The Open is for Amateurs, the Close is for Pros
- Posted by Leigh Drogen
- on December 4th, 2009
Three straight days now the amateurs have painted the tape in the first hour, only to see the market lose VWAP and crater. This isn’t healthy action people. Institutions don’t do the bulk of their trading in the morning, it takes place in the afternoon after the dust has settled and their traders have a better chance at a positive P&L day. Amateurs and retail investors do their trading in the morning. There is an old say, the amateurs decide where the market opens, but the pros decide where it closes. This is why technical analysts often point to a closing level and not intra day levels being more important. We are seeing a very visual representation of big money handing stock over to small money, retail investors. For three days in a row the market could not hold VWAP after an initial push up, whether pre market or not.
Each one of these failures represents more trapped longs. It seems though that the longs are not panicking in the afternoon as the market hasn’t really caused them too much pain. I sense complacency.
The 5 day moving average in red has been the key all week, we finally lost it today and saw two attempts to retake it from below fail. The market was supported by the 20 day moving average as we bounced rather hard off it twice today. We also broke down through a broadening triangle formation above the 5 day moving average.
I’ve been saying for a few days that we were set to move back towards the top of the range in the $USDX, well we got it today. The dollar moved straight up most of the day on high $DX_F volume, stopping its ascent at the 50 day moving average. Remember, futures volume means nothing in the forex market, but it does give us a taste of sentiment as to what professional traders are thinking. Today’s move was powerful, unlike other runs up to the 50 day. We have also based out pretty well at my first support level of 74.31 going back to 2008. We won’t know for a few more days whether or not the dollar rally is really on, but if it’s going to happen before a full 100% retracement of the 2008 move, this is the time. If the $USDX fails here, the $SPX is destined for 1220.
I’m not in the business of guessing, I’m in the business of trading, but if you put a gun to my head I would say we’ve seen an intermediate term bottom in the dollar and the 50 day moving average will be broken next week sending equities down.
Something interesting happened this morning that we haven’t seen in a while, both equities and the dollar climbed following a better than expected jobs number. I’ll hold my tongue on the jobs number for now to make another point. If investors perceive that the American economy really is picking up, they will most likely also be of the belief that the fed will raise rates sooner than later. If and when the fed raises rates, the liquidity party is over. This is quite a paradox as the market will keep going up as long as the dollar keeps falling and investors perceive the fed is a ways off from raising rates.
The only other way around this logic is if the correlation between equities and the dollar goes away. I feel this is possible, in both directions. At some point a falling dollar becomes detrimental to US equities as panic regarding our ability to cover our debt sets in. We are a ways off from this occurrence, but the market looks forward, who knows how soon a falling dollar may be negative for the market.
The key now is to be small, preserve capital, and wait for more clues.
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Leigh Drogen is the founder and chief investment officer of Surfview Capital, LLC, a New York based investment management firm employing an intermediate term long/short momentum strategy. More »
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