What do you make of this?  Cash exiting the income funds?

These took a big hit.

VCV
NCP
NCU
NAC
NMUNI
MYD
NCO
MYI
CEV
BYM
NUC
NVC
DMF
MUI
NPF
NQN
MHN
NPG
IQI
ENX
NKX
MUC
MUH
IQC
IMC
BBN
NZX
MYC
MQT
MNP
MUJ
NUW
NMP
NPC
MPA
MIY
FLAT
MYM
NCL
IIM
MMV
MNE
NVN
 

treasuries sold off...

Ok.  Can we assume or find a method which would indicate how much was sold and make a guess as to what/how large of an effect in general that would make on the Stock market if we assume balance funds etc are rebalancing towards equity?

I know that is a lot to assume.

What in general might cause a large sell of in treasuries... is it a move to another currency?

What currency went up?

I suppose there is just too many possible routes.  hmmm.

first things first can we measure the $amount produced from this  sell off any suggestion.

complete speculation on my part

Many (most?) of these are Closed End funds focused on muni bonds.  

The Treasury rate rise over the past few days has wacked these (although I personally think it is overdone) as muni bond investors are going to be negatively affected by higher interest rates -- especially as some of these funds employ 20-35% leverage.  Additionally, many of these have had a very nice 12 month (or longer) run and I think there is some simple profit taking as the recent gains are not within the norm for this asset class.

Alas, I don't have any clever ideas as to measure the dollar impacts here.

As an aside, wwrightjuly4, at various times you've shared your StockFinder charts/layouts and I've never gotten the opportunity to thank you.  I've ALWAYS enjoyed your work and appreciate your generosity.

Hey wwrightjuly4

Could you explain the Volitily Stop=Go indicator that you created? It seems great if I knew how to read it lol.... 

What does it all measure?

Thanks!

Thx...but most of mine are copies of somebodies...happy if you find it useful.

Ok, I can't remember who I stole that code from....but I am sure I copied from some one.  But it's probably from Bruce.

The Volitility Indicator is as follows:

    Plot = tstop
    If state
        extreme(0) = System.Math.Max(extreme(0), Price.Last)
        tstop = extreme(0) - factor * ATR
        extreme(1) = System.Math.Max(extreme(1), tstop)
        tstop = System.Math.Max(tstop, extreme(1) - retreat * ATR)
    Else
        extreme(0) = System.Math.Min(extreme(0), Price.Last)
        tstop = extreme(0) + factor * ATR
        extreme(1) = System.Math.Min(extreme(1), tstop)
        tstop = System.Math.Min(tstop, extreme(1) + retreat * ATR)
    End If

The concept I added to that chart "Volitility stop-go" is taking the Stochastic of the price difference and the Volitility Indicator.

Which I think works pretty well. using a 66/40 over a 150 period.

This is a concept I adapted from the BB-width Video I think it was a craig, and Julias video where they applied a Stochastic to the BB width to gain a better trigger on the BB-width changes.

Thank you very much & it is a very interesting concept (and works)! Is there anything you recommed to modify the indicator to have better peformance intraday? Do you have any indicators that measure volitilty and volume together? 

Thank you very much wwrightjuly4

You might be able to  combine  thnkbigr's Upper Lower DR.... If you just search through his posts and shares you might be able to figure something out to help with the Volume/Volitility ,  And even if you have a question with combining ideas,  Bruce or Stock guy can probably help you fix it up.

 I have zero expertise in intraday and very little in daily or weekly signals.

I have searched for a clue but I can not figure out where I grabbed this Volitility-stop go Chart/layout, but it is intriguing.   After studying it,   I dont even think the Stochastic really adds any value.

http://forums.worden.com/default.aspx?g=posts&t=26712

http://forums.worden.com/default.aspx?g=posts&t=54162