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Interesting way to look at VIX


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#1 dcengr

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Posted 04 May 2008 - 11:26 PM

The last time VIX was rising was 96 to 98 period. Then after breakdown, there was 8 weeks of continued downside.

This time, VIX was rising for 2007 to 2008 period. Then after breakdown, there was 4 weeks of continued downside.

So far, 2 years of upside in VIX, 8 weeks of downside after breakdown vs 1 year of upside in VIX, 4 weeks of downside after breakdown.

Interesting, but useful?

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#2 garyp

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Posted 05 May 2008 - 11:29 AM

The Volatility Index (VIX) is up 5.1%, indicating increased expectations of the size of the S&P 500's expected movement over the next 30 days. At current levels, the VIX indicates the S&P 500 will move up or down by 5.5% over the next 30 day period.