09/10/2010 大盘回顾 （Show me the strength!）

Cobra

TREND MOMENTUM COMMENT Long-term 2 of 2 are SELL   Intermediate 3 of 3 are BUY 5 of 5 are NEUTRAL SPY ST Model in BUY 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 over weekend. GANN DAY MOON/SOLAR CYCLE CONCLUSION 9/10, 9/21 09/08 / 09/08 9/5, 9/6 Next pivot date: 09/07 – 09/10, 09/21 – 09/23

BULLISH BEARISH *0.2.2 Extreme Put Call Ratio Watch: CPCI too high, topped? *0.2.5 NYSE Total Volume: Volume too low, topped? 6.4.6a QQQQ Black Bar Watch: Black bar, top is close? *6.4.4 SPY Price Volume Negative Divergence Watch: Price volume negative divergence.

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

*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: EXPECT PULLBACK SOON

 

短期还是看回调，理由在09/09 Market Recap和周五的After Bell Quick Summary里都谈了：

1. Pivot window around 09/07 to 09/10.
2. 6.4.6a QQQQ Black Bar Watch, QQQQ black bar.
3. 0.2.2 Extreme Put Call Ratio Watch, CPCI too high.
4. 0.2.5 NYSE Total Volume, NYSE total volume too low.
5. 1.0.0 S&P 500 SPDRs (SPY 60 min), Bearish Rising Wedge as ending pattern plus RSI negative divergence.
6. 1.0.6 SPY Unfilled Gaps, 16 unfilled gap, too many.
7. 6.4.4 SPY Price Volume Negative Divergence Watch, price volume negative divergence.

现在我不太sure的是周一是否还有一冲？因为1.0.1 S&P 500 SPDRs (SPY 15 min)看着好像是个Ascending Triangle，因此多半还有一冲。

 

 

此外，周一如果低开且unfilled话，又是个back to back unfilled gap，这个应该是很快就要补的，因此我很怀疑是否周一就开始pullback。

 

 

其他没啥，上述的top信号，周五又有两个有更新，看一下吧，应该更增加了top of some kind的可能性。

 

0.2.5 NYSE Total Volume，更low。

 

 

0.2.2 Extreme Put Call Ratio Watch，CPCI再次skyrocket high。

 

 

INTERMEDIATE-TERM: TO BE ASSESSED, IT’S NOT AS BULLISH AS I ORIGINALLY THOUGHT

 

关于中期，见下面的图，market并没有我想象的那么强，至少不是重复2009年三月和七月的情形，反而看起来跟过去几次大幅下跌后，rebound 2 weeks in a row的情况很像，特别是如果下周就大幅pullback的话，因此我暂时hold 09/03 Market Recap中关于3 leg up, mini 100 SPX point up from 08/27 close的forecast，need more evidences to assess。

 

 

关于08/27是不是the bottom的问题，我在09/03 Market Recap中，提到VIX:VXV too low，因此很怀疑how far the market could go。此外还有个suspect，就是好像很少有底是平的，08/27如果是the bottom的话，这个bottom确实非常非常特殊。Again put these 2 guys into suspect list，根据下周的情况再综合起来评估。

 

 

SEASONALITY: SEPTEMBER IS BEARISH, THE TRIPLE WITCHING FRIDAY IS BULLISH

 

See 09/03 Market Recap for September seasonality.

 

Also according to Stock Trader’s Almanac, the September Triple Witching, Dow up 5 straight and 6 of last 7.

 

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	TREND	DTFMS	COMMENT – *New update. Click BLUE to see chart if link is not provided.
QQQQ	UP		*4.1.1 Nasdaq 100 Index (Weekly): NDX to SPX ratio too high.
IWM	*UP		*2 black bars in a row, pullback?
CHINA	UP		Head and Shoulders Bottom in the forming?
EMERGING	UP		4.1.6 iShares MSCI Emerging Markets (EEM Weekly): EEM to SPX ratio too high.
EUROPEAN	UP	*BUY	*2 reversal like bars in a row, doesn’t look good.
CANADA	*UP		*TOADV MA(10) too high, may pullback further.
BOND	DOWN	*SELL	4.2.0 20 Year Treasury Bond Fund iShares (TLT Weekly): Too far away from MA(200). *3.0.0 20 Year Treasury Bond Fund iShares (TLT Daily): pullback to trend line support, rebound?
EURO	*LA
GOLD	DOWN	SELL
GDX	DOWN	SELL	*4.3.1 Market Vectors Gold Miners (GDX Weekly): GDX to SPX ratio too high and Bearish Engulfing.
OIL	*UP	*BUY
ENERGY	*UP	*BUY
FINANCIALS	UP		4.4.2 Financials Select Sector SPDR (XLF Weekly): Head and Shoulders Top in the forming? *3.4.0 Financials Select Sector SPDR (XLF Daily): 2 reversal like bars, doesn’t look good.
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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