1 Snapshot

1.1 Live prices

1.2 Economic calendar

Expect low volatility before and high volatility after.

Also see: fxstreet, bloomberg, marketwatch, FED 2 months schedule, Time converter

2 Charts

2.1 SPY - SPDR S&P 500

2.1.1 30 min

2.1.2 Last 7 months

2.1.3 Weekly chart

2.2 TLT - iShares 20+ Year T-Bond

2.2.1 30 min

2.2.2 Last 6 months

2.2.3 Weekly chart

2.3 GLD - SPDR Gold Shares

2.3.1 30 min

2.3.2 Last 6 months

2.3.3 Weekly chart

3 Daily indicators

3.1 Volume of short sales

Short sales on NYSE are a measure of fear. Increases could indicate insider information about bad news. But also remember that higher prices will force short sellers to buy and fuel the up-move.

3.2 Machine learning (intermarket analysis)

3.2.1 Neural Network: FLAT

Read about NNs.

The bottom line is that NNs are not the holy grail. Look on the table below to see if previous predictions were sucessful.

      predicted
actual BUY FLAT SELL
  BUY    1   14    1
  FLAT  11   46    7
  SELL   3   15    1

3.2.2 Random Forest: FLAT

Read about RFs

The bottom line is that RFs are not the holy grail either;-). Look on the table below to see if previous predictions were sucessful.

      predicted
actual BUY FLAT SELL
  BUY    0   15    1
  FLAT   0   62    2
  SELL   0   19    0

3.3 Overall I look for short trades!!!

4 Weekly

4.1 COT positions of Asset Managers and Non reportables in the S&P 500 future

Read the sentiment of institutional asset managers (smart money). One should consider the net position and the change over the last weeks in relation to price. Also spot differences between non-reportables and asset managers sentiment change.

Typically, price moves are correlated with what large speculators (asset managers) do, so monitoring their positions can act as a confirmation for trade signals seen in the price action.

Stock Market Indicators

Update 2017-04-20