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Transparent Push To Record High

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3-28-2013 4-20-32 PM sp high

Jobless Claims rose sharply even after upward adjustments (357K vs 340K & prior 341K revised higher from 336K). The Chicago PMI fell sharply (52.4 vs 56.1 & prior 56.8), which should distress the economic growth meme.

GDP report shows the economy almost in a dead stall (0.4% vs 0.6% expected & prior estimate 0.1%) Consumer Metrics provided an in-depth report from which we cherry-picked a summary comment as follows: 

“As we have mentioned before, 4Q-2012 may be the quarter that in retrospect will be viewed as the last gasp of the 'Great Recovery' -- before there were significant economic headwinds created by reductions in consumer take-home pay, rising gas prices and accelerating contractions in global trade.” 

Lastly, the Fed launched a large POMO Thursday providing trading desks with plenty of liquidity to ramp equities.

The takeaway from these reports is the “bad-news-is-good” mantra remains fixed on QE, which bullishly steamrolls most other news and data.

Many people don’t understand or respect this market, and for good reason, since veterans have never seen these kinds of policies previously. Emails received from old hands particularly are angry with QE/ZIRP and the bullish result thinking the entire exercise leads to phony results. This also prompted PIMCO’s CEO, Mohamed El Erian, to state Thursday, “Markets are at artificial levels because of the Fed.” The tape doesn’t lie frankly, but in the end may merely seduce and deceive. We’re with PIMCO, but our job is to follow the trend so we’re long generally.

Meanwhile, overseas in the UK, the Bank of England eased bank balance sheet capitalization issues giving “da boyz” there a pass on issues other central banks wouldn’t. Funny how that works, eh? German Retail Sales(EWG) wasunexpectedly higher at 0.4% vs -0.4% consensus. In South Korea (EWY) the government is preparing a stimulus package which may include lower interest rates as economic growth is forecast to slip.  In China there is a shake-up occurring in a top economic planning agency which may lead to new pro-growth policies some believe.

As the holiday weekend starts and quarter ends, what better time is there to go out on a new S&P 500 Index high? The new high was in the cards.

One thing bulls should worry about is a report that pension plans may rebalance as much as $29-35 billion out of stocks to bonds and other assets with the quarter end. We’ll see how that works this coming week.

Thedollar (UUP) fell slightly as did gold (GLD). Commodities (DBC) were much weaker despite oil prices (USO) as grains (JJG) and base metals (DBB) took a beating. Stocks were higher across the board with high priced stocks in the DJIA(IBM, MCD, MMM, TRV, and UTX) leading the market higher. Underperforming sectors included banks (KBE), miners (XME) and gold stocks (GDX). With the stock rally bonds (TLT) sold off.

Volume on this pre-holiday ramp higher was quite light which made conditions easy for window dressing. Breadth per the WSJ was positive. 

3-28-2013 6-54-34 PM diary

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SPY 5 MINUTE

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The NYMO is a market breadth indicator that is based on the difference between the number of advancing and declining issues on the NYSE. When readings are +60/-60 markets are extended short-term.

The McClellan Summation Index is a long-term version of the McClellan Oscillator. It is a market breadth indicator, and interpretation is similar to that of the McClellan Oscillator, except that it is more suited to major trends. I believe readings of +1000/-1000 reveal markets as much extended.

 

The VIX is a widely used measure of market risk and is often referred to as the "investor fear gauge". Our own interpretation is highlighted in the chart above. The VIX measures the level of put option activity over a 30-day period. Greater buying of put options (protection) causes the index to rise.

Okay, so the S&P 500 Index set a historical record high. This seemed like a done deal when markets rallied on dreadful data early in the week.
 
So we’re long, but not liking it much since we know what the deal is as do most. But if you’re paid to make people money, that’s what you have to do even with one eye on the exit.
 
The government is releasing Consumer Sentiment and Personal Income and Spending data on Friday with equity markets closed. This doesn’t seem right but must be some PC thing.
 
Now I hope everyone likes the many charts (LOL!). I loved the comment, “Even Magellan didn’t have this many charts!” That made my day.
 
Let’s see what happens.

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