Thursday 5 March 2015

Volatility cools a little

Whilst US equities saw some mixed chop across the day, the VIX naturally also saw minor chop, settling -1.3% @ 14.04. Near term outlook offers a continued retrace to the sp'2060s, which might equate to VIX maxing out in the 17s. The big 20 threshold looks out of range in the current up wave.


VIX'60min



VIX'daily3


Summary

Little to add.

VIX remains generally subdued... at most.. a brief jump into the 17/18s... along with sp'2060s.

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more later... on the indexes