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Non-Tech : Kirk's Market Thoughts
COHR 185.83+5.8%Dec 19 9:30 AM EST
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To: Kirk © who wrote (4517)12/2/2016 12:42:51 PM
From: robert b furman  Read Replies (1) of 26806
 
Hi Kirk,

This recaps the 2cs calculation from an older post:

It is the product of the put call ratio times the VXO then added together for a rolling 5 days.

It was shown to me by a gentleman who learned it from a commodity trader.

It is an old timing assist.

It is not by any means perfect - but I find it helps filter out the fear and noise that is so often out there.

Mid thirty is a very low number and a short term top that will roll over.

110 - 120 is scary bearish bottom and due a bounce (if viewed within an impulsive up wave).

140-150 can be a bearish bottom of declining corrective wave within impulsive up wave.

Really bad major bottoms can get to 230 - 250s
the numbers can both be found at this link: cboe.com

yesterday's calculation was : 1.19 x's 22.67 = 26.98

the last four days before that were
19.05
19.35
27.60
27.22
26.98
rolling 5 day total = 120.20

past periods of a 2cs that high were February 11th this year @ 148.65 and January 13th this year @ 152.92

Also high numbers in Sept of 2015 9/29 2 155.06 and august 27 2015 @ 203

Were not there like those 4 days yet but it keeps everything relative in my mind.

Here's a chart of the SPX highlighting the referenced 4 high 2cs days screencast.com
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