Russell 2000 Risk On/Volatility Off

Today’s market rally including US small-cap stocks is lifting the Russell 2000 to its current level 1264.06 well above its 50 day moving average (1253.67).


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Another contributing factor for the Russell 2000 is the net flows of cash leading to the creation of ETFs on the IWM. reports a net flow of $1.158 bln. into IWM for the week of 7/06 – 7/10/15.

As a result of the rally, the volatility on the Russell 2000 Index (RVX) has collapsed from its recent peak 22.21 on (7/7/15) to its current level 15.94 down -39% within 3 trading days.999

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