Archives for July, 2017
For the record the SPX’s NZ in July was 2445-2455 at the end and the settlement was 2465.65 so
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Welcome to the FTSE August expiry and back to the more normal four week format, this does tend to
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Of course we would have liked to see the SPX inside its zone for the rollover and failing that for
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As we said there is now no need for the FTSE to stay inside the zone, and it hasn’t, right
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The SPX is chasing the retreating R ratio which is acting as if it is mid expiry rather than
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The FTSE managed it so recognition where it is due as it could not have been that easy, although
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Surprisingly no further change in the NZ today although the ratios continue to tumble above the current zone. At
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What a fantastic save by the FTSE yesterday, impressed us at least. The low was 7357.77 so no doubt a
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We always say that when a ratio drops, as in the SPX’s R1 level yesterday, then the old level can
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First we must say that somehow the low yesterday was 7378.30 which means at some point the FTSE was
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