Friday, October 8, 2010

10/8 Morningline

  • Treasury long-term bonds nudge, barely, into bear phase on the macd; price within 1% of the 20-day moving average (TLT).
  • Corporate high-yield debt pops to more than 1% above the 20-day moving average (JNK).
  • Crude oil flips to bear phase on several indicators; price drops below the 200-day moving average (USO).

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

News reports say crude oil's decline is a move inverse to a rise int he dollar

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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