I'm with ILO, this has all the indications of a top, imploding vix, atr5 nearly half of atr44, absolutely no fear, dumb $ could push us higher but...
do you pay 3.62 per es option contract? one way?
Interesting, thanks. there is no fear in this market, vix/vxo at multi month lows and atrs are squeezed. This has the signature of nearly ready...
difficult to be useful without a time frame.
lol, you could be right. :)
prob not before fed mtg.
How about the rule of use Tradestation or another backtesting software to illustrate perspectives. :p
after the verbal banter today some are reluctant to post. lol. outlook is fairly simple, 1400 first resistance, 1420ish the next. If they...
this info will also make your life prosper: ET went over 100k members this weekend. Funny how there are regularly less than 1000 members on the...
actually, I just took a picture of a black swan on maui. as for wc's question. I've been working with dotm backspreads for some time. for...
very interesting, thank you.
maybe I missed it, but it could also be the basis of the logic.
It is possible to see a divergence between options pricing and the underlying. look at the prices on the day of the last employment report. sp...
I think it is an interesting idea, none the less. if options data could be used to predict the next day's move with a historical level of...
you should be able to take all data points and backtest on futures for definitiveness. if it works there it may work on options, depending if...
low today was an approximate 50% retracement of the april 1st move and a bounce off daily uptrend from mar low. 1400 likely.
One of the rarer times the gap is closed later in the day.
digesting an outlier move on the 1st, smaller vix = smaller atr. this thing needs to roll over.
good job, probably going lower on monday after these 3 smaller daily bars and another vix drop.
thanks for the data though, how about a measurement of close vs. the low of the day. smallest value is 0, higher the number, higher the value.
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