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Per Candlestyk's request uvol/dvol. Upside is unbounded, downside is
confined to between 0 and 1.
----- Original Message -----
From: <candlestyk@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, March 08, 2001 5:01 AM
Subject: [RT] Re: MKT - NYA
> >It looks like both the
> > UVOL / TVOL and DVOL / TVOL saturate at 80%. It also looks like
> 50% is a
> > significant level.
>
> Bob,
> What would it look like: ((UVOL/TVOL) / (DVOL/TVOL))
> since the cross of the lines also seems significant. Then as a rough
> guide, >1 market uptrend, <1 downtrend, and ratio extremes may be
> repetitive.
>
> Ray F
>
>
>
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Attachment:
Description: "UVOLDVOL.gif"
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