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opportunities that they represent, it’s time to move on to market internals. Let’s jump in and review what I start looking at with the opening bell of the regular stock market session. For more information on options, we have set up a website called www.Simpler Options.com . Here we initiate trades every day, explain ...
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discuss what’s going on in the market. Updates to this chapter can be found at www.simpleroptions.com/updates where we have posted free videos discussing the latest option strategies we are using in our trading. You can also download a free report at www.simpleroptions.com/report that digs deeper into options trading a...
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can be used to trade them for a living.
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6 The Stock Market Is Now Open— What Is the Best Way to Predict Market Direction Throughout the Trading Day?
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Unless you enter the tiger’s den, you cannot take the cubs. J APANESE P ROVERB Musicians Know How to Read Music; Can Traders Learn How to Read the Markets? For anyone who day-trades the E-mini S&P 500 futures (or any of the stock index futures), or anything having
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to do with stocks such as SPY (Standard & Poor’s Depositary Receipts for the S&P 500), options on SPY, or even individual stocks, this is the most important chapter in the book. Not understanding the material in this chapter and then going on to trade these instruments intraday is like not knowing how to swim and then ...
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swing-trade almost anything, a large percentage of my intraday trading is confined to instruments that reflect the movement of the stock indexes. There is a good reason for this—there is a ton of data available during the trading day that will show a trader what is happening behind the scenes in the stock markets. By u...
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trader will have a better feel of whether the predominant pressure in the markets is on the buy side or the sell side and can make trading decisions accordingly. There are plenty of traders out there who have only the vaguest idea of how to interpret these tools, and an even larger group of newbies that has no clue th...
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plucking, and knowledge of this information gets traders closer to the front of the handout line. There is another critical reason for thoroughly understanding this material. Every single trading day is going to present both setups on the long side and setups on the short side. By understanding how to interpret these i...
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accurately, a trader will know the following: • Which days to ignore all short setups • Which days to ignore all long setups • Which days to focus on setups that do best in choppy markets • Which days to focus on setups that do best in trending markets
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This knowledge is critical and has a big impact on whether a trader is going to have a winning day or a losing day, and, as the weeks and months progress, an upward-trending equity curve or something that’s, well, less amusing to your spouse. Let’s get started. How Do You Track Institutional Trading?
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The NYSE (New York Stock Exchange) ticks (TradeStation symbol $TICK) summarize the number of stocks on the NYSE that are increasing in price versus the number that are decreasing in price from the previous price quote. Many times this is not purely buying and selling, as an uptick may indicate only that the ask was hit...
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that a bid was hit. This type of information is like learning that James LeBron is holding another press conference. In other words— who cares? Yet I’ve watched traders stare at the ticks, mesmerized by a move from –300 ticks to +200 ticks, and think this was a positive thing for the markets. In reality, this type of m...
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useless. This brings us to the first rule I follow when watching the ticks: Any tick reading that is below +400 or above –400 is noise and should be ignored. I start paying attention to the ticks whenever readings are over +600 or under –600.
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These types of moves tell me that there is sustained buying or selling pressure hitting the markets. This doesn’t signal any actions on my part, but it does give me a heads-up. If the ticks continue to move and hit +800 or –800, this does trigger specific action on my part, because only a sustained buying or selling pr...
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ticks for day trading: If I’m long intraday and my stop hasn’t been hit and the markets generate a – 800 tick reading, I will close out my position at the market. Similarly, if I’m short and the markets generate a tick reading of +800
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and my stop hasn’t been hit, I will close out my position at the market. Readings this high are telling the traders loud and clear that, on an intraday basis, they are either right or wrong, depending on their position. If I’m short, and the market is telling me that I’m wrong through a +800 tick reading, I take the hi...
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close out my trade. This also has the nice benefit of increasing a trader’s risk/reward ratio, as it is possible in many instances to get out of trades early that would otherwise have been stopped out for the maximum loss. This technique applies to shorter-term trading on 5- minute charts or less. I want to make one th...
