Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

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Taz
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por Taz » 12 Ene 2015 14:38

marcebest escribió:Volviendo al tema del VIX ....lo que no marca en este grafico en es que el año 2012 estuvo a los niveles de ahora y sin embargo siguien subiendo el indice....tener volatilidad no precisamente quiere decir que vamos a ver una baja o suba....

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Muy bueno Marce. Vamos a ver como sigue.

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 12 Ene 2015 14:22

Volviendo al tema del VIX ....lo que no marca en este grafico en es que el año 2012 estuvo a los niveles de ahora y sin embargo siguien subiendo el indice....tener volatilidad no precisamente quiere decir que vamos a ver una baja o suba....

Imagen

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 08 Ene 2015 14:23

Re: Dow Jones - S&P - NYSE - NASDAQ - OTC

Notapor marcebest » Jue Ene 08, 2015 2:22 pm
Ayer estaba mirando twitter y siempre hay gente que busca una excusa o el "por que" ocurre algo y uno de esos decia y por cierte muy seguido el señor que el vix estaba en niveles que hace años no se veia........como estaba seguro que no es asi me puse a buscar y encontre un lindo grafico....el vix puede tenr un alta volatilidad y el mercado permanecer "chopy" tranquilamente.


With this in mind, the chart below shows the number of 20% one-day VIX spikes per year, going back to 1990. Note that when looked through the lens of those 20% spikes, 2014 was the third most volatile year for the VIX since 1990, with the same number of 20% VIX spikes as 2008! Additionally, if one were to round up a near miss from December 8th, last year would move into a tie for the #2 slot, just behind the euro zone carnage from 2011.

Y fue un año alcista de maximos!!!

sigo...

Perhaps the most interesting thing about the 20% VIX spikes is that two of them came during the last month of the year and with a little rounding, the December 8th spike could have been number three. Toss in yesterday’s 28.1% VIX spike and that is four VIX spikes of at least 19.5% in one month. Uncharted territory? Not quite, with August 2011 having already marched down that path, but something not achieved in any other year, including 2008 or at any time during the bursting of the dotcom bubble.

The have been a number of important changes in the volatility space during the past year or so and going forward I will address quite a few of them, with additional analysis and commentary.

Me pone mal la gente que postea cualquier pelotud** y sobre todo hacen que muchos entiendan mal un comportamiento en este caso del vix.......

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Taz
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por Taz » 06 Ene 2015 16:32

SP500: Are We Nearing The Bottom?

The S&P 500 is off 2.96% year to date and 4.56% off the December highs. While there are a lot of reasons for concern, there are some bright patches as well.

Technicals:

The S&P 500 is now resting on the uptrend channel support trendline dating back over the past two years. Over the past two years a V-shaped bottom has taken place on five of six occasions that this trendline was tested.

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The same can be said with the 100 day and 150 day SMAs. The market has found a bottom somewhere in the range between the two seven of eight times the past two years.

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Additionally, when RSI-8 has fallen to these levels we have been closer to a bottom than a top as shown below.

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Based on the above data, while this may not be the exact low, it does appear we are closer to a bottom than a top. A couple more sessions to the downside to form some bullish divergences would be welcomed.

Sentiment:

SPX DSI fell to 34 on yesterday’s close for a 15 point decline. Should we see another 10-15 point decline on today’s close, this will put us in or near the range that intermediate term bottoms have taken place within since 2012.

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Moreover, the CNN Fear & Greed Index is currently at 19. Market bottoms have generally taken place between 10 and 20 on the index.

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While sentiment can still move lower, we are nearing levels that have marked bottoms in the S&P 500.

Backtesting:

The following two backtests have yet to be activated but at the current time will trigger on today’s close.

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VIX/VXV is currently trading at 1.01. While the market has continued lower over the short term on many occasions, moving out two weeks to a month has shown positive results. Two weeks later the market was higher 1.51% on average with a 92.31% win rate. A month later, the market rose 2.91% with a 91.67% win rate. Since 2012, the market has been higher two weeks, three weeks, and a month later on all occurrences.

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Additionally, we are on pace for our second consecutive session that the market is down more than 1%. When this has taken place when above the 200 day SMA, the market was higher 100% of the time two weeks later since 2011 with average gains of 2.87%. Three weeks later the market rose 4.64% on average and was higher five of five times.

In conclusion, most signs point toward us being near a short term bottom in the markets. This does not mean we bottom immediately. In fact, most of these indicators have led to a couple more sessions of weakness. If nothing else, we are nearing levels that provide market bulls better reward to risk ratios and defined levels to trade against.

Fuente: http://chadgassaway.tumblr.com/post/107 ... the-bottom

rodri555
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por rodri555 » 19 Dic 2014 10:56

marcebest escribió: Seguimos de cerquita por ahora venimos bien atentos a una posible toma intradiaria que se podria dar mañana....veremos ....abrazo
Hoy parece que pinta verde en el norte, puede testear el max de 2077 para habilitar nuevos máximos.

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 19 Dic 2014 10:41

Over last 2 yrs if Tues marked bottom then went 5.1% in 11 days. New average is now 5.5% in 20 days

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marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 18 Dic 2014 20:59

marcebest escribió: Cerquita de los 2025 ...si no me equivoco el máximo fue 2016 ....abrazo
Seguimos de cerquita por ahora venimos bien atentos a una posible toma intradiaria que se podria dar mañana....veremos ....abrazo

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 17 Dic 2014 18:06

marcebest escribió: Lo charlado en el chat llego a los 2000 donde esta la MA de 50 a este precio soy comprador para el corto ...abrazo
Cerquita de los 2025 ...si no me equivoco el máximo fue 2016 ....abrazo

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 13 Dic 2014 12:39

marcebest escribió:No me gusto el comportamiento de hoy para mi sigue la baja.....abrazo
Lo charlado en el chat llego a los 2000 donde esta la MA de 50 a este precio soy comprador para el corto ...abrazo

marcebest
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Re: Índices: DJIA - SP500 - DAX - Nikkei - Bovespa - Otros

Mensaje por marcebest » 11 Dic 2014 22:18

No me gusto el comportamiento de hoy para mi sigue la baja.....abrazo

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