The Roof is on Fire, The Fed Brings Water…
(Note: I’m still on semi-vacation. Posting will resume its normal pace in September.)
Apparently the Fed (aka The Plunge Protection Team (PPT)) isn’t down with “letting it burn”. The US Fed joined other global PPTs and injected billions of dollars into the ’system’ on Thursday and Friday. According to the NY Times:
Hoping to provide some comfort that there is ample cash available, the Federal Reserve made its largest intervention since the markets reopened Sept. 19, 2001, in the wake of the terrorist attacks. The central bank injected $38 billion into the financial system on top of the $24 billion it put in on Thursday.
Well that action calmed the market a bit on Friday but who knows what will come in the longer term. I think it’s just dragging out the inevitable but what do I know?
On another note, I can’t recall when I’ve seen the market be so volatile on an intraday basis. Some people are blaming that on the recent change to the uptick rule for short selling but I’m not convinced of that. Big money players have always been able to get short via futures, ETFs, etc. I like the theory that it’s all the black box computerized trading causing this madness. Combine that with over-leveraged hedge funds and forced liquidations and you’ve got the kind of moves we’ve been seeing.
Anyway, here are the charts of the indices along with Apple Inc. (AAPL) by request:
The Nasdaq bounced just above 2500 and Monday’s low. It’s solidly in what I like to call “no man’s land” between the 50 and 200-day moving averages. A break of either moving average could be a big deal so I’ll be watching those lines closely… even on my semi-vacation.

It’s a similar situation for the S&P 500 but it’s very close to breaking into bear country under its 200-day moving average.

I decided to show IWM instead of the actual Russell 2000 chart in order to show the volume surge over the last 3 weeks. That’s some serious dumpage of small caps.

Even the mighty Apple got dragged down by the market. It’s now back to where it was before the iPhone release. It’s down a quick 15% off its all-time high and close to some support around 115. Although giving up all of that post-iPhone rally is a bad sign the stock doesn’t look damaged to me at all. It may present a decent risk:reward right here with a well-placed stop… and assuming the market doesn’t fall apart. ![]()

| Trend | Nasdaq | S&P 500 | Russell 2000 |
| Primary | Up | Lat(-) | Down |
| Intermediate | Down | Down | Down |
| Short-term | Down | Down | Down |
(+) Indicates an upward reclassification today
(-) Indicates a downward reclassification today
Lat Indicates a Lateral trend
*** I’m simply using the indices’ relations to their 200, 50 and 10-day moving averages to tell me the long, intermediate and short-term trends, respectively.



















This post has 8 comments
August 12th, 2007
Mike,
I am sure I remember intraday trading that was even more insane. Maybe I am getting old, but I *swear* there was an episode in the summer of 1996 (when the Dow was maybe 8K) there were days where it was down 400 mid-day and ended UP 200.
That was insane.
T.
August 12th, 2007
That was a couple of years before my time.
Those move do sound insane!
August 12th, 2007
Trader, the r2k showed some strength on thursday and friday. This index was the first to break, can it lead the market in a rally this week? Thanks for your hard work.
August 13th, 2007
towards the end of the bubble the Nasdaq had an intra day 700 point drop… though it ended the day way off the lows. we had several huge moves on the nasdaq within weeks before it completely fell apart.
August 13th, 2007
And because of that bubblicious experience, I always assumed that vicious intra-day swings right after a market (or index) has hit multi-year highs is a VERY bad sign. Time will soon tell, no doubt, on this one.
August 13th, 2007
Hey Mike,
SFO has a cover article this month about black boxes and algorithms and how they are changing the volatility in the markets (computers fighting for the best prices). It’s a good read.
Enjoy the rest of your vacation!
-Chris
August 13th, 2007
Thanks Chris, I just added it to the links section.
August 13th, 2007
totally agree on the plus tick rule, it’s more coincidental than anything else. Big players have worked around the rule forever, and since pennies, plus ticks were not problematic to get anyway. Ability to borrow certain stocks is a MUCH bigger constraint.
Black boxes coming unglued has way more to do with increased volatility imho.