大低开,跌出昨天的range,因此介个空可能不会补,今天可能是个down trend day。来段statistics,据说今天的空会补,俺不信,介是第三次低开了,还指望拉起?不过,分析归分析,咱还得看price action,老规矩,10:30以后有新低,很高几率,今天会是个strong down trend day。
Since the July low, there have been 7 opening gaps of -0.75% or more in the S&P 500, and all but one saw the index close higher than the open, so lately these larger gaps have resulted in quick rebounds.
Historically, there have also been 7 gaps of this size when the S&P closed the previous day at a 52-week high (it didn't do that yesterday, but missed by only 0.5 points). All but one of those 7 cases closed higher than the opening price, returning an average of +0.6%.
However, 6 of those 7 instances also coincided with short-term market peaks. Buying the equivalent of today's close and holding for a week resulted in negative returns each time but once, with an average drawdown (i.e. maximum loss) of -3.4% compared to an average maximum gain of only +1.2%.
Anyway,如图,如果breakdown below 1100,那1-2-3 formation成立,SPX e-min futures理论target 1090。 |