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Re: [EquisMetaStock Group] Re: Any indicator to measure volatility based on 0 to 100?



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Eric,
Have you tried the Relative Volatility Index indicator in the indicator list? I attached some screen shots of it on NYSE. Also have you thought of the VIX or VXN as a guide of the market's volatility. I attached a chart of VIX and NYSE so you can see how I compare them for entry/exit. Of course I would suggest using more than just one indicator because as you can see on the charts with just the RVI it would be hard for me to trust with getting so many false signals or none at all.
Burt


From: chichungchoi <no_reply@xxxxxxxxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Friday, November 7, 2008 1:11:28 AM
Subject: [EquisMetaStock Group] Re: Any indicator to measure volatility based on 0 to 100?

Thank you very much for suggestions

I would like to define the scale on volatility, therefore, I will
know the current volatility levels based on historical data. I would
like to define the range for volatility between 0 and 100.
Do you have any suggestions?
Thank you very much for any suggestions
Eric

--- In equismetastock@ yahoogroups. com, superfragalist <no_reply@xx .>
wrote:
>
> You use a simple 5 SMA and 20 SMA of the vix. When the 5 SMA is
above
> the 20 SMA volatility is increasing. When it's below volatility is
> decreasing. Then look at how high the 5 SMA is. Normally the MA's
are
> in the 20 to 30 range. Now they are in the 60 to 70 range.
>
> Put it on a chart and look at it. It's simple.
>
> Super
>
>
>
> --- In equismetastock@ yahoogroups. com, chichungchoi <no_reply@>
wrote:
> >
> > Does anyone have any suggestions on any indicator to measure
volatility
> > based on 0 to 100? For example, above 60 is more volatile, above
80 is
> > very volatile, below 30 is less volatile.
> > Does anyone have any suggestions?
> > Thanks in advance for any suggestions
> > Eric
> >
>


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Attachment: RVI.doc
Description: MS-Word document

Attachment: 10-31-08 VIX and NYSE.doc
Description: MS-Word document