NEW & DEPROVED SENTIMENT TABLE:

Still working on the matrix transfer, but the data is updated. 
One of my DITM blog readers kindly shared a DITM-style website, for those interested:
tknight@fullyinformed.com
Additionally, the Gabelli ETF - GDV- also does a nice job, with a 3+% mgmt fee. I also listed 2 trades I did today, ex-dividend tomorrow.
Sentiment Indicators pretty much backed off, despite the ugly Thanksgiving week; except for the reliable McClellan Oscillator at negatve 98 - a huge BUY signal that proved true today. Although the Inv.Intell. numbers seem stale (from the week before), the AAII inverted, with more Bears again; and the Insider Selling dropped precipitously last week.

MktSentiment	Last Week	Prev. Week	5 Yr HI	5 Yr LOW
DJIA:	11231	11796	14093	6626
Nasdaq:	2441	2572	2861	1114
S&P 500:	1158	1215	1561	683
CBOE Eq. put/call:	69	80	96-10/08	46-1/03
VIX:	34.47	32.0	90	8.8
McClellan Osc:	(98)	(40)	108	(123)
McClellan Sum:	296	650	1568	(1514)
Newsletter Surveys
InvestorsIntel.Bull:	47.4	47.4	63	22.21
InvestorsIntel.Bear:	32.6	32.6?	54.4	16
AAII Bull:	32.7	41.9	n/a	n/a
AAII Bear:	38.3	31.00	n/a	n/a
US Equity-1 week lag	n/a	(.1B)
Money Market Flows	1B	6.4B
Baltic Dry Index:	1854	1846	11700	663
Bullish %:	50	65	89	2
Insider Corporate Sellers:	7:1	30:1	235:1	2.4:1

With record numbers of dollars coming out of Money Market Funds, mostly into the crowded trade of short term bonds, anyone who has a minimal knowledge of covered call options and/or an interest in hedging stock market exposure might want to check out: brentleonard.com for an alternative strategy that is low-risk as well as highly rewarding. For those of you wanting more details and actual trading results, a new book is available for $14.95 at Amazon.com: Zero (IN)Tolerance

Subscribe in a reader

NEW & DEPROVED SENTIMENT TABLE:

INTRADE WE TRUST:

The great Irish betting website -Intrade.com has the odds of the Stupercommittee doing its job at 8% today.
As you can see below, Google's googling of my Indicator matrix has created some problems, resulting in my printing the Excel sheet itself, with a couple more stats.

MktSentiment	Last Week	Prev. Week	5 Yr HI	5 Yr LOW
DJIA:	11796	12153	14093	6626
Nasdaq:	2572	2678	2861	1114
S&P 500:	1215	1263	1561	683
CBOE Eq. put/call:	80	73	96-10/08	46-1/03
VIX:	32.0	30.0	90	8.8
McClellan Osc:	(40)	38	108	(123)
McClellan Sum:	650	747	1568	(1514)
Newsletter Surveys
InvestorsIntel.Bull:	47.4	44.2	63	22.21
InvestorsIntel.Bear:	32.6	34.7	54.4	16
AAII Bull:	41.9	44.7	n/a	n/a
AAII Bear:	31.0	24.6	n/a	n/a
US Equity-1 week lag	n/a	(3.7B)
Money Market Flows	6.4B	16B
Baltic Dry Index:	1840	1817	11700	663
Bullish %:	65	72	89	2
Insider Corporate Sellers:	30:1	34:1	235:1	2.4:1

With record numbers of dollars coming out of Money Market Funds, mostly into the crowded trade of short term bonds, anyone who has a minimal knowledge of covered call options and/or an interest in hedging stock market exposure might want to check out: brentleonard.com for an alternative strategy that is low-risk as well as highly rewarding. For those of you wanting more details and actual trading results, a new book is available for $14.95 at Amazon.com: Zero (IN)Tolerance

Subscribe in a reader

INTRADE WE TRUST:

NOW WE'RE GETTING NOWHERE:

The closing price of the S&P 500 on Dec.31 of 2010 was 1,257 - as of this morning, the SPX is again: 1,257, despite a volatile year. Something like 88 trading days have seen triple-digit swings YTD. Dividends anyone?
The last time the AAII Bull/Bear ratio was spread this wide (the Bears 20 points below the Bulls) was July 15 week. A week later the DJIA dropped 2,000 points. Two other favorite indicators of mine - the McClellan Oscillator and CBOE Equity put/call ratio - are also getting toppy; as is the Bullish %.
Tom McClellan has kindly offered to share with us (in the upcoming TSAA Review)  the correlation he showed on Bloomberg last week of the Euro$ Commitment of Traders vs. the SPX - offset 1 full year. His prediction is a bar bell UP for the first and last part of 2012 and sideways during the summer months.
Here  are the Sentiment numbers:

