Markt: zzz_spx.txt
erstellt am: Wed Jun 7 22:49:09 2017

TrendbestimmungMarktphaseTiming-Modelle
nrdatumsp500
close
17
Tage
43
Tage
120
Tage
neues
17
Tage
H/T
neues
43
Tage
H/T
neues
120
Tage
H/T
Markt
Phase
Dauer
Tage
vixtrin
NYSE
>2/3
trinq
NASDAQ
>2/3
updown
Vol-ratio
<0.6
AD
Summation
<-750
NewHighs
<-15
NewLows
>15
MagigTVolatilitaets
Modell
>1.4*gd100
Trend-
qualitaets
Modell
>80%
sp500>sma200
%ausverkauft
nyse/nasdaq
handeln
43552017-04-252388.61 1 1 1 1 bull, reif 290 10.76 0.9 0.74 1.00 560 7.53 1.03 2007 ok 0 23.91/25.11
43562017-04-262387.45 1 1 1 1 bull, reif 291 10.85 1.22 1.56 1.09 913 7.55 1.05 2006 ok 0 30.10/25.15
43572017-04-272388.77 1 1 1 1 bull, reif 292 10.36 1.6 0.62 1.06 664 9.94 1.19 2017 ok 0 47.29/49.21
43582017-04-282384.2 1 1 1 bull, reif 293 10.82 1.2 0.93 1.05 978 13.24 1.48 1993 ok 0 62.01/41.26
43592017-05-012388.33 1 1 1 bull, reif 294 10.11 1.31 0.79 1.04 842 15.91 1.60 1974 ok 0 65.82/61.86
43602017-05-022391.17 1 1 1 1 1 bull, reif 295 10.59 1.02 1.03 1.00 646 18.01 1.89 1964 ok 0 49.54/35.83
43612017-05-032388.13 1 1 1 bull, reif 296 10.68 0.95 0.85 1.03 774 17.37 1.74 1983 ok 0 50.29/56.16
43622017-05-042389.52 1 1 1 bull, reif 297 10.46 1.01 1.07 0.97 291 18.47 1.82 1963 ok 0 58.49/60.64
43632017-05-052399.29 1 1 1 1 1 1 bull, reif 298 10.57 0.67 0.63 0.91 134 20.06 1.93 1951 ok 0 64.39/55.78
43642017-05-082399.38 1 1 1 1 1 1 bull, reif 299 9.77 0.96 1.12 0.95 372 17.62 1.99 1974 ok 0 20.21/31.17
43652017-05-092396.92 1 1 1 1 1 1 bull, reif 300 9.96 0.95 0.74 0.97 255 14.15 2.81 1986 ok 0 54.44/57.89
43662017-05-102399.63 1 1 1 1 1 1 bull, reif 301 10.21 0.61 0.92 0.99 272 13.23 2.77 1936 ok 0 55.66/41.74
43672017-05-112394.44 1 1 1 bull, reif 302 10.60 1.16 0.78 1.03 184 12.04 2.71 1925 ok 0 24.82/42.18
43682017-05-122390.9 1 1 1 bull, reif 303 10.40 1.23 0.81 1.00 -102 13.14 2.60 1952 ok 0 65.44/57.40
43692017-05-152402.32 1 1 1 1 1 1 bull, reif 304 10.42 0.82 1.04 1.00 -12 14.27 2.38 1780 ok 0 61.84/52.89
43702017-05-162400.67 1 1 1 1 1 1 bull, reif 305 10.65 1.12 0.53 1.08 -195 13.93 2.77 1653 ok 0 21.20/33.63
43712017-05-172357.03 -1 1 1 -1 bull, reif 306 15.59 1.21 1.51 1.01 -274 14.18 2.84 1674 ok 0 58.25/34.77
43722017-05-182365.72 -1 1 1 -1 bull, reif 307 14.66 1.15 0.72 0.96 -574 15.45 3.27 1718 ok 0 82.65/89.58
43732017-05-192381.73 -1 1 1 bull, reif 308 12.04 0.53 0.68 0.96 -871 12.74 2.65 1769 ok 0 52.93/34.24
43742017-05-222394.02 -1 1 1 bull, reif 309 10.93 1.34 0.8 0.99 -710 10.75 2.62 1769 ok 0 14.69/27.63
43752017-05-232398.42 -1 1 1 bull, reif 310 10.72 1.01 1.18 1.04 -337 8.77 2.80 1783 ok 0 38.25/28.93
