Monday
Mar212011
VIX Whipsaw
Monday, March 21, 2011 at 05:05PM The VIX volatility index has pulled back a whopping 30% over the last three trading days. This big move lower was preceded by a three-day rise in the VIX of 46.4%.
Since 1990, the VIX has only experienced a 3-day decline of 25% or more that was preceded by a 3-day rise of 25% or more eight times. These eight 6-day periods are listed in the table below along with the S&P 500’s performance over the next day, week and month.
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