TICK and PREM

Originally posted by Don Bright


What CNBC does is simply tell you how far away the S&Ps are from Fair Value (based on the measurement).

SPX 890.00
FV .96
FV S&P 890.96

S&P actual 888.00

2.96 under FV.


Don
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so in that case would they say FV is plus 2.96? sorry to bother you with this stupid question but I never wathc them, then one day I had it on and was confused by what they were reporting as fv.
 
Originally posted by AAAintheBeltway


so in that case would they say FV is plus 2.96? sorry to bother you with this stupid question but I never wathc them, then one day I had it on and was confused by what they were reporting as fv.
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In the case above, the S&P futures were trading "under" FV. 888 vs. 890.96

Don
 
The Prem Can be negative and the range can be predominantly in the negative, indicative of a weak downtrending market or on the open when fair value is negative from the previous close.--PeterG.
 
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