Sunday, October 3, 2010

S & P Futures: Week in Review for October 1, 2010

With so little net process last week, I thought that I would share with everyone what my opinion of the current market position for the week ending 10/1/2010.

Momentum: Overbought. A weekly momentum high is likely within the next bar or two followed by a decline lasting several weeks. Daily momentum is also overbought. The immediate upside at this point is limited.

Pattern: Corrective. The trading has been contained within parallel channel lines and is typical for a corrective pattern. Expect a minimum a 3 wave decline or the resumption of the larger trend down resulting in new lows.

Price: The .618 retracement from the low of wave 1 ( 1038.5) has been tested multiple times. Price is currently just below this important level. A 1.272 reverse extension  (1151) of the decline from 1126.75 - 1037.25 has also been tested. In previous posts, I mentioned other clusters of fibonacci targets for the termination of this correction ( 1158, 1150.75). While there is another key area above the market (1171.5- 1182), the fact that several fib targets are clustered in close proximity to each other and near the .618 retracement leads me to believe that the rally has ended or is near confirming such.

Time: From the low of 1006, 10/5/2010 +/- 1 trading day is the 100% time retracement whereas wave c = wave a of 27 bars. Also, 10/1/2010 +/- 1 trading day whereas wave b = .382 and wave c = .618. Therefore there is an expectation that the rally ended on 9/30/2010 or will do so between 10/4 - 10/6.

Trade Strategy: Go Short. With weekly momentum, pattern, price and time all in position for a high, the trade strategy is to consider going short on the shorter time frame daily chart. How you accomplish that depends on your own trade plan.

Best of Trading.

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