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Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA

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To: J.T. who started this subject	7/18/2002 4:46:41 PM
From: Dexter Lives On	Read Replies (1) of 19219

Vix - then & now. We haven't seen the kind of vix spike that is worth buying... Check out the biggest fear spikes in bold below. jmho. Rob THEN Date spx oex vix ndx delta_spx delta_oex delta_vix delta_ndx 1-Oct-87 327.33 160.37 21.83 209.71 2-Oct-87 328.07 160.82 21.42 212.15 0.2% 0.3% -1.9% 1.2% 5-Oct-87 328.08 160.82 21.15 213.81 0.0% 0.0% -1.3% 0.8% 6-Oct-87 319.22 155.85 24.28 208.07 -2.7% -3.1% 14.8% -2.7% 7-Oct-87 318.54 155.52 22.09 206.89 -0.2% -0.2% -9.0% -0.6% 8-Oct-87 314.16 153.54 23.52 203.62 -1.4% -1.3% 6.5% -1.6% 9-Oct-87 311.07 151.57 23.76 202.46 -1.0% -1.3% 1.0% -0.6% 12-Oct-87 309.39 151.24 24.59 199.62 -0.5% -0.2% 3.5% -1.4% 13-Oct-87 314.52 153.68 24.32 201.23 1.7% 1.6% -1.1% 0.8% 14-Oct-87 305.23 148.53 26.36 197.49 -3.0% -3.4% 8.4% -1.9% 15-Oct-87 298.08 145.04 27.86 193.07 -2.3% -2.3% 5.7% -2.2% 16-Oct-87 282.7 137.07 36.37 183.29 -5.2% -5.5% 30.5% -5.1% 19-Oct-87 224.84 108.06 150.19 155.65 -20.5% -21.2% 313.0% -15.1% 20-Oct-87 236.83 116.45 140 143.96 5.3% 7.8% -6.8% -7.5% 21-Oct-87 258.38 126.82 73.91 158.78 9.1% 8.9% -47.2% 10.3% 22-Oct-87 248.25 121.88 102.22 149.99 -3.9% -3.9% 38.3% -5.5% 23-Oct-87 248.22 121.89 98.81 145.42 0.0% 0.0% -3.3% -3.0% 26-Oct-87 227.67 111.82 113.33 128.43 -8.3% -8.3% 14.7% -11.7% 27-Oct-87 233.19 115.74 97.51 129.87 2.4% 3.5% -14.0% 1.1% 28-Oct-87 233.28 115.86 81.24 131.21 0.0% 0.1% -16.7% 1.0% 29-Oct-87 244.77 121.12 64.66 143.64 4.9% 4.5% -20.4% 9.5% 30-Oct-87 251.79 124.11 61.41 150.07 2.9% 2.5% -5.0% 4.5% _________________________________________________________________________________ NOW Date spx oex vix ndx delta_spx delta_oex delta_vix delta_ndx 19-Jun-02 1019.99 507.64 29.71 1097.54 20-Jun-02 1006.29 500.02 32.5 1062.45 -1.3% -1.5% 9.4% -3.2% 21-Jun-02 989.14 489.42 31.28 1035.63 -1.7% -2.1% -3.8% -2.5% 24-Jun-02 992.72 493.04 29.87 1057.68 0.4% 0.7% -4.5% 2.1% 25-Jun-02 976.14 483.42 31.47 1022.74 -1.7% -2.0% 5.4% -3.3% 26-Jun-02 973.53 482.57 32.33 1027.22 -0.3% -0.2% 2.7% 0.4% 27-Jun-02 990.64 491.61 30.02 1050.64 1.8% 1.9% -7.1% 2.3% 28-Jun-02 989.82 490.12 29.13 1051.41 -0.1% -0.3% -3.0% 0.1% 1-Jul-02 968.65 478.96 30.56 998.17 -2.1% -2.3% 4.9% -5.1% 2-Jul-02 948.09 470.11 33.64 963.66 -2.1% -1.8% 10.1% -3.5% 3-Jul-02 953.99 474.41 33.31 995.68 0.6% 0.9% -1.0% 3.3% 5-Jul-02 989.03 492.66 30.21 1060.89 3.7% 3.8% -9.3% 6.5% 8-Jul-02 976.98 486.29 31.53 1014.33 -1.2% -1.3% 4.4% -4.4% 9-Jul-02 952.83 475.24 33.92 990.23 -2.5% -2.3% 7.6% -2.4% 10-Jul-02 920.47 458.69 39.02 959.05 -3.4% -3.5% 15.0% -3.1% 11-Jul-02 927.37 462.92 38.64 998.03 0.7% 0.9% -1.0% 4.1% 12-Jul-02 921.39 458.91 38.33 1000.82 -0.6% -0.9% -0.8% 0.3% 15-Jul-02 917.93 457.17 39.3 1021.02 -0.4% -0.4% 2.5% 2.0% 16-Jul-02 900.94 448.81 42.13 1011.3 -1.9% -1.8% 7.2% -1.0% 17-Jul-02 906.04 453.68 39.8 1028.74 0.6% 1.1% -5.5% 1.7% edit: sorry, thought the table would come out better first 4 columns are closing S&P500, S&P100, VIX and NDX. Last 4 columns are close to close change. First row of each table only has 4 columns. rv

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