“This Is Tomorrow, Equity Markets Update” is a research based on new approach to
quantitative analysis in which the goal is to develop better understanding of market
movements and risk management. This is a practical solution and comprehensive
picture of certain security with a view to improve investment performance. It offers a
smart trading capability along with a disciplined approach.
Original Title
This Is Tomorrow Equity Market Update (09-13 June 2014)
“This Is Tomorrow, Equity Markets Update” is a research based on new approach to
quantitative analysis in which the goal is to develop better understanding of market
movements and risk management. This is a practical solution and comprehensive
picture of certain security with a view to improve investment performance. It offers a
smart trading capability along with a disciplined approach.
“This Is Tomorrow, Equity Markets Update” is a research based on new approach to
quantitative analysis in which the goal is to develop better understanding of market
movements and risk management. This is a practical solution and comprehensive
picture of certain security with a view to improve investment performance. It offers a
smart trading capability along with a disciplined approach.
09-13 June 2014 This Is Tomorrow, Equity Markets Update is a research based on new approach to quantitative analysis in which the goal is to develop better understanding of market movements and risk management. This is a practical solution and comprehensive picture of certain security with a view to improve investment performance. It offers a smart trading capability along with a disciplined approach. This Is Tomorrow | Equity Markets Update
Page 2 | 09-13 June 2014 Table 1: Summary
Market State Trend Strength % Deviation % Favourable Move Unfavourable Move Symbol Last Strategy Type Bias last current UP
DOWN
Expected change Above Below Risk Daily Weekly Unexpected Move SPX 1949 BU TN 6 14.97 17.57 2.3 0.5 19381995 B 1885 D 17501900 NDX 3794.5 BU TN 6 18.09 19.70 3.8 0.9 37603940 B 3700 D 35003700 RUT 1165.2 BU TN 3 5.52 11.4 2.4 0.5 11581193 B 1140 D 1037 GOOGL 566 BU TN 5 21.08 21.72 4.7 0.3 564593 B 542 D 460550 AMZN 329.6 TR TN 2 2.86 7.77 3.1 2 323340 B 313 D 280315 AAPL 645 BU TN 6 27.09 31.09 3.8 3.4 623670 B 600 D 560630 FB 62.5 BU SW 3 15.51 14.05 5.6 3.2 60.566 B 56.3 D 5161 MSFT 41.48 BU TN 6 23 24.37 4.8 0.4 41.343.5 B 41 W 39.241.5 HPQ 33.84 BU TN 6 20.15 20.35 4.8 1.0 33.534.9 B 33.1 W 30.533.5 WFC 51.98 BU TN 6 12.8 15.27 2.5 0.7 51.753.3 B 50 W 47.650 BAC 15.59 TR TN 3 -10.07 -6.03 5.1 0.6 15.516.4 B 15.3 W 13.815.3 MO 41.39 BU TN 6 10.44 10.05 5.0 0.7 41.143.5 B 40.3 D 38.541.5 MRK N/A
Page 4 | 09-13 June 2014 Table3: Demand Supply Study, Probability Distribution (one-month)
4 12 33 68 84 Last 84 68 33 12 4
SPX 2130 2050 2000 1995 1975 1949 1942 1922 1910 1890 1850 S S3 P S5 S3 D3 B3 D3 D3 P R D NDX 4150 4140 4077 3990 3940 3794.5 3780 3738 3722 3707 3700 P S13 OB S12 S S D4 B4 P RW UT D5 B5 D1 R RUT 1340 1280 1215 1193 1181 1165.2 1160 1158 1153 1144 1092 S S P S1 S1 P B2 D3 D3 B3 D RW R GOOGL 625 614 608 590 578 566 563 559 550 544 535 S S2 S S S D6 B6 D7 D7 B7 D D R AMZN 362 348 343 340 337 329.6 325 323 313 310 303 S S5 OS W S1 S S2 D4 B4 D D RW UT D AAPL 710 680 667 652 649 645 644 633 623 600 580 S S S P S P D2 B2 D5 B5 D10 R D10 FB 71.4 69.8 66.2 64.9 63.9 62.5 62 61.4 60.5 59.8 56.3 S3 S1 S2 D10 B10 P R D15 B15 D15 D15 B15 D15 R MSFT 47 45.4 44 42.5 41.65 41.45 41.3 41 40.5 40.3 39.8 S3 D3 S3 D4 P UT D6 B6 P RW D16 B16 D3 D3 OS HPQ 37.7 37.05 35.8 34.95 33.95 33.8 33.65 33.50 33.1 32.6 31.2 S5 OB S S2 D5 P R B5 D8 B8 D9 B9 UT RW D3 R D7 P WFC 56.8 55 54.4 53.3 52.7 52 51.85 51.7 50.8 50 49.65 S3 S5 S2 S2 S1 B5 D3 D3 B5 OS W B5 UT RW D5 R BAC 17.4 16.5 16.2 15.85 15.6 15.55 15.5 15.3 15.2 14.8 14.3 S3 S4 S1 D4 P D6 B6 UT RW D R D P MO 47 44.7 43.3 42.4 41.6 41.4 41.2 40.7 40.3 40.10 39.55 S D D S P B4 D5 B5 D10 W B10 UT R D3 D5 R OS MRK N/A
