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Strategies & Market Trends : MDA - Market Direction Analysis
SPY 689.490.0%4:00 PM EST

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To: HairBall who started this subject12/25/2000 11:00:15 AM
From: Haim R. Branisteanu  Read Replies (1) of 99985
 
Does any one know if there is an actual VIXN index published by any exchange? It is the volatility index on the NAZ comparable to the VIX on the OEX.

Based on Barron's of this weekend VIXN hit a spike of around 60, not seen since April 18 this year and higher than October 1998.(page MW11)

Also would appreciate the exact formula to calculate the VIX and apply to VIXN if it is not published.

Haim
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