Monday, July 12, 2010

7/12 Morningline

The S&P 500 and Nasdaq 100 move to bull phase on the parabolic sar, and the VIX moves to bear phase. The dollar-yen currency pair turns bullish on the psar.

Stocks and Rates
trendadxpsarppsmacdmacd
trend
stosto
trend
SPY $107.78
QQQQ $44.69
VIX 24.44
TLT $99.31
JNK $38.42

Below, oil and gold, and global indicators.

Oil and Gold
trendadxpsarppsmacdmacd
trend
stosto
trend
USO $34.11
GLD $117.75

Global
trendadxpsarppsmacdmacd
trend
stosto
trend
EUR/USD $1.2577
USD/JPY ¥88.58
EEM $39.70


The Great Reflation: How Investors Can Profit From the New World of Money
OK. The credit bubble burst. Housing, burst. Shockwaves reverberated. Markets collapsed. What lies ahead as we reemerge from the wreckage.



Indicator Exchange-Traded Fund Symbols:
EEM - emerging markets
EUR/USD - euro/dollar currency pair
GLD - gold
JNK - high-yield corporate bonds
QQQQ - Nasdaq 100 index
SPY - S&P 500 index
TLT - Treasury long-term bonds
USD/JPY - dollar/yen currency pair
USO - crude oil
VIX - fear index


Abbreviations:

  • psar - Parabolic Stop and Reverse
  • adx - Average Directional Index
  • pps - Person's Proprietary Signal
  • ma20 - 20-day moving average
  • macd - Moving Average Convergence-Divergence
  • sto - Fast Stochastic


About the glance: The colors indicate the state of each signal.

  • trend: Determined by the 5-day moving average, green for up, red for down, yellow for sideways
  • adx: orange for above 30-up, blue for 20-down, purple for in the middle. Red is most prone to whipsaws
  • psar, pps, macd: green for bull mode, red for bear
  • sto: green for overbought, red for oversold, yellow for the neutral zone.

No comments:

Post a Comment