Live Update

Friday, August 21, 2009

08/21/2009 Pre-Market Briefing

Small gap up but under the resistance, so the gap could be filled, not sure though. OE day, anything could happen.

Here is the most recent Institutional Accumulation/Distribution chart and comments from www.stocktiming.com:

Yesterday: The Institutional Investors remained in decreasing Accumulation with the Buy/Sell spread remaining the same.  Institutional buying increased slightly, and Institutional selling decreased slightly.  

Additional Explanation today: I want to make a comment here, because there is an Institutional "trick" that they play.   The trick is that when the market reaches a level that Institutions feel is high enough for them, they continually decrease their buying while at the same time, they pull back on selling.   By letting the smaller players do the buying and not selling into them, they allow the market to move up and enhance their profits.   Over time, a decrease in buying and a change to an increase in selling brings the two to a point where they are  converging on each other and the Institutions get ready to go into distribution.  At that point the market has a correction.

*** Conclusion:  Same as yesterday ... Conditions are under duress, but with the high liquidity levels, there is a possibility for upward movement.  These are mixed conditions and this is option's expiration day.

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24 comments:

  1. ES futures are rocking this AM.
    I guess everyone has rocketship to ride now.

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  2. Cobra,
    Thanks for the update. oh, i did not notice yeasterday was your birthday. Happy birthday!

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  3. So much for the red close... look like a very long way down even for a gap fill...

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  4. Thanks for your explanation on Institutional Buying/Selling.


    EW Guy

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  5. I can't wait to see what Sept brings.

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  6. Cobra, does Sept options suggest a huge drop?

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  7. I just calculated by hand a $CPCE of .28 as of 2pm from statistics on CBOE's website. That is unbelievable; and it's hard for me to take seriously but I tried to verify it approximately another way and it seemed close enough to confirm. CBOE had total put call ratio at .6 and index put call ratio is above 1. Basically 3 million total equity options to around 900,000 puts traded. Is the data fauly; otherwise this is unreal.

    ----Mr. Panic

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  8. Cobra, you can be bullish tomorrow!

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  9. Panic, I see CPCE at 0.40 now.

    Anony at 3:44pm, sorry I don't understand what you mean? Tomorrow is Saturday.

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  10. Cobra - I think that the anny at 3:44 PM was kidding..

    Since you were bearish last couple of days and the market went up. Thus, he is suggesting that you can be bullish for Monday so that the market can go down.... I think that he was giving you hard-time....

    Come on guys... It's OE week... a lot of whacky things happen... Cobra- You are doing a great work... Sometimes, it is just market that confuses the heck out of everyone...

    EW Guy

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  11. High volume breakout, new high, Intermediate trend is obviously not down!

    Even if it pulls back... they still are going to buy the dip and it will be another week or so till labor day!

    There is no reason to give Cobra a hard time!

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  12. This is delayed data but as of 2:30pm from CBOE intra-day volume: Equity Options: Calls-2,334,172 Puts-925,351 Total: 3,259,523

    Total Put Call Ratio=.59 (including Index options)

    Clearly equity puts are less than 1/3 of total options. Is there a better data feed?

    ----Mr. Panic

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  13. EW Guy, thanks. I had lot worse than that because I own a very large forum. I'll say what I see no matter how hard time someone gives me. There's no way to force this blog to shut down unless I'm dead or handicaped.

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  14. Cobra, the "2.8.1 CBOE Options Total Put/Call Ratio" probably wrong right now, I mean a below 0.6 reading?! wow...

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  15. Not wrong. I'll say a red Monday if this value still works.

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  16. Insititutions were writing septmeber calls like crazy.

    About same level during last week of Dec 2008.

    http://stockcharts.com/h-sc/ui?s=$CPC&p=D&b=2&g=0&id=p88250536701&a=146024983&listNum=6

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  17. Cobra, thx for the reply on CBOE P/C ratio. If the number is correct, would that be like a record low? On your chart it seems it never went below 0.6...

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  18. Not record low, but it's sure very low.

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  19. Great update, but what happened back in 2002-2004?

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  20. You mean we're repeating 2004? Well, we'll see.

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  21. Cobra,
    Thank you again for posting the Institutional Buying/Selling Chart - really a great help to visualize market action.

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  22. I still think chart 0.0.1 has met many conditions for a market top now. While I was sitting in cash the past two days and tilted bullish due to the spike in Normalized CPC (but unwilling to go long), I see how quickly it has corrected downward with this market spike and now am heavily short. I recognize there could be minor new highs, but at these levels it's worth the bet.

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  23. http://www.youtube.com/watch?v=aSmKEuHuU_s&feature=player_embedded

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