12/13/2010 大盘回顾（Not As Strong As It Feels）

Cobra · 发表于 2010-12-13 08:36 PM

	TREND	MOMENTUM	COMMENT
Long-term	2 of 2 are BUY
Intermediate	3 of 5 are BUY	4 of 5 are NEUTRAL	SPY ST Model in BUY mode; Non-Stop in BUY mode.
Short-term	Model is BUY	5 of 6 are NEUTRAL	I hold trapped long position overnight.
GANN DAY	MOON:SOLAR	CYCLE	CONCLUSION
12/09,12/11	12/05 : 12/07	12/26	Next pivot date: 12/09 – 12/11

BULLISH

09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months.
10/01 Market Recap: Positive September plus mid-term election means 11%+ up to year end.
10/29 Market Recap: The last 2 months of year are bullish.
11/05 Market Recap: SPX daily bar completely out of BB may mean bulls are safe till the year end.
~~6.3.1a Major Accumulation Day Watch: 2 MAD within 5 days means a tradable bottom at least.~~
~~1.0.0 S&P 500 SPDRs (SPY 60 min)~~: ~~Ascending Triangle~~ ~~breakout, target $125.61.~~

BEARISH

*1.0.6 SPY Unfilled Gaps: 23 unfilled gaps, the max is 23.
10/29 Market Recap: Commercial (smart money) short Nasdaq 100 heavily according to COT Report.
12/10 Market Recap: Smart/Dumb money confidence spread too high.
0.2.1 10Y T-Bill Yield: ROC(30) >= 9, topped? (Due to Quantitative Easing, I’m not sure if it still works)
1.2.0 INDU Leads Market: INDU had a lower low, so SPX might follow eventually.
8.2.7b Record High ISEE Equities Only Index Readings 2010: 2nd record high, top is close?
12/10 Market Recap: Too many Sentimentrader’s indicators are at bearish extremes.
*0.2.2 Extreme Put Call Ratio Watch: Both CPC and CPCE are low, so topped?
*8.1.4 Normalized CPC: Too low, so 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			Buy mode doesn’t mean long, a 2nd buy signal is needed to enter long.
NYMO Sell	12/09 S	2*ATR(10)	Reference only, not meant to be followed.

SHORT-TERM: EXPECT A PULLBACK AS EARLY AS TOMORROW

今天其实大盘很弱，尽管创了新高，但是NYSE Intraday Cumulative Tick却显示卖压很大，这个非常少见，考虑到最近诸多的bearish extremes，我觉得，还是小心为好吧。

短期是否要回调，明天是个sign，因为FOMC，generally bullish，但如果red的话，将是个bad sign，所以market是否要回调了，we'll know as early as tomorrow.

其他不说也知道，就是more bearish extremes，看一下吧。周末的报告里提了，最终这些bearish extreme是要work的，结果将是11月甚至4月那种程度的回调，问题是很难timing when，所以只能先放在table above里再说啦。

0.2.2 Extreme Put Call Ratio Watch，both CPC and CPCE extremely low的时候，是顶部特征。

8.1.4 Normalized CPC，就是对CPC取MACD(10,200,1)，以去除不同时间段的base。这个也说top。

INTERMEDIATE-TERM: COULD BE WAVE 5 UP TO SPX 1300+, THERE’S MORE BULLISH COUNT, BUT I DON’T BELIEVE THAT FOR NOW

See 12/10 Market Recap for more details.

SEASONALITY: BULLISH MONDAY, FRIRDAY AND THE WHOLE TRIPLE WITCHING WEEK

See 12/10 Market Recap for more details.

See 12/03 Market Recap for December seasonality chart.

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	SIGNAL	COMMENT
QQQQ	12/02 L
NDX Weekly	UP	NASI STO(5,3,3) oversold and buy signal.
IWM
IWM Weekly	UP
CHINA		Could be a Bear Flag in the forming.
CHINA Weekly	UP
EEM
EEM Weekly	UP
XIU.TO	12/02 L
XIU.TO Weekly	UP
TLT		Test the previous low so there’re some chances TLT may be bottomed here.
TLT Weekly	DOWN
FXE		*3.1.1 PowerShares DB US Dollar Index Bullish Fund (UUP Daily): ChiOsc too low.
FXE Weekly	DOWN
GLD
GLD Weekly	UP
GDX	12/02 L
GDX Weekly	UP
USO		Bearish Engulfing plus channel resistance, could see more pullbacks.
WTIC Weekly	UP
XLE	06/15 L
XLE Weekly	UP
XLF	10/15 L
XLF Weekly	UP
IYR		Could be a Bear Flag in the forming.
IYR Weekly	UP	Home builders are lagging.
XLB	12/01 L
XLB Weekly	UP

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.
Position reported in short-term session of the table above is for short-term model only, I may or may not hold other positions which will not be disclosed.
Conclusions can be confirmed endlessly, but trading wise, you have to take actions at certain risk level as soon as you feel the confirmation is enough. There’s no way for me to adapt to different risk levels therefore no trading signals will be given in this report except the mechanical signals such as SPY ST Model.
* = New update; Blue Text = Link to a chart in my public chart list.
Trading signals in OTHER ETFs table are mechanical signals. See HERE for back test results. 08/31 L, for example, means Long on 08/31.
UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.

wxw · 发表于 2010-12-13 08:38 PM

jpm · 发表于 2010-12-13 08:39 PM

xiaochong · 发表于 2010-12-13 08:42 PM

细水长流 · 发表于 2010-12-13 08:42 PM

我也有这样的感觉，多谢了

vicvic · 发表于 2010-12-13 08:42 PM

hillcrest · 发表于 2010-12-13 08:44 PM

thanks!

shoujie · 发表于 2010-12-13 08:45 PM

本帖最后由 shoujie 于 2010-12-13 20:46 编辑

俺手上的浪都出了，还小烧了一把。。。LET'S SEE。。。。

明天如果有 LOWER LOW 的话，呵呵。。。。俺加烧。。。

mickeyrain · 发表于 2010-12-13 08:46 PM

Then, set the stop, let the market decide.

happyface · 发表于 2010-12-13 08:47 PM

thanks so much

oda · 发表于 2010-12-13 08:48 PM

"散户太牛了"--历史是群众创造的, 这句不知道股市管不管用

jdad4 · 发表于 2010-12-13 08:50 PM

谢谢蛇大,已安指示将大半long positions卖了.

开小差 · 发表于 2010-12-13 08:51 PM

thx,ding

sandera · 发表于 2010-12-13 08:52 PM

dxzhu · 发表于 2010-12-13 08:52 PM

Thanks

tonyshen · 发表于 2010-12-13 08:53 PM

greatinter · 发表于 2010-12-13 08:54 PM

wnd4 · 发表于 2010-12-13 08:54 PM

thanks

slcgh · 发表于 2010-12-13 08:55 PM

oldfox · 发表于 2010-12-13 08:59 PM

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[技术分析] 12/13/2010 大盘回顾（Not As Strong As It Feels）