October 6,2003

Equity Index | Quotes / | Ratios/ CME
30 Minute Trendspotter has us long Stocks / short FV
S&P SPZ3 trades 1027, Implied Vols are 18.6% ,
Nasdaq NDZ trades 1375 , , Implied Vols are 28.6 %
DJ DJZ3 trades 9500, Implied Vols trade 18.3%

Nasdaq/S&P ratio trades at 1.338 We were short 2 NQZ3 / long 1 ESZ3 from 1.335 ratio with a 1.25 objective. We put a stop at 1.33 ratio and were stopped out. Emini SP at 1020 x 50 is a $51,000; Emini Nasdaq at 1360 x 20 = $27,000 .
Dow/Nasdaq ratio trades at 6.93 We were long 2 YMZ3 / Short 3 NQZ3 from 6.935, We put a stop at 6.96 and were stopped out. We will reenter at 6.90 ratio Emini DJ at 9460 x 5 is a $47300 vs Emini Nasdaq at 1360 x 20 = $27,600 .
Dow/S&P ratio trades at 9.275 We were stopped out of the short 5 YMU3 (CBT EMini Dow) / long 5 ES from 9.37 ratio at 9.28 ratio.
NQ/YM/ES FLY ratio trades at .144 We are short 2 NQZ3, long 3 DJZ3, & short 1 ESZ3 at .144 . Objective is to .132, the August lows, We have a stop at 1.46
S&P vs Russell 2000 ESZ3 trades 516 over EZZ3 Have orders resting to SELL ESZ3 , Buy EZZ# at 5.20 to 5.22. (S&P 500 - Russell 2000) Trade 1 EW vs 1 ES
S&P vs S&P Midcap ESZ3 trades 498 over EWZ3 (S&P 500 - S&P Midcap) Sell 5 ESZ3 / buy 5 EWZ3 at 5.04 . We took profits on Short 5 ESZ3 / long 5 EWZ3 from 5.04 on October 3rd, at 4.98.
S&PMidCap vs Russell 2000 EWZ3 trades 18 over EZZ3 (S&P Midcap - Russell 2000)
We will Buy 5 EWZ3 / short 5 EZZ3 at .12
EZ/ES/EW FLY EZZ3 / ESZ3 / EWZ3 FLY trades 1012 At 990 , Sell 1 EZZ, Buy 2 ESZ3, Sell 1 EWZ3 ...at 1020, Buy 1 EZZ3, Sell 2 ESZ2 , Buy 1 EWZ3 See how Globex handle Butterflies?