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on: I never exit a trade early just because “I think I’m wrong.” I have learned the hard way over many years of trading to stick to my original parameters—unless I have designated a specific, measurable event that alerts me to get out of the trade early. A reading of +800 or – 800 ticks is one of these specific event...
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interpretation—I’ve already discussed in Chapter 2 how woefully inadequate human beings are at making objective decisions while they’re in a trade. Luckily, there is no way around a tick reading of +800 or –800. Either the markets hit that level or they don’t. There is no emotion involved. I’m emphasizing this point ...
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opportunity to sit next to many traders who come to visit me at my trading office. We trade next to each other, side by side, for one week. For the first two days, it’s straightforward and low key. I do my trades; they do their trades. It may seem relaxed and laid back, but there is a very specific reason I do this —I ...
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with their own money, than I can learn about them through normal conversations over the course of five years. In mere talking, people put their best face forward—the image that they think they are or should be. However, when their money is on the line, this façade lasts about 12 minutes, and then the underlying, domina...
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In working with this many other traders, I’ve seen firsthand the reason that most people never make it in this business. In the final analysis, most traders are atrocious at managing their exits. This is indisputably the one thing that prevents most people from making a living as a trader. To put it simply, many trader...
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they are down on the day, they will manage trades differently from the way they do when they are up on the day (because, of course, they want to be “right” and make money on the day), and they don’t even realize this. To illustrate this point, there are many times when I will take a trade, and they will take it with me...
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later, I will see them selling out half their position. Of course, I’m perplexed by this because they said, “JC, I’m going with you on this next trade.” The ensuing conversation goes something like this. Me: Steve, I thought you said you were going to follow me on this one. Did you just sell some of
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your position? Steve: Uh, well, no, I … Me: I heard the software execution platform say “sell.” Steve: Oh, that, yeah, well, I’m selling some here to book gains. Me: Why? Steve: Didn’t you say it was a good idea to scale
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out of your position as it goes your way? Me: Yes, but I said only if you had a specific exit strategy. You can’t exit a trade based on your gut feelings. So why did you sell? Steve: Uh, the ticks were going higher, and I wanted to sell into strength.
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Me: The ticks are only at +200. Steve: But they were at +284. This goes on for some time. As a matter of faith, I let these traders try to convince me that they are justified in their actions, but my eventual goal is to get them to admit to what they are doing—selling because
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they are nervous or scared or excited or whatever, and that surge of emotion is what made them push the button. In other words, there was absolutely no rational reason for them to take the action that they did. Trading is an extremely private world for most people, with friends and spouses kept totally in the dark abou...
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and downs that traders feel and experience each and every trading day. Getting a trader to admit to what’s really going on internally is like trying to pry open a walnut with your fingers. It’s challenging because most traders are masters at masking what they are really feeling. Whether a trader is up $25,000 or down $...
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there, and I know the feeling. Armed with this knowledge, I go on the “friendly attack” and eventually get most of them to fess up. I don’t pull any punches. I tell them that no one is ever going to understand their trading journey like another trader. Speak now or be stuck in your rut forever. Usually this works, and ...
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therapy 101. Let’s look at the rest of the tick reading rules that I follow. The next thing I’m looking for in the ticks is if they hit +1,000 or –1,000. This is the most important reading of the day for two reasons. First, it usually represents the maximum amount of sustained buying or selling pressure that the market...
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sprinter getting to the end of a 100-yard dash and having to stop and gasp for breath. Second, it represents a specific new trading opportunity. These extreme readings set up a “fade” play that I follow. If we get a reading of +1,000 ticks, I will set up a short. If we get a reading of –1,000 ticks, I will set up a lon...
