August 16, 2010 — Small Changes Add to Uncertainty


Near zero, but opposite, changes in the DJIA and the S&P500 while the NASDAQ advanced .39 percent occurred two times ahead of the October 2007 high. Yet the time between these closes –at the end of October 2006 and of May 2007- and the October 9, 2007 top, seems longer than desired to be a meaningful advance signal. Since their relationship to future prices is vague and hazy, these indicators generate current hesitancy instead of insights to the future. Insignificant prices changes moreover, add to –or result from- this uncertainty.

0816-small-changes.GIF

Diagram reveals that small change days -between -.03 and +.03 percent- cluster at market tops; that they occur rarely at lower turning points. 

Furthermore, today’s fifth decline in a row of the DJIA combined with the first gain in five days for the NASDAQ and the S&P500, yield a pattern seen only 8 times before. Just 2 of these crossed the tape since the beginning of 2000.  Chances of an advance tomorrow, based on the past, are good since the advance to decline ratio has been almost 3:1. 

DJIA                   -.01 percentNASDAQ             .39 percentS&P500               .01 percent

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