9 replies to this topic

[A-ha]

its over 2. is this the corrected data or its still error

[Trend-Signals]

its over 2.

is this the corrected data or its still error

http://www.cboe.com/...ntraDayVol.aspx


Equity Index Total Put / Call
Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio
9:00 AM 190249 105932 296181 98512 388164 486676 288761 494096 782857 1.71
9:30 AM 318167 175508 493675 132464 500455 632919 450631 675963 1126594 1.50
10:00 AM 402695 233204 635899 183209 598163 781372 585904 831367 1417271 1.42
10:30 AM 511846 289941 801787 228310 673979 902289 740156 963920 1704076 1.30
11:00 AM 590372 331256 921628 284504 717738 1002242 874876 1048994 1923870 1.20
11:30 AM 723445 454831 1178276 318474 804651 1123125 1041919 1259482 2301401 1.21
12:00 PM 783927 492141 1276068 366458 910429 1276887 1150385 1402570 2552955 1.22
12:30 PM 842451 542767 1385218 386381 967721 1354102 1228832 1510488 2739320 1.23
1:00 PM 884199 568631 1452830 422109 993877 1415986 1306308 1562508 2868816 1.20
1:30 PM 944681 596900 1541581 443935 1018634 1462569 1388616 1615534 3004150 1.16
2:00 PM 1008975 645028 1654003 505784 1075570 1581354 1514759 1720598 3235357 1.14
2:30 PM 1086804 688200 1775004 553491 1143712 1697203 1640295 1831912 3472207 1.12
3:00 PM 1202283 757353 1959636 602509 1212929 1815438 1804792 1970282 3775074 1.09



P/C activity on SPX is showing that traders were looking for sell-off into close; however, price action force them to cover as you see p/c intra trend.


DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 2803 9880 12683 1513 3709 5222 57050 265558 322608
9:30 AM 3143 14149 17292 3176 6077 9253 68040 298701 366741
10:00 AM 5675 15474 21149 4009 9016 13025 92658 351518 444176
10:30 AM 7176 18002 25178 4617 9414 14031 100848 374595 475443
11:00 AM 7721 18111 25832 4848 10226 15074 108161 384824 492985
11:30 AM 9543 18952 28495 5854 11140 16994 118441 404085 522526
12:00 PM 9799 20322 30121 6534 12260 18794 143721 459403 603124
12:30 PM 13863 20551 34414 6801 13772 20573 153102 493985 647087
1:00 PM 13989 20593 34582 7503 14006 21509 183152 507623 690775
1:30 PM 13993 20603 34596 7756 15132 22888 194793 514276 709069
2:00 PM 14652 21230 35882 8039 16627 24666 197465 478848 676313
2:30 PM 15172 21378 36550 8871 17075 25946 216992 559757 776749
3:00 PM 25991 22590 48581 11423 19141 30564 232483 583980 816463

Edited by Trend-Signals, 22 August 2007 - 04:30 PM.

[A-ha]

index pc has other indices too but spx p/c is really flying, near pre-crash levels i know you like climaxes .... maybe you get another climax soon who knows.

Edited by A-ha, 22 August 2007 - 04:32 PM.

[Trend-Signals]

index pc has other indices too

but spx p/c is really flying, near pre-crash levels


i know you like climaxes .... maybe you get another climax soon who knows.

The last colume is SPX, so as you can see that trades were anticipating a sell-off close, however, they covered when price was going up.

Looks like the P/C activities on SPX ... TRIED fade gap, sell-into close, but didn't materialize ...

