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by Ashraf Laidi
Posted: Mar 9, 2010 0:40
Comments: 200
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S&P500 / VIX Ratio & USD LIBOR

On the cycles of the S&P500 / VIX ratio and the stabilizing cost of USD 3-month LIBOR relative to its yen counterpart.
 
Stationdealer
London, UK
Posts: 715
15 years ago
May 7, 2010 16:44
By Stephen Cox, CMT
A DOW JONES NEWSWIRES COLUMN

NEW YORK (Dow Jones)--The Dollar Index has risen fast this week and its upward trajectory has been nearly vertical. In fact, although it's not evident that the uptrend is exhausted, an interim top is about to form, I believe. See chart at
http://www.dowjoneswebservices.com/chart/view/3934

It's notable that Friday's trading so far is confined in Thursday's 83.924-85.268 range. That's an obvious signal of fading upside momentum, and the virtue of heeding such homely details is the fact that you don't need a whiz-bang mathematically overcomplicated technical oscillator to tell you the obvious: The bull is about to take a break.

That conclusion is reinforced by the fact that an interim top may be lurking in the 85.584-85.659 resistance band. And I remember the first technical lesson that stuck in my brain, lo, these many years ago: Slowing momentum and looming resistance is a recipe for a selloff.

The final point of the chart is the fact that the Dollar Index would have to make a precipitous drop in order to kill the bull outright. Uptrend channel support, as I've alluded to this week, is a good way below the current market. Friday's support is 81.685, and that wide a drop would be a profit breaker even if it didn't hurt the uptrend.

For now stop trades at 82.820, or at 81.163.


Look For Relative Euro Rally

The prospect of a Dollar Index correction, of course, suggests a corresponding correction of the euro's ongoing downtrend against the dollar. The euro's downtrend low, recorded Thursday, is $1.2521. A minimum correction would, I believe take the euro back to the $1.2710-$1.2742 resistance band. That move would probably only delay an eventual test of target support at $1.2342.


(Stephen Cox, a chartered market technician, is chief technician for Dow Jones Newswires. He can be reached at 212-416-2212 or by email at stephen.cox@dowjones.com.)

(Data by CQG)


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(END) Dow Jones Newswires

May 07, 2010 11:32 ET (15:32 GMT)
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Apr 28, 2010 18:11
SPX/VIX ratio drops 33% in 1 week from 77 high getting closer to 200-DAY MA


Ashraf
Ginger
UK
Posted Anonymously
15 years ago
Apr 27, 2010 21:52
today's been a long time coming
chloethebull
Posted Anonymously
15 years ago
Apr 20, 2010 22:43
dennis gartman just weighed in on the goldman prob an said they will be lucky to keep the law suits under 50...but if this is anything like the past companys to get sued like phillips morrison(ciggarette company)they had over 200 suits... also said this will divert attention from they brightest minds to deal with lawyers an courts an not on markets an clients...gl
Ginger
UK
Posted Anonymously
15 years ago
Apr 20, 2010 22:31
interesting that GS fell again today - keeping a close eye on this as the rest of the market will follow, can't see the S&P go up much higher now - what would trigger a reversal is anyone's guess but we must now be very close
catnip
Frankfurt, Germany
Posted Anonymously
15 years ago
Apr 20, 2010 22:23
The SP/VX is even higher ... I bet on DOW topping out at 11300 while S&P will be dragged by financials
Ginger
UK
Posted Anonymously
15 years ago
Apr 20, 2010 22:01
ratio back to 77 - what a turn around vs last Fri - VIX falls to a low again - anyone want to call a top?
said
mulhouse, France
Posts: 2822
15 years ago
Apr 20, 2010 19:07
interesting foray from macdonald on bloomber with rothman especially the explanation on how they pass from a book value of 40bn to 850bn.
in ten years with whats in the pipeline the book value of the five remaining will be arounfew trillions.
the us cent govt has prepared a soup magical or not it doesnot really matter
said
mulhouse, France
Posts: 2822
15 years ago
Apr 20, 2010 17:35
airport on recovery every announcement on
7am
13pm
7pm
1am

got time to visit the basingstoke heritage society with this closure
said
mulhouse, France
Posts: 2822
15 years ago
Apr 20, 2010 16:52
macquarie infrastructure fund
auckland auction