Dec
17

Cumulative TICK 20-day Average Set to Top Out Early Next Week

By on Wednesday, December 17th, 2008 at 9:31 pm

Buyers surfaced in afternoon trading Wednesday, but the action failed to generate follow-through and stocks drifted lower into the close. TICKscore settled at +26, Cumulative TICK +50,000. Note that the extreme negative Cumulative TICK readings from November 19th-21st will be falling off the 20-day moving average over the next few sessions. This has been the trend for the past couple of weeks as negative readings from mid-November are no longer included in the average. It’s the primary reason that the recent trend of the Cumulative TICK has remained persistently positive – even a flat or modestly negative reading would result in a higher average when you’re taking off a big negative number. Now that we’re reaching the selling climax days from 11/19-11/21, it’s equally noteworthy that the upward trend of the moving average will most likely be coming to an end. By early next week, we’ll begin to see the big positive Cumulative TICK readings from late November no longer included in the average, indicating we’re likely to see a top in the 20-day during the first part of next week. Given that tops and bottoms in the moving average often coincide with intermediate-term turning points in the S&P, it’s important to note when the average is likely to turn.

Breadth settled 3:2 positive on the big board. keeping the NYSE McClellan Oscillator in overbought territory for a second consecutive session. That triggers a short-term sell signal that will remain in effect until the oscillator falls back into average territory (<100). As we saw the last time this signal was triggered (December 3rd), it can take a number of days before the setup is fulfilled, but this does imply rallies will most likely prove to be selling opportunities.

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