08/13/2009 白天灌水

Cobra

跳空高开可能，不过这个空到目前为止并没有high过昨天的high，所以应该会填。这是SPY的第10个空，最近market表现看，这第10个空，比较难hold，上次是周五由于job数据形成第10个空，不过，周一就全部还回来了。

 

一点数据：

 

 

Chart B:  Liquidity Inflows and Outflows

Liquidity inflows are critical to the market's action.   If indicators are weakening while Liquidity is flowing in, then the liquidity inflow will take precedence and hold the market up.   Yesterday, Liquidity inflows had an up tick while in high territory.

 

Chart C:  Institutional Accumulation/Distribution

Meanwhile, Institutional Investors remained in Accumulation with the Buy/Sell spread increasing slightly.   Institutional buying increased slightly, and Institutional selling decreased slightly. 

Overall, conditions are showing increased stress that should remain in effect during the next few days.  This means short term long trades will be difficult to trade on the long side.

dlaodou

lwjnbtx

balto

waterwater

MFTHT

Thank you.

RedBean

SAR

goldbug

LLN

biaoji

morning

pmwin

老大早! 辛苦了，谢谢～～～～～～～～～～

ice_tea

zao

huaxue09

morning

Cobra

There have been 7 times that the S&P 500 futures rallied 1% or more on a scheduled FOMC day, then gapped up at least +0.25% the following morning.  Over the next three days, it did not manage to show a positive return even once, and averaged -1.7%.  The average maximum gain at any point during the trades was +0.9%, compared to an average maximum loss of -3.7%, so historically anyway it has not paid to chase these kinds of attempted follow-through.

Cobra

zpwang

老大早啊， 今天市前好牛啊，sp涨到过10

rosyrosy

layschips

今天的两个数据都很差，如果再涨。。。
牛魔王的脑子里就真的都是海绵了。。。

Cooker

Morning!