Wednesday, May 6, 2009

SPX 915 as a Top?

I have a strong feeling that the 915 level on the SPX hit in the first half hour of trading today will hold up for awhile. Of course, anything is possible with the bank stress tests and the employment report on deck, but I am betting on 915 holding, especially if the NDX (NASDAQ-100 continues to be relatively weak)

9 comments:

DG said...

What time do they announce the bank stress test tomorrow? Is it during market hours or after market? XLF (financials) will likely push the S&P500 up or down. Hope the 915 will be the near term top for a while..

Bill Luby said...

Not sure about the timing. I heard "late afternoon" and I also heard the individual banks are expected to announce specific results on Friday morning.

Eric said...

VIX broke below my 33 level and bounced right back. I would sell VIX Puts here. I do not think this will last long though, I thing the VIX 200 EMA is where I would close the position.
One more big pullback... I think the next rally carries us out.
I have no idea what to expect on the stress tests. Honestly, I think more and more that no news matters. Look at the ADP numbers. That is probably the only reason we did not have a bigger sell-off, but when the market is ready to reverse, the news flow doesn't seem to matter.

Anonymous said...

These markets are looking for a reason to keep the rally going on any news. It's simply too risky to time it right now and better to wait it out.

Bill Luby said...

You make a lot of sense, anon.

On the other hand, I think the exits could get crowded if everyone goes to cash out their profits at the same time.

-Bill

Unknown said...

The question is, when does that happen, imminent or 4-8 weeks more? The VIX/VXV ratio has been stubbornly hovering just under 1 for quite a while now which indicates we could have significantly more to go up before a reversal. One indicator of course isn't the tell-all, but it could be telling us something.

Bill Luby said...

In terms of timing, I thinking more like 4 trading days than 4-8 weeks, but we should know a lot more by Friday.

-Bill

Douglas said...

Bill

You correctly predicted a stealth bottom - do you now predict a witch's hat shaped top?

Douglas

PS I ask this because of your comments about the exits being crowded.

Eric said...

you were off by a day or 2 last time...

I have 920,

my official target is 926 by BS math.

Today shoved it up the shorts ass, and now their tails are firmly planted in the hole.

eric2

DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2007-2023 Bill Luby. All rights reserved.
 
Web Analytics