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[技术分析] 11/11/2010 大盘回顾 (NATV to NYTV ratio is too high)

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发表于 2010-11-11 08:33 PM | 显示全部楼层 |阅读模式


  TREND MOMENTUM COMMENT
Long-term 2 of 2 are BUY  
Intermediate 4 of 4 are BUY 4 of 5 are NEUTRAL SPY ST Model in BUY mode; Non-Stop in BUY mode.
Short-term Model is CONFUSED 6 of 6 are NEUTRAL The trend is not clear. I hold partial short position overnight because the mini price target hasn’t met, not because it’s safe to do so.
GANN DAY MOON:SOLAR CYCLE CONCLUSION
11/04,11/14,11/26 11/06 : 11/07 Next pivot date: 11/04 – 11/08, 11/24 – 11/26
BULLISH 0.1.1 SPX Intermediate-term Trading Signals: Head and Shoulders Bottom breakout, target 1242.
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.
BEARISH 1.0.6 SPY Unfilled Gaps: 21 unfilled gaps, the max was 21.
10/29 Market Recap: AAII bull ratio (4-week average) too bullish.
10/29 Market Recap: Commercial (smart money) short Nasdaq 100 heavily according to COT Report.
4.1.0 S&P 500 Large Cap Index (Weekly): NYSI STO(5,3,3) sell signal.
11/04 Market Recap: 41% of Sentimentrader’s indicators are at bearish extremes.
11/05 Market Recap: 70%+ chances SPX will close below 1225 on weekly chart within 2 weeks.
6.4.0 SPX and NYMO Divergence Watch: SPX new high while NYMO is negative, topped?
6.4.3a SPY Bearish Reversal Day Watch: Bearish reversal day, so topped?
8.1.4 Normalized CPC: A little low.
*0.0.2 Combined Intermediate-term Trading Signals: Trend line breakout, top to be confirmed.
*0.2.4 Nasdaq Total Volume/NYSE Total Volume: Too high, 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 Partial profits on 09/24.
ST Model 09/24 L 11/08 Low Stopped out on 11/09 with profit.
NYMO Sell   *Short if SPY tomorrow’s open > tomorrow’s close. The stop loss is 2*ATR(10).
Reference only, not meant to be followed.

 

SHORT-TERM: MORE TOP SIGNS

 

今天又有个top sign以及两个疑似top signs,所以也许可能大概短期could see more pullbacks,因此11/08 Market Recap里提到的2.5%+ pullback (ZigZag 2.5%+)还是有可能的。当然,我知道,大部分人都不会信,从这两天胡同以及我的blog访问量急剧下降就可以看出来了,AAII也显示散户非常的牛,well, let’s see。

 

AAIIBullish.png

 

先说明天,今天的After Bell Quick Summary里提了一个明天可能bearish的理由,这里还有一个,就是ChiOsc有点高plus trend line as well as MA resistances,因此至少明天早盘会see some weakness。

 

SPY60min.png

 

Now,说说top sign和疑似top sign,陆陆续续说了很多,table above里都有列表,建议重新审视一下列表,因为都是够分量的东东。下面说说今天新增的东东:

 

0.2.4 Nasdaq Total Volume/NYSE Total Volume,这个是今天的重点,see dashed red line,看看过去NATV:NYTV too high的时候都发生了什么?

 

NATVtoNYTVRatio.png

 

0.0.2 Combined Intermediate-term Trading Signals,这个是疑似top sign,我不sure是否算valid trend line以及是否是valid breakout,明天如果这东东继续涨的话,就要小心了。

 

CPCEWatch.png

 

下面的TED negative divergence,正好符合这两天market pullback的理由,European sovereign debt crisis。Let’s see是否仅仅是巧合吧。

 

TED.png

 

INTERMEDIATE-TERM: SPX MAY SHOOT HIGH THEN FALL BACK TO WHERE IT STARTS WHICH USUALLY IS THE 2ND BUY OPPORTUNITY

 

See 11/05 Market Recap for more details.

 

SEASONALITY: LAST 2 MONTHS OF YEAR ARE BULLISH

 

See 10/29 Market Recap for more details. Also below is the November seasonality chart from Sentimentrader, as requested.

 

Seasonality.png

 

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

SIGNAL COMMENT
QQQQ 10/15 L
NDX Weekly UP %B too high with negative divergence.
NASI STO(5,3,3) sell signal.
NDX:SPX too high.
Too far away from MA(200) (PPO(1,40,1) too high).
IWM
IWM Weekly UP
CHINA 07/15 L
CHINA Weekly UP
EEM ChiOsc is too high.
EEM Weekly UP EEM:SPX too high.
XIU.TO 08/31 L TOADV MA(10) too high.
XIU.TO Weekly UP
TLT ChiOsc is too low.
TLT Weekly DOWN
FXE
FXE Weekly UP
GLD
GLD Weekly UP
GDX 10/29 L
GDX Weekly UP BPGDM too high, pullback?
USO WTIC breakout!
WTIC Weekly UP
XLE 06/15 L
XLE Weekly UP
XLF 10/15 L Complex Head and Shoulders Bottom or Double Bottom breakout, target $16.74.
XLF Weekly UP
IYR
IYR Weekly UP Home builders are lagging.
XLB 11/02 L
XLB Weekly UP BPMATE overbought. XLB:SPX a little too high.

  1. 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.
  2. 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.
  3. 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.
  4. * = New update; Blue Text = Link to a chart in my public chart list.
  5. 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.
  6. UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
  7. DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.

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发表于 2010-11-11 08:35 PM | 显示全部楼层
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:37 PM | 显示全部楼层
thx
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:38 PM | 显示全部楼层
safa
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:38 PM | 显示全部楼层
沙发,明天第一天POMO,就知道怎么样了。
刚割了TZA,赔了两条大腿,不会割在TOP上吧?
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:40 PM | 显示全部楼层
Hope TA works this time. But buy dip is still very strong.
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:40 PM | 显示全部楼层
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:40 PM | 显示全部楼层
thank you!
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:41 PM | 显示全部楼层
thx,ding
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发表于 2010-11-11 08:42 PM | 显示全部楼层
老蛇又confused 了。那俺们就只好up 啦
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:42 PM | 显示全部楼层
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:43 PM | 显示全部楼层
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发表于 2010-11-11 08:44 PM | 显示全部楼层
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发表于 2010-11-11 08:51 PM | 显示全部楼层
thanks
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:53 PM | 显示全部楼层
what is POMO?
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:53 PM | 显示全部楼层
回复 鲜花 鸡蛋

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发表于 2010-11-11 08:59 PM | 显示全部楼层
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发表于 2010-11-11 08:59 PM | 显示全部楼层
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发表于 2010-11-11 09:01 PM | 显示全部楼层
Cobra, the BB bond move in last 3 days in very interesting. Bond trader smarter than stock trader? We shall see soon.
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发表于 2010-11-11 09:02 PM | 显示全部楼层
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