RSI, Slow Stochastics
RSI sitting on 20 would approach Sept 2001 levels..slow stochs 0 across the board..VIX near 20...these are bottom readings...
P/C today 1.32...P/C's past 21 days (to calc. 21 day M/A)
04/21/2006, 2473888, 2294773, 4768661, 0.93
04/24/2006, 1431977, 1201194, 2633171, 0.84
04/25/2006, 1400891, 1325728, 2726619, 0.95
04/26/2006, 1316310, 1410725, 2727035, 1.07
04/27/2006, 1756469, 1293321, 3049790, 0.74
04/28/2006, 1364992, 1193418, 2558410, 0.87
05/01/2006, 1248209, 1141471, 2389680, 0.91
05/02/2006, 1227758, 1077069, 2304827, 0.88
05/03/2006, 1263389, 1149494, 2412883, 0.91
05/04/2006, 1475298, 950011, 2425309, 0.64
05/05/2006, 1487412, 1214808, 2702220, 0.82
05/08/2006, 1240515, 1160838, 2401353, 0.94
05/09/2006, 1297683, 1130012, 2427695, 0.87
05/10/2006, 1467607, 1220251, 2687858, 0.83
05/11/2006, 1895309, 1822179, 3717488, 0.96
05/12/2006, 1845711, 2349127, 4194838, 1.27
05/15/2006, 1690954, 2082127, 3773081, 1.23
05/16/2006, 1559447, 1578382, 3137829, 1.01
05/17/2006, 2064401, 3136221, 5200622, 1.52
05/18/2006, 1961995, 2396428, 4358423, 1.22
05/19/2006, 2530621, 3216314, 5746935, 1.27
Today: 1.31
From my Sept 20, 2001 bottom call on SI:
"In 1998, the put call ratio spiked as high as 1.23, but closed at 1.15 with a moving average around .80....today the put call ratio hit 1.27, a 21 day moving average of .88, and closed at the high..."
21 day moving average on the p/c ratio = 1.00...extremely high...
But, the reaction..hasn't happened yet.. |
