Here is a link to a set of charts that were produced from our software on Bloomberg. The Extensions and Compressions shown are due to a form of self-organized criticality (SOC) due to multi-scale investor-price feedback.
https://t.co/K6ygNIHmfp
There was a rare weekly bottom extension on the S&P 500 VIX short-term futures ETN, VXX on Dec 2nd. Expect volatility to increase over the next 9 weeks. Check out our new website at https://t.co/CXEYBNH0tx. You can license our tools on Bloomberg or TradeStation platforms.