No Surprise

The
S&P 500
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closed yesterday at

920.75, -1.5% on the day, for the
third-lowest close in succession and the second day in December that the
Generals were passive regarding new monies at this higher resistance zone. The
938-946 resistance zone has held so far with the high close being 938.87 on
11/27 which was the 34th day of this rally from the 10/10 769 low and also the
exact 1.618 time date based on the 55 day period between the 7/24 bottom and the
10/10 bottom.

It is no surprise that
the major indices back off from this resistance zone but it is just a question
of whether any new monies would be invested in the first few days of December
and pushing the SPX closer to the 965 zone. The 954.28 intraday high certainly
qualifies in price, but it was primarily a futures-induced move on the opening
with no Generals coming in to aggressively buy stock on the floor, as evidenced
by the fact that the SPX headed south at 10:00 a.m., and closed at 934.53 that
day. I could care less about the economic announcement. 959 is the 1.618
extension of the 11/6 926 high and the 11/13 872.05 low. If 954.28 holds as the
current high, you should frame the range from 954.28 to 872.05, and also to
768.63.

Look for the confluence
and you should see the following:

.707 retracement to 872.05 at 896.14

A 50-day EMA at 898. Below that is 890, which is the .618 retracement between
965 and 769, and is also the .786 retracement to 872.05 from 954.28. Below that
is the 884.50 retracement to the 1987 low and more importantly, 883.36, which is
the .38 retracement to 768.63.

If this market is going
to get another strong leg up, the SPX really shouldn’t trade below the .618 zone
at 840. FYI, I consider a zone on the daily chart as +/- 2% but on the intraday
charts I am talking about a +/- tight range around the exact number. Of course
if they can push the SPX above 954.28 this week or next, then you redo the
framework.

I take you through this
exercise to get you aware of high probability zones that have a positive
mathematical chance for successful trades. There is much more to it regarding
combining the numbers and the time, but this is not the proper forum for that,
so you should know if I emphasize a specific key zone that I have thoroughly
addressed the time component, along with standard deviation bands, volatility
bands and also the classic overbought/oversold indicators and some of the
lagging indicators that you all like to use when you look for divergences and
confirmation.

Yesterday’s NYSE volume
was about average at 1.44 billion, volume ratio 22 and breadth -760. The SPX
ended 1.5%,  the Dow
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-1.3%, Nasdaq
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-2.4% and NDX 100
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-2.8%. All major sectors ended red, with the SOX at -5.2% on the day. Gold
was green with the XAU +5.7%.

I have talked enough about the resistance
zones and the fact that this +24% move for the SPX is a potential first leg in a
neutral market of sorts and that won’t be confirmed until there is a retracement
to 769 and then a new up leg that takes out the current rally high. There will
be a corrective retracement and it will probably be a minimum of a .38
retracement to 769.

Yesterday’s trading action was choppy with several failed long entries that only
ran 3-4 points before reversing to the down side, but that’s long side trading
with the 1,2,3 higher bottom after the 12:25 p.m. low at 918.73 and that didn’t
carry very far after entry.

The futures are early red which I always
prefer, so check and see what’s in play on the downside. I see the SPX monthly
pivot at 916.73, the weekly at 918.33, the 20-day EMA at 913.61 and the 89-day
EMA at 898.30. You are all aware of the upside resistance levels from recent
text.

Have a good trading day.

Five-minute chart of
Tuesday’s SPX with 8-, 20-,
60- and 260-period
EMAs

Five-minute chart of
Tuesday’s NYSE TICKS