Thursday, May 19, 2011

Oversold Bounce: S&P Recap

SPX rallied 11 points yesterday as there wasn't really any economic data for market participants to weigh in on. The futures are up almost 5 points right now. We have a bunch of reports coming out this am like leading indicators, claims data as well as home sales and Philly fed, so lets see what that brings, it will move the market one way or the other. 

Wednesday's session began without any kind of a significant gap, moved a bit lower early on, but quickly reversed higher and set the tone for the rest of the day. There was a three point pullback mid afternoon but most of the session was a slow, low volume ascent as buyers were not enthusiastic but neither were sellers. Today appeared to be simply a continued technical bounce off of technical support. Lets see if we can hold that 50dma or even rally from here. You have to assume the data will be worse than expected, and that bodes well for continued QE by the FED but they haven't blinked as yet so lets see if bad news is good news for the markets. 

Breadth was strong today and the ten day average of Net Advancing popped into positive territory and approaches the 200 level. There were 374 advancers vs. 79 decliners on the S&P.

Total tick for the day was 148,000 and the average tick for the day was 95. There were 77 ticks greater than 600 and 12 ticks more extreme than -600. There were 2 ticks greater than 1000 and no ticks more extreme than -1000. This tick action suggests institutional accumulation.

The intraday volume pattern Wednesday shows three spikes in volume, all on index up-moves. Checking the Breadth Indicators it is surprising to see so many of the indicators still pointing negatively. But the McClellan Oscillator has moved back out of oversold territory. 

63.8% of the SPX are above their five day moving average, 50.2% are above their 10 day average, 42.6% are above their 20 day moving average, 54.2% are above their 50 day moving average, and 80.8% are above their 200 day moving average.










The dollar is barely hanging on to the 50dma, looks like its getting ready to roll over. The CRB found strength at the 150dma and remains in bull mode after this big time correction. Keep an eye on this relationship as June nears, the FED has to and will show its hand. 

In a nutshell, you can do all the TA you want, its all about the "money printing". QE or not to QE, that's not even really a question, is it?



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