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VIX 
Friday 12/15 close: 31.20

30-yr Bonds
Friday 12/15 close: 5.44% 

Support/Resistance Indicator
The Index Support/Resistance(S/R)Ratio is a formula used to
gauge possible support or resistance based on open-interest
disparity. Ratio listed is percentage of calls to puts or
puts to calls respectively.

Support is factored from dividing puts by calls at strike 
levels beneath index closing price. Resistance is factored 
from dividing calls by puts at strike levels above current 
closing price. 
 
                                   Saturday
                                 (12/15/2000)      
  (Open Interest)       Calls        Puts          Ratio    
S&P 100 Index (OEX)
Resistance:
730 - 715                4,518        2,642         1.71
710 - 695                5,951        3,387          .87

OEX close: 689.48

Support:
685 - 670                   30        7,774       259.13***
665 - 650                    9        3,104       344.89***

Maximum calls: 730/3,357
Maximum puts : 600/9,042
               
Moving Averages
 10 DMA  717
 20 DMA  713
 50 DMA  725
200 DMA  772


NASDAQ 100 Index (NDX/QQQ)
Resistance:
 73 - 71                33,173        10,198         3.25
 70 - 68                63,337        18,381         3.45
 67 - 65                17,736        21,353          .83

QQQ(NDX)close: 63.87

Support:
 
 62 - 60                 5,977        25,420          4.25
 59 - 57                 1,843         5,818          3.16
 56 - 54                   839         7,826          9.33

Maximum calls: 70/50,643
Maximum puts : 70/12,673

Moving Averages
 10 DMA 68
 20 DMA 67
 50 DMA 74
200 DMA 89


S&P 500 (SPX)
Resistance:
1375                    8,277        10,228           .81
1350                   28,778        36,004           .80
1325                    1,863         5,168           .36

SPX close: 1312.15
 
Support:
1300                    1,502        16,535         11.01  
1275                      187         9,159         48.98
1250                      943         8,804          9.34

Maximum calls: 1350/28,778
Maximum puts : 1350/36,004

Moving Averages
 10 DMA 1353
 20 DMA 1348 
 50 DMA 1373
200 DMA 1437
   


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