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The other is a wild day, with a 20 pt gain followed by a 20 pt loss (net unchanged).The wild day path length is (simplifying) 40 pt, which is a rate of [20 20]/405 = 0.1pt/min.The current credit crisis emanated from the unprecedented growth in debt over the last two decades, which was accompanied by the cessation of lending/borrowing judgment.

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Dealers and market makers protect themselves from this risk by widening spreads when the order book is one-sided. Fundamental Transitory Actual type of volatility: . However, with much money having been yanked from trend following funds this year, the upper right quadrant is occurring with more frequency.

I propose a 2×2 matrix of the actual type of volatility and the market's perception of the type of volatility: . Price quickly Price trends Fundamental establishes a as disbelievers . As the splashes in a bathtub subside after jumping in, as a pendulum slowly comes to a standstill, and as a vibrating spring slowly stops, due to friction, the market after a big splash slowly spins to narrowing ranges.

We see it in the cycles in so called common triangles, flags and pennants.

Friction or other dampening mechanisms act on price swings.

Vic and Laurel did something a little bit different.

Instead of taking a moving average, he added the extreme down/up movements in the S&P 500 that occurred in the last hour and a half of trading to the opening of the next day.Here are the largest o-c path lengths since 1/07, along with the o-c return (ES points): date sum_abs oc 08/16/07 233.25 24.75 08/10/07 212.50 5 11/08/07 185.25 -7.75 08/01/07 185.25 12.25 11/20/07 176.50 9.5 07/26/07 175.75 -20.75 08/09/07 173.25 -20.75 11/02/07 161.50 -2.5 07/27/07 154.50 -31.5 08/17/07 151.00 -7 10/24/07 150.25 2.75 11/09/07 148.75 -3.25 08/15/07 148.25 -15.25 12/12/07 146.00 -22 Notice the big move yesterday is only 14th longest path length YTD.Since that path length is a form of volatility, I compared o-c return with contemporaneous path length and found the usual negative correlation: Regression Analysis: oc versus sum abs The regression equation is oc = 4.49 - 0.0648 sum abs Predictor Coef SE Coef T P Constant 4.490 1.636 2.74 0.007 sum abs -0.0648 0.019 -3.27 0.001 S = 11.7078 R-Sq = 4.3% R-Sq(adj) = 3.9% Do you consider in this calculation the distance from the previous day's close to the current period's open? non volatile; directional The problem is related to indicators to be used to efficiently define these areas.The outgrowth is a world awash in an unwieldy and unregulated derivative market that managed to bypass traditional banking regulation.It is a setting in which patchwork mortgage proposals and/or creative Fed initiatives will not likely remedy in short order.The usual way to quantify intraday range is some comparison of high to low.

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