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Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA

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To: Steve Lee who wrote (10037)1/31/2002 2:39:02 PM
From: J.T.  Read Replies (1) of 19219
 
Has there ever been a 10% rise in the S&P from a time when volatility has been so low compared to the preceeding 12 mth volatility?

Absolutely.

Most of 1997 we had VIX in low 20's and ocassionally high teens.

Look at 1996...VIX mid to high teens more often than not..

1995 low to mid teens...

In fact, from early 1991 thru a good part of 1997, VIX never hit 30.

A distant memory now...

Best Regards, J.T.
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