Crashindex update

Discussion in 'Index Futures' started by harrytrader, Jan 3, 2003.

  1. Since someone (hardrock375) asked :)

    From: harrytrader2000
    Date: Fri Jan 3, 2003 10:40 am (european hour)
    Subject: Crashindex url @ [erased by me hihi]


    Hello,

    Sorry for yesterday's late update for model charts because of
    holliday, I wasn't there to do it sooner.

    This year begins with a big rally : is it the famous january effect ?
    It seems so. You can sometimes hear that it begins from the last 5
    days of December until the first 5 days of January. It was a bit late
    to do so but it eventually did it!

    In fact there was even a crash signal Friday but we told you that
    stochastic models are inherently not fully trustable since they are
    relying on probabiliities and that you must wait a confirmation at
    8200 since our "fundamental" model told us this level was a very
    strong support. So it was a failed cash signal and experienced
    traders know that failed signal is also a signal (see for example
    psychology of trading @
    http://www.futurestradingschool.com/technical/psycho/psycho.htm), in
    fact a very strong signal because many people were catched in wrong
    positions and got to reverse quickly by doubling their position in
    the opposite direction. Since we introuced you the pseudo-elliott
    projections you could have seen that all invalidation sell levels
    were hit straigth away.

    Last remark these big rallies between 4 and 5% usually happened when
    approaching monthly supports. Coïncidentally, we can remark that
    if
    1% is a daily average percentage, the statistic formula gives an
    average of SQRT(21) = 4.58% for 21 days in a month. Nevertheless this
    is not a demonstration because connecting a deterministic but complex
    model with stochastic is not an easy task.

    After that big rally where's the market going ? If we look at extreme
    projections on daily scale 2 (ie projections at time units above 10
    which is the normal charts limit - this is mentionned in the guide @ ... ) we can see that
    the max base level after 31/12 was 8601.65. We made a high 7 point
    above. You know that each time reached a max or min level it is a
    turning point so expect a pullback before market could pass this
    level towards the projected level of 9039.34. If it turned back under
    8266 the rally will probably fail and target 6794.

    1 d 31/12/02

    1 base min base: 8302.11 proj: 8266.41
    113 proj min base: 8362.99 proj: 6794.38
    31 base max base: 8601.65 proj: 9039.34
    31 proj max base: 8601.65 proj: 9039.34