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Some perspective on the move out of risk and into fear: The VIX is up 47.5% since May 1 and the...

  • Friday, May 18, 2012, 8:09 AM ET
    Some perspective on the move out of risk and into fear: The VIX is up 47.5% since May 1 and the put/call option ratio and put option volume are at their highest since the August 2011 panic. Of 13 trading days in May, the S&P has been down on 10. A tradeable bottom? Maybe, but the VIX is nowhere near its 2011 high. (see also)
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  • Vol is at highest. Total Equities Put to Calls at 1.45 signaling a bottom.
    Vix Front signals 98 point rise/fall in SP within next 30days. I'd tend to error on side of long the market. Happy Trading.
    18 May 2012, 08:35 AM Reply Like
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