Homework for Wednesday 2008.12.17

16. December 2008

ES - Tuesday was a fed day leaving us with historical low interest rates.  As a result, bonds flew to new highs we've never seen.  The bonds monthly chart just looks rediculous (see very last chart here).  

Building the bearish argument for the ES:   

  • Typically, as bonds rise, the S&P falls.  With the rise we saw yesterday in bonds, this should cause the ES some pressure.
  • On the daily chart below, there is divergence in the momentum indicator (green line) as we reach a double top of 12/8.  This shows weakness.  
  • We are over bought on the stochastic
  • We still have the 921 level (see chart below) holding and failed to get as high as the 12/8 high.  Again, this is a 180° retracement from the 720° bottom (720-180=540).
  • Putting in a reversal pattern (as described here) and illustrated here:  
  1. Made an initial move in a multiple 90°.  In this case a 180° move up from 720°.
  2. Bounced down a multiple of 45°.  In this case a 90° move down on 12/12.
  3. Returned to the original level of part 2 above by making a 90° up move.
  4. Reverse direction.  In this case, down to eventual new lows.
 
With this logic, it would make sense to sell right after Tuesday's close.  The chart below shows we are doing just that (overnight action is the latest red bar).  We are currently at a resistance line, as you can see.
 
I feel we will continue down to the upward-rising resistance line at (895) and find resistance.  I would like to see the bears push us below all those blue resistance lines, so we can continue downward.  In any case, look for strong resistance at the mid 890's, perhaps enough to cause a rally from there
 
Good hunting!
 

Homework

Disclaimer

By downloading and using any of our studies, you agree to the following disclaimer:  
 
Past performance is not necessarily indicative of future results. The risk of loss in trading commodities can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition.  
 
In considering whether to trade or to authorize someone else to trade for you, you should be aware of the following:
  • If you purchase a commodity option, you may sustain a total loss of the premium and of all transaction costs.
  • If you purchase or sell a commodity future or sell a commodity option, you may sustain a total loss of the initial margin funds and any additional funds that you deposit with your broker to establish or maintain your position.
  • If the market moves against your position, you may be called upon by your broker to deposit a substantial amount of additional margin funds, on short notice, in order to maintain your position.
  • If you do not provide the requested funds within the prescribed time, your position may be liquidated at a loss, and you will be liable for any resulting deficit in your account.
  • Under certain market conditions, you may find it difficult or impossible to liquidate a position. This can occur, for example, when the market makes a "limit move".
  • The placement of contingent orders by you or your trading advisor, such as a "stop-loss" or "stop-limit" order, will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders.
  • The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. This brief statement cannot disclose all the risks and other significant aspects of the commodity markets. Before you trade you should inquire about any rules relevant to your particular contemplated transactions and ask the firm with which you intend to trade for details about the types of redress available in both your local and other relevant jurisdictions.
 
 
neoTOOLBOX.com does not guarantee results, information, or EFS studies and scripts in any shape or form.