June 18, 2010 — The Unusual Continues

Friday’s trading, in summary, presented another set of small changes, and another first in the frequency count pattern.  The NASDAQ scored its 7th straight gain; the DJIA had its 4th successive up-tick while the S&P500 increased for the second day in a row. 

A unique pattern that never has occurred before. Yet the NASDAQ record shows as many as 19 straight advances – but only 11 sessions of 7 in a row, like today.  More important for the future, all happened when prices increased: 7 during the 2003/2007 expansion and twice since the last trough on March 9, 2009.

Today’s gains came in a bit above Thursday’s, with the DJIA up  .16 percent, the S&P500 increase of  .13 percent and the NASDAQ’s plus .11 percent.

Motivated by the recent cluster of small changes, we examined the frequency of changes in the range of minus .25 percent to plus .25 percent. The figure shows the results for the DJIA during the two recent cycles. These concentrate more in rising markets than in the bear phases.

0618-djia-greater-25-and-less-25.gif 

Only 14.1 percent of all trading days [These are marked in red.] experienced this combination while prices deteriorated between 2007 and 2009; in contrast, these increased to 24.0 percent for the current expansion. Similarly, only 14.2 percent were seen in the 2000/2003 decline but this rate shot up to 33.1 percent –a third of all sessions- during the next bull market.

These differences, accordingly, allow a projection of possible future featuring a run of increasing valuations. Moreover, such a scenario parallels the conclusions of yesterday’s analysis.  

With the continuing uncertainties surrounding the financial markets, we’ll continue to monitor and report on situations which parallel earlier price changes, in both the negative and positive directions. 

DJIA                       .16   percentNASDAQ               .11   percent

S&P500                  .13    percent

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