Red Alert in Key Price Zone

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 current $SPX rally from the 1257 3/18/08 low has certainly lacked significant volume, probably because much of it has been accelerated with pre-market gains in the $SPX futures forcing premium openings, and then a lack of selling pressure because the Generals were getting a bit of a free ride without having to spend much money to get it.

In fact the $SPX +4.75% April gain from 1322.70 to 1385.59 was on the lowest volume in over five years. For the last seven days the $SPX has been churning in the 1396-1417 key price zone, with the highest close being 1413.90 last Friday following another one of Treasury Secretary Paulson`s “the worst is over” speeches. He also said that the initial Bear Stearns
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hedge funds sub prime problem was not significant in light of the overall economy.

Last I looked we have the worst housing deflation anyone has seen unless you were around for the depression, and the worst “Derivative Meltdown” ever, with unprecedented losses and more to come folks. Guess I forgot to mention $120 oil, with the GS pundit saying that oil could hit $150-$200.

The market rally is way ahead of itself in price and valuation, as the perception of a quick economic recovery is far too optimistic. Analysts earnings projections for Q2 are probably much too positive, and that is standard procedure for that group of brokerage firm’s increasingly dead weight departments.

For Q1, after reducing their forecasts many times, they expected a +5.0% gain, and the net result was about -14%. There is little risk/ reward in buying the market in this key price zone because there will be better opportunities at lower prices. The VIX call volume and open interest has noticeably increased into this rally, and that is a red alert for a near term reversal, plus this week has time symmetry from the 1257 low.

The $US dollar index broke out above the 73.19 range high and hit 73.70 on Friday, before closing at 73.19 yesterday. It is significant to note that the $US dollar index hit the current 70.70 cycle low on 3/17/08 versus the 1257 $SPX low the following day so a stronger dollar is obviously a key factor in this equity rally. The expectation is that commodity prices will head south as the dollar rallies, but that is certainly not the case yet as the XME, OIH, and XLE remain in a strong uptrend.

The GLD has pulled back -16.8% from its 100.44 high but that is from a +48% range breakout above 68. The 200DEMA is 82.57 and it hit 83.57 on Thursday but closed at 86.27 yesterday. For those of you that are familiar with my strategies you know it as a “Generals Pullback” which was a buy opportunity. The highest probability is for a lower $US dollar and higher gold prices.

Have a good trading day!

Kevin Haggerty