It is natural to think a pull back at the 20/50 ma R after 4 days up; however, climax can go both ways..........





~~~


P/C activity on SPX is showing that traders were looking for sell-off into close; however, price action force them to cover as you see p/c intra trend.


DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 2803 9880 12683 1513 3709 5222 57050 265558 322608
9:30 AM 3143 14149 17292 3176 6077 9253 68040 298701 366741
10:00 AM 5675 15474 21149 4009 9016 13025 92658 351518 444176
10:30 AM 7176 18002 25178 4617 9414 14031 100848 374595 475443
11:00 AM 7721 18111 25832 4848 10226 15074 108161 384824 492985
11:30 AM 9543 18952 28495 5854 11140 16994 118441 404085 522526
12:00 PM 9799 20322 30121 6534 12260 18794 143721 459403 603124
12:30 PM 13863 20551 34414 6801 13772 20573 153102 493985 647087
1:00 PM 13989 20593 34582 7503 14006 21509 183152 507623 690775
1:30 PM 13993 20603 34596 7756 15132 22888 194793 514276 709069
2:00 PM 14652 21230 35882 8039 16627 24666 197465 478848 676313
2:30 PM 15172 21378 36550 8871 17075 25946 216992 559757 776749
3:00 PM 25991 22590 48581 11423 19141 30564 232483 583980 816463

Edited by Trend-Signals, 22 August 2007 - 04:41 PM.

[A-ha]

climax can go both ways..........

What you mean climax can go both way? Elaborate please. Are we talking about the same climax here?

Edited by A-ha, 22 August 2007 - 04:41 PM.

[Trend-Signals]

climax can go both ways..........

What you mean climax can go both way? Elaborate please. Are we talking about the same climax here?

Will see... but when do you think that they will have climax. I know that their market environment is different, i.e. no shorts, but the big hammer Fed intervention for different reason looks quite similar. I mentioned the fractal LT formation before Mar 2007 breakout....

http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=D&yr=0&mn=6&dy=0&i=p02439948996&a=66381250&r=667.png


http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=M&st=1991-01-07&i=p41832746448&a=103246091&r=37.png

Edited by Trend-Signals, 22 August 2007 - 04:47 PM.

[A-ha]

means you puke when you are asked a question? what you mean it can go both ways, elaborate please?

curious minds want to know

climax can go both ways..........

What you mean climax can go both way? Elaborate please. Are we talking about the same climax here?

Will see... but when do you think that they will have climax. I know that their market environment is different, i.e. no shorts, but the big hammer Fed intervention for different reason looks quite similar. I mentioned the fractal LT formation before Mar 2007 breakout....

http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=D&yr=0&mn=6&dy=0&i=p02439948996&a=66381250&r=667.png


http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=M&st=1991-01-07&i=p41832746448&a=103246091&r=37.png

now i am confused, you mean we gonna move like ssec?

they been having climax every single day for the last 1+ year, its more like Chinese torture

[Trend-Signals]

[quote name='A-ha' date='Aug 22 2007, 05:52 PM' post='310444']

http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=D&yr=0&mn=6&dy=0&i=p02439948996&a=66381250&r=667.png


http://www.stockcharts.com/c-sc/sc?s=$SSEC&p=M&st=1991-01-07&i=p41832746448&a=103246091&r=37.png
[/quote]



now i am confused, you mean we gonna move like ssec?

they been having climax every single day for the last 1+ year, its more like Chinese torture
[/quote]




We could see this formation... remember my post VIX B/O to 1997 level?

Do you see it?


http://stockcharts.com/c-sc/sc?s=$SPX&p=W&st=1997-01-22&en=1998-03-31&i=p44642518991&a=115071776&r=732.png

[thespookyone]

Price didn't seem to "foece them to cover" too much, as Index PC still closed at 2.01=am I missing something?

[Trend-Signals]

intra day P/C trend from open to close




The last colume is SPX, so as you can see that trades were anticipating a sell-off close, however, they covered when price was going up.

Looks like the P/C activities on SPX ... TRIED fade gap, sell-into close, but didn't materialize ...

It is natural to think a pull back at the 20/50 ma R after 4 days up; however, climax can go both ways..........





~~~


P/C activity on SPX is showing that traders were looking for sell-off into close; however, price action force them to cover as you see p/c intra trend.


DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 2803 9880 12683 1513 3709 5222 57050 265558 322608
9:30 AM 3143 14149 17292 3176 6077 9253 68040 298701 366741
10:00 AM 5675 15474 21149 4009 9016 13025 92658 351518 444176
10:30 AM 7176 18002 25178 4617 9414 14031 100848 374595 475443
11:00 AM 7721 18111 25832 4848 10226 15074 108161 384824 492985
11:30 AM 9543 18952 28495 5854 11140 16994 118441 404085 522526
12:00 PM 9799 20322 30121 6534 12260 18794 143721 459403 603124
12:30 PM 13863 20551 34414 6801 13772 20573 153102 493985 647087
1:00 PM 13989 20593 34582 7503 14006 21509 183152 507623 690775
1:30 PM 13993 20603 34596 7756 15132 22888 194793 514276 709069
2:00 PM 14652 21230 35882 8039 16627 24666 197465 478848 676313
2:30 PM 15172 21378 36550 8871 17075 25946 216992 559757 776749
3:00 PM 25991 22590 48581 11423 19141 30564 232483 583980 816463

Edited by Trend-Signals, 23 August 2007 - 07:44 AM.