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To: Lizzie Tudor who wrote (3622)10/24/2005 4:04:34 PM
From: Paul Chiu   of 15857
 
Liz,

There had been a number of extremely high P/C days over in the CBOE but with sub 1 the day after. So unless you have a crystal ball, you are not trading with accuracy.

The 10 day MA is not perfect, but I have only seen Friday's level only once trumped by that 1994 10 day figure. I have a spreadsheet with the raw data for anyone with data crunching inclinations.....

Paul
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