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NYSE VOLD Gets Flushed

Chopshop's picture





 

 

S&P 500 E-mini (continuous contract)

 

Volume today narrowly edged above 4/16's GS-SEC-opex induced tally.

Fibonacci EMAs  ~  pink = 5,  purple = 8,  cyan = 13,  orange = 34,  red = 55

 

 

S&P 500 E-mini  ~  1-minute

 

cyan line = 13 EMA,  red line = 55 EMA,  yellow line = ZMA

 

ESM10 1-minute

 

mint™ Super Advance-Decline Lines of US Equity Indexes  ~  1-minute

 

Coded to plot as percentage based lines in real-time.

DJIA = dark blue,  S&P 500 = cyan,  NYSE = white

NDX = light green,  NASDAQ = dark green

Russell 2K = yellow,  AMEX = orange

 

mint Super Adv/Dec US<br />
indexes

 

mint™ Market Internals  ~  1-minute

 

NYSE Tick, VOLD, VIX, ADD, UVOL & DVOL

 

mint market<br />
internals

 

UVOL & DVOL  -  Volume of NYSE Advancing (green) & Declining (red) Issues

 

Today's DVOL on close narrowly failed to eclipse the nominal high of 4/16, which was GS-SEC-opex induced.

Blue vertical lines mark five instances where UVOL explicitly failed to penetrate a glass ceiling at 1,000,000.

 

UVOL & DVOL - Volume<br />
 of NYSE Advancing (green) & Declining (red) Issues

 

VOLD - NYSE Up-Down Volume Differential  ~  15-minute

 

The difference between Up & Down volume was exceptional today; massive distribution.

 

VOLD - NYSE<br />
Up-Down Volume Differential ~ 15-minute

 

VOLD - NYSE Up-Down Volume Differential

 

VOLD broke below 4/16 opex levels and then some today;

registering the single most negative close (-1,621,467) since 3/02/09.

 

VOLD - NYSE Up-Down Volume<br />
Differential

 


For similar technical calls and insights into the idiosyncratic machinations of financial markets ~ check out fibozachi.com.

There, you can view detailed explanations of the proprietary design development and technical methodologies within the unique technical indicators that we employ to perform a comprehensive technical analysis of financial instruments (stocks, options, ETFs, bonds, futures, FX) across interval periods of time, tick, volatility and volume

 


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Tue, 04/27/2010 - 23:47 | Link to Comment Hillbillyfreak
Hillbillyfreak's picture

"The difference between Up & Down volume was exceptional today; massive distribution."

What do you mean by distribution?  Sorry, today was not massive distribution.  Today was massive accumulation by the smart money.  Get long for next move up.

 

Tue, 04/27/2010 - 20:37 | Link to Comment velobabe
velobabe's picture

your charts are just crazy good, chopshop!

it's the black background, that does it for me.

have any artist's ever really explored this medium? charts.

maybe an exhibit at moma, nyc.

Tue, 04/27/2010 - 20:29 | Link to Comment stewie
stewie's picture

lol.  Same as me bro.  In the end only Goldman Sachs might knows, as they seem to "be" the market...

Tue, 04/27/2010 - 19:48 | Link to Comment fuggetaboutit
fuggetaboutit's picture

if anyone has an idea what this means prospectively, would love any thoughts. as it stands, to my uneducated eye, these charts just tell me what i already know, which is stocks went down on a lot of volume today

Tue, 04/27/2010 - 20:28 | Link to Comment bullwinkle
bullwinkle's picture

I think they're those fractal design thingies that Windows Media Player uses.................or feedback coming from the stress sensors implanted in Lloyd's skull.

 

Take your pick

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