chart01 Dr Faessel stochastics that suggest a possible market ri

回答: check01 http://www.fxtraders.eu/marketreflections2011-05-20 09:36:48

Dr Faessel - Yet, So Far It's a "Sanguine" Pullback

 
 
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Bullish Market Sentiment Evaporating

Major indexes break well below 50-day moving averages
The 5-week old “down” channel remains intact

Yet, so far it's a "sanguine" pullback

Over the last five weeks the major indexes have worked their way lower; yet it's been a fairly low volume and orderly erosion. The S&P 500 (SPX) has "only" given up 70 points, so the pull back is fairly constructively to my mind. It should also be noted that this is the first five-week continuous retreat since 2004. Assuming the lows are not totally blown out this will be in hindsight a fairly ho-hum pullback. It appears to me that the "good" valuations and profit outlook have kept the bigger picture on the charts together.

Put / call volume ratio's (worry) have moved to highs not seen since May 2010. Bullish sentiment has evaporated and Bearish sentiment is a raging, both pluses for the market. "Price" in the Bollinger bands is at the low end of the spectrum and quite oversold as are the stochastics that suggest a possible market rise is eminent. Yet the McClellan Oscillator (my favorite overbought / oversold indicator) remains in neutral that shows to me buyers are waiting below the bid and not bailing on the “Market”.

Net, net; worry over the state of the world (you fill in) has definitely affected bullish sentiment, but the market has hung in there without coming totally unglued. In fact, considering the abominable news flow over the last month and a half the market reaction has been sanguine. Apparently all the bad news has not worked its way into the "numbers" yet. Remarkable!

Short term price resistance in the in the S&P 500 (SPX) is at 1304 - then at 1308 / 1309. And then just below 1318. The 50-day moving average resistance in the S&P 500 (SPX) is at 1333.

Short-term support in the S&P 500 (SPX) is at 1295 / 1300. Seven (7) -weeks ago Monday's low (S&P downgrade of our debt) and price support is at (SPX) 1249. The 200-day moving average support is 1248. The (SPX[FREE Stock Trend Analysis]) closed at 1300.16.

Tracking the Bond Markets $ 91 Trillion

Alert - The BARRON's Confidence Index ** last week fell to a low not seen in over 9-months at 77.5. It was down a few ticks from last week's posting of 79.8. Just over three-months ago it posted new cycle highs of 83.7, but it never did reach the 2008 highs of 85 & 86.
Cycle highs or lows indicated in RED

Friday's key indicators and metrics:

· Friday's McClellan Oscillator is Neutral @ minus 90

· Copper – 4.13

· Friday's Gold (COMEX) $1541.7

· Friday's Silver (COMEX) 37.326

· Crude oil (NYMEX) $100.22

· The Treasury 10-year yield 2.9970

· 3-month $ LIBOR at 0.252 (5-year / forever lows)

· CBOE Put / Call Volume Ratio – 1.24/ Thursdays 1.07 / Wednesday 1.15

· Euro – 1.462

· VIX – 17.95

· US Dollar Index – 73.81

· Canadian Dollar – 1.0230

· Aussie Dollar – 1.0721

· Swiss Franc – 1.1958

* Key WEEKLY BULLISH SENTIMENT (i.e. CONTRARY INDICATOR) data points are showing that BULLISHNESS is evaporating fast.

Last week Consensus overview of Bullish Investor Sentiment fell again more dramatically % wise that in the recent weeks and is now approaching “ ugly” well off the high bullishness established in January and February.

(High BULLISH readings in the Investor Sentiment Readings usually are signs of Market tops; low ones, market bottoms.)

· The American Association of Individual Investors [AAII] Investor Sentiment Survey of BULLISHNESS popped a bit to 30.2% from the 25.6% of last week. 6-weeks ago it was 37.9%. In January it ticked new cycle highs of 63.3%. [The lows registered on March 9th 2009 were an historic low posting of only 18.9% BULLISH.]

· The AAII Investor Survey of BEARISH sentiment fell to 33.4% from the 41.4% of last week. The February lows were 25.6%. January's BEARISH sentiment cycle lows were at 16.4% and that was lows not seen since 2005. The highest Bearishness occurred when it ticked the summer “market retreat” high at 57.1%. Item of note: In August 1987 it ticked the lowest low ever recorded at 6% BEARISH – Remember what happened on October 19, 1987...

