S&P volatility gone ?

Here is a 10 year historical price volatility chart of the sp500.

 

Here is a five year weekly

 

There is no rational reason for the lack of volume the past 3 days. I gave them a break with the superbowl but there is no reason why the institutions should not have been online today. We got the FOMC and the jobs out of the way last week...... lets get this shit rolling.

 

A one year daily.

 

I changed the settings to 5,10,20,50. from 10,30,50,100.

 

A twenty year price volatility chart of sp500

 

I think interest rates have to heat up again in order to get stocks moving. With oil on the move again it may not take long for the bond market to get nervous about more rate hikes.

 

I blame the armies of mechanical e-mini traders eating every profitable tick. The indices are arbed to death as every ebb & flow is pounced upon in milliseconds. If everyone went back the 90's hey day trading of firing from the hip, volatility would be through the roof.

 

This is what I was trying to hint at in the ES Too Efficient thread.

The volatility of the ES is dried up lately. Doesn't mean it won't return, but if you know and study your markets you notice when things like this occur. Then, it's your choice to participate or wait to see if the volatility returns. For me, I am not currently trading the ES.

 

Volatility is down across the board again. The bond market needs something to chew on.