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You are probably referring to the cboe trins, will have to dig that chart
out. In the meantime here is the CBOE $C/($C+$P) during the swing (OEX and
ES are similar) as well as that for the PSE, PHLX, AMEX. During the first
swing down, the PSE(techs) and the PHLX(techs) rose to the 0.7 level and the
Amex dropped to the 0.25 level and the CBOE dropped to 0.35. Now that the
AM expiration has passed all are converging towards neutrality at 0.5. The
post lunch period especially last hour will probably see another
perturbation.
bobr
----- Original Message -----
From: "Michael Ferguson" <wl7bdn@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, July 20, 2001 8:09 AM
Subject: Re: [RT] Dynamic Midpoint
> so is it possible to say (correctly) that the formula served as a target
> price in the ES upswing beginning approx 0900?
>
> second question, Bob,
>
> would you verbally describe the interplay of ES and CBOE breadth data
during
> that swing? how did it differ (or not) from non-expiration moves?
>
> I am wondering along the lines of: was there hedging in the index followed
> by liquidation of puts followed by some liquidation of calls? Is this WAY
> OFF BASE?
>
> Michael
>
> PS: my fills were slower than normal today, suspect east coast issues in
> play still
>
>
>
>
>
>
>
>
>
> ----- Original Message -----
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Friday, July 20, 2001 08:41
> Subject: Re: [RT] Dynamic Midpoint
>
>
> correction, the pivot code is of course (highD(1)+lowD(1)+closeD(1))/3 and
> not the (0) as on the chart, was too early in the AM.
> ----- Original Message -----
> From: BobR
> To: realtraders@xxxxxxxxxxxxxxx
> Sent: Friday, July 20, 2001 5:15 AM
> Subject: Re: [RT] Dynamic Midpoint
>
>
> Could you be more specific? It sounds like you might be referring to
the
> classical pivots or support resistance levels. The white resistance
dotted
> lines and the yellow line on the chart are the classical resistance and
> pivot levels that are quite popular that use the H,L,C in their
> calculations. Are you referring to moving averages or support/resistance
> lines?
>
> bobr
> http://www.oextrader.com/sigma_trader
>
> ----- Original Message -----
> From: r2d2
> To: realtraders@xxxxxxxxxxxxxxx
> Sent: Thursday, July 19, 2001 9:11 PM
> Subject: [RT] Dynamic Midpoint
>
>
> Bob,
>
> What I will ask is not quite a midpoint but have you heard of moving
> averages of today's High + Low - Close ? and any of its applications
.
>
> Serge
>
>
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