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Hello Alex
How soon can we see the real time p/c
Ben
----- Original Message -----
From: "Jacobson, Alex" <AJacobson@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 08, 2003 9:41 AM
Subject: RE: [RT] Put Call Ratio (with corrected SP cash)
> 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:
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> >
> >
> >
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> >
> >
> >
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>
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