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I use the P/C ratio data that is emailed from the CBOE each afternoon. You
can log in at http://www.cboe.com and find the free email service. It has
all the statistics you could ever want. The ratio I use is calculated on
the OEX index and not on equity put and call volume. Sometime back Kurt
Kallus on RT posted a system using the OEX numbers. Attached is the pivot
chart for today's action. Note we dropped all the way down to the lower
side of the propriatery statistical zone at S4.
BobR
http://www.oextrader.com
At 08:30 PM 12/18/97 GMT, you wrote:
>On Wed, 17 Dec 1997 06:06:35 -0800, you wrote:
>
>>FYI, Pivots for the OEX for Wednesday. One caution with the holiday market
>>spirit is the OEX P/C ratio having dropped to 0.879 where it is on a Sell
>>Alert vs the 1.48 last Thursday where it was on Buy Alert. What is needed
>>is a change in trend of the P/C ratio to generate the sell signal.
>>
>>BobR
>>http://www.oextrader.com
>
>
>Bob,
>
>How do you calculate your P/C ratios. AE you using OEX option data or
>equity options
>
>
>jar@xxxxxxxx
>James A Roush
>
>
Attachment Converted: "c:\eudora\attach\OEX pvts.gif"
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