Best Strategies for Daytraders in this Market

From 1990 to 1997, Kevin Haggerty served as Senior Vice President for Equity Trading at Fidelity Capital Markets, Boston, a division of Fidelity Investments. He was responsible for all U.S. institutional Listed,OTC and Option trading in addition to all major Exchange Floor Executions. Mr. Haggerty is a co-founder of Tradingmarkets.com and is the founder of www.KevinHaggerty.com.

The $SPX advanced four straight days and +1.8% into month end last Friday, and is down all three days this week and -1.7%. The “Generals” did a good job on the mark up, but now the weakness in the financials and energy sectors has put more pressure on the $SPX. Banks have led the downside this week with the $BKX -4.6%, while the $XBD is -2.9%.

We anticipated that the energy sector would pull back as both the XLE and OIH were extended out to their one year +2.0 STDV bands, and so far the XLE is -8.8% in nine days, and the OIH -7.5%. The intraday volatility in the energy stocks remains high, and is still the best source of high probability trades for daytraders, in addition to the agricultural chemicals, and a small universe of big cap stocks that money managers are concentrated in.

The $INDU has been weaker than the $SPX and is in a confirmed short term down trend that started with the double top, while the $SPX has yet to close below the last 1373.07 swing point low, although it hit a 1370.12 intraday low on Tuesday. The .382 retracement to 1257 from 1440.24 is 1370.24. At a minimum, the energy stocks have to reverse to the upside for the $SPX to give traders the next upside move, and any reversal in the financial sector would obviously be a bonus.

NYSE volume was 1.33 billion shares yesterday, with the Volume Ratio neutral at 44, and breadth -310 The market is short term oversold on a momentum basis, but that is not the case yet for the 4-day MAs of the volume ratio (Adv Vol / Adv Vol + Dec Vol) and breadth, which is not unusual when the market lacks both selling and buying pressure. The $SPX is not in a key price zone right here other than the Fibonacci levels, but this week does have time symmetry, so a quick bounce in the next three trading days will not be a surprise.

The futures accelerated intraday reactions makes the reversal strategies like the RST, 123’s, and Trap Doors key for the daytrader and with election season upon us that won’t change.

The next commentary is Tues 6/9/08.

Have a good trading day!

Check out Kevin’s strategies and more in the 1st Hour Reversals Module, Sequence Trading Module, Trading With The Generals 2004 and the 1-2-3 Trading Module.