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Maybe..if the WORDS from Thur and Friday are not backed up with real CASH.. The rally was about funds moving from bonds to stocks..folks get nervous when things are stretched.. FOMC FED will do little..they will save their silver bullets for the FULL MOON...

PnF Point and Figure charts

Thanks, yes spread between front month BID and ASK is a good dataset to use. yet I dont have that data. I found this: http://www.optiontradingpedia.com/volume_and_open_interest.htm There is a common misunderstanding that liquidity is represented solely by open interest in options...

any one

Are you pulling my leg, I am after good feedback?

I have these data types A: Stock : Traded Volume B: Stock : Total Put and Call volume C: Stock : Total Open Interest Weights all equal A:1 B:1 C:1 say I have 50 stocks I wish to rank them in best possible option liquidity ranking. I though this formula might do it SORT A...

I am after end of day implied volatility % download for 1200 (NYSE, AMEX, NASDAQ) stocks for my little excel scanner. All I am after is: YYYYMMD, GOOG, 35 YYYYMMD, AAPL, 32 YYYYMMD, GS, 28 Download method preference: FTP FREE or paid.. I have been to Ivoltility.com, they dont seem...

Get a better spade... we all need a toolset... check this out http://www.readtheticker.com/Pages/IndLibrary.aspx?65tf=601_how-to-win-in-the-stock-market

Thanks...I thougth dividends lowered price and interest rates increase price, you have them the other away around. When a stock goes ex Div, price is adjusted down is it not?

Thanks for a response If I have price of $100 Divid Yld 1% Interest Rate 3% Price is $100 * (1-.01+.03) or Price is $100 * 1.02% = $102 Is this correct ?

This is how I calculate an option probability cone on a price chart TradePrice = 130 Implied vol = 18.25% DaysToGo (Option Days to Expiration)=35 Sigma(or 1x StdDev) = 1 Total Days = 365 FORMULA - [No interest rates] ConeVal = Sigma * Price * (Implied vol / 100) * Math.Sqrt(DaysToGo...

Thanks.. got it.. But I cant seam to calculate the 1.152.. hows that worked out ? Please make as simple example

Ref: http://www.optionstradingsignals.com/understanding-implied-volatility-when-trading-options-part-1/ 1 Std Dev = 68% Probability 2 Std Dev = 95% Probability 3 Std Dev = 99% Probability This formula is fine for 1 Std Dev 1 Std Dev = Price x Volatility x SQRT( Calendar Days/ 365.25)...

Not as good as this simple NYSE Adv dec system http://www.readtheticker.com/Pages/IndLibrary.aspx?65tf=463_rtt-market-timer

Say I have 100 stocks and I wish to allocate to each a RS (relative strength value) compared to the SP500. I know I divide each stock by SP500, but that doesnt tell me how strong the RS is as the price of each stock is different. What is the way to do this, so that the true performance of...

use this one Wyckoff 2.0 www.readtheticker.com

Fundamentals and cycles work well together http://www.readtheticker.com/Pages/Blog1.aspx?65tf=328_currency-cycle-review-2011-08 http://www.readtheticker.com/Pages/Blog1.aspx?65tf=188_euro-approaching-another-cycle-top-2011-04

HI, The Dow transports can be further broken down into trucking, airlines, shipping and freight. Can the dow utility stocks be broken down to sub categories, if so what, by which stocks??

Crash i dont know about that.. But be bearish early June http://www.elitetrader.com/vb/showthread.php?threadid=220991

True my friend Goto this page to find how to judge hurst cycle turns http://www.readtheticker.com/Pages/IndLibrary.aspx?65tf=108_jim-hurst-method Extract.. >>>>> When price action fails to obey the cycle this is called an inversion. How to judge possible inversions is a technical art...