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Strategies & Market Trends : MDA - Market Direction Analysis
SPY 684.83+0.6%Dec 22 4:00 PM EST

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To: Les H who wrote (58971)9/15/2000 8:23:36 AM
From: Les H  Read Replies (3) of 99985
 
Big move coming up?

actual volatility

21d 21w
Daily Weekly

NYSE 5 12
OEX 8 17
SPX 9 17
Dow 8 13

A drop in each index would likely move the 21w volatility
down as the 21 week ago period by October would be near the
May lows, setting up the next rally phase.
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