Data and Charts




Thu, April 12, 2012 1:21 PM EDST 

qPath%VXX
Days

Avg
StDevP
Apr 12(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85115.894531-2.773.742.013.99
331-59.7137.37186-3.326.232.616.33
3311-32.192.2271-4.602.222.850.00

M-path%VXX
Days

Avg
StDevP
Apr 12(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.98143.847441-2.803.511.983.85
3 days-93.2560.602911-3.225.512.265.01
4 days-55.2825.46156-3.694.242.402.39
5 days-25.2715.4853-5.055.161.42.22
6 days-7.688.9922-3.844.50.382.47

20120412 VXX chart 1312

Wed, April 11 2012 3:11 PM EDST

qPath%VXX
Days

Avg
StDevP
Apr 11(-)(+)(-)(+)(-)(+)(-)(+)
3.1-89.6047.902614-3.453.422.893.23
311-26.6616.4984-3.334.121.224.85
3111-10.5514.1332-3.527.070.415.44
31111-3.420.0010-3.420.00

M-path%VXX
Days

Avg
StDevP
Apr 11(-)(+)(-)(+)(-)(+)(-)(+)
2 days-132.5292.474029-3.313.192.522.89
3 days-68.3442.252114-3.253.021.453.28
4 days-28.0519.1684-3.514.791.354.48
5 days-16.2219.1644-4.054.791.584.48
6 days-11.9516.2133-3.985.41.825.03

20120411 VXX chart 1511


Tue, April 10 2012 4:56 PM EDST 

qPath%VXX
Days

Avg
StDevP
Apr 10(-)(+)(-)(+)(-)(+)(-)(+)
1.1-57.2152.282114-2.723.732.313.69
111-22.045.1663-3.671.722.971.23
1111-3.820.0020-1.910.10

M-path%VXX
Days

Avg
StDevP
Apr 10(-)(+)(-)(+)(-)(+)(-)(+)
2 days-104.08147.053528-2.975.252.285.35
3 days-40.5871.781215-3.384.792.753.97
4 days-31.7343.8687-3.976.273.124.62
5 days-22.394.4961-3.734.490.00
6 days0000

20120410 VXX close

Mon, April 9 2012 1:13 PM EDST new!

qPath%VXX
Days

Avg
StDevP
Apr 9(-)(+)(-)(+)(-)(+)(-)(+)
1.1-57.2149.932113-2.723.842.313.81
111-22.045.1663-3.671.722.971.23
1111-3.820.0020-1.910.10

M-path%VXX
Days

Avg
StDevP
Apr 9(-)(+)(-)(+)(-)(+)(-)(+)
2 days-104.08144.703527-2.975.362.285.42
3 days-40.5871.781215-3.384.792.753.97
4 days-31.7343.8687-3.976.273.124.62
5 days-9.3439.3726-4.676.564.93
6 days0000

Google VXX chart Apr 9, 1:12 PM
20120409 VXX chart 1313

20120409 chart vxx 
Interesting similarity Feb to Mar suggests tomorrow, Tue, 4/10, will close down


Fri, April 6, 2012 11:04 PM EDST


eter.

Headache Chart, our most important
20120406c VXX headache chart crop




Thu, April 5, 2012 2:11 PM EDST

qPath %VXX
Days

Avg
StDevP
Apr 5 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -57.21 49.93 21 13 -2.72 3.84 2.31 3.81
111 -22.04 5.16 6 3 -3.67 1.72 2.97 1.23
1113 -4.52 2.32 2 2 -2.26 1.16 0.79 1.16

M-path %VXX
Days

Avg
StDevP
Apr 5 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -104.08 144.70 35 27 -2.97 5.36 2.28 5.42
3 days -40.58 71.78 12 15 -3.38 4.79 2.75 3.97
4 days -8.85 27.93 4 8 -2.21 3.49 1.08 2.71
5 days -1.47 22.79 1 6 -1.47 3.80 2.68
6 days 0 0 0 0

VXX Chart today 2:11 PM, Apr 5
VXX chart 20121411

4:09 PM

VXX close today, Apr 5
20120405 VXX close

VXX,VIX,S&P 500 close today, Apr 5
20120405 VXX,VIX,S&P 500 close

VXX 5-day chart, Apr 5
20120405 VXX 5-day chart



Wed, April 4, 2012 6:28 PM EDST

VXX 5-day chart, Apr 4

VXX Chart today< Apr 4
20120404 VXX today

qPath %VXX
Days

Avg
StDevP
Apr 4 (-) (+) (-) (+) (-) (+) (-) (+)
1.1 -57.21 49.93 21 13 -2.72 3.84 2.31 3.81
113 -25.46 21.80 11 5 -2.31 4.36 1.94 2.59
1133 -3.55 10.07 3 2 -1.18 5.04 1.35 0.87

M-path %VXX
Days

Avg
StDevP
Apr 4 (-) (+) (-) (+) (-) (+) (-) (+)
2 days -104.08 144.70 35 27 -2.97 5.36 2.28 5.42
3 days -63.50 72.91 23 12 -2.76 6.08 1.96 6.74
4 days -26.14 39.48 12 7 -2.18 5.64 2.02 6.09
5 days -18.84 16.99 10 4 -1.88 4.25 1.46 1.41
6 days -18.84 16.99 10 4 -1.88 4.25 1.46 1.41


Tue, April 3, 2012 3:45 PM EDST 

qPath%VXX
Days

Avg
StDevP
Apr 3(-)(+)(-)(+)(-)(+)(-)(+)
1.3-61.3984.832424-2.563.532.023.42
133-39.7423.77169-2.482.642.094.31
1333-23.0216.0694-2.564.012.256.08

M-path%VXX
Days

Avg
StDevP
Apr 3(-)(+)(-)(+)(-)(+)(-)(+)
2 days-94.14112.053435-2.773.202.033.27
3 days-52.6540.062119-2.512.112.203.19
4 days-36.9632.851514-2.462.352.303.55
5 days-13.3318.0345-3.333.612.815.58
6 days-13.3318.0345-3.333.612.815.58

20120403 VXX 1545


Mon, April 2, 2012 11:18 AM EDST 

qPath%VXX
Days

Avg
StDevP
Apr 2(-)(+)(-)(+)(-)(+)(-)(+)
3.3-124.85114.164530-2.773.812.014.04
331-59.7137.37186-3.326.232.616.33
3311-32.192.2271-4.602.222.850.00

M-path%VXX
Days

Avg
StDevP
Apr 2(-)(+)(-)(+)(-)(+)(-)(+)
2 days-206.93142.127340-2.833.551.973.88
3 days-93.1960.602811-3.335.512.225.01
4 days-55.2225.46146-3.944.242.272.39
5 days-25.2715.4853-5.055.161.42.22
6 days-25.2715.4853-5.055.161.42.22

VXX actually closed in Quad 4 very close to Quad 1 Thu, Mar 29. Since Quad 4 data is very limited, we've used Quad 1 rather than Quad 4 in data above.

20120402 VXX 1138





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