0% 4% False True
60 60.13 16.11 44.02 265.3% 3.87 23.4% 1% False True
80 60.13 16.11 44.02 265.3% 3.60 21.7% 1% False True
100 60.13 14.74 45.39 273.6% 3.30 19.9% 4% False False
120 60.13 14.58 45.55 274.6% 3.05 18.4% 4% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 19.63
2.618 18.53
1.618 17.86
1.000 17.45
0.618 17.19
HIGH 16.78
0.618 16.52
0.500 16.45
0.382 16.37
LOW 16.11
0.618 15.70
1.000 15.44
1.618 15.03
2.618 14.36
4.250 13.26
Fisher Pivots for day following 26-Jun-2025
Pivot 1 day 3 day
R1 16.54 17.42
PP 16.49 17.14
S1 16.45 16.87

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

View Archives - Comment on this page... - Back to Index of Symbols