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Bullish on SPY for Christmas…

December 24, 2012

I check for nights with a 20 day low volume day today and with the day before a 20 day high volume. Here’s the number:

NT %W PF AW AL MAX MIN
5 80 47,88 1,08 -0,09 2,79 -0,09

Maybe too few istance but strong enough for me.. And here is seasonality (2 of my filter strongly bullish):

NT %W PF AW AL MAX MIN
9 77,78 6,66 0,44 -0,23 0,76 -0,39
NT %W PF AW AL MAX MIN
77 57,14 2,2 0,48 -0,29 4,71 -0,93

I will still bullish this night supporting the risk of a long break…

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