SPX Notes 2009

JL01

Thanks a lot

torontonian

thanks

intral

thanks

bayliner1979

果然，http://www.cboe.com/data/PutCallRatio.aspx
最后的CPC是0.81 = 1289091/1581827，没有进入firework的setup.

June Quarter OE tomorrow, likely same as June OE (which was predicted 1 week ago).

1.0.9 $BPCOMPQ golden cross, but not confirmed by $BPSPX and $BPINDU, likely just a whipsaw.
$SPX 932 should be a significant barrier.
Otherwise, target 965 as predicted a month ago.  This will be bull's final climax run similar to last Xmas.

2.0.1 two forces are meeting now.
2.4.2 nearly overbought.
7.0.4 may show a firework setup, but http://www.cboe.com/data/PutCallRatio.aspx holds today's final CPCE data, which could be 0.80 after counting the last 15 minutes options.   Even if it stays as 0.79, it may not work as it failed recently on 6/11.  This TA indicator starts to lose its magic as market changes.
bayliner1979 发表于 2009-6-29 17:01

xiaoxiaozhang

果然，http://www.cboe.com/data/PutCallRatio.aspx
最后的CPC是0.81 = 1289091/1581827，没有进入firework的setup.




bayliner1979 发表于 2009-6-29 20:38

bushbreeze

真悬，汗

lake3peat

thanks!

bucks

小咪

1676# bayliner1979


like this picture.Thanks a lot

新低手

1684# bayliner1979

lightfly

thanks!

higherhigh

果然，http://www.cboe.com/data/PutCallRatio.aspx
最后的CPC是0.81 = 1289091/1581827，没有进入firework的setup.




bayliner1979 发表于 2009-6-29 20:38

The 0.81 was 6/26/09 (last Friday). Today's EOD CPC is 0.78.

bayliner1979

sorry, today's CPC file seems updated really late.

CPC = 0.78 = 1248250 / 1596388.

People bought more calls than puts in the last 15 minutes.
Means there are somebody (maybe big MM, maybe lots of small traders) expecting upside tomorrow.

The 0.81 was 6/26/09 (last Friday). Today's EOD CPC is 0.78.
higherhigh 发表于 2009-6-29 21:55

benmao

thanks bay laoda for late update

Persistance

Thank you, Bay Laoda!

bayliner1979

Well, June Quarter OE almost identical to June OE.   SPY closed at 92.0 +- 0.1.  

$BPCOMPQ stays cross above, but $BPINDU and $BPSPX stay unconfirmed.
Looks like a piggy market till July OE.
So far it seems that SPY likely closes at ~92 again at July OE.

June Quarter OE tomorrow, likely same as June OE (which was predicted 1 week ago).

1.0.9 $BPCOMPQ golden cross, but not confirmed by $BPSPX and $BPINDU, likely just a whipsaw.
$SPX 932 should be a significant barrier.
Otherwise, target 965 as predicted a month ago.  This will be bull's final climax run similar to last Xmas.

2.0.1 two forces are meeting now.
2.4.2 nearly overbought.
7.0.4 may show a firework setup, but http://www.cboe.com/data/PutCallRatio.aspx holds today's final CPCE data, which could be 0.80 after counting the last 15 minutes options.   Even if it stays as 0.79, it may not work as it failed recently on 6/11.  This TA indicator starts to lose its magic as market changes.
bayliner1979 发表于 2009-6-29 17:01

xiaoxiaozhang

Well, June Quarter OE almost identical to June OE.   SPY closed at 92.0 +- 0.1.  

$BPCOMPQ stays cross above, but $BPINDU and $BPSPX stay unconfirmed.
Looks like a piggy market till July O ...
bayliner1979 发表于 2009-6-30 16:40

wai-po

1696# bayliner1979

Thanks, Bay.
It looks you really like OE indicator. could you saysay more background?

benmao

bayliner1979

到目前为止的20天，都是6月10日预测的"一段猪市偏熊的日子"。
俺也不知道这段日子是不是结束了，呵呵，轻仓静观其变。

目前对牛最不利的是0.0.3，尤其是$VIX:$VXV，太明显了。

Cobra's chart 2.3.4  MACD(10,200,1) reaches 0.297, same as last May mid-term top and Oct.2007 top.

I don't think the market is going up given the current status.
But the drops after Oct.2007 and last May were slow, and significant rebounds (retrace to at least Fibo 50) happened within 1 month after the tops.
In a nutshell, 会有一段猪市偏熊的日子。
bayliner1979 发表于 2009-6-10 17:35