SP500 Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 3.2%, down from 3.34% last week according to VIX data
(US Volatility Index )
With this in mind, currently from ATR point of view we are located in the 68th percentile, while according to VIX, we are on 33th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 3% movement
Bearish: 2.55% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 24.3% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 4104
BOT: 3840
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 3900
31% probability we are going to touch previous high of 4050
Lastly, from the technical analysis point of view, currently 13% of the weekly moving averages are in a bullish trend, and
a combination of moving averages and oscillators are in 11% bullish stance
We can see that currently the implied volatility for this week is around 3.2%, down from 3.34% last week according to VIX data
(US Volatility Index )
With this in mind, currently from ATR point of view we are located in the 68th percentile, while according to VIX, we are on 33th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 3% movement
Bearish: 2.55% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 24.3% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 4104
BOT: 3840
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 3900
31% probability we are going to touch previous high of 4050
Lastly, from the technical analysis point of view, currently 13% of the weekly moving averages are in a bullish trend, and
a combination of moving averages and oscillators are in 11% bullish stance
🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.