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Daily Commentary - Posted by on November 27, 2010

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After Hours Sell-off in ES E-Mini Futures

Obviously the short-term negative setup triggered on last Wednesday's close ( an unfilled gap up immediately preceding a holiday, see Unfilled Gap prior to (Exchange) Holiday ) dominated Friday's post-Thanksgiving shortened session. The SPY not on

Daily Commentary, Studies - Posted by on November 26, 2010

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Seasonalities: The Market’s Performance in December

As we're approaching the last month of the year, it's time to check for the market's historical performance in December (see also S&P 500: Best and Worst Performing Month since 1940), as well as the market's performance during the 1st week of Dec

Daily Commentary - Posted by on November 25, 2010

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Unfilled Gap prior to (Exchange) Holiday

On Wednesday, November 24, the SPY not only recouped all of Tuesday's (heavy) losses (-1.45% on Tuesday, +1.48% on Wednesday), but left an unfilled gap on the upside (an intraday low above the previous session's high) as well. Although historicall

Daily Commentary - Posted by on November 23, 2010

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Intraday Odds for Tuesday, November 23

On Monday, November 22, the SPY recouped almost all of its intraday losses of -1.26% into the close and ended the session with a fractional loss of -0.08%. But at time of writing (Tuesday, November 23, 2:38 am ET), the ES E-mini (S&P 500) future

Daily Commentary - Posted by on November 20, 2010

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Thanksgiving Day Week

Apologies for the posting hiatus during the last week (I'm currently working on setting up a charitable project). The S&P 500 rose 3.04 (0.25%) on Friday to score a fractional gain of 0.04% for November's option expiration week. This was the 1

Daily Commentary, Intraday Stats - Posted by on November 15, 2010

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November Option Expiration and Year-End Rally ?

Apologies for the posting hiatus during the last week (I'm currently working on setting up a charitable project). Today (Monday, November 15) will be the first session of  November's option expiration week, historically a positive week for the ma

Daily Commentary, Studies - Posted by on November 5, 2010

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%B and (really) Overbought ?

I'm currently on a short break, therefore a brief posting only. On Thursday’s session, and utilizing Bollinger Bands %B with a 20-day SMA (Simple Moving Average) and 2 standard deviations (for a detailed explanation of the Bollinger Bands %B co