google.com, pub-7808368332557457, DIRECT, f08c47fec0942fa0 The Ultimate Momentum Signal: Update on The Ultimate Momentum Signal - 22nd Oct. 2010

Friday, October 22, 2010

Update on The Ultimate Momentum Signal - 22nd Oct. 2010

     The Test of the 6083 Resistance Succeeds  !!!

Due to the constraint of time, this post will be a short one. Please bear with me.

  • As expected the Nifty futures tried to test the resistance at 6083.
  • It has succeeded to break the resistance at 6083.
  • The resistance at 6083 may act as a support for now.
  • The next resistance remains at 6175.
  • If this is taken out, we may see the test of  resistance at 6230 to 6250 levels.
  • There are still chances for the formation of a lower low.
  • The wide range for Friday could be anywhere between 6083 to 6230.
Nifty Futures - Daily Chart




 All Time Highs

  
Many readers who might not have access to the historical charts might be interested in knowing the all time highs of the Indian stock market indices. The above table shows the all time highs of Nifty futures (then current month ), S&P Nifty and BSE Sensex and the dates on which the highs were recorded. The all time intraday high of Nifty future is 6336 and that of the Nifty index is 6357. The highest closing prices of futures and the index were at 6288 and 6289 respectively.
Nifty Fundas

Together with the strong rally and non stop gains in the broader markets seen till recently, the trailing valuations levels of the Nifty index have again started hover above the 25 mark. The 25 PE mark  can almost  be termed as the starting point of the bubble territory.
The above table shows the latest data related  to Nifty trailing valuation, sourced from the NSE, India website.  The historical  trailing price earning ( PE Ratio ), price to book value ( PB Ratio ) and dividend yield ( DY Ratio ) of the Nifty Index  were at 25.18, 3.84 and 1.03 as on 21st October 2010. Readers may please note that the periods in which the Nifty index traded above a historical PE Ratio of 25 were limited to just  two occasions in the years 2000 and 2007-08. And both such periods coincided with the highs just before the burst of the then bull markets. ( More information and analysis on Nifty historical valuation is available from the "Nifty Fundas" page of this blog ).

This information is being provided for the benefit of long term investors only. For traders, they can enjoy the rally till it lasts. It may be noted that markets can remain overvalued and overbought for significant periods  which can be much beyond our expectations. 
Updated Momentum Signal Spreadsheet

The updated spreadsheet showing the Momentum Signal as at the close of the trading on  21st October, 2010 is given below :
 
In spite of the rally the Momentum Signal has indicated a -80 value.
Projected Momentum Signal Close Values


The projected levels Momentum Signal values applicable to various ranges of closing values of the current month Nifty Futures, Nifty Index and the BSE Sensex,  as at the close of next trading day, ie. as on  22nd October, 2010, are given in the following table.

  Please click on the table to enlarge. For more info on the above table,  please click here.

All readers are requested to read the Risk Factors, Risk Analysis, Position Limits and FAQs pages of this blog to have a reasonable understanding of the system. Please do post your suggestions and comments on how this blog can be made more useful.
 
Cheers and Prosperous Investing and Trading !!!

To access and/or download  the free online Position Limit Calculator click here.

To checkout the five year history of The Momentum Signal Spreadsheet click here
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Disclaimer: No research, information or content contained herein or in the accompanied spreadsheet shall be construed as advice and is offered for information and educational purposes only. We shall not be responsible and disclaim any liability for any loss, liability, damage (whether direct or consequential) or expense of any nature whatsoever which may be suffered by the user or any third party as a result of or which may be attributable, directly or indirectly, to the use of or reliance on any information or service provided. All files/information is provided 'as is' with no warranty or guarantee as to its reliability or accuracy.

1 comment:

Nifty direct said...

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