10/26/2009 大盘回顾 （VIX Surge）

Cobra

Summary:

CPCE argues for an intermediate-term top again, need hold the trend line to confirm through.

Bears may need to take profits if further drop tomorrow.

	TREND	MOMENTUM	EMOTION	COMMENT - Sample for using the trend table.
Long-term	Up		Disbelieve
Intermediate	*Down	Neutral
Short-term	Down	Neutral
SPY SETUP	ENTRY DATE	INSTRUCTION	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
ST Model	10/14 L		10/13 Low	*Stopped out with loss on 10/26
Reversal Bar				Stopped out with gain on 10/21.
NYMO Sell	10/21 S		10/21 High	Improved setup, now the winning rate is 66% and the Gain/Loss Ratio is 4.5. Click the link to see more details.

 

INTERMEDIATE-TERM: WATCH CPCE TOP SIGNAL

 

2.8.0 SPX:CPCE，trend line破了，可能是说intermediate-term top了，不过需要今后几天hold trend line。

 

SHORT-TERM: BEARS MAY NEED TO TAKE PROFIT IF FURTHER DROP TOMORROW

 

The bottom line，明天可能有反弹的机会，如果继续跌的话，熊熊可能要注意套利。

 

0.0.2 SPY Short-term Trading Signals，注意最下面的NYMO and NYADV，都很接近oversold了，注意看dashed green lines，这两个东东oversold后反弹的几率还是很高的。

 

2.0.0 Volatility Index (Daily)，好像最近每次VIX大涨，pullback就差不多结束了，介次会不会介样呢？顺便看看再下面的visual效果吧（Green highlighted whenever VIX up more than 9% a day）。因此again，明天要是还跌，熊熊注意套利。

 

1.0.4 S&P 500 SPDRs (SPY 15 min)，有些positive divergence，因此不排除明天早盘就反弹的可能。

 

INTERESTING CHARTS: NONE

 

t-k

lwmm

sofa

happyface

沙发--还是没抢着.

can2000

thanks!

abaqus

First page! Thanks

heaven

heaven

沙发哈哈

Alchemist

surya

Thanks!

想发

Thanks!

weigoodone01

牛熊

First page

daxiong

Thanks!

michaelzhang

ut1984

THX facai

墙头草

dddd

bendzhao

谢老蛇

summer123

Diffusion