Wednesday, December 29, 2010

12/29 Morningline

  • Fear index polarized fractal efficiency (pfe) line reverses to downtrend; confirms parabolic sar bear phase, although other signals remain bulish (VIX).
  • Treasury long-term bonds to bear phase on Person's Proprietary Signal (pps); unconfirmed (TLT).
  • Corporate high-yield debt to bear phase on the pps; confirmed (JNK).
    • TLT, JNK may have gone ex-dividend today, but the funds' managers haven't posted a schedule specifying Dec. 29. The interns at State Street Global Advisers, clearly, haven't been doing their job. Bad interns! Bad!
  • Gold to bull phase on the macd; confirmed (GLD).
  • Emerging markets to bull phase on the Heikin-Ashi; confirmed (EEM).

Stocks and Rates
ha-trendppspsarmacd pfe trendpfe loc ma20ma50ma200

Below, tangibles, and global indicators.

ha-trendppspsarmacd pfe trendpfe loc ma20ma50ma200

ha-trendppspsarmacd pfe trendpfe loc ma20ma50ma200

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

  • h-a trend - Heikin-Ashi trend.
  • pps - Person's Proprietary Signal.
  • pfe trend - Trend of the polarized fractal efficiency line.
  • pfe loc - Location of the polarized fractal efficiency line.
  • psar - Parabolic Stop and Reverse

  • ma20 - 20-day moving average

  • ma50 - 50-day moving average

  • ma200 - 200-day moving average

  • macd - Moving Average Convergence-Divergence

About the glance: The colors indicate the state of each signal.
  • Signal Section:
    • h-a trend: green for two up candles, red for two down candles, yellow for one of either.
    • pps, psar, macd: green for bull mode, red for bear.
  • Confirmation Section:
    • pfe trend: green for uptrending, red for downtrending, yellow for no trend.
    • pfe loc: location of the pfe - green for above 50, light green for zero to 50, orange for below zero to -50, red for below -50.
  • Environment Section:
    • ma20, ma50, ma200: green for above the average, red for below the average.

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