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Wednesday, July 7, 2010

WED. JUL. 7- The VIX Tell

In the ever-changing increasingly complicated world of day trading, the puzzle is always evolving-albeit with different shapes in different combinations. One needs to follow every potential signal from bond prices to currency movements to commodity prices to try to begin to make an educated guess as to the immediate-term direction of the stock market. Such a signal began to pervade late last week. The major market averages did decline last Thursday and Friday, but not by a lot despite a steady stream of poor news such as the jobs data. Notably, the VIX declined measurably both days (almost 8% at one point on Friday). For those not familiar with the index, the VIX is the symbol for the Chicago Board Options Exchange Volatility Index. The VIX is a mechanism which represents a measure of the market’s (specifically S&P 500) expectation of volatility. In general, the VIX tends to move inversely to the general market. But very notably last week, the VIX began falling despite the market descending. While it is true that part of the decline was due to time decay with options expiration taking place on Friday, the fact that the VIX fell that much despite the market falling indicating a quick immediate-term pop. This is what happened on Tuesday morning. Following the pop, bonds failed to react with gold and the dollar down so selling did resume. Thus, while it can be quite dicey to utilize the VIX as a trading indicator on a day-to-day basis, there are times in which a move can be prognosticated with the move of yesterday morning one such time.

Markets overnight were down throughout the world with stocks off 0.6% in Tokyo, 1.1% in Hong Kong, 0.6% in London, and 0.7% in Frankfurt. Oil is modestly higher, gold a little lower, the dollar mixed with the yen stronger across the board, and bonds are a tinge higher. All of this is leading to a slightly weaker picture on Wall Street. Don’t look for a lot of excitement today with most external markets relatively docile. Prices will probably straddle either side of unchanged with low volume and news. The focus will be on sectors such as banks with the STT pre-announcement, drillers with BP continues its recent resurgence, and selected smaller stocks such as TSLA which have been beaten back in recent days.

Reiterating-

If the whole story is not there -

If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-

Good- The following stocks have good news and/or a strong technical pattern

NEXMD- closed near a high amidst a huge percentage gain

STT- raised earnings guidance

Bad-The following stocks have bad news and/or a weak technical pattern

IMAX- closed near a low amid disappointing results from “Twilight” weekend box office numbers

DNDN- closed near a low

TSLA- closed near a low

CLF- closed near a low

ADS- closed near a low

CTRP- closed near a low amid reports that several Chinese domestic airlines have lowered the commissions they pay to travel agents

FCN- warned on earnings guidance

LBY- closed near a low

DECK- closed near a low

LNCR- closed near a low

PVH- closed near a low

FBC- closed near a low

FDO- poor earnings

SKH- reported a jury returned a verdict of $671 million against the company related to a complaint filed four years ago

Earnings:

WED JUL 7 BEFORE

FDO

WED JUL 7 AFTER

None today

Epiphany Trading, LLC
www.epiphanytrading.com

Erik R. Kolodny- Chief Markets Strategist
Brendan P. Byrne- President
Joseph R. McCandless- Managing Partner
D. Timothy Seaquist- Managing Partner

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