Dec
21

Two Divergences to Watch

By on Monday, December 21st, 2009 at 2:04 am

TICKscore closed in positive territory Friday at +4. Note from the longer-term chart that the cumulative version of TICKscore is holding below its October top. Recent day-to-day readings have been predominantly positive, reflecting a general lack of institutional selling, but this indicator still hasn’t recovered from the massive series of sell days in late October. That non-confirmation remains a negative divergence.

The BKX settled up over 2% on Friday, more than tripling the S&P’s percentage gain. That triggers the 1-3 day sell setup recently discussed in this December 4th column

The 20-day high-low index closed right around the 50% level for the second day in a row Friday as new 20-day highs are running approximately even with new 20-day lows. Note that the daily high-low index (new highs/(new highs+new lows)) hasn’t exceeded the 80% level since October 8th. This reflects the fact that 20-day highs haven’t been dominating over 20-day lows, a big shift from the March to October period when the index repeatedly closed over 80% (see long-term chart). While it’s not surprising to see relatively low readings given the market’s trading range, any further upside without an 80%+ reading from this indicator would represent a red flag.

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Comments, data and trading signals herein are for informational purposes only and are not recommendations to buy or sell. All information presented is believed to be accurate but is not guaranteed.