Monday, December 15, 2014

A Christmas story

Despite the pop up of the 2-year Treasury to a new recent high yield of 0.64%, then back down, I decided to add the TIP ETF (Treasury Inflation fund), which is actually at its recent lows of 112 -110 being the low in 2013 after the December 2012 multiyear high of 123. No Inflation worries now, although Deflation can be even scarier!.  Other notable Indicators were the Gold Commercial shorters rising up again, and Money Market additions went to recent highs - $25B. The  VIX jumped to 21 last week and the CBOE put to call ratio also jumped up to 72 - Bullish FOR the markets.

Here are the numbers:

Date> 12/12/2014 12/5/2014
Indices: DJIA  17280 17958
  NAZ  4653 4780
SPX  2002 2075
WklyVolume (Bshs). naz/ny…. 9.4/4.3 8.9/4.0
Specul.Ratio hi=bullish 2.19 2.23
Sentiment: put/call-CBOE  72 61
VIX>50-alltmlow=8.8 21.1 11.8
Advance/Dec-NYSE.. 653/2614 1478/1786
Weekly Net: -1961 -308
     Cumulative: 162255 164216
Weekly  NYSE hi/low… 387/522 455/326
New Hi's/Low's Nasdaq h/l 286/373 286/302
McClellan  Oscillator -63 -7
McClellanSum .+750/-1000 365 563
Newsletter Inv.Intel -Bull:tues 51.5 53.4
Surveys Bear:-5yrs 14.8 13.9
AAII  -Bull :wed. 45 42.7
Bear  22.3 25.9
COT:SPX w/w large/small (net)k 5k/16k 8k/13k
COT:gold  comm.hedg long-short.000 (117k) -89
CEOinsider selling 32:1 41:1
off.&bd b/s.vs. 10% holder b/s 165:25 165:45
3-box rev Bullish%-  72 76
US equity -ICI Fund Flows WeekDelay (3B)
MMF flows Change in $B 18.5B 25.6B
MargDebt- top (300M) monthly 
ETF:mthlyEqty/ Int'l/Bond-$B
2-yr Tsy Yield: Inflation 0.54% 0.64%
TIP (ETF) Inflation 112 112

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