The Market is Trading by the Numbers

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. For a free trial to Kevin’s Daily Trading Report, please click here.

The NYSE volume expanded to 1.44 bill shs yesterday, as the SPX took out the 878.94 H&S neckline and made an 869.32 low before a last hour mark up closed the SPX at 878.56. The 123 Trend entry was in play the previous day when the 888.86 two point was taken out, which also reversed the 888 .236RT from 956-667.

SPX Chart

The minimum parallel line objective where AB=CD is 864.55, but this correction from the 956.23 high will go to at least the 846 .382RT level, and most likely lower than that before their can be another sustained move up. As I said in the previous commentary, the market has to go lower before it can sustain another leg above 956.

The SPX topped out on the 6/11 key time date in the anticipated 923-950 key price zone, and was preceded by the obvious negative MACD and RSI divergences. Since then it has declined -9.1% in 18 days, from the +43.4% gain in 67 days off the 3/6/09 667 low.

The $US dollar remains in a trading range, but crude oil has declined sharply as the WTIC was -4.1% yesterday to close at 60.21, which is down -18.5% from 73.90. It is significant to note that the 73.90 high was made on that same 6/11 key time date as the SPX made the 956.23 top. Crude oil and the SPX have had a parallel relationship since the March lows, and is obviously a key indicator along with the inverse relationship with the $US dollar.

The market hit the ST-O/S condition zone yesterday as the 4MA’s of the Volume Ratio and Breadth are 23, and -1342, so the odds favor a bounce no later than next Wednesday. It is just a question of whether the SPX hits that 846 zone first before a bounce, but either way it will correct to at least the 846 level, and most likely lower than that.

Have a good trading day!

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