E-Mini Nasdaq Futures Volatility Forecast (28/11/2010)

The E-Mini Nasdaq market is still moving sideways and the volatility chart signals that the volatility is not so high anymore.

The TGARCH plot displays a curve around 1.5% (23.8% in annual terms) and it is likely for the market to experience a narrow trading range although the intense macroeconomics calendar of the next week could without difficulty change the situation.

The E-Mini Nasdaq was less involved in the sharp retracements that hit most equity markets and the increase in volatility has been mainly produced by the large swings this market went through due to the great uncertainty.

The staff of HyperVolatility suggests you to remain flat or to trade in the very short term. Maximum attention is needed on Thursday and Friday where large movements are expected to occur and the index could gain some points and get back to the 2180 area.

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