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[RT] Volume and crashes



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Here’s something I write a couple weeks ago that is rooted in my Spiral Calendar speculation.  Note the date, September 26 for the beginning of the real action.

 

But more importantly, we have greater volume at lunch in DIA and QQQQs than either of the last two days.  Crashes are forewarned by breakout volume on a proximate down day.  The metric is 40% greater volume than the 10 DMA.  We could get there today.  Here’s what  I posted some time ago.  Judge for yourself.  The section on volume begins the 3rd paragraph down and I’ve placed the volume related stuff in bold:

 

The Spiral Calendar speculation I posted September 25 and updated yesterday predicted the significant pre run-up low July 11, 2009, predicted that the markets will achieve a highest high October 16, 2009, a secondary high November 23, 2009 and the ‘resonance’ of the 1929 and 1987 crashes on December 10, 2009.  It’s all numerology without any hint of causality.  Take it for what it is.  My posts yesterday and September 25 can give you the Spiral Calendar derivations of those four dates and why there are preliminary indications that it is replicating 1929 and 1987 in real time.  If tomorrow brings a new recovery high, that will be another small bit of evidence.    Here’s what the implied fractal looks like when you correlate the “significant low” date for the three years:

 

http://www.screencast.com/users/Virginia_Jim/folders/Jing/media/88dea3e8-7981-4794-a069-ccce894771d5

 

For various reasons I believe December 10, 2009, should it occur, will be merely a severe continuation of what will begin in the next 2 weeks; theoretically, Elliott intermediate wave 1 of primary wave 3 of cycle wave c.  That’s big enough to produce crashworthiness.  In 1929 the first wave before the crash was a leisurely 10% and in 1987 the first wave was 17%.    If that is the case, those 4 dates only give modest clues of ‘when.’  One clue is that it will occur after the final recovery highest high, October 16 (tomorrow) and before the secondary high, November 23, 2009.  Carolan couldn’t get the Spiral Calendar to do better than that in 1929 vs. 1987. 

 

I have other hunches but here’s one thing that struck me.   Paul Tudor Jones’ quants, who were trying to identify the 1987 crash in 1986 were using 1) Elliott Wave, 2) a 1929 analog and 3) volume.   Well, I don’t know any Ellioticians that are bulls.  The credible counts, er, the only counts, are counting the final days.  Most have already been wrong several times (me included).  >From an EW perspective, this is the 17th inning of the ball game.  And you have an analog above that is positioned based upon a spooky Spiral Calendar projection that has already proven one of the four dates true and is close to proving the second.  So what’s left in the PTJ method to narrow in on the date?  Volume.

 

If you take volume for the period from the significant low in 1929, 1987 and 2009 and look at it closely, just before the 1929 and 1987 crashes you’ll see a spike.  I’m not talking about a mere 25%, I’m talking bigger.  Here’s a small part of my worksheet.  Take a look at the volume spikes highlighted in pink:

 

http://www.screencast.com/users/Virginia_Jim/folders/Jing/media/3297932d-6eba-405e-80d2-f60119371a8f

 

If I showed the entire spreadsheet, you’d see that I went back to the final ‘significant low’ of that year and computed various measures of the percentage increase or decrease in volume each day, each day divided by the ten day moving average, and a two day moving average divided by the ten day.  It mostly works out the same but using a moving average gets rid of some one-day wonders.  Yes, there were a couple days that volume increased over the previous day by more than 25% but never as much as 30%.  But when you look at the two day MA divided by the ten day, those abnormal days became less than 20%.

But that was not true in the closing days before 1929 and 1987 crashes.  In both years, those pink highlights show extreme increased volume.  In character, 1929 is different than 1987 because there were several days of ‘crashworthy’ decline proportions.  Hence, several more pink boxes.  But the point is clear to me.  If volume spikes precipitously in the next two weeks, you’d better watch out.

 

I don’t expect there will be much warning if the Spiral Calendar dates are correct; a very big “IF” that might be clarified in the next 2 trading days (see my prior essays).  But that’s the only clue I will have if this first wave down (which is equally a big “IF”) occurs.  In an ideal world, we’d have a new recovery high tomorrow on elevated panic buying or short squeeze panic fervor with one of the OPEX of old’s reversal down; a 40% increase in volume day.  That, to me, would be a clear sign that Monday would be a tough day.   For entirely independent reasons, I’m looking at October 26. 

 

Regardless, if tomorrow is a new recovery high (implying the 4 dates are working), I’m going to be levered short by the end of the day.  For me, the volume will be somewhat academic.  But if you’re long and see a spike in volume in the next two weeks, you might want to recall those pre crash volume spikes in pink on the attached spreadsheet.

 

And best of luck to you,

 

Jim

 

 

 



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