The ebb and flow continues. Keybot remains short. Semi's weaken again. Volatility is the key for the afternoon. VIX, now at 17.51, is only pennies from the critical 17.64 level. If the VIX moves above 17.64, the broad market selling will increase and accelerate this afternoon. If not, more sideways slop. Remember, a drop below SPX 1333.36 and selling should accelerate.
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/22/11; 7:00 PM EST =
5/17/11; 9:00 AM EST =
5/16/11; 12:06 PM EST = +14; signal line is +20
5/16/11; 10:19 AM EST = +30; signal line is +21 but algorithm says stay short
5/16/11; 9:42 AM EST = +14; signal line is +20
5/15/11; 7:00 PM EST = +30; signal line is +21 but algorithm says stay short
5/13/11; 1:44 PM EST = +30; signal line is +22 but algorithm says stay short
5/13/11; 1:35 PM EST = +14
5/13/11; 10:00 AM EST = +30; signal line is +22 but algorithm says stay short
5/12/11; 10:09 AM EST = +30; signal line is +21 but algorithm says stay short
5/12/11; 9:51 AM EST = +16; signal line is +22
5/12/11; 9:44 AM EST = 0
5/12/11; 9:30 AM EST = +14
5/11/11; 3:54 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 1:13 PM EST = +14; signal line is +23
5/11/11; 12:37 PM EST = +30; signal line is +23 but algorithm says stay short
5/11/11; 12:16 PM EST = +14; signal line is +24; go short 1342; (Benchmark SPX for 2011=+6.7%)(Keybot this trade=-0.6%; Keybot for 2011=+3.1%)(Actual this trade via DDM=-1.1%; Actual for 2011=-0.3%)
5/11/11; 9:30 AM EST = +30; signal line is +25
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.