|
PureBytes Links
Trading Reference Links
|
ISE is actually the primary market for the 500+ names we trade. We also
trade more then half the volume in 15 of the DJ 30 options. If you look at
Equity option trading only (excluding index options). The CBOE, AMEX and
ISE trade, on a daily basis, about the same overall volume. We just do it
on less names.
Alex Jacobson
Vice President
Education
I S E
212 897 8125
847 607 0559 (Chicago Office)
212 425 4926 (FAX)
877 7209918 (SKYPAGE)
ajacobson@xxxxxxxxxxxxxx
-----Original Message-----
From: EarlA [mailto:earl.a@xxxxxxxxxx]
Sent: Wednesday, January 08, 2003 9:33 AM
To: realtraders@xxxxxxxxxxxxxxx
Subject: Re: [RT] Put Call Ratio (with corrected SP cash)
Bob, I have posted a question to the QC list, we will see if we get an
answer.
Earl
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 08, 2003 3:24 AM
Subject: Re: [RT] Put Call Ratio (with corrected SP cash)
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."
----- Original Message -----
From: BobR
To: 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
----- Original Message -----
From: EarlA
To: 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" <earl.a@xxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 07, 2003 5:05 PM
Subject: [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 60
minute
> 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
and
to
> 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 a
level
> 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
are
seen
> 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 in
this
> forum but also on free and pay sites. Aren't H&S formations
supposed to
> be
> topping formations, not intermediate bear market formations? And if
those
> 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
that
is
> 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 I
quite
> trading it, |;-) .
>
> bobr
>
> 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/
>
>
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>
>
> 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:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|