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This brings me to the next rule I use with the ticks: If I am long and the markets hit +1,000 ticks, I will use that as a signal to exit the remainder of my position. If I am short and the markets hit –1,000 ticks, I will use that as a signal to exit the
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remainder of my position. Figure 6.1 is a snapshot of the ticks from March 29, 2005. This is how I have them set up on my TradeStation charts. I use a five-minute chart, but the interval is not important—the key for me is that I want to be able to see a full trading day’s worth of data. (Side note—all the charts you s...
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in this book have a white background. This is for printing purposes. When I’m watching these on the screen, I set the background to black, and the chart colors are usually blue or green for up moves and red for down moves.)
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Figure 6.1 In this chart, we can see at points 1 and 2 that there are horizontal lines placed at +1,200, +1,000, +800, and +600 ticks, and also at – 1,200, –1,000, –800, and – 600 ticks. These horizontal lines serve a very specific purpose, which brings me to my fourth rule in using ticks:
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I set up audio alerts at all the key tick levels. This way I don’t have to stare at the chart, and I never miss a move. These audio alerts are a key part of my trading plan. I can be on the phone, down the hall, or in the bathroom, and I will hear if the ticks make a move. Remember that at the 800 and 1,000
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levels, I take action, so I don’t want to miss them, no matter what I’m doing. Yes, there have been times when I’ve had to initiate a new trade with my pants around my ankles, as I’m stumbling out of the bathroom. I spend a lot of time staring at computers, so I like to make these alerts halfway entertaining. When the ...
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I’m rich!” and when the ticks hit –1,000, I hear the Wicked Witch from the Wizard of Oz crying, “I’m melting! I’m melting!” Visiting traders raise their eyebrows when these alerts first start to hit, but they get their attention— which is the whole idea. I want to point out that I specifically use a bar chart or a can...
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audio alerts. Another popular chart, the “line on close,” is also good when watching the ticks, because it helps to show a trader when they are rolling over or “hooking.” However, these types of charts can, and do, miss many audio alerts because the line is literally created on the close of the bar and misses the high ...
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Figure 6.2 In this chart, we can see that at point 3, the ticks hit +800. On this day, I had a short in the mini-sized Dow with a 20-point stop. When the ticks hit +800, I covered my short for a 9-point loss. When the ticks hit +1,000 ticks 25 minutes later, I heard the audio alert for this level, and I set up a new sh...
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setup that is covered in Chapter 9 .) Between about 10:30 a.m. EST and 12:30 p.m. EST, nothing happened. The ticks were twitching back and forth like a freshly caught tuna on a boat deck. At around 1:30 p.m., the action picked up enough to the point where the ticks registered a reading of –800, and they even hit –1,000...
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in the day. Let’s take a look at this same chart with the actual market action overlaid on top of it (see Figure 6.2 ). 1. The ticks are usually quiet at the open, and at point 1 we can see that the ticks just flopped back and forth for the better part of an hour. The markets did a whole lot of
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nothing during this time. 2. By 10:25 a.m., we get the first notable tick reading at +600, and this drives the markets higher, with the ticks eventually hitting +1,000. (Remember, this is a shorting opportunity that is discussed later in the book.)
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3. The mini-sized Dow futures hit 10,542 when the ticks move over +1,000, and this ends up being their dead highs of the day. 4. I like to watch how the markets react when the ticks start stair-stepping and making higher highs or higher lows. The
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ticks shot up to +600 at around 12:00 noon EST, but the markets did not move higher. Yet when the ticks started making lower lows, so did the market. This is key information. If high ticks of over +600 can’t move the markets higher, then that is a tip-off that
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the selling pressure is predominant. 5. This series of lower lows in the ticks leads to an eventual steep sell-off. The market generally works up to “abrupt” rallies or sell-offs—the ticks can clue a trader as to which way the “out of the blue”
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move is likely to be. 6. Here we see the ticks make higher highs, forming an uptrend. 7. Yet when the ticks made higher highs, the YM made lower highs. This is a bearish divergence and a signal that the rally can be sold because there isn’t
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enough “juice” to get things rolling. There are rare days when the markets rocket higher and keep on going, or gap down and keep on selling. On these days, consistent extreme tick readings are generated, usually in the neighborhood of 1,200 to 1,400. These consistent high readings are rare, but when they happen, I don’...
