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Strategies & Market Trends : News Links and Chart Links

SPXL 213.39

-5.0%

Nov 13 4:00 PM EST

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To: OX who wrote (1556)	3/2/2002 3:52:49 PM
From: Les H	Read Replies (1) of 29596

Does the calculation take an absolute value of the change in price so that it's direction neutral? I notice that it often seems to turn down if a price series oscillates about its 21-day MA or if a price series maintains a relatively fixed distance below or above the same MA. It would seem to me the higher HV in relation to the VXN and the IV would indicate that: (1) the NDX will pull back; and the HV will decline and the VXN increase due to increase pessimism. (2) the NDX will stall; and the HV will decline and the VXN stall or decrease to reflect a decline in the IV.

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