Guest guest Posted February 6, 2008 Report Share Posted February 6, 2008 Thor, How do you measure " intra day volatility " ? Just curious. It seems like a interesting statistic, Thanks. Lew Jones On Feb 5, 2008, at 17:04, cosmologer wrote: > Dear friends, > > The stock market in the USA dropped even more than earlier reported. > The Dow closed down 370 points, close to 3%. This kind of large drop > is rare and reflects the close affliction of sub-period lord Jupiter > in SAMVA USA chart along with other afflictions. > > There is one interesting side note, that the intra day volatility in > the US financial market has reached a new level. The two week moving > average is now at 3,5%. This kind of volatility has not been seen > since the early 2000s and in some earlier periods of market > turbulence. Of course, the peaks of such volatility were twice as > high in the Great Depression of the 1930s, or over 7%. That said, the > average for the past 80 years has been around 1,8%. So the current > level is twice the long period average. This suggests that investors > are quite unsure of the appropriate valuations, with the incoming > information about the progress of the economy, profits of firms etc > being very uncertain. The prices are therefore up one day and down > the next, with the highs and lows seperated by ever large swings. > That said, the volatility in recent weeks has been mostly on the > downside. > > In view of the transits in the SAMVA USA chart during the first part > of February the conditions look set to continue unusually difficult > for the financial markets at that time - following the month of > January which was also quite difficult. > > Best wishes, > > Thor > > SAMVA , Cosmologer <cosmologer wrote: > > > > Dear friends, > > > > The US stock market is down today, almost 2%, which is substantial. > > > > US Market Open Feb 5, 2008 | 11:34AM > > NASDAQ 2345.11 -37.74 -1.58% > > DJIA 12410.23 -224.93 -1.78% > > S & P 1354.53 -26.29 -1.9% > > > > > > > > Stocks in U.S. Tumble After Service Industries Report Points to > Recession > > U.S. Services Index Unexpectedly Declines to Lowest Level in Seven > Years > > Treasuries Rise as Services Data Signal Fed May Have to Lower Rates > Again > > CDO Market Grinds to a Virtual Halt, Traders at JPMorgan, Merrill > Report > > Whirlpool Net Rises on Cost Cutting at Maytag, Growth Outside U.S. > Market > > GMAC Reports $724 Million Loss as U.S. Homeowners Fall Behind on > Mortgages > > > > On January 1, 2008, predicted that January and > February would be especially volatile due to the aspect of transit > Rahu in Aquarius to Mars in Gemini. In the SAMVA USA chart Rahu is in > H8 and Mars in H12, disturbing confidences. > > > > The aspect of transit L6 Jupiter to L8 Saturn which peaked on Jan. > 21 also created considerable volatility. > > > > Recently, further warned that financial markets > would likely remain volatile in 2008 due to concerns about a > recession in the USA. > > > > There is one more aspect in the SAMVA USA chart I want to bring you > attention to at the present time. This is the close affliction of sub- > period lord transit Jupiter as 6th lord at 16° 55' Sagittarius H6 by > natal functional malefic Rahu at 17° 47' Aries H10. This aspect > becomes exact on February 9 and has separated fully on March 8. > > > > Best wishes, > > > > Thor > > > > > > > ________ > ______________ > > Never miss a thing. Make your home page. > > http://www./r/hs > > > > > > Quote Link to comment Share on other sites More sharing options...
Guest guest Posted February 6, 2008 Report Share Posted February 6, 2008 Hello Lew, Intra day volatility = [(High-Low)/Low] It is expressed as a %. Two graphs showing its evolution as a monthly moving average over a long period and a relatively shorter period are attached (for those receiving emails). The long term historical average is 1.8%. Recently, it has been double that, or around 3.5%. Best wishes, Thor LEWIS JONES <lewjonSAMVA Sent: Thursday, February 7, 2008 2:27:09 AMRe: Re: US markets are down todayThor,How do you measure "intra day volatility"? Just curious. It seems like a interesting statistic,Thanks.Lew JonesOn Feb 5, 2008, at 17:04, cosmologer wrote:> Dear friends,>> The stock market in the USA dropped even more than earlier reported.> The Dow closed down 370 points, close to 3%. This kind of large drop> is rare and reflects the close affliction of sub-period lord Jupiter> in SAMVA USA chart along with other afflictions.>> There is one interesting side note, that the intra day volatility in> the US financial market has reached a new level. The two week moving> average is now at 3,5%. This kind of volatility has not been seen> since the early 2000s and in some earlier periods of market> turbulence. Of course, the peaks of such volatility were twice as> high in the Great Depression of the 1930s, or over 7%. That said, the> average for the past 80 years has been around 1,8%. So the current> level is twice the long period average. This suggests that investors> are quite unsure of the appropriate valuations, with the incoming> information about the progress of the economy, profits of firms etc> being very uncertain. The prices are therefore up one day and down> the next, with the highs and lows seperated by ever large swings.> That said, the volatility in recent weeks has been mostly on the> downside.>> In view of the transits in the SAMVA USA chart during the first part> of February the conditions look set to continue unusually difficult> for the financial markets at that time - following the month of> January which was also quite difficult.>> Best wishes,>> Thor>> SAMVA , Cosmologer <cosmologer wrote:> >> > Dear friends,> >> > The US stock market is down today, almost 2%, which is substantial.> >> > US Market Open Feb 5, 2008 | 11:34AM> > NASDAQ 2345.11 -37.74 -1.58%> > DJIA 12410.23 -224.93 -1.78%> > S & P 1354.53 -26.29 -1.9%> >> >> >> > Stocks in U.S. Tumble After Service Industries Report Points to> Recession> > U.S. Services Index Unexpectedly Declines to Lowest Level in Seven> Years> > Treasuries Rise as Services Data Signal Fed May Have to Lower Rates> Again> > CDO Market Grinds to a Virtual Halt, Traders at JPMorgan, Merrill> Report> > Whirlpool Net Rises on Cost Cutting at Maytag, Growth Outside U.S.> Market> > GMAC Reports $724 Million Loss as U.S. Homeowners Fall Behind on> Mortgages> >> > On January 1, 2008, predicted that January and> February would be especially volatile due to the aspect of transit> Rahu in Aquarius to Mars in Gemini. In the SAMVA USA chart Rahu is in> H8 and Mars in H12, disturbing confidences.> >> > The aspect of transit L6 Jupiter to L8 Saturn which peaked on Jan.> 21 also created considerable volatility.> >> > Recently, further warned that financial markets> would likely remain volatile in 2008 due to concerns about a> recession in the USA.> >> > There is one more aspect in the SAMVA USA chart I want to bring you> attention to at the present time. This is the close affliction of sub-> period lord transit Jupiter as 6th lord at 16° 55' Sagittarius H6 by> natal functional malefic Rahu at 17° 47' Aries H10. This aspect> becomes exact on February 9 and has separated fully on March 8.> >> > Best wishes,> >> > Thor> >> >> >> ________> ______________> > Never miss a thing. Make your home page.> > http://www./r/hs> >>>> > Looking for last minute shopping deals? Find them fast with Search. Quote Link to comment Share on other sites More sharing options...
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