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me to my last rule regarding the ticks—this is something that I take into account after 10:30 a.m. EST and watch throughout the day: When the ticks spend 90 percent of their time above zero with repeated extreme high tick readings, I ignore trading short setups
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all day and focus on longs. When the ticks spend 90 percent of their time below zero with repeated extreme low tick readings, I ignore trading long setups all day and focus on shorts. The ticks are a great way to see what is going on “underneath” the price
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action. The charts can tell you if prices are going higher or lower, but they can’t tell you if the buying or selling pressure is merely fleeting or unrelenting. Leave that job to the ticks. As an update to this chapter, I’ve found that I’ve increasingly been using this indicator in more and more of my day trading. On ...
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buy entry opportunities. The opposite is also true. On any days when the selling is brisk and we are getting repeated – 1,000 tick readings, I will use any rallies in the ticks back to the 0.00 line as shorting opportunities. Even better, these tick readings help a trader to stay in a trend. For example, if I’m short, ...
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we get a +600 reading. The opposite, of course, is also true. This is imperative on those occasional runaway days where the S&Ps are up or down 30 or more points, as has been the case for much of August and September 2011. What Is the Fastest Heads- Up That Stocks Are About to Make a Move?
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The tiki (TradeStation symbol $TIKI) is similar to the ticks, but it measures the net upticks versus downticks on the 30 Dow stocks instead of the entire NYSE. Because this reading follows only 30 stocks, it is the first thing that fires off when a buy or sell program hits the markets. (See Figure 6.3 .)
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Figure 6.3 Tiki charts are filled with noise, and at first glance they look useless to watch. The key with them, however, is to set up alerts in the same fashion as for the ticks. On the tiki, I set up alerts to fire off at +26, +28, and +30 on the upside, and –26, –28, and –30 on the downside. When buy or sell program...
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markets, these alerts fire off instantly. In general, small programs generate the 26 level, medium programs hit the 28 level, and massive programs hit the 30 level— meaning that all 30 Dow stocks are moving in the same direction. These readings are rare and highlight significant and sustained periods of buying or selli...
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Surprisingly, I don’t use these signals for any actionable exit strategies. If I’m short, and a +28 tiki level is generated, I’m probably wrong on the move, but I will wait until the ticks get to +800 before I exit. This is because a buy or sell program can be swift and over in a blink, causing the tiki movement to be ...
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For exits, tiki readings are only the heads-up; ticks are the confirmation. Figure 6.4 shows the tikis on March 29, 2005. When comparing this to the ticks, the first thing that is evident is that the tiki looks like it’s all over the place and hard to read. However, upon closer
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inspection, immense value can be found. 1. I always like to see what type of program hits the market first—a buy or a sell program. This represents the first real “try” of the day, and I want to see how it pans out. In this chart, the first program of the
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day is a buy program that hits at 10:25 a.m. EST. 2. This sends the Dow to new highs. 3. The next program is also a buy, and it hits at 11:30 a.m.
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Figure 6.4 4. However, this time the Dow does not make new highs, but in fact continues to drift lower. This is a heads-up that “even a buy program” is not able to move the market higher. 5. There is another buy program at 12:45
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p.m., and this one is after the first sell program hit the markets. 6. This buy program causes a small pop in the markets, but this buying dries up quickly. 7. At points 7, 8, 9, and 10, a series of sell programs hits the
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market, and each time a sell program hits, the markets make new lows. When this happens, the next opposing signal is a fading opportunity. 8. At point 11 there is an opposing signal with a buy program —an opportunity to go short.
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This brings me to the next and last rule I use in following the tiki: If buy programs are driving the markets to new highs, then the occasional sell program is a buying opportunity. If sell programs are driving the markets to new lows, then the
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occasional buy program is a shorting opportunity. I like to see where most of the programs are hitting. Are they mostly buy or mostly sell programs? This is important, because most of the time markets are doing nothing. They are chopping back and forth. If most of the programs on the day are buy programs and these prog...
