There’s a new volatility ‘witching hour’ puzzling stock traders

Late-day order balance is the vogue indicator of late, says Art Hogan

In an article published on marketwatch.com there is a discussion of a new alpha signal that is gaining a following.

"... gyrations happen more frequently starting between 2:30 and 3 p.m. Eastern daily, with the Dow Jones Industrial Average DJIA, +0.03% the Nasdaq Composite Index COMP, +0.19% and the S&P 500 index SPX, +0.13% moving sharply only to rescind much, if not all, of that move within the final two hours to 90 minutes of regular trading."

Follow This Link to the volatility ‘witching hour’ article

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