43762017-05-242404.39 1 1 1 1 1 1 bull, reif 311 10.02 1.24 0.81 1.07 -70 6.73 2.54 1793 ok 0 40.84/51.52
43772017-05-252415.07 1 1 1 1 1 1 bull, reif 312 9.99 1.41 0.62 1.02 19 6.24 2.17 1829 ok 0 47.87/43.05
43782017-05-262415.82 1 1 1 1 1 1 bull, reif 313 9.81 1.2 0.67 1.03 108 6.46 1.57 1828 ok 0 56.84/34.96
43792017-05-302412.91 1 1 1 bull, reif 314 10.38 1.1 0.62 1.09 367 5.11 1.21 1825 ok 0 51.93/42.88
43802017-05-312411.8 1 1 1 bull, reif 315 10.41 1.31 1.07 1.08 440 5.60 1.22 1849 ok 0 63.92/53.85
43812017-06-012430.06 1 1 1 1 1 1 bull, reif 316 9.89 1.09 0.94 0.98 467 6.19 1.45 1847 ok 0 56.93/52.85
43822017-06-022439.07 1 1 1 1 1 1 bull, reif 317 9.75 1.6 1.18 1.02 455 6.63 1.82 1848 ok 0 19.06/23.24
43832017-06-052436.1 1 1 1 bull, reif 318 10.07 0.83 0.6 1.00 361 6.76 2.36 1883 ok 0 53.92/36.46
43842017-06-062429.33 1 1 1 bull, reif 319 10.45 0.83 0.73 0.99 303 7.63 2.13 1915 ok 0 58.28/51.94
43852017-06-072433.14 1 1 1 bull, reif 320 10.39 1.08 0.7 1.00 -70 9.46 2.24 1835 ok 0 50.53/54.31


Marktrichtung:
Trendbestimmung: 17 Tage (gruen/rot), 43 Tage (hellblau/dunkelblau), Tage 120 (grau/schwarz)) Hoch/Tief
Marktphasenbestimmung:<=20: jung, >20:nachhaltig, >200:reif
Trendqualitaetsmodell:
80% der S&P500 Aktien muessen ueber sma200 liegen, aber hoechstens 65 Tage. Aktuell: 0 Datenquelle: stockcharts.com
$NYA200R und $SPXA200R
VIX-Strech Modell
Signal bei:
gd12(vix)>10%Strechband
neues 17 oder 43 Tage Tief
ausser gd100(vix)>40%Strechband
Datenquelle: stockcharts.com
$vix
TRIN NYSE
close: 2...3 und neues 17 Tage Tief
close > 3 und kurzfristiger Trend abwärts Datenquelle: stockcharts.com
$trin
TRIN NASDAQ:
close: 2...3 und neues 17 Tage Tief
close > 3 und kurzfristiger Trend abwärts Datenquelle: stockcharts.com
$trinq
UP/Down Volume Ratio:
= GD5 von (sumUp NYSE+sumUP NAS)/(sumDown NYSE+sumDown NAS)
Signal bei: < 0.6
stockcharts:
$NYUPV, $NYDNV, $NAUPV, $NADNV
AD Summation
Summe ueber Periode 5 (Adv Issues NYSE + Adv Issues NAS - Dec Issues Nyse - Dec Issues NAS)/(2*5)
Signal, wenn < -750 Datenquelle: stockcharts.com
$NYADV=NYSE - Issues Advancing, $NYDEC=NYSE - Issues Declining, $NYADU=NYSE - Issues Unchanged
$NAADV=Nasdaq - Issues Advancing, $NADEC=Nasdaq - Issues Declining, $NAADU=Nasdaq - Issues Unchanged
Net-New-Highs
100*GD5(52wH-52wL)/(AdvIssuesNYSE+DecIssuesNYSE+UNCHIssuesNYSE)
< 15 aber > als Vortag
langfristig abwaerts, am Vortag ein 43-Tage Tief
nachhaltig, aber oft zu spaet Datenquelle: stockcharts.com
$NYHGH=NYSE - New 52-Week Highs
Net-New-Lows
Datenquelle: stockcharts.com
$NYLOW=NYSE - New 52-Week Lows
Magic_T
ausverkauft 90 %
stockcharts:
$NYDNV = $NYUPV/($NYUPV+$NYDNV)