03/18/2010 大盘回顾 （Worden Market Indicators）

Cobra

TREND INDICATOR MOMENTUM INDICATOR COMMENT (Click link to see chart) Long-term 3 of 3 are BUY     Intermediate 3 of 3 are BUY 3 of 6 are OVERBOUGHT SPY ST Model is in BUY mode Short-term 1 of 1 are BUY 6 of 6 are NEUTRAL

ATTENTION 2.4.4 NYSE McClellan Oscillator: Negative divergence. 1.1.0 Nasdaq Composite (Daily): Non confirmation between SOX and COMPQ. BULLISH 1.0.2 S&P 500 SPDRs (SPY 60 min): Head and Shoulders Bottom, target 119.42. 2.4.4 NYSE McClellan Oscillator: NYHGH new high means SPX new high ahead. BEARISH 1.0.2 S&P 500 SPDRs (SPY 60 min): 16 unfilled gaps. (max was 15) 1.1.0 Nasdaq Composite (Daily): 10 unfilled gaps. (max was 9) 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? 0.0.3 SPX Intermediate-term Trading Signals: CPCE MA(10) too low. 4.0.4 Dow Theory: Averages Must Confirm: NYHILO too high. 03/17 Market Recap: Dumb money confidence too high. 03/17 Market Recap: Too many bearish extremes among all sentimentrader indicators. CONCLUSION Could short after seeing a daily reversal bar (Open > Close), for aggressive traders only. Reversal bar triggered on 03/12, good luck bears! 03/17, be prepared to admit wrong, at least no average down here.

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 *03/05 low *Adjust Stop Loss. Reversal Bar 02/26 L *03/16 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 0.0.5 QQQQ Short-term Trading Signals: ChiOsc too high. IWM CHINA EMERGING CANADA 1.5.2 TSE McClellan Oscillator: A little bit negative divergence. FINANCIALS REITS MATERIALS OIL & ENERGY Broadening Top in the forming on XLE, the breakout direction is unknown. GOLD & GDX BIOTECH DOLLAR Head and Shoulders Bottom. ChiOsc too low. BOND *ChiOsc too high.

*Please make sure you understand how to use the table above. The main purpose of this report is to provide information so contradictory signals are always presented.
*Skip the SEASONALITY and CYCLE ANALYSIS sessions below if you think they’re superstitious.

 

SEASONALITY: THE FIRST HALF OF THE WEEK IS GENERALLY BULLISH

 

See 03/12 Market Recap for details.

 

CYCLE ANALYSIS: EXPECT A CYCLE TOP WITHIN THIS WEEK

 

See 03/12 Market Recap for details. The SPX daily cycle mentioned yesterday, still valid and look like a top. See 1.0.7 SPX Cycle Watch (Daily).

 

INTERMEDIATE-TERM: EXPECT CORRECTION TO CONFORM THE PAST II PATTERN, NOT SURE WHEN IT STARTS

 

See 03/12 Market Recap for details.

 

SHORT-TERM: NORMALIZED CPCE IS A LITTLE BIT TOO LOW

 

今天没啥说的，凑点东东算交差啦。

 

8.1.5 Normalized CPCE，所谓normalized就是看MA(10)和MA(200)间的距离，由于put call ratio在不同历史时期的基数不一样，所以看绝对值，不如看相对值来的好。Anyway，看红线，目前这个值偏低，表示离top不远了。

 

 

0.0.0 Signal Watch and Daily Highlights，不知道有多少人注意到T2105和T2112的红字了？下面是现在这两幅图的样子。

 

 

T2105，目前相对于去年3月份来说，这个直偏高，后面的蓝线代表SPX，基本上这么高的位置以前几次就是top了。当然从更长的历史讲，目前这个值不算什么。

 

 

T2112，同样蓝线代表SPX，蓝色水平线以上就是比较extreme的值了，因此目前也算比较高了。

 

 

8.2.8a Record NYSE 52 Week Highs 2009, 8.2.8b Record NYSE 52 Week Highs 2004 - 2006, 8.2.8c Record NYSE 52 Week Highs 2003 - 2004，昨天讲NYHGH new high意味着大盘会有新高，不过短期pullback的几率比较高，这三个图是把条件放宽后(NYHGH > 450)的结果，有空看一下，我很难说清楚是什么规律。

 

 

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.

 

Looks like it’s too late to long stocks now as the market is way too overbought. Waiting for a better chance.

 

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