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Two Standard Deviation VWAP Outlier Market
Today's low volume once again brought about an aberrant market, in which a gust of buying late in the morning even as the euro was probing new lows, took the market to a new churn level, which resulted in a close at 2 standard deviations above the VWAP over the past two days. The gap can be seen on the accompanying chart. Should VWAPs reversion algos appear, the SPY will likely retrace the gain back to the computer model favored 1067 level.
Going further back, all the way to the January highs, shows a trimodal market with regimes concetrated around 1062, 1085 and 1110.
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Without volume showing up Friday, afraid 1085 will be the close.
Another down Monday in the works?
market closed Monday giving a 3 day weekend.
might impact your 1085 close.... 1082 seems to be resistance line for tomorrow.
Ah shucks, forgot. Damn beer!
Sick of MW MSM bool sheet! -JG
I get VWAP finally. I think. And I get why the algos would all be focused on it, but wouldnt it be advantageous for a better algo to take advantage of the algo heard focusing on it which in turn would eventually make it useless?
Or maybe i dont get it....
umm i dont think u get it, thats like saying why doesnt buffet make decisions based on roubinis logic. This is a great chart, does anyone know what platform this is?
you can trade of this by watching the zero line, but u need to add 1 really key indicator to this and then its really useful
That chart is from a Bloomberg
no, no, no. i know better. this must be google finance *lol*
Sorry I haven't been around.
Working with a group of private investors wanting to purchase a swath of commercial RE loans in the Inland Empire, so this assignment may last a few weeks.
Classic Tomfoolery going on which rivals options expiration week.
All the Algo/Igor/Robo traders who listened to the slide rule technicians about a "chart breakdown" were promptly shanked today.
Just look at the ridiculous put/call ratios today.
Any wonder why the shorts were drawn, quartered, and lashed today?
And it looks to me that if the Euro can get some legs off this bullish spring, we could see a vertical meltup from here.
Don't the semis and trannies typically lead a turn??
Note the sudden whipsaw off the 150-day.
What happens tomorrow into the long weekend?
Who knows??
Even compared to fake boobs, those things look fake. Almost as fake as what is commonly referred to as the "stock market".
O0 look a little lopsided to me, and stretch marks...move along...nothing to see here.
The IE is pretty much my old stomping grounds. I find it hard to believe there is anything worth purchasing out there. Perhaps the 4 GGP mall properties might be worth something if you can get them for a song. Other than that, a meteor impact would be an improvement.
I mus be getting out of touch RoboTrader, who is she, other than another indenticlone pretty girl?
DavidC
kate bekinsale, and she's got the smarts, to go with the looks.
well is she was really that smart, she would hide those fake, fake boobs
well is she was really that smart, she would hide those fake, fake boobs
Aberrance has been reigning for some time IMO
A stretch?
Crisis will get worse: http://www.iamned.com good read
Emerson!
Em r sum nice ones.........
what platform is he using?
Choppy sideways action with mixed signals for DOW / SP500 / EURO / COPPER continues.
The DOW / SP500 / EURO / COPPER downtrend will not resume until the ongoing support ceases.
So although trends on their daily charts remain down, more counter trend rally is possible.
http://www.zerohedge.com/forum/market-outlook-0
-1
http://midasfinancialmarkets.blogspot.com/2010/02/muito-cuidado-com-o-mercado-it-could-be_12.html
My guess is today is the start of a powerfull leg down.
Previous choppy sideways action for DOW/SP500 and EURO have resolved once again to the downside.
Very choppy mixed signals continue but daily trends for DOW/SP500/EURO will always remain down.
So the SP00/DOW downtrend and the USD uptrend reasert their dominance yet again.
This trend will get stronger.
http://www.zerohedge.com/forum/market-outlook-0
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