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Daily Commentary, Studies - Posted by on January 27, 2011

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SPX and January’s Turn-of-the-Month

The S&P 500 posted a fresh 52-week high on Wednesday, January 26, 2011, and possibly (at time of writing) on Thursday, January 27 as well. As already shown in my last posting (see ... What a Difference a Fresh 52-Week High Makes …), the S&am

Daily Commentary - Posted by on January 26, 2011

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What a Difference a Fresh 52-Week High Makes …

With today's FOMC announcement session (the Fed announces its policy decision - typically whether to change the fed funds target rate - at the end of each FOMC meeting, regularly 2:15pm ET), the S&P 500 is in close distance (0.30%) to posting a f

Daily Commentary, Studies - Posted by on January 25, 2011

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State of the Union Addresses

Inspired by the most recent research presented by Wayne Whaley (CTA of Witter & Lester Inc.) analyzing the market's historical performance at and around the State of the Union Addresses (which hasn't been part of my personal arsenal of seasonalit

Daily Commentary, Studies - Posted by on January 24, 2011

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Gap on Option Expiration and Follow Through

The SPY (S&P 500 SPDR) left an unfilled opening gap up (a low above the previous session's close) on Friday's option expiration, and defied all historical probabilities and odds and gained another+0.57% on today's session. But leaving an unfilled

Daily Commentary - Posted by on January 24, 2011

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Market Vane Bullish Consensus Revisited

I just noticed that last weeks Market Vane Bullish Consensus was reported at 65% for the week ending January 21, 2011, the highest level since October 26, 2007. The Market Vane Bullish Consensus is compiled daily (but is available on a weekly bas

Daily Commentary, Studies - Posted by on January 22, 2011

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Gap on Option Expiration and 52-Week High(s)

Apologies for the posting hiatus during the last week, but I was busy doing some work for the charitable foundation. Thanks a lot and hats off to those guys (unfortunately a handful only) who already showed their generosity ! But please note: I'm

Studies - Posted by on January 14, 2011

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January Option Expiration Week

A short reminder: If the information provided is helpful for your own trading business, any donation to my Be it! Children's Charitable Foundation is much appreciated. Donations can be sent via PayPal (widget on the right sidebar of the blog). Sin