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Strategies & Market Trends : Ask DrBob

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To: Drbob512 who started this subject8/21/2000 10:52:53 PM
From: Jennifer O  Read Replies (2) of 100058
 
Statistics on VIX, FWIW:

I went back to beginning of 1970 (Nas interception) for daily VIX data. Here is a quick stats:

Highest HOD: Oct 20 '87: VIX=172.79
Lowest LOD: Dec 23 '93: VIX= 8.86

On daily closing base:
Lowest: Dec 23 '93 VIX=9.04
Highest: Oct. 19 '87 VIX=150

Between Jan 1, '70 to Aug 21, '00, total there are 3694 trading days, on daily closing bases:

VIX Range---------------- # of Trading DAYS
Greater than 50-------------------------18
40 to 50--------------------------------49
30 to 40-------------------------------173
25 to 30-------------------------------442
20 to 25-------------------------------996
15 to 20------------------------------1185
10 to 15-------------------------------821
Less than 10----------------------------10

Today VIX has a range of 19.41 to 20.15 closed at 19.56.
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