Tag Archives: VIX

Angry Washington Elves Take Down Market, VIX spikes

Posted on December 19, 2012 by macromon

He’s an angry elf. – Buddy,  Elf Leave it to the politicos.   They were the windshield,  we, the bug today. Doesn’t seem like they are gonna move and get it done. The VIX was up almost 12 percent today, the … Continue reading →

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VIX and Euro Divergence

Posted on June 18, 2012 by macromon

Lot’s of interesting divergences today. Check out the VIX and Euro both moving down today, which diverges from recent history.   The VIX is down over 11 percent today, which could be position squaring before options expiration.  We suspect that many … Continue reading →

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S&P500/VIX Divergence

Posted on June 14, 2012 by macromon

Interesting pattern has developed over the past few days.  The S&P500 spikes higher and yet the VIX remains elevated.   The S&P then rolls over later in the day. Could be the triple witch, but we’ll play it as non-confirmation … Continue reading →

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Week in Review

Posted on June 10, 2012 by macromon

Key Data Points S&P500, Dow, and FTSE have best week of 2012; Shanghai has worst week of 2012; Ultra T-Bond has its worst week of 2012; VIX falls over 20 percent for largest weekly decline of the year. (click here … Continue reading →

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How oversold is the S&P500?

Posted on May 20, 2012 by macromon

The S&P500 has given up almost all of its gains for the year, is down 7.9 percent since May 1st, and has fallen 11 of the 13 trading days during the month.  The S&P500’s Relative Strength Index (RSI), which is … Continue reading →

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Dow First to Regain Footing

Posted on April 17, 2012 by macromon

If the Dow can close here, up almost 200 points, it will be the first major U.S. equity index to regain its footing and close above the key .618 fibonacci retracement of the recent correction.  The other indices are just … Continue reading →

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The Ugly Chart Contest

Posted on January 22, 2012 by macromon

Well not so ugly.  The dollar index is hovering around its short-term trend, but is now below the 20-day sma.  No clear break of trend yet. Crude looks like it is rolling over.  We heard Fareed Zakaria say on his … Continue reading →

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Week in Review

Posted on January 8, 2012 by macromon

(click here if charts are not observable)

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