S&P 500 INDEX/d DJ CHEMICALS. % change 5 D. Volat 30 D

Transcription

1 9-Nov-17 INDEX SECTOR SECTOR RIC NAME ABSOLUTE TREND LAST INDEX SECTOR % change Volat 30 D S&P 500 INDEX/d DJ CHEMICALS RSI daily.spx S&P 500 INDEX/d 2 584,62-0,38 4,4 5,5 58,3 1,4 4,1 7,8 0,2 1,3 4,7 7,5 13,4.DJUSCH DJ CHEMICALS 663,32-0,85 8,4 7,4 38,8 1,5 6,6 11,0-1,3 0,5 10,1 11,5 15,7 SPREAD = SECTOR - INDEX MA40 MA120 MA250 5 D 1 M 3 M 6 M 10 M 4,0 1,9-19,5 0,0 2,4 3,3-1,5-0,9 5,4 4,0 2,3 EQUITY EXPOSURE ASSET MANAGER 80% LONG TRADING ALERT TRADER 20% SHORT 1/7 DJ CHEMICALS TREND Reverse Level * Short Term - 1 Mth 672,50 Medium Term - 3 Mths 637,50 Long Term - 10 Mths 610,00 * market on close MAIN FACT The Dow Jones CHEMICALS sector (586 B$) is outperforming the S&P500 on the MT and LT but the ST has turned bearish yesterday on both absolute and relative trend as well as the On balance volume. The oscillator is suggesting to reduce long exposure also. The Rsi 21 days will become bearish with a close below 652$. Page 2 you will find the components absolute and relative trend compared to the S&P500. Never forget your money management rules. Pay attention to our reversal trend prices and levels (last page)! Daily chart : OSCILLATOR LT OSCILLATOR MT LONG EXPOSURE OBV Trading ACTION NTL with a positive bias FR Reversal Level RATIO ST vs S&P500 2,557 RATIO MT vs S&P500 2,526 RATIO LT vs S&P500 2,440 huteauth@trendandtiming.com Phone : 33 (0)