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are pushing the markets up to new highs, then I want to use the quiet selling opportunities to get long. This way I’m getting into the market when it’s quiet, before the next move higher , instead of chasing it higher. A good example of a setup that works well in this situation is the pivot plays that I discuss in Cha...
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Reading Buying Versus Selling Pressure? The trin (TradeStation symbol $TRIN), also known as the Arms Index after its creator, Richard W. Arms, measures the relative rate at which volume is flowing into advancing or declining stocks on the New York Stock Exchange. To calculate the trin, the following formula is utilized...
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(advancing issues/declining issues)/(advancing volume/declining volume). If more volume goes into advancing issues than into declining issues, the Arms Index falls below 1.0. If more volume goes into declining stocks than into advancing stocks, the Arms Index rises above 1.0. Most educational material on “how to use th...
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consider shorting, and under 1.0 is bullish, so consider buying.” That statement is annoying and misleading, and it brings me to my first rule when using the trin: I don’t care what the current reading is. I care about the current reading only in relation to where it has been.
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In other words, what I care about is not the trin reading itself, but the trend of the trin. A reading of 1.50 might seem bearish, but if the reading started the day at 2.00 and we are now an hour into the trading day and 1.50 is the low, this is bullish. This means that volume is flowing into advancing issues and that...
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reading of 0.85 might seem bullish, but if the reading started the day at 0.45 and we are now two hours into the trading day and 0.85 is the high, this is bearish. This means that volume is flowing into declining issues and that there is sustained selling pressure in the markets. Let’s take a look at Figure 6.5 . 1. ...
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Dow on March 29, 2005, the same day we used for the tick and the tiki. At point 1, we can see that the trin started the day near 1.40. The first 15 to 20 minutes are volatile, as listed issues open on a delayed basis on the NYSE. Because of this, I dismiss the first
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five-minute bar, but I like to note the opening levels based on the start of the second five- minute bar. 2. The trin settles in, and by 10:40 a.m. it is trading near its lows of the day at 0.81. 3. The YM hits its
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highs of the day in correlation with the low trin reading. 4. By 12:00 noon, the trin has been in a steady uptrend, making new highs on the day (after discounting the first five-minute bar). 5. The YM is quiet and choppy, and it is
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trading in the middle of the day’s range. However, even though the markets are quiet, the trin continues to rally. This is the key action I’m looking for—which way is the trin trending? A trend higher indicates that volume is flowing into declining
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issues, and this means that when the market actually does break, the odds are strong that it will be to the downside. As we can see on the chart, a little later in the day, the market breaks down.
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Figure 6.5 6. The YM tries to rally here, but it is in vain, as the trin is staying in a nice uptrend. The YM soon rolls over and drifts down into the close. This brings me to my next rule for the trin:
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If the trin is trending higher and making higher highs on the day, I will ignore all long setups. If the trin is trending lower and making lower lows on the day, I will ignore all short setups.
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Let’s take a look at another multiday chart and the trin action (see Figure 6.6 ). Figure 6.6 shows a good overall representation of what various trin patterns mean. On the first day, February 22, 2005, the trin started off low. Some would call this bullish. Yet the trin then proceeded to rally all day long, and the ...
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more than 120 points. The rule of “no longs on this type of day” serves a trader well. Conversely, if I am in a short and the trin is making new highs, I realize that there is no reason to cover, as the eventual market break has a high probability of being in my favor.
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Figure 6.6 On February 23, 2005, the trin started off high, but then proceeded to trend lower all day long. Although many traders will get caught up in the previous day’s selling and use this initial strength as a shorting opportunity, they would realize the folly of this idea if they knew that they should follow the t...
