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Politics : High Tolerance Plasticity

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To: upanddown who wrote (17031)10/7/2002 6:58:31 PM
From: Gottfried   of 23153
 
John, [text added] I charted the closing VIX. The highest intraday high
was 60 AFTER removing the fateful month in 1987. Here's the
period I removed, containing the highest VIX...

open high low close
10/15/87 26.43 29.93 26.03 27.86
10/16/87 28.17 39.07 27.26 36.37
10/19/87 71.33 152.48 62.48 150.19
10/20/87 171.52 172.79 138.5 140
10/21/87 138.32 138.53 73.91 73.91
10/22/87 54.83 116.04 54.83 102.22
10/23/87 97.51 102.79 85.73 98.81
10/26/87 105.83 116.04 104.83 113.33
10/27/87 11.56 106.77 93.43 97.51
10/28/87 103.06 103.06 78.58 81.24
10/29/87 77.94 77.94 58.17 64.66
10/30/87 58.53 62.36 55.19 61.41
11/02/87 63.03 63.03 54.89 54.9
11/03/87 57.88 65.08 55.86 58.44
11/04/87 60.13 63.78 57.23 58.47
11/05/87 62.89 62.89 53.45 53.54
11/06/87 53.27 57.14 50.38 55.78
11/09/87 57.69 59.49 53.07 54.73
11/10/87 57.76 58.28 53.66 54.76
11/11/87 52.74 56.22 51.85 55.55
11/12/87 49.84 52.75 48.92 49.21
11/13/87 49.12 50.6 47.47 47.59
11/16/87 46.06 49.31 45.36 46.5
11/17/87 50.2 50.97 47.82 49.59

You can see it took a couple of weeks for VIX to get normal.
I'm not saying we get that again. October '87 was totally
different. I have discussed Bernie Schaeffer's requirement
of VIX 100 investorshub.com

Gottfried
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