Sentences with phrase «own daily closed»

There has been a wide range of returns in the three - and 12 - month periods following daily closes of the VIX below 14, as the chart above shows.

Yesterday, we discussed the importance of a daily close above the $ 600.00 support.

ETH / BTC traded in a positive zone with a daily close above 0.0700 BTC.

There was a daily close above $ 600.00, clearing the path for further gains.

The daily close of the Forex market takes place at 4:59:59 pm NY time and signals the end of the current Forex trading day and the start of the new one which occurs at 5 pm NY time as New Zealand / Australia and Asia trading gets underway.

PowerShares DB US Dollar Index Bullish Fund ETF (UUP) Key Statistics Daily Close 23.72 Long - Term Trend (100 SMA) Bearish Minor Support Level 23.09 Minor Resistance Level 23.98 Major Support Level 20.84 Major Resistance Level 26.83 Minor Buy Signal 24.46 Minor Sell Signal 22.45 Major...

ProShares Short VIX Short - Term Futures ETF (SVXY) Key Statistics Daily High 130.59 Short - Term Trend Bullish Daily Low 128.88 Intermediate - Term Trend Bullish Daily Close 130.48 Long - Term Trend Bullish Minor Support Level 109.25 Minor Resistance Level 131.00 Major Support Level 23.91 Major Resistance Level 183.42 Minor...

iPath Bloomberg Sugar Subindex Total Return ETN (SGG) Key Statistics Daily Close 27.38 Long - Term Trend (100 SMA) Bearish Minor Support Level 26.45 Minor Resistance Level 29.10 Major Support Level 23.79 Major Resistance Level 99.32 Minor Buy Signal 30.00 Minor Sell Signal 26.12 Major Buy...

VanEck Vectors Gold Miners ETF (GDX) Key Statistics (as of close 12/14/17) Daily High 22.17 Short - Term Trend Bearish Daily Low 21.80 Intermediate - Term Trend Bearish Daily Close 22.08 Long - Term Trend Bearish Minor Support Level 20.99 Minor Resistance Level 23.88 Major Support Level 12.40 Major Resistance...

DB US Dollar Bullish PowerShares UUP ETF Key Statistics (as of close 11/2/17) Daily High 24.65 Short - Term Trend Bullish Daily Low 24.55 Intermediate - Term Trend Bullish Daily Close 24.63 Long - Term Trend Bullish Minor Support Level 23.74 Minor Resistance Level 24.96 Major Support Level 21.07 Major...

At this point, nine years later, the S&P 500 has set a series of inflation - adjusted record highs based on monthly averages of daily closes.

Quick take: Based on the April S&P 500 average of daily closes, the Crestmont P / E is 121 % above its arithmetic mean and at the 99th percentile of this fourteen - plus - decade monthly metric.

Using daily closes of the S&P 500 Total Return Index and T - bill yields during October 1928 through October 2015, they find that: Keep Reading

Using daily P / C data for the S&P 500 index from CBOE for the period 10/17/03 through 1/9/08 (1,317 trading days) and contemporaneous daily closing levels of the S&P 500 index, we find that:

Using daily closing prices for the most liquid contract for each of 35 (6 energy, 10 commodity, 6 government bond, 6 currency exchange rate and 7 equity index) futures contract series as available during January 1987 through December 2013, he finds that: Keep Reading

Last week, I suggested shorting bounces in TY futures up to 120 ’05 with stops on a daily close above 120 ’20 and with a downside target of 116» 25.

Using daily closing prices of DJIA stocks during mid-march 1939 through December 2010, they find that: Keep Reading

Using daily closes for VIX and daily returns of the broad capitalization - weighted U.S. stock market during January 1990 through December 2015, he finds that: Keep Reading

I would look to sell / short TY futures on a bounce up to 119» 28.5 with stops on a daily close above 120» 14.5 and with a target of 117» 24.5.

Using daily P / C data for the S&P 500 index from CBOE for the period 10/17/03 through 1/9/08 (1,317 trading days) and contemporaneous daily closing levels of the S&P 500 index, we find that: Keep Reading

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Sterling / Dollar continues to be pressured on the daily timeframe with a breakdown and daily close below 1.260 triggering a steeper selloff towards 1.250.

