Vendredi 19 décembre 2014 5 19 /12 /Déc /2014 00:41

Europe:

The Sigma Whole Europe Index had a great session on Thursday: the market gapped up at the open, it continued its advance during the session and closed at its intraday high. The market is right below a major resistance, let's see what happens here.

 

EU-Daily-Chart_SWEU_20141219-copie-1.jpg

 

Looking at key European indexes, we can notice the rally was very impulsive on all major markets:

 

EU-Daily-ChartCAC_20141219.jpg

EU-Daily-ChartESTOXX_20141219.jpg

EU-Daily-ChartDAX_20141219.jpg

EU-Daily-ChartSTOXX600_20141219.jpg

 

The Swing Indicator came in at '5', telling us the rally was highly impulsive. The Sigma trend Index is now testing its zero line.

 

steumodel20141218.PNG

 

The rally was so strong that we were stopped on all our European short positions (some in extended hours, during US session):

 

- CAC: 4380.87 - 4245.1 =135.77 (gains)

- EStoxx: 3230.03 - 3177.21 = 52.82 (gains)

- DAX: 9924.15 - 9807.55 = 116.6 (gains)

- IBEX: 10663.8 - 10390.35 = 273.45 (gains)

 

United States:

The Sigma Whole Market Index continues its huge rally, this is impressive. I feel much younger, 15years younger... 

 

US-Daily-Chart-Candle_20141219.jpg

 

All key indexes were able to book huge gains on Thursday. It seems like nothing can stop this bull market. 

 

US-Daily-ChartNDX_20141219.jpg

US-Daily-ChartSP500_20141219.jpg

US-Daily-ChartRUT_20141219.jpg

US-Daily-ChartMID_20141219.jpg

 

The Sigma Trend Index is now in positive territory. The swing came in at '5', telling us the rally was highly impulsive. 

 

stmodel20141218.PNG

 

The ST model uplifted its stops for both the NDX and the SPX:

 

stspx20141218.PNG

stndx20141218.PNG

 

Short Term Trading Book:

 

- SPX: long at 2011.14(stop @ 1982, 3pts below the ST model to take into account bid/ask spread
- NDX: long at 3828.03(stop @ 4035, 5pts below the ST model to take into account bid/ask spread)
- CAC: stopped
- EuroStoxx50: stopped
- DAX:  stopped
- IBEX: stopped

 

Par sigmatradingoscillator - Publié dans : Market Analysis
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Jeudi 18 décembre 2014 4 18 /12 /Déc /2014 08:48

Europe:

The Sigma Whole Europe Index consolidated previous gains and remained above the blue horizontal support.

According to future market, the European market should enjoy a powerful rally on Friday.

 

EU-Daily-Chart_SWEU_20141218.jpg

 

The Sigma Trend Index continued to rebound from '-29' to '-19'. Both the Swing and the Power Level(PL) were neutral at '3' so the ST model didn't generate any buy signal.

 

steumodel20141217b.PNG

 

The ST model lowered its stops on all European positions:

 

stestoxx20141217.PNG

stcac20141217.PNG

stdax20141217.PNG

stibex20141217.PNG

 

United Staes:

The Sigma Whole Market Index enjoyed a powerful rally and it is now right below a major resistance. It will be interesting to monitor if the market can move above this level.

 

US-Daily-Chart-Candle_20141218.jpg

 

Looking at some key US indexes, there is no doubt that Thursday's rally was very impressive but it is also clear we are right below major resistances.

 

US-Daily-ChartSP500_20141218.jpg

US-Daily-ChartRUT_20141218.jpg

US-Daily-ChartMID_20141218.jpg

In the case of the Nasdaq 100, the situation is rather different because the market was able to bounce back near the red horizontal support and this market seems, once again, in rally mode.

US-Daily-ChartNDX_20141218.jpg

 

Both the Swing and the Power Level (PL) came in at '5' telling us the rally was highly impulsive. So, the ST model generated a fresh buy signal on US market.

stmodel20141217.PNG

 

In this context, we bought 1 SPX at 2011.14

 

stspx20141217.PNG

 

Short Term Trading Book:

 

- SPX: long at 2011.14(stop @ 1960, 3pts below the ST model to take into account bid/ask spread
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4245, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3177, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 9807, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10389, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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Mercredi 17 décembre 2014 3 17 /12 /Déc /2014 09:01

Europe:

The Sigma Whole Europe Index had a volatile day: the market had initially been under heavy selling pressure but in the last 2 hours of the trading session, the market enjoyed a powerful rally and closed well in positive territory.

This could be a reversal day but when the market is so oversold, a powerful rally doesn't necessarily mean a reversal day.