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trin. With the trin heading lower, the markets stabilized early in the session, and a modest rally ensued. Because the trin continued to make lower lows on the day, I just focused on long setups. On February 24, 2005, the trin started off high once again, then proceeded to spend the rest of the day grinding lower. Base...
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higher later in the day. On February 25, 2005, the trin once again started off high and spent the day working lower. Finally, on February 28, 2005, the trin started off high—but moved higher. While it was making new highs on the day, I ignored long setups and focused only on short setups. During the last two hours of t...
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The most bullish days are gap ups where the trin starts off low, say around 0.50, and stays at that level all day long. On such a day, it doesn’t trend lower because it can go only so low—it won’t make it to a zero reading. The sustained lower reading looks like a consolidation pattern on a chart, and it is extremely b...
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setups, and a breakout to new highs is a buying opportunity. The key with the trin is to watch to see if it is making new highs on the day or new lows on the day. Whenever this is happening, I just ignore the opposing setups. I’ve read that some people recommend using levels such as 1.50 as “oversold” and start looking...
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0.50 as “overbought” and start looking for a sell-off. I am not a fan of oversold or overbought, and I generally ignore this with most indicators, and the trin intraday is no exception. The biggest rallies take place when the trin hovers under 0.50 all day long. Just because something is overbought doesn’t mean that it...
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price action, and I discuss these types of setups in later chapters. Although I’m not a big fan of overbought and oversold in general and I don’t worry about overbought or oversold readings intraday on the trin, I will pay attention to where it closes on the day. This closing number actually is valuable when it comes t...
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gauging an extreme overbought or oversold reading. These readings are rare and happen about a dozen times a year, and this brings me to my next rule when using the trin: If the trin closes above 2.0, the market has an 80 percent chance of rallying the next day.
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If the trin closes below 0.60, the market has an 80 percent chance of selling off the next day. The moves the next day won’t necessarily be big moves, but they will generally be opposing moves. I will keep this in
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mind as I’m viewing my setups the next trading day. If the previous day’s close was over 2.0, then the next day I’m going to focus more on long setups and ignore short setups. Here’s where it gets interesting—if after a 2.0 reading, the markets can’t rally on the next trading day, then the markets are in deep trouble a...
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2004 (see Figure 6.7 ). On this daily chart of the trin and the mini-sized Dow, the trin closed on July 1, 2004, with a reading of 2.80 (point 1). The next day, the markets tried to rally early in the session, but ultimately collapsed and ended lower on the day. This is always an ominous sign, and the Dow went on to l...
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August 6, 2004. On July 6, 2004, the trin closed at 2.12 (point 3) and the Dow managed to rally the next day (point 4), but the bulls’ moment of glory was short- lived. This same scenario unfolded during the second trading day of 2005, January 4, when the trin closed at 2.53. The next day, the markets couldn’t rally, a...
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month. Is There a Similar Tool Just for Nasdaq Stocks? The trinq (TradeStation symbol $TRINQ) is just like the trin, except that it’s for the Nasdaq. The same rules apply here—all I’m interested in is the trend of the trinq. Figure 6.8 is the same chart we were looking at on
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March 29, 2005, but I’ve added the trinq and the Nasdaq. With the trinq going higher, the Nasdaq is going lower. In general, I place more weight on the trin, but I like to see what is happening in the Nasdaq as well. There are times when the trinq will be the leading mover, making new highs or new lows before the trin....
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more attention to the trin. The strongest moves in the market occur when both the trin and the trinq are moving more or less in alignment.
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Figure 6.7
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Figure 6.8 Put/Call Ratio—Is This the Key to the Kingdom? As a trader, what would you give to be able to know what the rest of the market participants are doing at any given time? If a broker told me that he could provide me with that information each and every day, I’d be so appreciative that I might
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even let him charge me $25 a round turn for an E-mini futures contract. While a secret report is not going to magically appear in your in- box, the put/call ratio (TradeStation symbol $PCVA and referred to during the rest of this section as PC) is as close to actually having this information as a trader is going to get...
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