Option Investor
Market Wrap

Grinchspan fails to lower rates, markets vote for impeachment!

HAVING TROUBLE PRINTING?
Printer friendly version
VIX 
Tuesday 12/19 close: 30.73

30-yr Bonds
Tuesday 12/19 close: 5.48% 

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. 
 
                                   Tuesday
                                 (12/19/2000)      
  (Open Interest)       Calls        Puts          Ratio    
S&P 100 Index (OEX)
Resistance:
725 - 710                4,923        3,671         1.34
705 - 690                3,581        5,182          .69

OEX close: 686.77

Support:
680 - 665                  120        8,514        70.95***
660 - 640                   21       11,267       536.52***

Maximum calls: 730/3,594
Maximum puts : 640/7,452
               
Moving Averages
 10 DMA  711
 20 DMA  710
 50 DMA  722
200 DMA  772


NASDAQ 100 Index (NDX/QQQ)
Resistance:
 68 - 66                45,733        10,398         4.40
 65 - 63                27,277        30,797          .89
 62 - 60                 9,858        36,823          .27

QQQ(NDX)close: 59.125
Support:
 
 58 - 56                   878         7,986         9.10
 55 - 53                   921         9,812        10.65
 52 - 50                 4,071         6,971         1.71

Maximum calls: 70/59,734
Maximum puts : 60/18,129

Moving Averages
 10 DMA 66
 20 DMA 66
 50 DMA 73
200 DMA 89


S&P 500 (SPX)
Resistance:
1375                    8,658        10,930           .79
1350                   31,217        36,468           .86
1325                    2,837         5,228           .54

SPX close: 1305.60
 
Support:
1275                      286         9,491         33.19***  
1250                    1,009        10,663         10.57***
1225                       72        13,227        183.71***

Maximum calls: 1350/31,217
Maximum puts : 1350/36,468

Moving Averages
 10 DMA 1345
 20 DMA 1341 
 50 DMA 1367
200 DMA 1436
   


Market Wrap Archives