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Sunday, 26 September 2010

Global Macro Futures- Standard Deviation Price Tables

Outlined below is the latest Table of Stand deviation price Tables for 8 Euity Exchange traded derivatives and 9 Fixed Interest as at Close of trading on Friday last

For a more detailed explanation of how these values are derived please refer to earlier Post 10 Sept 2010.


Legend

Red - Price statistically Overbought and should experience some Reversion to Mean

Blue - Price statistically Oversold and should experience som Reversion to Mean

Black- Last Price at Posting

Yellow - Central Daily Moving Average Pivot. Close above indicate recent strength. Close below indicates recent weakness

Daily Trend- Positive / Negative / Neutral

St Dev - Rate of change of  Daily Trend momentum (Accelerating Up/ Down/ Contracting)






Enjoy

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