Tuesday, October 18, 2011

STOCK MARKET BULLISH -- LONG -- CAUTION

UTIL failed 436.75 at 9:53 AM ushering in market weakness. The algo number is under the signal line indicating that the quant wants to flip to the short side but other rules are holding it back. The quant came within three minutes of going short but did not pull the trigger. SPX LOD 1191.48 requires close watching the rest of the day. For now, Keybot remains long. Exercise caution. Watch UTIL 436.75 and SPX:VIX 35 level.

10/31/11; 7:00 PM EST EOM =
10/30/11; 7:00 PM EST =
10/28/11; 10:00 AM EST =
10/25/11; 10:00 AM EST =
10/23/11; 7:00 PM EST =
10/19/11; 9:00 AM EST =
10/18/11; 9:53 AM EST = -40; signal line is -30 but algorithm says stay long
10/17/11; 9:37 AM EST = -24; signal line is -31
10/16/11; 7:00 PM EST = -10; signal line is -32
10/14/11; 3:56 PM EST = -10; signal line is -34
10/14/11; 3:48 PM EST = -40; signal line is -37 but algorithm says stay long
10/14/11; 3:40 PM EST = -24; signal line is -38
10/14/11; 3:32 PM EST = -10; signal line is -40

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