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TS4 doesn't convert daily cumulative data to weekly properly without some
special coding. Here is the daily cumulative net volume. It has now
dropped below the level of October 1988.
----- Original Message -----
From: "profitok" <profitok@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 19, 2001 11:49 AM
Subject: Re: [RT] Gen - dollar C/(C+P)
> great clue to what is next
> At today's close if you have time please post cum volume weekly and
> score weekly
> thanks in advance
> Ben
> ----- Original Message -----
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Wednesday, September 19, 2001 12:20 AM
> Subject: [RT] Gen - dollar C/(C+P)
>
>
> > This chart has the end of day ratio of dollar calls to the sum of dollar
> > calls plus dollar puts for the 4 major option exchanges. It shows that
on
> > 8/28 the dollar volume of puts swamped the dollar volume of calls at the
> end
> > of the day and drove the ratio down to 0.15. That was the lowest level
> seen
> > so far in 2001. Then on 8/31 the low was tested again. This Friday
could
> > be one of the more interesting expirations as the bullish divergence
setup
> > might imply some upside if it were not for the continuing fear. The
last
> > week of August does look suspicious since it is so far out of the 0.3 to
> 0.5
> > range since the May index high. Old timers know September can be
brutal.
> > Old timers also know "Sell Rosh Hashanah and Buy Yom Kippur". Maybe the
> > ratio was just reflecting lots of insurance being bought before the
> climax.
> > Or maybe some parties did know about the terrorism about to be
unleashed.
> > Maximum gamma leaverage would occur on Friday which should be about the
> time
> > the 600 Taliban clerics deliver a peace offering or write their ticket
to
> > "nirvana". Since their vote has to be unanimous it would seem to be
> > preordained. Who amongst them would dare to vote to comply with US
> > requests. They are literally chosing life or death. My crystal ball
says
> > they won't be able to come to a decision before the weekend, will find
> some
> > way to stall the decision, or agree and say yes he should go, but he has
> to
> > leave on his own volition.
> >
> >
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
>
>
> To unsubscribe from this group, send an email to:
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>
>
>
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>
>
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Attachment:
Description: "EODCV2001.gif"
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