Friday 20 November 2015

VIX cools into the weekend

With equities closing moderately higher, the VIX remained in cooling mode, settling -8.9% @ 15.47. Near term outlook threatens a minor equity retrace, but regardless, the key VIX 20 threshold now looks out of range for some considerable time.


VIX'60min



VIX'daily3



VIX'weekly



Summary

*a net weekly decline of -23.0%.
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Suffice to add, VIX is now sustainably in the mid teens... sub teens look due at some point before year end, not least if sp' breaks >2134.
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more later... on the indexes