Using thousands of simple and complex rules based on data for the S&P 500 to time the daily close of the S&P 500 index over the period 1980 - 2007, they conclude that: Keep Reading

Using daily closes for VIX and the S&P 500 Index during 1990 - 2007 (4,538 days) and for the Volatility Index Japan (VXJ) and the Nikkei 225 Index during 1995 - 2007 (3,200 days), they conclude that: Keep Reading

(Source: Samuel H. Williamson, «Daily Closing Value of the Dow Jones Average, 1885 to Present,» MeasuringWorth, 2016.

This past month was one of the most volatile months of the past three years, as the CBOE Short - Term Volatility Index (VXST) rose 48.2 % on October 9, and the CBOE Brazil ETF Volatility Index (VXEWZ) hit its all - time daily closing high of 72.83 on October 20 (before the re-election of Dilma Rousseff as President of -LSB-...]

Despite this summer's market decline, the S&P 500 still has not even experienced a 10 % correction on a daily closing basis.

Oct. 20, 2014 — Today's closing price was an all - time daily closing high of 72.83 for the CBOE Brazil ETF Volatility Index (VXEWZ), which reflects the implied volatility of the EWZ ETF.

daily closing levels were 17.2 for the VIX 5 - month futures, and 12.6 for VIX Index.

The average daily closing levels for the VIX Index are 19.4 since January 1990, but only 12.8 since June 2016.

Despite the fact that the average daily closing value of the CBOE Volatility Index ® (VIX ®) is about 11.5 so far this year, VIX futures and options both had record days for volume and for open interest this month.

US equities continued setting records this week — including 10 record daily closing highs in a row for the Dow Jones Industrial Average as of 23 February.

Monday, May 8, 2017 — After the results of the French election were announced yesterday, this was a notable day in the options and volatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for the -LSB-...]

daily closing levels were 12.6 for VIX Index, and 10.0 for the 30 - trading - day implied volatility of at - the - money SPX options.

Looking long, if price can break and hold above level 1 (ideally indicated by a daily close above it) then the potential upside is illustrated in Chart 2.

A daily close over 2104.75 is necessary to project back to new all - time highs for S&P 500 futures as well as the S&P 500 Index (INDEXSP:.

Technical proof for price confirmation in the S&P futures will require movement back over 2104.75 on a daily close, which should help prices to accelerate back up to near 2130 in short order.

The MACD is a collection of lines which are typically calculated from daily closing prices.

UPDATE: Last week, I noted I'd be looking to short ES futures near 2,684.50 with stops on a daily close above that level and with a target of 2,474.

When TYVIX does not have daily closes on market days, we reuse the most recent value of TYVIX.

Thus far, the S&P 500 has closed higher or lower by more than 1 % in either direction over half of the trading days this year (see chart, % of days with S&P 500 daily close > 1 %).

Using a small sample of 38 values of HNNSI over the period April 2010 through September 2015 (generated by searching MarketWatch.com for «HNNSI») and contemporaneous daily closes of the S&P 500 Index, we find that: Keep Reading

Using historical inauguration dates since 1929 (22 inaugurations) and contemporaneous daily closing levels of DJIA through January 2013, we find that: Keep Reading

When TYVIX has daily closes on non-market days, we ignore those closes.

Using daily closing prices for XIV and VXX and daily settlement prices for VIX futures from XIV inception (end of November 2010) through mid-November 2017, we find that:

Using daily closes for the two series during January 1998 through most of November 2015 (see the chart below), they find that: Keep Reading

Only a daily close below the 10k satoshi psychological support could invalidate bullish outlook.

Nancy Cruzan was not dying, except in the sense that all of us are daily closer to death.

As our «defense» bill approaches $ 100 billion per year, we stumble daily closer to the time when this earth will no longer tolerate life lived as stupidly as we insist on living it.

A few days after the bloody crackdown on Muslim Brotherhood protesters in Rabaa Square last August an Omani daily close to the government wrote in an editorial that the Sultanate stands with Egypt's leadership in «all the necessary steps taken by it to maintain peace».