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I was working on trying to find a surrogate for the COT of the SPX that
would be up to date. The COT is very good but the delay with the release
of the data could be a problem. I compared a 10 week RSI of the VIX
closing value (fridays number) to the COT and it was a pretty good fit.
This is the current chart of the VIX 10 week RSI. It looks like we might
have another attempt at a rally and then another sell off.
Ron McEwan
Attachment Converted: "f:\eudora\attach\vixrsi.gif"
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