Page 7 | 09-13 June 2014 Table 6: Summary of trend analysis results
SPX The short-term uptrend is headed toward to 1950. A short-term correction is likely to take place up to 1909. The first sign of change in current up- trend is when SPXs closing price is below 1900. NDX
RUT
The recent short-term uptrend is headed toward to 1200 during June; however a slight decrease in price may take place (1115-1126).
GOOGL
AMZN
AAPL
FB
The recent down-trend is over (72.654.7).A closing price above 63.9 suggests a strong rally up to 71.4.
MSFT
HPQ Evidence suggests that a trading range may be formed between 32.4 and 33.9 for a while. A daily close above 33.9 will signal a continuation of the current uptrend which may be stretched up to 38. WFC
JNJ
MO
The current bull market will likely be on course during June. A short-term correction may take place within the coming two weeks. Strong demands are clustered around 40 and 40.65. MRK It is expected that the current rise (54.456.95) continues up to 58.8 over the next three weeks (3.5%). Strong demand and supply is seen around 55.2 and 58.5 respectively. Before a next rally is started, a trading range between 55 and 61 is predicted. BAC Mid-term downtrend is halt. A rise up to 16.5 is expected over June.
MMM
This Is Tomorrow | Equity Markets Update
Page 8 | 09-13 June 2014 Appendix Underway-Ongoing, the closing price above(Uptrend side)/below (Downtrend side) this level is forecast over next 3 months Underway-Ongoing, the closing price above(Uptrend side)/below (Downtrend side) this level is forecast over next week New Data is required Already is ended It is forecast that the trend will be triggered within the coming 3 weeks It is forecast that the trend will be ended within the coming 3 weeks
1800: it is predicted that the security will fall up to the specified figure. 1800: it is predicted that the security will rise up to the specified figure. 1800: the closing price below this level is expected. 1800: the closing price above this level is expected. 18001900: the closing price between two figures is forecast. 18001900: the expected low and high that is expected over the period 19001800: the expected low and high that is expected over the period
Bias +6 +5 +4 +3 +2 +1 0 0 -1 -2 -3 -4 -5 -6 SU SD MU MD SU SD LU LD SU SD MU MD SU SD
Short-term: less than 3 weeks, Medium-term: less than 3 months, Long-term: less than 9 months Trend=TN, Short-Correction=SC, Mid-Correction=MC, Side-way=SW, Top Out=TO, Bottom Out=BO Bearish=BE, Bullish=BU, Correction=CO, Trading=TR, Hold=HD, Look to new Data=ND UP-TREND=UT, DOWN-TREND=DT, RISK=R, Worst Case Scenario= W, Supply=S, Demand=D, Pivot=P, Sell Limit=S, Sell Stop=S,Buy Limit=B,Buy Stop=B Overbought=OB, Oversold=OS
This Is Tomorrow | Equity Markets Update
Page 9 | 09-13 June 2014
Research Analyst: Rayan Massah Email Contact: rayan.massah@gmail.com
This Is Tomorrow, Financial Markets Updateis a research based on new approach to quantitative analysis in which the goal is to develop better understanding of market movements and risk management. This is a practical solution and comprehensive picture of certain security with a view to improve investment performance. It offers a smart trading capability along with a disciplined approach. This Is Tomorrow FINANCIAL MARKETS UPDATE