$S&P 500(.SPX)$ ‘s Average True Range (ATR) is now greater than the peak of March 2020 Covid crisis.
The Average True Range (ATR) is a technical analysis indicator that measures market volatility by decomposing the entire range of an asset price for that period. It's based on the highest high, lowest low, and previous close.
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$E-mini S&P 500 - main 2506(ESmain)$ , $Invesco QQQ(QQQ)$ , $iShares MSCI China A ETF(CNYA)$ $iShares Russell 2000 ETF(IWM)$ $Cboe Volatility Index(VIX)$ $NASDAQ 100(NDX)$ $VIX Volatility Index(VVIX)$
When the ATR is greater than the peak of the March 2020 COVID-19 crisis, it suggests that the market is currently experiencing a level of volatility that is at least as high as it was during that period, which was marked by significant uncertainty and market stress due to the global pandemic.
Here's what this could mean:
Increased Volatility: The market is experiencing high price swings, which can be due to various factors such as economic uncertainty, geopolitical tensions, or significant news events.
Risk Management: Traders and investors might need to adjust their risk management strategies. Higher volatility can lead to larger potential losses but also larger potential gains.
Trading Opportunities: Some traders look for opportunities in volatile markets, as large price swings can offer more trading opportunities.
Market Sentiment: It could indicate that the market sentiment is uncertain, and investors are reacting more strongly to news and events.
Hedging: Companies and investors might increase their hedging activities to protect against potential losses due to the increased volatility.
Market Structure: It could also suggest that the market structure is changing, with more frequent and larger price movements.
It's important to note that while the ATR can provide insights into market conditions, it does not predict future price movements. It's just one tool among many that traders and investors use to make informed decisions.
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