Friday, September 24, 2010

9/24 Morningline

  • S&P 500 whipsaws back into bull phase, one day after a bear phase on Person's Proprietary Signal (pps) (SPY).
  • Fear index moves to bear phase on the fast stochastic; crosses below the 20-day and 200-day moving averages (VIX).
  • Treasury long-term bonds turns bearish on the fast stochastic (TLT).
  • Crude oil shows bull phase on the fast stochastic and macd; now trading on the 20-day moving average (USO).
  • Euro crosses above the 200-day moving average in trading against the dollar (EUR/USD).

Stocks and Rates
trendstosto
zone
ppspsarmacdmacd
trend
ma20ma200
SPY
QQQQ
VIX
TLT
JNK

Below, oil and gold, and global indicators.

Oil and Gold
trendstosto
zone
ppspsarmacdmacd
trend
ma20ma200
USO
GLD

Global
trendstosto
zone
ppspsarmacdmacd
trend
ma20ma200
EUR/USD
USD/JPY
EEM

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:

  • pps - Person's Proprietary Signal.
  • psar - Parabolic Stop and Reverse
  • ma20 - 20-day moving average
  • ma200 - 200-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.
  • sto: green for bull, red for bear.
  • sto zone: green for overbought (80+), red for oversold (20-), yellow for neutral zone
  • psar, pps, macd: green for bull mode, red for bear.
  • macd trend: green for rising, yellow for sideways, red for falling.
  • neutral.
  • ma20, ma200: green for above the average by more than 1%, red for below the average by more than 1%, yellow for within 1% either side of the average.

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