{"id":875,"date":"2015-07-09T20:53:05","date_gmt":"2015-07-10T00:53:05","guid":{"rendered":"https:\/\/envisionco.net\/?p=875"},"modified":"2015-07-09T21:08:12","modified_gmt":"2015-07-10T01:08:12","slug":"spx-pullbacks-versus-the-vix-and-putcall-ratio","status":"publish","type":"post","link":"https:\/\/envisionco.net\/?p=875","title":{"rendered":"SPX pullbacks versus the VIX and Put\/Call ratio"},"content":{"rendered":"<p>Here is a good chart from <a href=\"http:\/\/stocktwits.com\/andrewnyquist\/message\/39425527?utm_source=t.co&amp;utm_medium=community-twitter&amp;utm_campaign=outboundteam\">Andy Nyquist<\/a>\u00a0that looks at recent pullbacks in the SPX and its relationship to the VIX and the put\/call ratio.<\/p>\n<p><a href=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/vix-pullback-chart.png\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-medium wp-image-876\" src=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/vix-pullback-chart-259x300.png\" alt=\"vix pullback chart\" width=\"259\" height=\"300\" srcset=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/vix-pullback-chart-259x300.png 259w, https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/vix-pullback-chart.png 704w\" sizes=\"auto, (max-width: 259px) 100vw, 259px\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p>We created a similar table a while back that shows pullbacks in the SPY of 5% or more since September of 2005 and what the VIX high and low was. The idea is to see at what level &#8220;panic&#8221; has set in to mark the end of the pullback.<\/p>\n<p><a href=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/spy-v-vix.png\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-medium wp-image-880\" src=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/spy-v-vix-300x283.png\" alt=\"spy v vix\" width=\"300\" height=\"283\" srcset=\"https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/spy-v-vix-300x283.png 300w, https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/spy-v-vix-319x300.png 319w, https:\/\/envisionco.net\/wp-content\/uploads\/2015\/07\/spy-v-vix.png 585w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><\/p>\n<p>As of today, the last peak in the SPY was on May 21 at 213.50 and the low was on July 8 at 204.53. That is a decline of 4.2%. During that time, the VIX has risen from 12.11 to 19.97 at the close today, a rise of 65%. In our table the average rise of the VIX has been 70.8% and the average high was 30.10, but that includes 2007 and 2008. Just looking at 2012-2014 the average decline was 7.55%, the average VIX high was 22.29 and the average percentage rise in the VIX was 65.90%.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Here is a good chart from Andy Nyquist\u00a0that looks at recent pullbacks in the SPX and its relationship to the VIX and the put\/call ratio. &nbsp; We created a similar table a while back that shows pullbacks in the SPY &hellip; <a href=\"https:\/\/envisionco.net\/?p=875\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-875","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/posts\/875","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/envisionco.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=875"}],"version-history":[{"count":6,"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/posts\/875\/revisions"}],"predecessor-version":[{"id":884,"href":"https:\/\/envisionco.net\/index.php?rest_route=\/wp\/v2\/posts\/875\/revisions\/884"}],"wp:attachment":[{"href":"https:\/\/envisionco.net\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=875"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/envisionco.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=875"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/envisionco.net\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=875"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}