Free Historic Volatility and 68% Price Prediction

Free Historic Volatility Data
美國標普500指數歷史波幅

68% probability trading range estimation68%標普 500指數68%幅度預測

公佈日期: 2011年9月8日紐約時間 4:30 pm.

日期標普 500指數收市價 HV= 歷史波幅 VIX波幅指數收市價 VIX與HV的比率

（月/日/年） S&P 500 HV= Historic Volatility VIX VIX to HV Ratios

Date (Close) HV (10-day) HV (20-day) HV (30-day) (Close) VIX/HV(10) VIX /HV(20) VIX/ HV(30)

9/8/2011 1185.90 29.1722 34.8118 42.8174 34.3700 1.1782 0.9873 0.8027

9/7/2011 1198.62 29.0114 38.5379 43.0614 33.3800 1.1506 0.8662 0.7752

9/6/2011 1165.24 30.4343 40.6997 41.9956 37.0000 1.2157 0.9091 0.8810

9/2/2011 1173.97 29.8889 47.8266 41.9882 33.9200 1.1349 0.7092 0.8078

9/1/2011 1204.4200 27.2932 46.9405 41.5326 31.8200 1.1659 0.6779 0.7661

8/31/2011 1218.8900 36.8580 49.9564 41.7437 31.6200 0.8579 0.6330 0.7575

8/30/2011 1212.9200 36.8263 49.9580 41.6854 32.8900 0.8931 0.6584 0.7890

8/29/2011 1210.0800 37.2655 50.6576 42.0306 32.2800 0.8662 0.6372 0.7680

8/26/2011 1176.8000 36.0766 49.3189 41.0508 35.5900 0.9865 0.7216 0.8670

8/25/2011 1159.2700 35.2499 48.7679 40.7660 39.7600 1.1279 0.8153 0.9753

8/24/2011 1177.6000 41.0138 48.6316 40.6262 35.9000 0.8753 0.7382 0.8837

8/23/2011 1162.3500 47.6646 48.4272 40.3708 36.2700 0.7609 0.7490 0.8984

8/22/2011 1123.8200 50.5581 46.0316 38.7493 42.4400 0.8394 0.9220 1.0952

8/19/2011 1123.5300 61.3881 45.9266 38.8877 43.0500 0.7013 0.9374 1.1070

8/18/2011 1140.6500 61.2523 45.9955 38.7927 42.6700 0.6966 0.9277 1.1000

8/17/2011 1193.8900 61.8994 44.3718 37.1457 31.5800 0.5102 0.7117 0.8502

8/16/2011 1192.7600 62.0495 44.3456 37.1463 32.8500 0.5294 0.7408 0.8843

8/15/2011 1204.4900 62.9169 44.9525 37.1092 31.8700 0.5065 0.7090 0.8588

8/12/2011 1178.8100 60.9882 43.9362 36.7410 36.3600 0.5962 0.8276 0.9896

8/11/2011 1172.6400 60.4931 43.9458 36.8704 39.0000 0.6447 0.8875 1.0578

8/10/2011 1120.7600 52.3623 39.6480 34.0606 42.9900 0.8210 1.0843 1.2622

8/9/2011 1172.5300 49.8157 37.2956 32.1955 35.0600 0.7038 0.9401 1.0890

8/8/2011 1119.4600 38.1373 31.8662 28.8876 48.0000 1.2586 1.5063 1.6616

8/5/2011 1199.3800 25.5026 22.8576 21.5703 32.0000 1.2548 1.4000 1.4835

8/4/2011 1200.0700 25.6900 22.7806 21.5649 31.6600 1.2324 1.3898 1.4681

8/3/2011 1260.3400 18.0213 16.9133 16.4945 23.3800 1.2974 1.3823 1.4174

8/2/2011 1254.0500 17.3460 16.7195 16.9254 24.7900 1.4291 1.4827 1.4647

8/1/2011 1286.9400 16.4214 14.4208 15.2115 23.6600 1.4408 1.6407 1.5554

7/29/2011 1292.2800 16.7288 15.5049 15.1674 25.2500 1.5094 1.6285 1.6647

7/28/2011 1300.6700 16.8815 15.8505 15.0189 23.7400 1.4063 1.4977 1.5807

7/27/2011 1304.8900 17.1227 16.0868 15.9127 22.9800 1.3421 1.4285 1.4441

7/26/2011 1331.9400 13.2411 14.6527 14.9868 20.2300 1.5278 1.3806 1.3499

7/25/2011 1337.4300 13.2804 14.6765 14.8939 19.3500 1.4570 1.3184 1.2992

7/22/2011 1345.0200 16.3036 15.2861 15.4450 17.5200 1.0746 1.1461 1.1343

7/21/2011 1343.8000 16.6702 15.3898 15.5391 17.5600 1.0534 1.1410 1.1301

7/20/2011 1325.8400 16.0009 15.0724 15.2108 19.0900 1.1931 1.2665 1.2550

7/19/2011 1326.7300 16.0326 15.6558 15.2138 19.2100 1.1982 1.2270 1.2627

7/18/2011 1305.4400 12.9411 14.7912 14.8874 20.9500 1.6189 1.4164 1.4072

7/15/2011 1316.1400 14.9853 14.3673 14.9729 19.5300 1.3033 1.3593 1.3044

7/14/2011 1308.8700 15.6411 14.3020 14.8868 20.8000 1.3298 1.4543 1.3972

7/13/2011 1317.7200 15.6126 15.6083 16.2065 19.9100 1.2752 1.2756 1.2285

7/12/2011 1313.6400 16.6105 16.1158 16.4983 19.8700 1.1962 1.2329 1.2044

7/11/2011 1319.4900 16.3993 15.9623 16.5033 18.3900 1.1214 1.1521 1.1143

7/8/2011 1343.8000 14.1113 15.3195 15.6181 15.9500 1.1303 1.0412 1.0212

7/7/2011 1353.2200 13.2872 15.0367 15.4672 15.9500 1.2004 1.0607 1.0312

7/6/2011 1339.2200 14.0507 14.9504 15.2095 16.3400 1.1629 1.0929 1.0743

7/5/2011 1337.8800 14.8241 14.9850 15.6365 16.0600 1.0834 1.0717 1.0271

7/1/2011 1339.6700 14.4560 15.6268 15.7965 15.8700 1.0978 1.0156 1.0047