| StockFetcher Forums · General Discussion · VIX and SPX Charts | << 1 ... 2 3 4 5 6 ... 14 >>Post Follow-up |
| Eman93 4,750 posts msg #83295 - Ignore Eman93 modified |
11/20/2009 4:44:11 PM the HOD were predicted within 0.01 of R1..... not for TNA which had that dividend thing... it also picked the support and resistance for TYP.... its like a fortune teller .....LOL... it won't work that well all the time.. |
| BarTune1 441 posts msg #83297 - Ignore BarTune1 |
11/20/2009 5:17:35 PM i am out of every thing except CAH and BKS which i am short, I added my last unit short of CAH at the close ..... |
| Kevin_in_GA 4,599 posts msg #83299 - Ignore Kevin_in_GA |
11/20/2009 5:32:41 PM Easier to have no positions right now, given that next week is a short trading week. Historically it has been a mildly profitable one for the S&P, so being out of my short positions makes me feel a bit better. +++++++++++++ Trading the Thanksgiving Holiday LINK HERE |
| johnpaulca 12,036 posts msg #83328 - Ignore johnpaulca |
11/21/2009 7:00:56 PM Next week includes the week of Thanksgiving and 4 of the last 5 trading days of November during the 1st year of the Presidential Cycle. There are two sets of tables showing the daily return on a percentage basis. The 1st shows the week of Thanksgiving and the 2nd the last 5 trading days of November during the 1st year of the Presidential Cycle. OTC data covers the period from 1963 - 2008 and SPX data from 1953 - 2008 on the Thanksgiving week table and 1928 - 2008 on the end of month table. There are summaries for both the 1st year of the Presidential Cycle and all years combined. Prior to 1953 the market traded 6 days a week so that data has been ignored on the SPX Thanksgiving week table. The seasonal pattern for the week of Thanksgiving is well defined. Monday is usually very weak, Tuesday, not quite as weak as Monday while Wednesday and Friday are usually up on very low volume. The end of month averages have been a little weaker during the 1st year of the Presidential Cycle than the average of all years. 3 days before Thanksgiving and 1 day after. Day1 = the day after The number following the year represents its position in the presidential cycle. The number following the daily return represents the day of the week; 1 = Monday, 2 = Tuesday etc. OTC Presidential Year 1 Day4 Day3 Day2 Day1 Totals 1965-1 -0.09% 1 0.04% 2 -0.02% 3 0.47% 5 0.40% 1969-1 -0.55% 1 -1.24% 2 0.05% 3 -0.11% 5 -1.86% 1973-1 -2.35% 1 0.00% 2 -2.44% 3 0.77% 5 -4.03% 1977-1 0.13% 1 0.57% 2 0.79% 3 0.57% 5 2.05% 1981-1 -0.30% 1 0.52% 2 0.49% 3 0.50% 5 1.22% 1985-1 -0.33% 1 0.24% 2 0.81% 3 0.30% 5 1.01% Avg -0.68% 0.02% -0.06% 0.41% -0.32% 1989-1 -0.22% 1 -0.34% 2 0.22% 3 0.33% 5 -0.02% 1993-1 -1.79% 1 1.18% 2 0.85% 3 0.22% 5 0.47% 1997-1 -2.09% 1 0.13% 2 0.35% 3 0.38% 5 -1.23% 2001-1 1.89% 1 -2.79% 2 -0.29% 3 1.50% 5 0.31% 2005-1 0.66% 1 0.53% 2 0.28% 3 0.13% 5 1.60% Avg -0.31% -0.26% 0.28% 0.51% 0.23% OTC summary for Presidential Year 1 1965 - 2005 Averages -0.46% -0.11% 0.10% 0.46% -0.01% %Winners 27% 64% 73% 91% 64% MDD 