Volume Analysis

 Posted by at 1:28 am
May 242016
 

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SPY volume collapsed to its lowest level of the year Monday. Only 58 million shares traded hands, down 44% from Friday’s level. Volume for all 500 S&P constituents was Continue reading »

Model Update

 Posted by at 3:49 pm
May 192016
 

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Equities model will make the following adjustment at today’s close… Continue reading »

Fed Minutes

 Posted by at 8:22 am
May 192016
 

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Volatility of Leading TICK surged higher Wednesday following the release of the Fed minutes, hitting its highest level in three months and sending the 5-day average over Continue reading »

SPX ADT20

 Posted by at 10:43 am
May 182016
 

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The 20-day SPX Advance-Decline Thrust fell below 50 on Tuesday, the first sub-50 reading since mid-February. I thought it would be instructive to look back at previous instances when Continue reading »

Opex Week

 Posted by at 9:28 am
May 162016
 

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Here’s an interesting short-term pattern… When the S&P500 closes Continue reading »

May 122016
 

Copyright reminder: The following research note is intended solely for the use of our subscribers. Redistribution in whole or in part is strictly prohibited.

I recently pointed out the sell signal generated by my Lead TICK Volatility measurement, but today’s session triggered another interesting Continue reading »

Model Update

 Posted by at 2:28 pm
May 112016
 

Copyright reminder: The following research note is intended solely for the use of our subscribers. Redistribution in whole or in part is strictly prohibited.

Equities model will make the following adjustment at today’s close… Continue reading »