US money flow and volatility 12.3.2012

During last 10 days, there has been only 1 day with money inflow. Money outflow has been steadily continuing, but still the prices haven't decreased.

Term structure of volatility steepened to the levels we haven't seen for many years. I don't know if this whole rally is about short covering, but at the moment short term traders seem to be very very optimistic compared to their longer term colleagues.

S&P500 resistance 17.2.2012

The recent money flow statistics has some evidence that the next two days would be bearish. This would be verified with the current resistance level S&P500 is facing. At least the index has tried to break above 1358.6 but haven't succeeded yet. There is also the previous April 2011 high at 1376.1. S&P500 remains in an uptrend above 1345.

US money flow 5.1.2012

Positive cumulative money flow continues.

US money flow

Even this blog is mostly about Dax, it is interesting to follow something what is going on in the other side of Atlantic Sea. One interesting thing to follow is money flow, is there any new money coming into investments or existing money being drawed out. A good source to follow money flow is WSJ money flow page.

Here I have collected data how block trades have being doing recently. I use 13 day cumulative sum to have a smoother picture. It seems that big investors have been still adding their long positions recently and betting for the upside.

However, if we look this in a little longer perspective, the recent money flow has been very low... So, the big bets have been placed already 2010 and before that, and yet the investors haven't done any markable outflows.