09/01/2009 白天灌水

Cobra

介么小的gap，应该会补啦。

 

 

 

Chart A:  Daily Volume trending on the SPY

Some of the Institutional investors were concerned about the dropping volume as the market rallied.  This first chart below, show's the SPY and its volume with a 14 day simple moving average.  During this bear market, there were 6 occasions where the volume's 14 SMA moved down and then broke a resistance line to the upside.  On all 6 occasions, the SPY went lower afterwards.

Today: As you can see on the chart, the SPY started trending up in March, and its 14 day SMA shows that the volume subsequently trended down.  For the past few weeks, the SPY's Volume has been ABOVE its resistance line (a caution) ... but note that it is not rising or falling, but going sideways. (The SPY's Volume is NOT shooting up like past instances and is meandering sideways.  This is not the same profile of the past conditions yet.)  Yesterday, the NYA Down Volume was above its blue resistance line, so this is an "under duress" Caution condition.

 

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.   Liquidity inflows had a down tick while in extreme high territory.

 

Chart C:  Institutional Accumulation/Distribution

The Institutional Investors were in decreasing Accumulation with the Buy/Sell spread decreasing.  Institutional buying decreased, and Institutional selling increased.  

*** Conclusion on above charts:  Conditions are net positive but showing deterioration.  Also, the major indexes are starting to show the possibility of MACD negative divergences building which will increase risks levels.

happyface

难道是沙发?

happyface

wangdt

second for the first time

wstock

ding ding

jack

thanks

zpwang

早

sjxzl87

morning

tenteddies

rosyrosy

福多多

占个第一排的地板。。。

Seawave

Cobra, 这有个统计，down gap fade has 74% win for sept.1, but only 45% win for up gap short. Will this have something to do with the fresh 401k money?

Seasonality & Report Guide

SEASONALITY
        # Trades        Total % Win        Long Win %        Short Win %         
Tuesday        508        72.6        73.9        71.4         
1st of Month        76        57.9        73.5        45.2        << note!
September        158        64%        63%        65%         
Notes:                                             
(a)"Raw" historical results for E-Mini S&P 500 futures: 1998 - 2008, end of day exit if gap did not fill.
(b) "# of Trades " = sample size (gap occurrences on this day/date)
(c)  "Long Win %" = % of down gaps that were faded profitably and vice versa.

vinceyin

first page.thank you!

Prada!

Thx! This is a great chain.

target1

Thank you, Cobra!

biaoji

first page!

Cobra

Cobra, 这有个统计，down gap fade has 74% win for sept.1, but only 45% win for up gap short. Will this have something to do with the fresh 401k money?

Seasonality & Report Guide

SEASONALITY
        #  ...
Seawave 发表于 2009-9-1 09:04

Thanks for the info，不过俺no idea。

jackyking

Simpletrader

ding

buybuy

thanks