 

EU-Daily-Chart_SWEU_20141217.jpg

 

Looking at key European indexes, we can see the same pattern than on the Sigma Whole Europe Index: a new sell off followed by a strong rally.

 

EU-Daily-ChartSTOXX600_20141217.jpg

EU-Daily-ChartCAC_20141217.jpg

EU-Daily-ChartDAX_20141217.jpg

 

Looking at our indicators, the Sigma Trend Index strongly bounced back from '-153' to '-29. The Swing came in at '5' telling the rally was highly impulsive but as the STI was below '-125' (free fall level), the ST model didn't generate a 'buy' signal.

 

STEUmodel20141216.PNG

 

The ST model lowered its stop levels on all European positions:

 

stestox20141216.PNG

stcac20141216.PNG

stdax20141216.PNG

stibex20141216.PNG

 

United State:

The Sigma Whole Market Index continues to slide and the pattern is the exact opposite from the European one: after a weak start, the market enjoyed a strong rally during the first hours of trading followed by a new sell off at the end of the session. So, this sounds rather bearish, once again.

 

US-Daily-Chart-Candle_20141217.jpg

 

Looking at key US indexes, we can notice that all of them are now below major supports. Even the Nasdaq100 broke its horizontal support. Based on those charts, it seems that more selling pressure is on the agenda.

 

US-Daily-ChartMID_20141217.jpg

US-Daily-ChartRUT_20141217.jpg

US-Daily-ChartSP500_20141217.jpg

US-Daily-ChartNDX_20141217.jpg

 

Looking at our indicators the Sigma Trend Index remains in negative territory but there is no capitulation sign coming from the Trend Level(TL) or the Swing indicator.

 

stmodel20141216.PNG

 

The SPX index declined below our stop level. So we closed our long position and booked our gains:

1971.86 - 1892.65 = 79.21 (gains)

 

stspx20141216.PNG

 

Short Term Trading Book:

 

- SPX: stoped
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4290, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3180, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 9954, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10622, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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Mardi 16 décembre 2014 2 16 /12 /Déc /2014 08:58

Europe:

The Sigma Whole Europe Index is in a free fall mode, it is close to its horizontal support from August. It is very important to keep this level. If the market isn't able to hold on this support, we will probably retest the October's low.

 

SWE20141215.PNG

 

Looking at some European index, we can notice the CAC has already broken its August's low, this doesn't sound good. The CAC is among the weakest index at this stage (not surprising when we know the exposure of this index to the oil sector).

 

EU-Daily-ChartCAC_20141216.jpg

 

The DAX is much less under pressure but it is not surprising because it has no direct exposure to the oil sector.

 

EU-Daily-ChartDAX_20141216.jpg

 

The Stoxx600 is close to its August low. Let's see if it can hold on this level.

 

EU-Daily-ChartSTOXX600_20141216.jpg

 

Looking at our indicators, we can notice the Sigma Trend Index is well below the '-125' level. So, the model considers we are in panic mode at this stage and it won't generate any buy signal as long as the STI remains below '-125'.

 

STEUModel20141215.PNG

 

The ST model lowered its stop level on all European positions:

 

stestox20141215.PNG

stcac20141215.PNG

stdax20141215.PNG

stibex20141215.PNG

 

United States:

The Sigma Whole Market Index continues to slide and it broke 2 important supports. The decline looks much more serious at this stage.

 

US-Daily-Chart-Candle_20141216.jpg

 

Some key indexes are now breaking major supports:

 

US-Daily-ChartSP500_20141216.jpg

US-Daily-ChartRUT_20141216.jpg

US-Daily-ChartSC600_20141216.jpg

 

The NDX remains the strongest one.

 

US-Daily-ChartNDX_20141216.jpg

 

Looking at our indicators, the swing came in at '2', telling us the decline was rather impulsive, there is no comparison with what is happening in Europe.

 

STmodel20141215.PNG

 

 

Short Term Trading Book:

 

- SPX: long at 1892.65 (stop @ 1972, 3pts below the ST model to take into account bid/ask spread)
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4328, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3210, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 9954, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10622, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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Lundi 15 décembre 2014 1 15 /12 /Déc /2014 08:28

Europe:

The Sigma Whole Europe Index had a difficult session on Friday: it was unable to keep its blue horizontal support and a massive sell off occurred.

 

EU-Daily-Chart_SWEU_20141214.jpg

 

Looking at our indicators, the Sigma Trend Index is oversold at '-81'. Both the Swing and the Power Level (PL) were at '1', telling us the decline was highly impulsive.

