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[技术分析] 03/28/2011 大盘回顾 (Bullish Bearish Engulfing)

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发表于 2011-3-28 07:39 PM | 显示全部楼层 |阅读模式


  TREND MOMENTUM COMMENT
Long-term 2 of 2 are BUY  
Intermediate 4 of 5 are SELL 5 of 5 are NEUTRAL SPY ST Model in SELL mode; Non-Stop in SELL mode.
Short-term 6 of 6 are NEUTRAL
GANN DAY MOON:SOLAR CYCLE CONCLUSION
04/07-04/11 04/03 : 04/05 04/04-04/13 Next pivot date: 04/04-04/13
BULLISH 09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months.
02/23 Market Recap: Pullback could last 4 weeks, then 02/18 highs will be revisited.
03/11 Market Recap: Bullish in 3 to 6 months.
BEARISH 4.0.1 SPX Long-term Trading Signals: Weekly EMA(13) is way too high above weekly EMA(34).
03/18 Market Recap: Could see lower low ahead.
03/25 Market Recap: VIX 18% below MA(10) is bearish in 5 days.
My Thoughts The pullback since 02/22 may last but the 02/18 high will be revisited in 69 calendar days on average.
SPY SETUP ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING PLATFORM:
SSO/SDS, UPRO/SPXU
Non-Stop 02/24 S N/A Short is for aggressive traders only.
ST Model 03/22 S  1.9*ATR(10)
Short-term *? 03/23 Low I hold long position overnight for speculation play only.


SHORT-TERM: 90% CHANCES A GREEN DAY TOMORROW


三点说明:


  1. 明天有90%的几率收绿。
  2. 维持03/25 Market Recap提到的,本周会有回调的预期。
  3. 操作上,今天收盘我已经buy dip了,但明天如果暴跌的话,我会做熊。Long position会持有直到stop loss为止,我的stop loss很大,below 03/23 low。

今天的After Bell Quick Summary里提到了,虽然有可能今天的intraday high是the 3rd push up,不过由于RSI negative divergence不是很明显,因此比较大的几率是明天还有the 3rd push up。


SPY60min.png

 

下面的两个证据,既是说明天会有反弹,也是我维持03/25 Market Recap里提到的本周会有pullback的依据。


SPY daily图上今天形成的Bearish Engulfing,统计上讲,明天有90%的几率收绿。不过,稍稍有点bearish in 5 days。


SPYShortTerm.png BearishEngulfingBackTestSummary.png

 

6.5.2b Seasonality – Last Few Days of the Month,注意绿色的箭头,这个图是说,明天收绿的几率很大,但是后天,大后天会比较不好玩。

 

LastFewDaysOfTheMonth.png


第三个证据是说短期会有pullback。6.4.3a SPY Bearish Reversal Day Watch,既使是在前一段时间啥bearish信号都不工作的时候都工作得不错,所以应该可信度是比较高的。


SPYBearishReversalDay.png

 

最后,回答一下今天After Bell Quick Summary里提到的问题,高达290+的ISEE Equities Only Index是个非常extreme的数字,至少在历史纪录的前10名以内,表明散户过于bullish了,因此我不认为这是bullish的特征。下面的图显示了更糟糕的情况,在散户狂call equities的同时OEX Put Call Ratio也升高,而过去的历史证明了OEX Option Trader通常是正确的,因此again,我不认为 290+的 ISEE Equities Only Index是bullish的特征。


OEXPCRatio.png

 

INTERMEDIATE-TERM: BULLISH IN 3 TO 6 MONTHS


Combine the study mentioned in 02/23 Market Recap and 03/11 Market Recap, I still believe that 02/18 high will be revisited.


SEASONALITY: BEARISH 03/31, BULLISH 04/01


According to Stock Trader’s Almanac:


  1. Last trading day of March, Dow down 11 of last 16, Russell 2000 up 12 of last 16.
  2. Frist trading day in April, Dow up 13 of last 16.

See Friday’s After Bell Quick Summary for seasonality chart for the last 2 and the 1st trading days of the month.


For March seasonality chart please refer to 03/01 Market Recap.


HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

TREND COMMENT
QQQQ&Weekly DOWN
IWM & Weekly UP
SSEC & Weekly UP
EEM & Weekly UP
XIU & Weekly UP *TOADV MA(10) is way too high.
TLT & Weekly UP
FXE & Weekly UP
GLD & Weekly UP
GDX & Weekly 03/23 L
USO & Weekly UP
XLE & Weekly UP
XLF & Weekly DOWN
IYR & Weekly UP
XLB & Weekly UP
DBA & Weekly DOWN

  1. Please make sure you understand how to use the table above. The purpose of this report is to provide info so contradictory signals are always presented.
  2. * = New update; Blue Text = Link to a chart in my public chart list.
  3. UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
  4. DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.

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发表于 2011-3-28 07:41 PM | 显示全部楼层
谢谢班长的辛苦劳动
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发表于 2011-3-28 07:42 PM | 显示全部楼层
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发表于 2011-3-28 07:46 PM | 显示全部楼层
First Page
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发表于 2011-3-28 07:48 PM | 显示全部楼层
本帖最后由 jamesmith 于 2011-3-28 20:49 编辑

#9 thanks  
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发表于 2011-3-28 07:49 PM | 显示全部楼层
thank you .
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发表于 2011-3-28 07:52 PM | 显示全部楼层
Thanks
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thanks
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thanks
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发表于 2011-3-28 08:03 PM | 显示全部楼层
nice
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发表于 2011-3-28 08:09 PM | 显示全部楼层
3x
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