2 2/7 Dow Jones CHEMICALS sector components ABSOLUTE & RELATIVE TREND & ABSOLUTE TREND COMPONENTS TREND PROFILE 47,1% 20,6% 0,0% 23,5% 2,9% 0,0% 5,9% Nov-17 AVG AVG AVG.SPX S&P 500 INDEX/d 2 584,62-0,38 4,4 5,5 58,3 1,4 4,1 7,8 0,2 1,3 4,7 7,5 13,4 Dow Jones CHEMICALS AVG AVG AVG 1,6-15,4-0,4 1,8 2,3-1,3-0,4 5,1 2,8 2,1 586 Components -1,04-7% 19,4 7,1 42,9 1,1 6,0 10,1-1,1 0,9 9,9 10,3 15,5 RIC market ABSOLUTE RELATIVE % vol D / Volat RSI NAME LAST cap B$ TREND TREND change vol5 D 30 D daily MA40 MA120 MA250 5 D 1 M 3 M 6 M 10 M WLK.N 12,1 WESTLAKE CHM/d 93,40-0,59-26% 23,7 28,0 83,5 10,6 26,2 38,2 9,1 10,5 31,5 47,7 45,9 CC.N 9,4 CHEMOURS COMPA/d reduce reduce 51,11 0,20-58% 28,0 25,5 18,7-5,2 8,3 31,7-8,5-7,7 10,3 16,9 99,7 ALB.N 15,6 ALBEMARLE/d 140,84-2,59 38% 20,9 20,8 50,8 2,5 15,7 29,1 2,9 2,6 24,2 27,4 47,5 POL.N 3,7 POLYONE CORP/d 45,62-1,11 4% 21,3 18,5 61,2 8,8 17,5 25,1-1,1 11,6 24,3 21,2 38,1 NGVT.N 3,1 INGEVITY CORP/d 73,10 0,15-29% 22,3 18,2 59,2 8,7 19,1 24,4 0,4 7,0 28,2 24,0 32,7 HUN.N 7,4 HUNTSMAN/d 30,90-2,06 14% 25,3 18,2 51,3 6,6 15,1 27,2-2,4 9,5 20,5 18,2 44,7 FMC.N 12,4 FMC CORP/d reduce 92,16-1,16-42% 16,0 17,1 48,1 0,6 10,5 27,1 2,2-0,8 8,8 23,6 48,3 OLN.N 6,0 OLIN CORP/d 36,19-1,58-11% 26,1 14,8 56,2 2,8 13,3 18,5 1,1 1,9 18,4 16,4 35,8 LYB.N 41,1 LYONDELLBASEL /d 104,19-1,58 35% 26,1 12,2 54,7 4,3 15,2 16,5 0,6 6,8 18,9 29,8 9,2 PX.N 42,5 PRAXAIR INC/d 148,46-1,01 76% 16,3 10,9 60,5 4,2 9,2 16,4 0,4 4,6 11,1 14,4 24,2 CF.N 8,7 CF INDUSTRIES/d 37,14-1,69-28% 28,6 10,7 45,6 2,5 18,1 20,1-3,7 3,6 22,9 31,3 2,6 CBT.N 3,9 CABOT CORP/d 62,21-2,09-8% 19,4 10,3 54,2 6,5 13,4 12,8-0,8 6,2 17,7 21,0 10,7 CE.N 14,2 CELANESE/d reduce reduce 104,93-1,27-35% 14,6 9,9 42,2-0,3 6,7 14,4-1,7-2,0 6,9 23,1 20,9 IFF.N 11,6 INTL FLAV & FR/d reduce 146,74-0,54-42% 14,5 7,4 43,2 0,0 5,1 11,0-1,0-0,6 5,9 8,0 22,6 TSE.N 3,1 TRINSEO SA/d 70,65-2,08-20% 24,9 6,5 44,1 1,3 4,9 7,3-2,4 4,5 16,2 8,8 8,1 PPG.N 29,3 PPG IND/d 115,13-0,85 13% 13,5 6,5 39,1 1,8 5,4 9,4-0,9 1,5 11,0 8,2 13,0 EMN.N 12,9 EASTMAN CHEM/d 89,98-0,67 15% 14,5 6,5 43,3 0,9 5,1 10,1-1,3 1,8 5,5 13,9 12,1 APD.N 35,0 AIR PRODS & CH/d 160,55-0,24 61% 13,5 6,4 68,5 3,9 8,3 10,8 0,7 4,7 8,4 12,0 7,9 AXTA.N 7,8 AXALTA COAT SY/d 32,08-2,20-42% 50,3 5,7 53,2 6,9 4,1 6,7-2,1 13,4 9,1 2,1 9,8 FUL.N 2,8 HB FULLER CO/d reduce 54,75-0,44 8% 9,5 4,1 15,0-3,4 2,7 6,2-2,3-4,2 8,3 7,9 9,3 ASH.N 4,1 ASHLAND GLB HL/d reduce 65,08-0,23-10% 14,7 3,9 24,0-1,9-0,2 5,9-5,3-1,3 5,7 2,5 14,4 VVV.N 4,8 VALVOLINE INC/d reduce 23,70 0,25 80% 9,5 3,5 40,3-0,1 3,2 4,4-0,5-1,0 7,0 6,2 5,4 SMG.N 5,7 SCTTS MIRACLE-/d reduce 98,04-0,84-18% 17,6 3,2 41,1-0,4 4,2 5,1-1,8-0,9 2,2 11,5 4,2 ECL.N 37,6 ECOLAB INC/d 130,25-0,11-37% 9,1 1,3 32,7-0,9-1,2 2,7-0,8-2,7-1,6 1,9 7,7 MON.N 51,7 MONSANTO CO/d 117,34-0,03 5% 8,4 1,1 8,2-2,4-0,8 2,8-2,6-2,1-0,3 1,2 6,9 GRA.N 4,9 WR GRACE CO/d 71,62-2,87-5% 23,5 0,2 29,4-2,2 0,3 1,9-4,8-1,7 5,5 0,7 1,4 RPM.N 6,9 RPM INTL INC/d 51,40-1,21-34% 14,4-1,3 29,8-0,9-1,8-2,5-2,4-0,9 4,4-3,2-3,6 Absolute huteauth@trendandtiming.com phone : +33 (0) RSI daily MA40 MA120 MA250 5 D 1 M 3 M 6 M 10 M

