Friday, June 05, 2009

VIX Made A New Short Term Low



One of the big measures of risks is the VIX indicator. As we can see from the chart from Bespoke, the down trending VIX correlates inversely with the S&P 500, not 1 to 1 but close enough to be interesting. This lends weight to another factor girding the underlying bull run.

While one measure of volatility recently made a new short-term low, the VIX volatility index recently failed to take out its recent lows and is now trading back above 30 even when the overall market has made new short-term highs. This failure to head lower has some investors looking for a pause in the rally, as fear of a pullback seems to be creeping back into the market.

Spxvix603


p/s photo: Angelababy Yang Wing

2 comments:

solomon said...

It only need one big event to trigger the sell off. If not a war, may be is like J Roger said, the currencies crisis.

Sometimes, I wonder what President Obama will speak to the MENA rulers during his tour. "Keep the dollar and don't sell until I tell you do so??" or "We will have a new dollar regime to make you richer??"

solomon said...

If Art Cashin saying is right, there is more stocks hitting 52 weeks low with Dow hitting new high after another...could it be a worry?? Likely that the re-stocking process is giving us a false hope instead.