Sera
One of the benefits of twitter, all the stats come through
A couple more from Jason G
(http://twitter.com/#!/sentimentrader)
When weekly $VIX closes < lower Bollinger Band, next 6 weeks VIX up 13/15 times, avg +22.7%. Median max loss -2.1%, median max gain +35.0%.
WIW stat du jour...the last 14 times S&P futes closed at 3mo high on opex, was down 11 times into month-end (incl 6/8 in Dec since '82).$$
2011 crowded markets , page-54
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Last
8,118.8 |
Change
-41.200(0.50%) |
Mkt cap ! n/a | |||
| Open | High | Low |
| 8,160.0 | 8,160.0 | 8,063.2 |
| XJO (ASX) Chart |