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