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[技术分析] 09/07/2010 大盘回顾 (A Few Bad Signs)

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发表于 2010-9-7 05:56 PM | 显示全部楼层 |阅读模式


  TREND MOMENTUM COMMENT
Long-term 2 of 2 are SELL  
Intermediate 2 of 3 are BUY 5 of 5 are NEUTRAL SPY ST Model in SELL mode; Non-Stop in BUY mode.
Short-term Model is BUY 6 of 6 are NEUTRAL The trend is up but I hold no long position overnight.
GANN DAY MOON/SOLAR CYCLE CONCLUSION
9/10 09/08 / 09/08 9/5, 9/6 Next pivot date: 09/07 – 09/10
BULLISH
BEARISH *6.2.2a VIX Trading Signals (BB): VIX BB short setup triggered.
*0.2.2 Extreme Put Call Ratio Watch: CPCI too high, topped?
*0.2.5 NYSE Total Volume: Volume too low, topped?
SPY SETUP ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING PLATFORM:
SSO/SDS, UPRO/SPXU
Non-Stop *09/07 L N/A
ST Model *09/07 S 1.9*ATR(10) *Short position entered on 09/07.
*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.

SHORT-TERM: COULD SEE MORE PULLBACKS

 

今天没啥好消息,有几个top sign,could mean either short-term or intermediate-term top。不过,如果大家注意看我最近贴的TICK MA(3) too high的chart话,今天的pullback是在预料之中的,此后如果还有一两天的sharp sell off,也符合过去的pattern,所以我还是倾向于中期3 leg up的判断,主要理由,还是这么强的up momentum不会一下子就reverse的。

 

TICKMA3.png

 

今天最让我担心的问题,After Bell Quick Summary里也特别提到了,CPCI extremely high,这意味着大户知道什么我们小散还不知道的事情,因此提前布局,hedge their long positions。下面图显示了最近CPCI very high后的情况,看起来不怎么好玩。

 

CPCIWatch.png

 

CPCI过高也导致VIX and SPX on the same EMA(20) side,这是个潜在的trend change信号,不可小视。

 

VIXLeadsSPX.png

 

0.2.5 NYSE Total Volume,too low,也是top sign。

 

NYTV.png

 

6.2.2a VIX Trading Signals (BB),这个short setup算是触发了,see 04/13 Market Recap for back test results。

 

VIXBBShortSetup.png

 

1.0.6 SPY Unfilled Gaps,这个只是提一下,不是说明bullish or bearish。最近我一直提back to back unfilled gaps are rare,所以短期内多半会补,今天就形成了这么一个back to back unfilled gap,而如果明天gap up unfilled话,会形成上下同时都有back to back unfilled gaps的局面,非常有趣。Let’s see.

 

BackToBackUnfilledGaps.png

 

 

INTERMEDIATE-TERM: EXPECT 3 LEG UP, MINI SPX 100 POINT FROM 08/27 CLOSE

See 09/03 Market Recap for more details.

 

SEASONALITY: SEPTEMBER IS BEARISH

See 09/03 Market Recap for more details.


HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST
*I’ve changed the trend indicator, now it should respond much faster.
TREND DTFMS COMMENT – *New update. Click BLUE to see chart if link is not provided.
QQQQ UP
IWM *LA
CHINA UP Head and Shoulders Bottom in the forming?
EMERGING *LA 4.1.6 iShares MSCI Emerging Markets (EEM Weekly): EEM to SPX ratio too high.
EUROPEAN *DOWN
CANADA UP
BOND *UP SELL 4.2.0 20 Year Treasury Bond Fund iShares (TLT Weekly): Too far away from MA(200).
EURO *DOWN
GOLD *UP
GDX UP 4.3.1 Market Vectors Gold Miners (GDX Weekly): GDX to SPX ratio too high, pullback?
*3.2.0 streetTRACKS Gold Trust Shares (GLD Daily): Black bar, pullback?
OIL *LA BUY 4.4.0 United States Oil Fund, LP (USO Weekly): USO to SPX ratio too low, rebound?
ENERGY *LA
FINANCIALS *LA 4.4.2 Financials Select Sector SPDR (XLF Weekly): Head and Shoulders Top in the forming?
REITS *LA 4.4.3 Real Estate iShares (IYR Weekly): Home builder is lagging and IYR to SPX ratio too high.
MATERIALS UP
*DTFMS = Dual Time Frame Momentum Strategy. The signal is given when both weekly and daily STO have the same buy/sell signals. Use it as a filter, don’t trade directly.
*LA = Lateral Trend.

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发表于 2010-9-7 05:57 PM | 显示全部楼层

SF!! first time.

本帖最后由 like2swing 于 2010-9-7 20:00 编辑

thanks
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发表于 2010-9-7 05:58 PM | 显示全部楼层
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发表于 2010-9-7 05:58 PM | 显示全部楼层
BD, BD, BD!!!!
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发表于 2010-9-7 05:58 PM | 显示全部楼层
本帖最后由 LJcove 于 2010-9-7 20:08 编辑

Cobra, is it true that CPCI is so high because of these two puts: Oct 103put +214, 358; Oct 100 put +215,600 (data from yahoo)?
thx!
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发表于 2010-9-7 06:00 PM | 显示全部楼层
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发表于 2010-9-7 06:06 PM | 显示全部楼层
Ding
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发表于 2010-9-7 06:08 PM | 显示全部楼层
thanks
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发表于 2010-9-7 06:09 PM | 显示全部楼层
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发表于 2010-9-7 06:09 PM | 显示全部楼层
Thanks, Cobra.
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发表于 2010-9-7 06:11 PM | 显示全部楼层
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发表于 2010-9-7 06:13 PM | 显示全部楼层
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发表于 2010-9-7 06:14 PM | 显示全部楼层
Thanks..
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发表于 2010-9-7 06:16 PM | 显示全部楼层
Thanks Cobra
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发表于 2010-9-7 06:18 PM | 显示全部楼层
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发表于 2010-9-7 06:18 PM | 显示全部楼层
thanks
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