Midweek Malaise

After weeks playing the pinball to the flippers of electoral rhetoric, the early
morning markets seemed unwilling to even get into the game today. Yesterday’s numbers
in Consumer Confidence and Durable Goods were, as we noted, weak and unpalatable, and
today’s pre-bell activity suggests digestion is still taking place. The options
market is reacting to a quiet stock market with a decrease in volatility and moderate
volume in order flow. But we worry that this hiatus may be short-lived, as more political
and legal shenanigans lie ahead on the national scene, which may translate into choppy
markets and pockets of high volatility.

Pre-open order volume was extremely light today. In the overall market, call sellers
and buyers are even at 1:1, and put buyers are on a par with sellers at  1:1. The top
five pre-bell order volume leaders today are as follows:
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CSCO |
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,
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ORCL |
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,
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,
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INTC |
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and
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. BRCM marks the only unusual entry here, seeing increased volume amidst the
recent hammering of tech stocks.  BRCM call sellers outnumber buyers 2:1.  CSCO
put buys lead sells 4:1, and call sells lead buys 5:1.

First-hour volume picked up slightly, but remains light. Overall, put sellers are
slightly leading buyers, while call buyers and sellers are even. Top-five volume leaders
show BRCD rocketing into the lead: with
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CIEN |
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, SUNW, CSCO and
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QCOM |
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following. BRCD was
thrashed amidst earnings worries. QCOM sellers lead buyers at a lop-sided 4:1
ratio.
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EMXL |
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shows some stronger activity, with put sellers leading buyers 4:1.

Selling premium remains the strategy of choice, we believe,
as political whiplash, while still a threat in the short term, has nearly run its course. Also an end-of-the-year rally is still a possibility, especially with a Bush
administration in place, and we want to be in a position to take advantage of this. Sell
some of your verticals, or close out altogether.