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Another interesting contribution to the recent ^VIX puzzle
http://technical.traders.com/tradersonline/display.asp?art=1037
DT
PS: Since then [Apr23] ^VIX moved even lower and left behind many
questions without answer...
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Today´s session is another small proof. ^VIX seems to loose the
> reaction . Life is never easy with price levels.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Ken,
> > thank you for the interesting site, you always take care of the
> list
> > and many readers appreciate it !!
> > The text is somehow simplistic, covering mainly step 2
[horizontal
> > support]. It gives extra emphasis to this element,
> > although it is not [IMO] the A and Z of T/A.
> > No, there are not magic reaction levels and 0.73 was just
repeated
> > sometimes in the past [what would the author write with
> > the last 0.658 !!!], because RVIX is closely attached to price,
it
> is
> > not an oscillator.
> > On the other side, I am not the right person to comment these
> charts,
> > I have never used such long time frames as 200MA
> > [I usually work with 30-40 bars indicators, maximum 80bars for
some
> > Slow Stochastics like the below described Sqrt]
> > There is a beauty in 200 or 250MA, no doubt, I have met serious
> > analysts working exclusively these frames, but, it is not my
style.
> > The same comments for the recent RNDX.** Although past levels
> rarely
> > exceeded 1, we are above 1 for more than 28 sessions WITHOUT ANY
> > SPECIAL REASON and without any super bullish events.
> > If you were considering 1 as the reaction level for RNDX, you
would
> > Short the market on March13 and you would loose the whole part of
> the
> > recent [not so important] NDX uptrend.
> > Note also that the recent military affairs confused the market a
> lot.
> > If nothing else, this fact will cause a 20days delay to anything
> was
> > planned before [fibonacci time zones fans will be slightly
> inaccurate
> > in their calculations this period !!]
> > A final note : Some upcoming results may be good and give another
> > plastic impulse to the market.
> > As for myself, despites #6th paragraph, I am very happy to be
>80%
> > cash this period, waiting for more clear signals.The last long
> > positions were closed last week, [except the miserable WN03 !!],
no
> > important new Shorts, just waiting.
> > Thanks again
> > Dimitris
> > ** Try a
> > C0=Foreign("^NDX","C");
> > Plot(C0/MA(C0,200),"RNDX",1,8);
> > C1=Foreign("^VIX","C");
> > Plot(C1/MA(C1,200),"RVIX",4,8);
> > in a database including both ^NDX and ^VIX
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx>
wrote:
> > > Dimitris: you may want to read about Relative VIX at
> > >
> > >
> > >
> > > http://www.zealllc.com/2003/rvix.htm
> > >
> > >
> > >
> > > Let me know your reaction...if you have one.
> > >
> > >
> > >
> > > Ken
> > >
> > >
> > >
> > >
> > >
> > > These are the main ^VIX graphs I watch everyday.
> > > 4. and 5. say that we expect a new N100 bearish period.
> > >
> > > 3 says to wait for a great "Buy the Market" signal more than 20
> > bars.
> > > The results are yours.
> > > Dimitris Tsokakis
> > >
> > >
> > >
> > >
> > >
> > >
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