Wednesday, February 13, 2013

Volatility Macro-Micro

From Daily to 3 min...
 VIX daily with Sell and Buy signals in the bottom window, Bollinger Bands with the largest squeeze in about 2 years, just off one of the most complacent levels in nearly 6 years.

 2-day VIX 3C chart also with the largest divergence in multiple years

 VXX divergence through the volatility zone of the last several weeks

 UVXY in the same area leading as well

 The Inverse VIX futures, XIV with a leading negative 60 min


 XIV with a leading negative 15 min

XIV leading negative right down to 3 min.

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