The Meltdown Symmetry


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The SPX hit the -2.0 Volatility Band 1433.11 on
the 9:35 AM bar with a 1431.41 low, versus the last swing point trend low of
1431.44.  In previous commentary, I said nothing in this market changes
until the higher highs and lows trend is broken, and the first swing point was
1431.44.  There was a +4.5 point swing off the 1431.41 low, and the SPX
then went trend-down to the -3.0 Volatility Band 1425 zone with a 1425.86 low,
where it traded in a Slim Jim between 1428.26-1425.86 for about an hour. 
The market turned into a meltdown on the breakdown of this narrow range pattern
soon after 1 PM, and the SPX traded to 1408.67 on the 2:30 PM bar, reversed to
1412.41, then turned down, making the "meltdown" low of 1389.42 on the 3 PM bar. 
The $INDU had a total meltdown of -266 points on just 2 bars (2:55 PM – 3 PM)
because the hybrid system on the NYSE couldn’t get the job done on an electronic
basis.  I will leave it at that.  The $INDU closed down -415 points
(-3.3%) to 12217, with the SPX -3.4% to 1399.52.  Most all of the major
sectors were down, similar to the SPX, except gold, where the $HUI was -7.5%. 
The internals were obviously off the charts with 2.3 billion shares down and
just 22 million up, with breadth -2463 in spite of the TLT +1.3%. 
Sharp-angle moves like the SPX rally off the 7/18/06 low cannot be sustained,
and usually end the same way, with similar declines.  In previous
commentary I posted the current and 1987 charts because I said they have almost
an identical pattern.  If case history repeats, the sequence of the 1987
top crash was the initial -8.6% decline in 9 days from 337.88 top to 308.56,
followed by a +6.6% bounce in 18 days to the 328.93 lower top, and the rest is
history.  It was also the beginning of the PPT (Plunge Protection Team), as
we know it today, and you can bet "they" met yesterday by conference call
planning how they would intervene if the meltdown snowballs over the next few
weeks.  I bet they will intervene because the Republicans cannot let this
market tank or have some accelerated housing/derivatives crisis because their
backs are to the wall as it is for 2008. 

The media hype for the decline yesterday was
China, lower business spending, consumer durable goods decline, and our old
friend Greenspan giving his recession mantra.  However, there was also a
very significant time and price element in play just before yesterday’s
meltdown.  The SPX cycle high of 1461.57 on Thursday, 2/22/07, is also 1597
days (FIB) from the 10/9/02 bear market low close.  February 23rd is 1597
days from the actual 10/10/02 low.  There is also significant price
symmetry at 1461.24, which is a 45 degree angle from the SPX 1932 4.40 low
(factor 17.25, convert 4.40 to 3 digits for calculations).  The significant
8.6 year cycle is also in play, which, when starting from 1929.75, you get
2007.15, which then translates to 2/24.  That is a Saturday, so 2/23 is the
closest trading day.  More time symmetry.  In the trading service, the
1461-1464 key price zone was anticipated in advance as was the time symmetry. 
Unusual market action will often occur at significant price and time zones. 
The 8.6 year cycle is significant in time because it is 3141 days (PI, 3.146),
which is a primary determinant of time (8.6 x 365.243 = 3141).  Other time
symmetry for the weeks ending 2/16 and 2/23 is that they are weeks 360 and 361
(natural square 19 x 19) from the 3/24/2000 1553 weekly bull market high. 
The week ending 2/23/07 is also week 36 from the 6/14/06 SPX 1219.29 low (6 x 6
= 36 x 10 = 360).

There is an obvious fear factor that builds after
a decline like yesterday in a very extended bull cycle.  It means many
"players" will lighten up on any sharp oversold bounces, despite all of the
wildly bullish hype they are pushing on CNBC.  The PPT activity will
influence the near-term action, but these meltdowns don’t have just a 1 day
life, so buyers beware.  But daytraders are in nirvana with the volatility.

Have a good trading
day,

Kevin Haggerty

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