11/21/1973 4.73% -- 11/21/2001 3.07% -- 11/24/1997 2.09% OTC summary for all years 1963 - 2008 Averages -0.12% -0.18% 0.37% 0.55% 0.62% % Winners 46% 53% 76% 85% 65% SPX Presidential Year 1 Day4 Day3 Day2 Day1 Totals 1953-1 -0.33% 1 0.57% 2 0.08% 3 0.57% 5 0.90% 1957-1 0.76% 1 -2.65% 2 2.89% 3 1.14% 5 2.14% 1961-1 0.14% 1 0.08% 2 -0.11% 3 0.20% 5 0.31% 1965-1 -0.65% 1 0.15% 2 0.17% 3 0.10% 5 -0.23% 1969-1 -1.15% 1 -0.32% 2 0.36% 3 0.58% 5 -0.53% 1973-1 -3.05% 1 -2.04% 2 1.11% 3 -0.32% 5 -4.29% 1977-1 -0.08% 1 0.88% 2 0.42% 3 0.21% 5 1.42% 1981-1 -0.09% 1 1.57% 2 0.44% 3 0.84% 5 2.76% 1985-1 -0.58% 1 0.16% 2 0.93% 3 -0.18% 5 0.33% Avg -0.99% 0.05% 0.65% 0.22% -0.06% 1989-1 -0.66% 1 0.07% 2 0.68% 3 0.60% 5 0.69% 1993-1 -0.75% 1 0.41% 2 0.29% 3 0.15% 5 0.10% 1997-1 -1.70% 1 0.44% 2 0.09% 3 0.40% 5 -0.78% 2001-1 1.09% 1 -0.73% 2 -0.49% 3 1.17% 5 1.04% 2005-1 0.53% 1 0.51% 2 0.35% 3 0.21% 5 1.59% Avg -0.30% 0.14% 0.18% 0.51% 0.53% SPX summary for Presidential Year 1 1953 - 2005 Averages -0.47% -0.06% 0.51% 0.40% 0.39% %Winners 29% 71% 86% 86% 71% MDD 11/20/1973 5.03% -- 11/26/1957 2.65% -- 11/24/1997 1.70% SPX summary for all years 1952 - 2008 Averages -0.14% 0.13% 0.38% 0.43% 0.79% % Winners 44% 61% 79% 79% 68% Report for the last 5 days of November. OTC Presidential Year 1 Day5 Day4 Day3 Day2 Day1 Totals 1965-1 0.04% 2 -0.02% 3 0.47% 5 0.47% 1 0.11% 2 1.06% 1969-1 -0.88% 5 -0.55% 1 -1.24% 2 0.05% 3 -0.11% 5 -2.74% 1973-1 -0.02% 1 -3.26% 2 0.86% 3 -0.34% 4 -1.17% 5 -3.93% 1977-1 0.79% 3 0.57% 5 -0.26% 1 -0.83% 2 -0.05% 3 0.22% 1981-1 -0.30% 1 0.52% 2 0.49% 3 0.50% 5 0.17% 1 1.39% 1985-1 0.49% 5 -0.33% 1 0.24% 2 0.81% 3 0.30% 5 1.51% Avg 0.02% -0.61% 0.02% 0.04% -0.17% -0.71% 1989-1 0.33% 5 -0.10% 1 0.11% 2 -0.19% 3 0.06% 4 0.21% 1993-1 1.18% 2 0.85% 3 0.22% 5 -0.44% 1 0.38% 2 2.19% 1997-1 -0.36% 5 -2.09% 1 0.13% 2 0.35% 3 0.38% 5 -1.59% 2001-1 2.00% 1 -0.27% 2 -2.48% 3 2.40% 4 -0.14% 5 1.51% 2005-1 0.28% 3 0.13% 5 -1.04% 1 -0.30% 2 0.00% 3 -0.92% Avg 0.69% -0.29% -0.61% 0.36% 0.14% 0.28% OTC summary for Presidential Year 1 1965 - 2005 Averages 0.32% -0.41% -0.23% 0.23% -0.01% -0.10% % Winners 64% 36% 64% 55% 64% 64% MDD 11/30/1973 3.91% -- 11/28/2001 2.74% -- 11/28/1969 2.71% OTC summary for all years 1963 - 2008 Averages 0.37% 0.25% 0.05% 0.44% -0.09% 1.02% % Winners 57% 59% 65% 72% 65% 72% MDD 11/30/2000 10.55% -- 11/30/1987 3.97% -- 11/30/1973 3.91% SPX Presidential Year 1 Day5 Day4 Day3 Day2 Day1 Totals 1929-1 1.60% 4 -0.37% 5 -1.16% 1 -2.91% 2 1.26% 3 -1.59% 1933-1 1.42% 5 0.30% 6 -3.49% 1 0.10% 2 1.86% 3 0.19% 1937-1 -2.49% 3 4.92% 5 4.78% 6 -1.97% 1 1.37% 2 6.60% 1941-1 -0.53% 2 -0.86% 3 -0.65% 4 -0.98% 5 -0.22% 6 -3.23% 1945-1 1.26% 1 1.24% 2 -0.52% 3 -0.18% 4 0.94% 5 2.73% Avg 0.25% 1.05% -0.21% -1.19% 1.04% 0.94% 1949-1 -0.56% 5 0.25% 6 -0.56% 1 -0.19% 2 0.25% 3 -0.80% 1953-1 -0.33% 1 0.57% 2 0.08% 3 0.57% 5 0.41% 1 1.31% 1957-1 0.96% 5 0.76% 1 -2.65% 2 2.89% 3 1.14% 5 3.11% 1961-1 0.20% 5 0.01% 1 -0.14% 2 -0.07% 3 -0.53% 4 -0.53% 1965-1 0.15% 2 0.17% 3 0.10% 5 -0.25% 1 -0.21% 2 -0.03% Avg 0.09% 