3 3/7 Dow Jones CHEMICALS sector components ABSOLUTE & RELATIVE TREND & ABSOLUTE TREND COMPONENTS TREND PROFILE 47,1% 20,6% 0,0% 23,5% 2,9% 0,0% 5,9% Nov-17 AVG AVG AVG.SPX S&P 500 INDEX/d 2 584,62-0,38 4,4 5,5 58,3 1,4 4,1 7,8 0,2 1,3 4,7 7,5 13,4 Dow Jones CHEMICALS AVG AVG AVG 1,6-15,4-0,4 1,8 2,3-1,3-0,4 5,1 2,8 2,1 586 Components -1,04-7% 19,4 7,1 42,9 1,1 6,0 10,1-1,1 0,9 9,9 10,3 15,5 RIC market ABSOLUTE RELATIVE % vol D / Volat RSI NAME LAST cap B$ TREND TREND change vol5 D 30 D daily MA40 MA120 MA250 5 D 1 M 3 M 6 M 10 M MTX.N 2,5 MINERALS TECH/d 71,90-1,17-19% 14,5-1,6 46,5 0,4 2,0-3,0 0,3-1,2 11,6-1,9-13,1 SXT.N 3,3 SENSIENT TECH/d 74,66-0,32-14% 14,2-3,2 30,6-3,0-3,5-4,6-1,2-5,7 0,5-6,9-3,6 GCP.N 2,0 GCP APPLIED TE/d 28,30-1,91-37% 26,2-3,3 35,0-6,3-5,8-4,9-1,2-10,9-1,6-7,5 2,2 MOS.N 7,9 MOSAIC COMPANY/d neutral neutral 22,50-0,62-1% 29,3-4,6 63,1 4,6 2,7-12,2 0,1 6,0 9,4-2,6-29,3 NEU.N 4,7 NEWMARKET/d 393,75-1,03-6% 15,5-8,5 23,9-6,4-10,3-10,3-2,1-8,9-7,5-15,0-11,0 PAH.N 2,9 PLATFORM SPECI/d 10,24-0,97-37% 20,2-13,3 22,1-7,6-15,4-14,6-2,0-12,5-18,4-23,1-14,4 DWDP.N 164,3 DOWDUPONT INC/d 70,23-0,82-24% 15,1 38,8-0,9-2,5-1,6 NULL NULL NULL Absolute RSI daily MA40 MA120 MA250 5 D 1 M 3 M 6 M 10 M huteauth@trendandtiming.com phone : +33 (0)

4 4/7 INDICATOR EXPLANATION MOVING AVERAGES OSCILLATOR Phone: 33 (0)

5 5/7 INDICATOR EXPLANATION RATIO against an INDEX TRADING ACTION Phone: 33 (0)

6 6/7 INDICATOR EXPLANATION OBV Phone : 33 (0)

7 7/7 IMPORTANT : our methodology is a mixed approach with results extracted from: trend following models, support-resistance levels and technical quantitative tools. Charts are edited from ProRealtime.com Rough data are coming from Thomson Reuters. THEORETICAL EXPOSURE for Asset Manager & Trader Based on a daily chart reading. ASSET MANAGER priority is given to the LT trend TRADER priority is given to the ST trend Long term Long term Medium term Medium term Short term Short term EQUITY EXPOSURE 100% LONG 80% LONG 70% LONG 60% LONG EQUITY EXPOSURE 100% LONG 70% LONG 40% LONG 20% LONG CASH 0% 20% 30% 40% * of its maximum authorized risk Long term Long term Medium term Medium term Short term Short term EQUITY EXPOSURE 0% 20% LONG 30% LONG 40% LONG EQUITY EXPOSURE 100% SHORT 70% SHORT 40% SHORT 20% SHORT CASH 100% 80% 70% 60% Disclaimer : This document has been prepared solely for informational purposes, and is intended only fo use be the designated recipient(s). This information was obtained from sources we believe to be reliable, but its accuracy is not guaranteed. All information is subject to change without notice. T his does not constitute a solicitation or offer to buy securities or sell secutities or any other instruments, or a recommandation with respect to any security or inst rument mentioned herein. This is not a confirmation of terms of any transaction. No representations are made herein with respect to availability, pricing or perform ance. Additional information available on request. This document should only be read by those persons to whom it is addressed and is not intended to be relied upon by any person without subsequent written confirmation of its contents. If you have received this message in error, please destroy it and delete it from your computer, Any form of reproduction, dissemination, copying, disclosure, modification, distribution and/or publication of this e -maim message is strictly prohibited. huteauth@trendandtiming,com Phone: 33 (0)