Monday Market States
Key Market State Metrics:
Momentum
ExD1 Exponential 1st Derivative; Rate
of Change
ExD2 Exponential 2nd Derivative
Core Indexes
Core Moms
MRI
TQI
Returns Skew
MicroSkew -- NYSE
MicroSkew -- Nasdaq
HyperSkew -- NYSE
HyperSkew -- Nasdaq
Core Skew -- NYSE
CoreSkew -- Nasdaq
CSQ
Volatility
| Metrics | NYSE | Nasdaq |
| VIX | ||
| Sigma 500 | ||
| DVAX | ||
| Tail Spread | ||
| Tail Stretch | ||
VIX
Sigma 500
DVAX
NY Spread
NQ Spread
NY Tail Stretch
NQ Tail Stretch