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Weekly Review - technicians feeling pretty good right now

The holidays have finally drawn to a close. Over the last week or two I have sunk into a pleasant state of relaxation where I have spent more time leisurely renovating my 100-year old house and barely focusing on the stock market or blogging about it.

As a result, my weekly review, which I always post on the weekend, is just now crawling across the screen as I struggle to get back into the writing groove. I was tempted to skip it this week but I wanted to share the charts below as there has been some dramatic movement.

TradeRadar Alert HQ Stock Market Statistics --

Each week our Alert HQ process scans over 6400 stocks and ETFs and records their technical characteristics. Primarily we look for BUY and SELL signals for our free stock alerts; however, we also summarize the data in order to gain insights in the week's market action. The following charts are based on daily data and present the state of some of our technical indicators.

This first chart presents the moving average analysis for the entire market and contrasts it with the performance of the S&P 500 SPDR (SPY). When the number of stocks trading above their 50-day moving average (the yellow line) crosses the line that tracks the number of stocks whose 20-day moving average is above their 50-day moving average (the magenta line) there is an expectation that you will get a change in the trend of the S&P 500.

SPY versus the stock market, Moving Average Analysis, 1-2-2009
Stock prices surged during the last week. Bears complained about a lack of volume but it is clear that the price movement has driven real improvement in the technicals of this market. Roughly half of the stocks we evaluated are now trading above their 20-day moving average. This is an increase of over 1000 stocks in the course of one holiday-shortened week. And look how that yellow line has zoomed above the magenta line! This is not to say that the magenta line isn't also showing some admirable improvement as the number of stocks whose 20-day MA has crossed above their 50-day MA has also increased nicely. It's difficult not to be hopeful that we will see this positive tone continue and SPY getting up to the 100 to 110 range.

This next chart is based on Aroon Analysis and compares our trending statistics to the performance of SPY. We use Aroon to measure whether stocks are in strong up-trends or down-trends. The number of stocks in down-trends (the red line) actually increased slightly this week but remains under 1000. The number of stocks in up-trends (the yellow line) saw another slight increase to roughly 2500 last week. Overall, Aroon indicates trend improvements are moderating.

SPY versus the stock market, Trending Analysis, 1-2-2009
The next chart applies some standard technical indicators to the stocks in the S&P 500 and summarizes the result by sector.

S&P 500 Sector Analysis, 1-2-2009
This chart shows that advances are reasonably broadbased and strength is being seen across most sectors. Casting a bit of doubt however, is the fact that the DMI indicators are lagging and the number of stocks in each sector whose 20-day MA has crossed above their 50-day MA are also showing room for improvement. Nevertheless, all of the indicators we track have advanced compared to the previous week.

Conclusion --

So the technical indicators discussed above are all pointing to an improvement in tone in the market and lead one to expect continued strength in stock prices. Further technical improvement was shown as all the major indexes crossed above their 50-day moving averages and moved above their upper Bollinger Band. Several other resistance levels were left behind, for example the area around 900 on the S&P 500. Technical analysts are feeling pretty good bout the current state of the markets though more volume would serve to confirm the bullish tone.

On the economic front, analysts and fund managers seem to be split. Some feel the worst is over and that though the news continues to be bad, the downward acceleration has slowed, implying we are close to a bottom. Other analysts and managers are pointing to other shoes to drop such as credit card and auto loan defaults, problems in Alt-A mortgages and commercial real estate, the rapid slide in manufacturing and rising unemployment.

Stocks, therefore, remain in a tug-of-war between those who say the bottom is close and those who say the bottom is yet to be seen. Investors will be looking for guidance in this week's full slate of economic reports: factory orders, ISM services, initial claims, non-farm payrolls, the unemployment rate and wholesale inventories. Today we saw construction spending and auto sales. Both were down but not as bad as feared.

So with the holidays over, volume is expected to increase as many traders return from vacation. Will they embrace the improved tone in the market or will they focus on what could potentially be another set of negative economic reports?

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