· Consensus Index BULLISH investor sentiment was 56% down another piece from the 60% posting of last week. 5-weeks ago it was 73%. The recovery cycle high at 76% was established 11-weeks ago. Multi-year highs in Bullish sentiment of 76% were first reached in the first week of May 2007 just prior to the massive down-leg.

· The Market Vane (Market Letter Survey) readings again ticked up to 59% from last week's 55%. The survey posted new cycle highs in bullishness at 68% three months ago. Market Letter writers have reversed off the levels of the Bullishness seen in late 2007 when the Market Vane routinely registered routinely above 70%.

· The Citygroup “Panic / Euphoria” Model moved higher a few ticks to a plus 0.07 from last week's plus 0.03. Six-weeks ago it registered a cycle high of a plus 0.38 that was still in the neutral zone but, close to the euphoria zone. The model moved from panic into neutral in October 2010. During the dot-com bubble highs of December 1999 the model posted ALL-TIME highs of La-La-Land euphoria at 1.70.

** The Confidence Index is the premier measure of how the bond markets trillions (total global is around $91 trillion and USA is 39% of that) are allocated: (The bond market is twice the size of the stock market.) The ability of this key indicator of market health to post near new highs bodes well for the economic recovery and for stocks to continue forward. One year ago the index was 79.0.

For my Best Ideas for 2011 please send an e-mail request to: Dr.Faessel@onthemar.com


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Read more: http://www.benzinga.com/trading-ideas/long-ideas/11/06/1141100/dr-faessel-yet-so-far-its-a-sanguine-pullback#ixzz1OWEE6CSS

所有跟帖: 

chart01 (OBV) did not confirm the May highs, as it formed a nega -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4892 bytes) () 06/08/2011 postreply 13:22:59

chart01 (OBV) 最好的股票应是OBV值在最高位 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (799 bytes) () 06/08/2011 postreply 14:40:48

chart01 OBV在弱势市场的使用价值高,在强势市场的使用价值有限。这主要是因为强庄股的威力主要在弱势中体现 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (538 bytes) () 06/08/2011 postreply 14:50:22

chart01 股票换手率的产生,也称周转率,指在一定时间内市场中股票转手买卖的频率,即股票成交股数与公司流通股数之比,是反映股 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3047 bytes) () 06/09/2011 postreply 17:14:52

the 15.63 historical volatility means that looking backward, app -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5962 bytes) () 06/11/2011 postreply 06:38:46

chart01 (OBV) 有一天OBV线从地平线升起,且力度大于45度以上,当日成交量大于5日成交量100%,5日成交均量大于 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3672 bytes) () 06/08/2011 postreply 14:57:15

chart01 黑马是指10~40个交易日内上涨100%以上的突破阻力位不回调、带量顺势调整或小于5天的旗角突破的暴涨股,牛股是 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (41441 bytes) () 06/08/2011 postreply 15:24:16

chart01 (OBV) OBV指标从高处下降到某个点位后,形成一个均衡区,即横盘呈锯齿状走势 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (18542 bytes) () 06/08/2011 postreply 16:34:33

chart01 stat.ethz.ch/pipermail long position is taken when OBV r -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3478 bytes) () 06/08/2011 postreply 21:18:12

chart01 量是根 价是表 跌破OBVMA(25) 并且OBVMA(25) 方向朝下,同时成交量萎缩时,基本上可以判断股价已 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5873 bytes) () 06/08/2011 postreply 21:23:39

chart01 obv的含义:从上市第一天起,逐日累计股票总成交量,若当日收盘价高于昨收,则前OBV加当日成交量为当日OBV,否 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (135 bytes) () 06/08/2011 postreply 21:35:03

chart01 量是根 价是表 一柱擎天及时离场 sell garmma: 和前期成交量作对比,单日巨量是否属于擎天一柱状态?如 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14090 bytes) () 06/08/2011 postreply 21:40:35

chart01 当大量筹码被高度锁定在庄家手中时,股价通常会处于一种无量空涨状态,更大的大幅拉升还在后头 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (325 bytes) () 06/08/2011 postreply 21:44:46

Jack Steiman:chart01 You don't see stochastics get down to zero -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5226 bytes) () 06/09/2011 postreply 06:19:23

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