RGR 3/10 OSC

[LegacyColorValue = true];
Inputs: Price(Close), Avg1(3), Avg2(10), Avg3(16), StdDsp(1), UpColor( DarkGreen), DnColor( DarkRed), ZeroColor( Red ); IF Currentbar>30 Then Begin IF StdDsp=1 Then Value1=Average(Price,Avg1)-Average(Price,Avg2); IF StdDsp<>1 Then Value1=Average((Price-(Average(Price,3)[3])), 2);
Value11 = value1;
Value2=Average(Value1,Avg3);
Plot1(Value1,"3/10Line"); Plot2(Value2,"16Line"); Plot3(0,"ZeroLine", DarkGray ); plot4(Value11,"3/10Line_2", DarkGray); { Color criteria }
if Value1 >= 0 then SetPlotColor(1,UpColor);if Value1 <= 0 then SetPlotColor(1,DnColor);
End;

comparison of S&P 500 vs some Fixed-Income ETF's

I picked the well-known Lehman Aggregate Index as starting point. Then added the two primary ETFs with same duration as the Aggregate Index (4 year durations) so that apples-to-apples comparison.

The Aggregate Index ETF is: AGG

The Pure-Treasury 4-Year ETF is: IEI

The I-G Corporate 4-Year ETF is: CIU

(note all of the above ETF's, including the S&P 500, add back dividends paid to create Total Return charts)

S&P Futures: High to Low Days vs Low to High Days. Frequency Count By Month

Lately, Not Getting Range Move in Afternoon Like Long-Term

Range of Value Area as proxy for Trading Conditions

Some Charts on Volatility

Note that the Dollar Value of Range is below 2008 levels because while VIX much higher than those months in 2008, the index is much lower so higher % is actually less in dollars.

This next chart shows that VIX has every year since 1990 traded under 19 at some point during the year --- and many years less than 15. This is not a forecast --- just a hope that history changes and we are not headed there anytime soon as that would imply even worse dollar value of range.

How Often does First 2 Hour high or low 'made first' hold for rest of day??