Tight Ranges

Discussion in 'Index Futures' started by Sarasota, Apr 12, 2004.

  1. Brandonf

    Brandonf Sponsor

    Volatility reverts to its mean, everything does on Wall Street. Volatility levels are still historically high, they are working their way back to the average.

    Brandon
     
    #11     Apr 12, 2004
  2. Pabst

    Pabst

    That sums it up Brandon. I keep telling guys, NEVER AGAIN will you see those 2000-2002 type of index ranges on a day in day out basis. Just like gold had entire years with ranges smaller than single days it had in 1980 we'll have years smaller than those big weeks in early 2000.
     
    #12     Apr 12, 2004
  3. damir00

    damir00 Guest

    not sure about that. normalizing trading ranges to price shows volatility (actual, not expected) at historically very low levels on both Dow and SPX. what i find fascinating is put buying is at extremely high levels relative to the amount of volatility present.
     
    #13     Apr 12, 2004
  4. Actually, I like these trading conditions. I am doing quite well, but as I said before, I think Monday's are absolutely the worst days to trade. I also feel the best days to trade are now on Fridays.
     
    #14     Apr 12, 2004