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SPDR S&P 500 ETF Message Board

  • rangetrader123 rangetrader123 Mar 1, 2013 5:52 PM Flag

    VIX down - VXX up - More confusion

    How often does this happen?
    This is more confusing than TLT/UUP up with equities and commodities down. This is all bearish and it's just a matter of time before equities fall.

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    • lusob09@ymail.com lusob09 Mar 1, 2013 7:05 PM Flag

      This is accurate. VXX is 95.53% postively correlated with VIX. VXX made .35 today.

      VXX closed yesterday at 15.51, it gapped up to 16.10. It made a high of 16.82, a low of 15.14 and closed at
      15.36. VIX delta chage was .15, -.97% change.

      15.51 - .15 = 15.36

      TLT is 87.35% positively correlated with UUP - US Almighty Dollar
      TBT is -88.09 negatively correlated with UUP

      TLT is -58.22 negatively correlated with SPY
      TBT is 55.21% positively correlated with SPY

      The best way to trade TLT and TBT is to find out where UUP is headed.

      Good question, Thanks.

      Sentiment: Strong Buy

    • What is bearish is AAPL & GLD off by double digit percentages from prior highs and with a large duration of time from those highs while the $SPX has moved higher. The very opposite took place in late 2008 to 2009.

      Sentiment: Strong Sell

    • xtgeminiman@ymail.com xtgeminiman Mar 1, 2013 5:54 PM Flag

      VIX contracts were up. As far as the spot? It's a little weird...

      Month Last Chg. Open High Low Volume
      Cash 15.36 -0.15 16.10 16.82 15.14 0
      Mar 13 16.40s +0.25 16.60 17.25 15.90 80477
      Apr 13 16.95s +0.25 17.05 17.38 16.40 48888
      May 13 17.35s +0.30 17.35 17.67 16.89 16428
      Jun 13 17.60s +0.10 17.70 17.97 17.30 10734
      Jul 13 18.05s +0.10 18.15 18.40 17.80 7098
      Aug 13 18.50s +0.10 18.55 18.72 18.20 4761
      Sep 13 19.05s +0.10 19.15 19.19 18.73 2534
      Oct 13 19.45s +0.05 19.50 19.59 19.13 411
      Nov 13 19.85s +0.10 19.85 19.95 19.49 212

 
SPY
212.99-0.51(-0.24%)May 22 4:00 PMEDT