0.35% -0.63% 0.59% 0.21% 0.61% 1969-1 -0.62% 5 -1.15% 1 -0.32% 2 0.36% 3 0.58% 5 -1.15% 1973-1 -2.88% 1 -0.91% 2 2.04% 3 -0.35% 4 -1.39% 5 -3.49% 1977-1 0.42% 3 0.21% 5 -0.67% 1 -1.55% 2 0.30% 3 -1.30% 1981-1 -0.09% 1 1.57% 2 0.44% 3 0.84% 5 1.01% 1 3.76% 1985-1 0.05% 5 -0.58% 1 0.16% 2 0.93% 3 -0.18% 5 0.38% Avg -0.62% -0.17% 0.33% 0.05% 0.06% -0.36% 1989-1 0.60% 5 0.48% 1 0.05% 2 -0.63% 3 0.70% 4 1.19% 1993-1 0.41% 2 0.29% 3 0.15% 5 -0.25% 1 -0.02% 2 0.58% 1997-1 0.43% 5 -1.70% 1 0.44% 2 0.09% 3 0.40% 5 -0.36% 2001-1 0.62% 1 -0.68% 2 -1.83% 3 1.03% 4 -0.07% 5 -0.92% 2005-1 0.35% 3 0.21% 5 -0.85% 1 0.00% 2 -0.64% 3 -0.93% Avg 0.48% -0.28% -0.41% 0.05% 0.07% -0.09% SPX summary for Presidential Year 1 1929 - 2005 Averages 0.05% 0.24% -0.23% -0.13% 0.35% 0.28% % Winners 65% 65% 45% 45% 60% 45% MDD 11/26/1929 4.40% -- 11/27/1973 3.76% -- 11/27/1933 3.49% SPX summary for all years 1928 - 2008 Averages 0.13% 0.14% -0.01% 0.05% 0.16% 0.46% % Winners 56% 64% 51% 54% 56% 52% MDD 11/28/1931 7.09% -- 11/30/1987 6.53% -- 11/29/1950 4.68% |
| johnpaulca 12,036 posts msg #83329 - Ignore johnpaulca |
11/21/2009 7:09:53 PM @BarTune1....I am long CAH up about $5. What is prompting you to short here???....tia. |
| BarTune1 441 posts msg #83352 - Ignore BarTune1 |
11/22/2009 7:51:22 PM Johnpaul, thanks for the stats ..... as for CAH, it shows up on a number of my screens as being particularly overbought, it has one of the higest 2 day RSI's going and is one of TradingMarkets most overbought stocks in the entire spectrum ..... it is due for a short term reversal - thats all - |
| johnpaulca 12,036 posts msg #83363 - Ignore johnpaulca |
11/23/2009 9:23:04 AM Bartune....CAH has 1-2 weeks left in the cycle. |
| Kevin_in_GA 4,599 posts msg #83364 - Ignore Kevin_in_GA |
11/23/2009 9:43:43 AM Man, everything is tied to the dollar ... markets are ripping upward out of the gate today. Good thing I got out of my 3x bears last week. Should have rolled right into the 3x bulls, but still not certain how this market is playing out. besides, there was no definitive VIX signal, and my price-based filters were negative as of Friday. |
| trendscanner 265 posts msg #83365 - Ignore trendscanner |
11/23/2009 9:55:22 AM full stochasticand MACD/PPO on SPX and Dow daily charts still look like they're rolling over to me. Weekly rsi(2) is now heading lower too. I'm adding some more SDS this morning at about 35.70. |
| Kevin_in_GA 4,599 posts msg #83369 - Ignore Kevin_in_GA modified |
11/23/2009 10:26:34 AM Market is on happy pills this morning - probably a good time to play for a reversal by the end of the day. Not my style of trading right now. I plan to remain disciplined in my strategy - trade off of the VIX closing below the lower BB, look for confirmation on the stochastics. My weekly price-based filter says this market is still in BUY mode. As of Friday, the daily price filter had been in SELL mode for two days. That would argue that one should be buying the dip, and selling into strength later. |
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