DIA Dow Jones 30 (ETF)
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Capitan Piluso
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Re: DIA Dow Jones 30 (ETF)
hch invertido derecho a 1400 el sp500
Re: DIA Dow Jones 30 (ETF)
Vix 1H divergencia alcista
Re: DIA Dow Jones 30 (ETF)
nitramus escribió:VIX pareciera dar señal de que este ultimo rally se esta agotando.
http://www.forexpros.es/indices/us-spx-vix-futures
Based on the moribund price action in the CBOE Volatility Index (^VIX) someone forgot to tell options traders to be "afraid" during the most recent pullback. Despite a 5% drop in stocks since the announcement of QE3 the VIX never exceeded 20. Compared to moves over 25 earlier this year and over 45 in summer of 2011 it seems like traders are positively catatonic.
Ryan Detrick of Schaeffer's says the drop in the level of the VIX isn't for lack of activity. His firm noted 700,000 call options on the VIX trading immediately prior to the Presidential election as players looked to get an edge on any major price moves. The market moved sharply lower but volatility didn't spike, limiting the upside of vol bulls. Detrick says it's time to get used to it.
"In my opinion we're looking at potentially one of these multi-year low VIX periods," Detrick offers in the attached video. Those looking to lay the blame for the muted reads can point to several likely suspects. First is the proliferation of different trading vehicles to get long, or short volatility. Huge volumes of trading tend to limit price moves as the "discovery" mechanism of markets becomes more efficient. The VIX isn't just the market bet on volatility anymore. It's also a function of every different derivative trade being put in by all the ETF's around the world.
As for traditional views such as a low VIX being a sign of market complacency, Detrick says to take it with a grain of salt. History simply doesn't support the view. For evidence Detrick points to last year at this time when VIX futures actually traded below the VIX itself, just as is the case today.
Past performance isn't the same as future results but the complacency of last Thanksgiving led directly to one of the best first quarters in market history. It's not a prediction, just a word of caution for those looking to read too much into the subdued VIX.
http://finance.yahoo.com/blogs/breakout ... 25z;_ylv=3
Re: DIA Dow Jones 30 (ETF)
Phantom escribió:NYSE - Jueves 22 Thanksgiving Day - Viernes 23 1/2 Rueda
http://www.nyse.com/press/1294398514465.html
Y lunes feriado acá.
Re: DIA Dow Jones 30 (ETF)
VIX pareciera dar señal de que este ultimo rally se esta agotando.
http://www.forexpros.es/indices/us-spx-vix-futures
http://www.forexpros.es/indices/us-spx-vix-futures
Re: DIA Dow Jones 30 (ETF)
WFT
El mercado se esta anticipando??
"That process, which has already led to hundreds of millions of dollars of additional expenses for the past five years, had forced the company to delay filing its second-quarter accounts with U.S. securities regulators until the end of November."
http://www.reuters.com/article/2012/11/ ... BJ20121113
El mercado se esta anticipando??
"That process, which has already led to hundreds of millions of dollars of additional expenses for the past five years, had forced the company to delay filing its second-quarter accounts with U.S. securities regulators until the end of November."
http://www.reuters.com/article/2012/11/ ... BJ20121113
Re: DIA Dow Jones 30 (ETF)
Oil 0.43%
Re: DIA Dow Jones 30 (ETF)
Muy ajustado el TR .....demasiado
Re: DIA Dow Jones 30 (ETF)
Internals Flat semi Verde....
Re: DIA Dow Jones 30 (ETF)
No descarto que en el intra, el DJIA vaya a testear la zona de los 12.780
Let´s see
Let´s see
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