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traderfeed.blogspot.com - 11/25/2008
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I went to the cash S&P 500 Index from 2003 through June of 2007 and calculated that the median weekly high-low price range was 2.09% (mean 2.32%). I then looked at the *daily* high-low range for $SPX from July, 2007 to the present and found that the median was 2.63% (mean 3.58%). The ...
bespokeinvest.typepad.com - 11/25/2008
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bespokeinvest.typepad.com —
Over the last 50 trading days, the average
absolute daily percentage change of the S&P; 500 has...
been...wait for it...3.82%! That means the S&P; 500 is averaging a daily move of up or down nearly 4%. This is definitely one of the craziest statistics of ...
(more)
The Most Volatile Market Ever
intelligentspeculator.net - 11/30/2008
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intelligentspeculator.net —
Is it me or did October look like
it finance and the markets were always in the...
headlines? Friends, family, neighbors, it seems as though it was everyone’s favorite subject. And how could you blame them? Every day, when looking at a newspaper or any ...
(more)
So just how volatile was October?
optiontradingpedia.com - 11/23/2008
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optiontradingpedia.com —
Learn how to profit from this volatile market
using volatile options strategies with limited risk but unlimited...
profit potential now!
(more)
Volatile Options Strategies With Limited Risk & ...
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The Way We Were
Daily Options Report —
How much has volatility increased in the past year+? Dr. Brett has an amazing stat here. I went to the cash S&P 500 Index from 2003 through June of 2007 and calculated that the median weekly high-low price range was 2.09% (mean 2.32%). I then looked at the *daily* high-low range for $SPX from July, 2007 to the present and found that the median was 2.63% (mean 3.58%). The discrepancy between the mean and median for the recent daily time period indicates that we have had a number of outlier, high-volatility days that have ...
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