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E-Mini S&P500 Futures Volatility Forecast (13/12/2010)

Everything we anticipated the last week occurred and HyperVolatility was right once again !!! The market reached 1241 by the end of the week and the volatility dropped as forecasted.

The current volatility of the E-Mini S&P500 futures market is 0.9% (14.2% annualised) but an ulterior down move of the curve should be the most probable scenario for the week. In fact, the volatility is likely to touch 0.7% (11.1% annualised) whilst prices should rally to 1270 by Friday.

The E-Mini S&P500 futures market is unlikely to experience violent and sharp move upward, however, the increase will be quite slow but at a constant rate and therefore the staff of HyperVolatility suggests you to reinforce your long positions because the returns are likely to increase during the next trading days.

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