google.com, pub-7808368332557457, DIRECT, f08c47fec0942fa0 The Ultimate Momentum Signal: Update on The Ultimate Momentum Signal - 26th July, 2010

Sunday, July 25, 2010

Update on The Ultimate Momentum Signal - 26th July, 2010

  A Higher Open, But No Gains On Friday ... !!! 

In spite of the markets reaching new highs on last Friday, the trading remained sluggish and top heavy. The trading interest seemed to be confined to limited number of stocks, especially to the low quality stocks.  These are the classical  symptoms of  an intermediate top.  Traders and investors may consider profit booking  / disposal of the low quality cats and dogs stocks at these times. However, this process of churning can continue for some  more time before any correction may set in.   

Continuing  the positive momentum of last Thursday's late surge, the Nifty futures opened at 5475 and started trading lower. This is becoming a common pattern of trading these days. The futures hit a low of 5428  during the mid-day and closed at 5444.

Nifty Futures - Daily Chart


The Nifty futures have  traded above the supports on last trading day. It has support at the top end of the previous narrow trading range between 5360 and 5410.

S&P CNX Nifty Index -  Daily Chart


Friday's trading has lead to the formation of shooting star doji candles in the daily charts of both the  indices, Nifty and Sensex. These candles indicate selling pressure at the highs, which may lead to reversals. However, the weekly charts of the indices still showed solid white candles for the past week.

The coming week will see some hike in interest rates  by the RBI, quarterly results of the Nifty heavy weights stocks and a derivative expiry which involves the highest amounts of open interest. The Put Call Ratio ( PCR ) seems to be hovering above the 1.50 mark indicating the presence 1.5 puts for every call.  A higher PCR seems to indicate limited downside to the market for the short term, at least in the Indian context.
Updated Momentum Signal Spreadsheet

The updated spreadsheet showing the Momentum Signal as on the close of  23rd July 2010, is given below.

The Momentum Signal has returned a +100 value as last Friday.

Projected Momentum Signal Close Values

The projected levels of closing values corresponding to the momentum shift / neutrality / continuation as on the close of trading on 26th July, 2010 are given in the table below. The table also include the projected closing values of BSE Sensex corresponding to the momentum shift / neutrality / continuation signals.
 
 Please click on the table to enlarge. For more info on the above table,  please click here.  

The trailing stop for all long positions may be set at 5360 which is 2.1 % away from the new high. Even though the market seems to have started the next leg of the rally, the closing values corresponding to sell signals have also increased. 

As the Momentum Signal is primarily a trend following system, it may indicate whipsaw signals in range bound markets. As such, all readers of this blog are requested to read the various pages describing the system and understand all the intricacies of trading the Momentum Signal and it's risk factors too. Please do write in your comments and suggestions.




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