Date>			10/28/2011	11/4/2011	11/11/2011	7Yr.HI	LOW
Indices:	DJIA		12234	11983	12153	14093	6626
	NAZ		2737	2686	2678	2861	1114
	SPX		1285	1253	1263	1561	683
NASD/NYSE	WklyVolume (Bshs)		5.5/10.4	5.3/10.0	4.4/9.2
nasd/nyse	Specul.Ratio hi=bullish		1.89	1.89	2.09	2.3	1.59
Sentiment:	put/call-CBOE		59	76	73	104.11/08	42
Barron's	VIX>50-alltmlow=8.8		24.5	30.1	30	90	8.8
	Advance/Dec-NYSE		2679/492	1023/2119	1558/1592
	Weekly Net:		2187	-1096	-34
	Cumulative:		125585	124489	124455	127929	71464
Weekly	NYSE hi/low		229/38	113/57	154/73	950	18
New Hi's/Low's	Nasdaq h/l		153/98	87/139	89/159
McClellan	Oscillator		77	22	38	108-1/09	-100 -10/08
McClellan Sum	.+750/-1000		546	653	747	1568-6/03	-1514
Newsletter	Inv.Intel -Bull:tues		40	43.2	44.2	62.9-12/04	22.2-10/08
Surveys	Bear:-5yrs		37.9	36.8	34.7	54.4-10/08	15.6
	AAII  -Bull :wed.		43	40.2	44.7	(12/10)63.3
	Bear		25	29.6	24.6	70.3(3/09)	16.4
COT:Change w/w	large/small (net)k		12/(10)	3/15.	n/aHoliday
CEOinsider	selling		29:1	35:1	34:1	235:1	.2.1
BalticDryIndex	GlobalEcon		2153	1817	1840	11700	663
3-box rev	Bullish%-		77	74	72	88	2

With record numbers of dollars coming out of Money Market Funds, mostly into the crowded trade of short term bonds, anyone who has a minimal knowledge of covered call options and/or an interest in hedging stock market exposure might want to check out: brentleonard.com for an alternative strategy that is low-risk as well as highly rewarding. For those of you wanting more details and actual trading results, a new book is available for $14.95 at Amazon.com: Zero (IN)Tolerance

Subscribe in a reader

NOW WE'RE GETTING NOWHERE:

HALLOWE'EN "FREQ" SHOW:

High Frequency Traders (HFTs) have caused the highest correlation among stocks and sectors in decades, negating much of both Fundamental and Technical Analysis. This was shown in the October rally where shorts were dashing to cover everything pinned on the edgy European situation.  Sentiment still has predictive value, especially my favorite ones: McClellan Oscillator, Bullish %, and CBOE put/call ratio - all divining the rally.
This week extremes include the put/call ratio , high, at 76 (Bullish), but the Bullish % and Insider Selling also high (Bearish). Here are the numbers:

MktSentiment	Last Week	Prev. Week	5 Yr HI	5 Yr LOW
DJIA:	11983	12234	14093	6626
Nasdaq:	2686	2737	2861	1114
S&P 500:	1253	1285	1561	683
CBOE Eq. put/call:	76	59	96-10/08	46-1/03
VIX:	30.1	24.5	90	8.8
McClellan Osc:	22	77	108	(123)
McClellan Sum:	653	546	1568	(1514)
Newsletter Surveys
InvestorsIntel.Bull:	43.2	40.0	63	22.21
InvestorsIntel.Bear:	36.8	37.9	54.4	16
AAII Bull:	40.2	43.0	n/a	n/a
AAII Bear:	29.6	25.0	n/a	n/a
US Equity-1 week lag	n/a	(3.2B)
Money Market Flows	(12B)	(0)
Baltic Dry Index:	1817	2153	11700	663
Bullish %:	74	77	89	2
Insider Corporate Sellers:	35:1	29:1	235:1	2.4:1

With record numbers of dollars coming out of Money Market Funds, mostly into the crowded trade of short term bonds, anyone who has a minimal knowledge of covered call options and/or an interest in hedging stock market exposure might want to check out: brentleonard.com for an alternative strategy that is low-risk as well as highly rewarding. For those of you wanting more details and actual trading results, a new book is available for $14.95 at Amazon.com: Zero (IN)Tolerance

Subscribe in a reader

HALLOWE'EN "FREQ" SHOW: