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[技术分析] 03/10/2010 大盘回顾 (SPY Up 9 Days in a Row)

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发表于 2010-3-10 09:51 PM | 显示全部楼层 |阅读模式


  TREND INDICATOR MOMENTUM INDICATOR COMMENT (Click link to see chart)
Long-term 3 of 3 are BUY    
Intermediate 3 of 3 are BUY 4 of 6 are NEUTRAL SPY ST Model is in BUY mode
Short-term 1 of 1 are BUY 4 of 8 are NEUTRAL  
BULLISH 1.0.2 S&P 500 SPDRs (SPY 60 min): Could be Head and Shoulders Bottom, target 119.42.
BEARISH 1.0.2 S&P 500 SPDRs (SPY 60 min): 15 unfilled gaps. (max was 15)
1.1.0 Nasdaq Composite (Daily): 9 unfilled gaps. (max was 9)
2.3.4 Nasdaq Total Volume/NYSE Total Volume: Topped?
2.4.4 NYSE McClellan Oscillator: NYHGH too high.
03/08 Market Recap: Institutional Distribution is too low.
0.0.1 Market Top/Bottom Watch: NYDNV too low.
0.0.6 Nasdaq 100 Index Intermediate-term Trading Signals: NAADV MA(10) too high.
0.0.9 Extreme Put Call Ratio Watch: Topped?
CONCLUSION Could short after seeing a daily reversal bar (Open > Close), for aggressive traders only.
SPY SETUP ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING VEHICLE:
SSO/SDS, UPRO/SPXU
ST Model 02/26 L breakeven
Reversal Bar 02/26 L *03/09 low *Adjust Stop Loss.
NYMO Sell      
VIX MA ENV    
OTHER ETFs COMMENT – *New update. Click BLUE to see chart if link is not provided.
QQQQ NAADV MA(10) too high.
IWM ChiOsc too high.
CHINA Big red bar usually means more pullback ahead.
EMERGING
CANADA Bearish reversal bar, could pullback.
FINANCIALS
REITS
MATERIALS Black bar, could pullback.
ENERGY Broadening Top in the forming, the breakout direction is unknown.
OIL Bearish reversal bar, could pullback.
GOLD
DOLLAR Head and Shoulders Bottom. ChiOsc too low.
BOND *2 reversal bars in a row, could rebound.

 

INTERMEDIATE-TERM: RISE TO 03/08 THEN PULLBACK TO 03/16?

 

See 03/05 Market Recap as multiple Gann days are due around 03/08 and 03/16 and the market is pretty overbought so the logic guess is it could pullback from around 03/08 to around 03/16. Now it seems that the guess was wrong, I'll give it one more day, will reevaluate tomorrow night.

 

Overall according to the past II pattern, I believe eventually we’ll see a bigger correction. Just for now except for the Gann theory arguing that 03/08 could be a major top,  I have no other evidences supporting an imminent big correction.

 

SHORT-TERM: MORE TOPPING SIGNS

 

还是看pullback,今天又多了个topping sign。0.0.9 Extreme Put Call Ratio Watch,上面的CPCE MA(5)太低了。

 

ExtremePutCallRatioWatch.png

 

其他没啥了,今天的After Bell Quick Summary根据CPC <= 0.81说明天要涨,不过盘后这个数值修正为0.82,所以明天就no idea了。Block sell虽然也调整了,不过还是比重很大,因此还是distribution的样子,不好。

 

SellingOnStrength.png

 

2.0.0 Volatility Index (Daily),连着3个反转棒,看起来还要反弹。有人问VIX and SPX both up 3 days in a row是个啥情况,我查了一下,除了今天外,另外三个日子是08/27/2003, 06/05/2003, 06/04/2003,此后大盘继续涨。

 

VIXDaily.png

 

今天比较特别的地方是SPY up 9 days in a row,自2002年以来的就出现过2次(下图红棒棒),样本太少,可能不说明啥问题。

 

1.png

2.png

 

1.0.9 SPX Cycle Watch (60 min),这个cycle继续有效,看明天了。

 

SPX60minCycle.png

 

STOCK SCREENER:  For fun only, I may not actually trade the screeners. Since SPY ST Model is in BUY mode, only LONG candidates are listed. For back test details as well as how to confirm the entry and set stop loss please read HERE. Please make sure you understand the basic risk management HERE.

 

Since the intermediate-term direction is not clear, so no stock screeners from now on until the dust settles.

 

发表于 2010-3-10 09:51 PM | 显示全部楼层
沙发!!
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BD1 ..................
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BD2 ..................
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发表于 2010-3-10 09:52 PM | 显示全部楼层
xinku ! xie xei !
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BD3 ..................
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BD4 ..................
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BD5 ..................
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发表于 2010-3-10 09:54 PM | 显示全部楼层
thanks
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发表于 2010-3-10 09:55 PM | 显示全部楼层
回复 1# Cobra


   
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Thanks
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发表于 2010-3-10 09:59 PM | 显示全部楼层
first page?
thank you LAODA!
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