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submitted for your amusement: Evening of Thursday, December 5, 1996. Greenspan delivered his famous "irrational exuburence" speech. the great time machine marches backwards The price range that week for the S&P 500 cash was 761.75 High 726.89 Low

measured move (24hour) based on recent swings in 240 minute chart would be ES print 808 based on RTH would be 820

Pholeuon, see attached chart for what (I think) ammo was describing. ammo, if I'm wrong on this please correct me.

ABSOLUTELY. The high print for the VIX(based on S&P 500 options volatility) is the highest it has ever been, but understand, it was not calculated prior to jan of 1990. It was not calculated for the 87 crash.

It was September 19 of 2003 that the current form of VIX (referencing S&P 500 options data) went LIVE. I took a quick look back over the current VIX, and based on the limited data back to 1990, current reading is record, but of course, since there is no 1987 reading for the current VIX, you...

Here is a snapshot of the way the two volatility measures looked at the bottom of the selling in the wake of the 9/11/2001 resumption of trade (first week after re-opening, markets sold off hard). One of the things Goldman did in their revised method of calculating VIX (for S&P 500) was...

depends on what you look at historically. problem is, VIX calculation was changed in either 2002 or 2003. Originally, VIX was based on volatility in OEX (S&P 100 options) because S&P did not want to license the 500 for options. Eventually, desire for revenue caused S&P to license the...

eat me

CNBC reporting that Fed has established a commercial paper lending venue

entire data back to 1978, that was the first year that the NYSE started calculating new lows on a rolling 52 week basis, before 1978, new lows were calculated back to the beginning of the previous year until April (I think), and then the calc was changed to the current year. So you ended up...

Yesterday, NYSE new lows divided by Total issues traded were 59.8% I believe this is unprecedented based on data since 1978 ( I stopped compiling this data in 2005 (when I quit my New York job). The rule I had uncovered was simple, buy the close on any day when the NYSE new Lows divided by...

It used to be that this thread would be filled with people trying to pick bottoms on a day like this. I already paid that tuition bill (although I do occassionally go for a refresher course) but NOT today. If we are down big today (and close at/near the lows), the old pattern used to be a...

look at USDJPY

newguy, after Monday's fiasco, house is going to make sure they have everything in the bill that will get enough people to vote for it. They will take their time. and if it doesn't get voted on tomorrow they will claim that it can't be rushed.

dragon is bullish or bearish (upside down) (although I do not really see what pekelo is seeing) dragon formation site: http://www.trading-naked.com/JerrysDragonPattern.htm

senate vote will pass. because only 1/3 of the senators are up for re-election. saw analyst on TV, he said, the biggest reason the house vote did not pass is because representatives in close races could not afford to get voters upset so close to election.

50% retracement of this week's H and L is 1166.63 (ES)

dollar weakness versus deutsche mark was also a factor in 87. right now, dollar seems to be strengthening, not weakening.

there is lower bid and ask. Can't this be attributed to the lack of full hedging as financials not shortable.

thanks for explanation. what charting package can capture these numbers?