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This is why it would be important to have the ISE
data in the P/C ratios, etc..
ISE vs other exchanges, from Active Trader Digest
Feb 2003 page 63:
"Individually, the International Securities
Exchange (ISE) continued to increase its market share, as its October volume in
the 518 issues it trades was the most of any U.S. exchange. The ISE was
the No. 1 exchange in 260 of the contracts. Overall October volume was up
27 percent from September and 87 percent from October 2001.
The ISE also traded its 200 millionth
contract on October 29. The milestone came less than eight months after
the ISE's 100 millionth contract was traded. It took the ISE almost two
years to trade its first 100 million contracts."
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
BobR
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Wednesday, January 08, 2003 1:25
AM
Subject: Re: [RT] Put Call Ratio (with
corrected SP cash)
Earl, do you know if your call and put data
includes the ISE? My dtn data only includes the amex, cboe, phlx, and
pse. Recall that Alex Jacobson said the ISE has become a major
player.
bobr
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
EarlA
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Tuesday, January 07, 2003 4:10
PM
Subject: Re: [RT] Put Call Ratio (with
corrected SP cash)
Sorry, the first charts contained incorrect plot for the
SP.Earl----- Original Message -----From: "EarlA" <<A
href="mailto:earl.a@xxxxxxxxxx";>earl.a@xxxxxxxxxx>To: <<A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx>Sent:
Tuesday, January 07, 2003 5:05 PMSubject: [RT] Put Call
Ratio> Bob, I've never been able to get much from using P/C
as a timing indicator> but I keep looking. I gave your formula a
spin. Attached Daily and 60minute> charts are from
QCharts:>> Black: QC:CallVal /(QC:CallVal +QC:PutVal)>
Blue: S&P Close price>> I don't see a strong correlation
between tops and bottoms in the P/C and> S&P. Am I missing
something here? Is there more to using this than simple> matching
extremes?>> Earl>> ----- Original Message
-----> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>> To:
<realtraders@xxxxxxxxxxxxxxx>> Sent: Tuesday, January 07, 2003
3:50 PM> Subject: Re: [RT] setups>>> Good
observation and good question. Sentiment has been something
I've> worked on to better pick the trades than time and
support/resistance andto> add positon trading to the daytrading
activity. Here is one chart that> might answer your question
about sentiment from a contrary point of view.>> Another short
setup occurs when the dollar weighted $C/($C+$P)composite(red>
line) reaches the 0.7 to 0.75 level as it did late on Tuesday. Such
alevel> can represent too much bullishness, or the end of
bullishness if it occurs> at the end of an uptrend. In either
case it increases the odds of> consolidation and or price erosion in
the near future. This level comes> after a less than 0.25 ratio
low on 12/27. This also completes a 6 day> runup in call
premium and rundown in put premium. Such high levels
areseen> at index high pivot points. Its just kinda
comforting to know what the> environment is.>>>
bobr> ----- Original Message ----->
From: Kent Rollins> To:
realtraders@xxxxxxxxxxxxxxx> Sent: Tuesday, January 07,
2003 2:22 PM> Subject: Re: [RT]
setups>>> I've seen many, many people
drawing head-and-shoulders formations> (non-inverted) on
daily charts of the last month or so. Not just
inthis> forum but also on free and pay sites.
Aren't H&S formations supposed to> be> topping
formations, not intermediate bear market formations? And
ifthose> same people tried, could they find and
inverted H&S formation on the> current>
daily/weekly charts? What does this say about market
sentiment?>>
Kent>>> ----- Original Message
-----> From: "BobR"
<bobrabcd@xxxxxxxxxxxxx>> To:
<MedianLine@xxxxxxxxxxxxxxx>;
<realtraders@xxxxxxxxxxxxxxx>> Sent: Tuesday,
January 07, 2003 2:19 PM> Subject: [RT]
setups>>> OK, this is the setup I am
looking at for a long exit/short entry.Today> marks
the 4th day of a positive NDX net percent up down volume (up
-> down)/total. A lower high on the 4th bar of a 4
bar set with a higher> high> on the NDX may be a
prelude to a down day the next day...at least thatis>
the thesis being examined. Perhaps it is reinventing the wheel,
but> discovery sure is fun as is the journey. I had
an options system that> could> quintuple the
account in 5 weeks of OEX trading. It was so boring
Iquite> trading it, |;-)
.>> bobr>> To
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