Tuesday, December 20, 2011


Keybot the Quant remains short moving up towards the levels where the algo entered short. The retail sector is in the bull camp again with RTH popping large at the open. XLF remains under 12.82, however, keeeping the broad market upside in check. The SPX took out 1224.50 as described in the previous post so the upside ran further, printing the 1230's in short order and now at 1231.  The caution flag is out again since the algo number is now only ten points away from the signal line.  Current expectations, however, would be for the quant to remain bearish but the robot only sees 1's and 0's, so time wiill tell.

1/1/12; 7:00 PM EST EOM EOQ4 EOY2011 =
12/27/11; 10:00 AM EST =
12/25/11; 7:00 PM EST =
12/22/11; 10:00 AM EST =
12/20/11; 9:30 AM EST = -26; signal line is -16
12/20/11; 9:00 AM EST = -42; signal line is -14
12/19/11; 2:59 PM EST = -42; signal line is -12

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