Australian (ASX) Stock Market Forum

Volatility Gone??

Joined
24 April 2009
Posts
1,114
Reactions
0
Has anyone else noticed that the market has slowed down considerably lately and had become far less volatile :( (less volatility = less potential profits)
 
Velocity dropped a lot
Smaller trading ranges now at work

Waves need to build upwards ( magnitude not direction :) )




motorway
 
I'm watching a lot of speccies and most trendline break attempts are getting killed immediately eg. CXM PRW FSE FAS SUR to name a few today.
 
Has anyone else noticed that the market has slowed down considerably lately and had become far less volatile :( (less volatility = less potential profits)

Yes I have definitely noticed. Trend following looks to me like its working again.
 
Nice one chaps.:)

Back to volatility. It certainly seems quiet, but it is worth pointing out that the structural volatility of the market (as defined by 90 day statistical volatility) is still well above the norm for 2003 - early 2008.

The bad news (for day traders) is that volatility could get much lower.
 
why? :confused: (sorry, probably a n00b question)

because the fundies come in and use HUGE volume to push the closing price of the market higher so their performance figures that they will be sending out tomorrow look a bit better. in this case 1% so. its a free ride with all the volume you can want. very rare thing with the SPI to be able to trade that size with such small slippage :D

Same old same old game.

I think one year , 2007, they hit it for 100 points in 2 minutes!! that was a ripper :D

have a look at this chart, largest vol for a 10 minutes this year.
 

Attachments

  • End of year SPI.gif
    End of year SPI.gif
    24.4 KB · Views: 5
Nice one chaps.:)

Back to volatility. It certainly seems quiet, but it is worth pointing out that the structural volatility of the market (as defined by 90 day statistical volatility) is still well above the norm for 2003 - early 2008.

The bad news (for day traders) is that volatility could get much lower.

Something has happened to the SPI thou. We are getting 1 min ATR of 1 friggin tick!!

HSI and Kospi are where the action is for Aussie punters
 
because the fundies come in and use HUGE volume to push the closing price of the market higher so their performance figures that they will be sending out tomorrow look a bit better. in this case 1% so. its a free ride with all the volume you can want. very rare thing with the SPI to be able to trade that size with such small slippage :D

Same old same old game.

I think one year , 2007, they hit it for 100 points in 2 minutes!! that was a ripper :D

have a look at this chart, largest vol for a 10 minutes this year.

ahh i see.... so its for when your trading the index?

z


so today, it gained 20pts in those last 10 min?
 
Something has happened to the SPI thou.

LOL.

Something indeed.

I know of a couple of reasons which I don't think I can put to the public. But let's just say, if these two do contribute, they are only going to get worse!!!

SPI should just be put to sleep.
 
Over on the US exchanges they have 2x and 3x leverage ETFs on a few of the indicies.

Very popular with day traders.
 
Top