 

stEUmodel20141213.PNG

 

The ST model lowered its stop levels on all European positions:

 

stestox20141212.PNG

stcac2014121b.PNG

stdax20141213.PNG

stibex20141213.PNG

 

United States:

The Sigma Whole Market Index was under on Friday but there is no comparison with what is happening in Europe. The SWMI was able to keep a major horizontal support. So, let's see what happens on Monday.

 

US-Daily-Chart-Candle_20141214.jpg

 

Looking at our indicators, the Sigma trend Index is at '-96'. Both the Swig and the Power Level (PL) came in at '1' on Friday, telling us the decline was impulsive.

 

stmodel20141213.PNG

 

 

Short Term Trading Book:

 

- SPX: long at 1892.65 (stop @ 1972, 3pts below the ST model to take into account bid/ask spread)
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4379, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3252, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 10082, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10735, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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Vendredi 12 décembre 2014 5 12 /12 /Déc /2014 08:44

Europe:

The Sigma Whole Europe Index printed an interesting 'doji' on Thursday. The index closed right on a major support. If it can't hold on this support level, we could have a sharp decline on Friday.

 

SWE20141212-copie-1.PNG

 

Both the CAC and the Eurostoxx50 are in difficult situation. We believe further downside pressure should materialize in coming days.

 

chartCAC20141212.PNG

chartEstox20141212.PNG

The DAX is in a much better situation because it remains above 2 strong horizontal supports. We are not really surprise because the DAX has no direct exposure to Oil&Gas and to miners: those sectors have been the weakest ones for a couple of weeks.

chartDAX20141212.PNG

Looking at our indicators, there is no new information.

 

STEUModel20141212.PNG

 

The ST model lowered its stops on all European indexes:

 

STEstoxx20141212.PNG

stcac20141212.PNG

stdax20141212.PNG

stibex20141212.PNG

 

United States:

The Sigma Whole Market Index had a bearish reversal on Thursday and it is now testing its (red) horizontal support. US market became highly volatile: we can notice this situation when we look at the 3 latest candles: big black, big white and hammer. This doesn't sound bullish.

 

SWM20141212.PNG

 

It is also interesting to notice the negative divergence between the Sigma Whole MArket Index (SWMI) and the Sigma Smart Money Index (SSMI). The SSMI is declining on a straight line, this is another major warning for US equities.

 

SSMI20141212.PNG

 

The Sigma Trend Index bounced back to '-19' but it remains in oversold territory: the Trend Level (TL) remains at '1'.

 

STModel20141212.PNG

 

Short Term Trading Book:

 

- SPX: long at 1892.65 (stop @ 1972, 3pts below the ST model to take into account bid/ask spread)
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4426, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3285, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 10171, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10833, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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Jeudi 11 décembre 2014 4 11 /12 /Déc /2014 10:52

Europe:

The Sigma Whole Europe Index continues to slide. It is now testing a major support.

 

SWE20141211.PNG

Looking at key European indexes, we can notice that most of them (except the DAX) are in danger.

 

chartCAC20141211.PNG

chartEstox20141211.PNG

chartDAX20141211.PNG

The Sigma Trend Index declined again to '-14' but both the swing and the power level were neutral.

 

STEUModel20141211.PNG

 

The ST model computed new stop levels for our short positions:

 

stEstoxx20141211.PNG

stCAC20141211.PNG

stdax20141211.PNG

stibex20141211.PNG

 

United States:

The Sigma Whole MArket Index had a very bad session with a bug black candle. This index is now right on a major suport, it is very important to keep this level.

 

SWM20141211.PNG

 

The SP500 had a bad session and it is also on a major support.

 

chartspx20141211.PNG

 

The Sigma Trend Index collapsed to '-66'. This means the market is highly oversold on a short term basis. Both the Swing and the Power Level were at '1', telling us the decline was highly impulsive.

 

STModel20141211.PNG

 

 

Short Term Trading Book:

 

- SPX: long at 1892.65 (stop @ 1972, 3pts below the ST model to take into account bid/ask spread)
- NDX: long at 3828.03(stop @ 4019, 5pts below the ST model to take into account bid/ask spread)
- CAC: short at 4380.87(stop @ 4435, 5pts above the ST model to take into account bid/ask spread)
- EuroStoxx50: short at 3230.03(stop @ 3289, 5pts above the ST model to take into account bid/ask spread)
- DAX:  short at 9924.15(stop @ 10177, 10pts above the ST model to take into account bid/ask spread)
- IBEX: short at 10663.8(stop @ 10845, 10pts above the ST model to take into account bid/ask spread)
Par sigmatradingoscillator - Publié dans : Market Analysis
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