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To: AllansAlias who wrote (24349)12/7/2001 3:49:52 PM
From: Shack  Respond to of 209892
 
That large spec short position is assuring us of going higher short-term.

Sold my trash for a bud. Still can't hold a long over the weekend.



To: AllansAlias who wrote (24349)12/7/2001 3:58:10 PM
From: Clappy  Read Replies (1) | Respond to of 209892
 
Alan, Thanks for those COT summaries.
You sure are getting fancy with the graphics and everything...
You make good use of the little bit that SI gives you.



To: AllansAlias who wrote (24349)12/8/2001 2:27:57 PM
From: t2  Read Replies (1) | Respond to of 209892
 
RE: COT. Have a question.
The pattern from Sept 11 to now does not make sense to me. I understand the big decrease in commercial shorts in the weeks after that date. However, the net commercial shorts has gotten high again but this has happened while the market has been moving up very fast...--could the speed be a factor?
We are now approaching commercial levels that are very within range of the September's high levels.

In September it was an external event that tanked the markets and the net commercial shorts declined fast.
Does it not become a case of running out of amo to drop the market---therefore just becoming a game of "hope", hoping that the market drops.

Also don't see a similar pattern to what we saw in April.

My logic may be incorrect on this; maybe someone can clarify.

BTW--is there a site to learn how to interpret this data; thanks.



To: AllansAlias who wrote (24349)12/14/2001 3:30:17 PM
From: AllansAlias  Read Replies (1) | Respond to of 209892
 
COT: Commercials got less short the indexes this week. Not by much, a 1.7% change over last week. More later...

Don't be fooled by the raw numbers as they'll be dropping on both sides of the contracts. Open-interest dropped as we rolled into a new contract series.



To: AllansAlias who wrote (24349)12/15/2001 10:17:58 AM
From: AllansAlias  Read Replies (1) | Respond to of 209892
 
Virtual COT Update (final)

Slight changes this week. The commercials are a little less short and the smalls are a little less long. At the end of the update you'll see a new feature this week -- changes by individual market. Trade well, Allan

           COMMS           LARGE           SMALL
This Wk     -89,979 + 1.7%  -2,660   ....   +92,640 - 5.3%
Last Wk     -91,549 -11.1%  -6,320   ....   +97,868 +15.3%
3 Weeks     -82,407 - 7.3%  -2,458   ....   +84,867 + 5.8%
4 Weeks     -76,766  ....   -3,445   ....   +80,210  ....
A negative percentage indicates the group got shorter/less long and a positive percentage indicates they got longer/less short. Percentage change is not shown for small numbers.

Below is a crude chart showing the Commercials' short position since the extreme set at the Mar 6, 2001 report. The vertical axis is the number of contracts short and the horizontal is a column for each week.

135,000  :
130,000  |
125,000  |
120,000  |
115,000  ||
110,000  ||
105,000  ||                         |
100,000  ||               :       .||
 95,000  ||        |  :  .|. ::...|||           .
 90,000  ||        |::|  |||.||||||||           ||
 85,000  ||:       ||||..||||||||||||.         .||
 80,000  |||    :  |||||||||||||||||||        .|||
 75,000  |||| |.|  |||||||||||||||||||        ||||
 70,000  |||| |||  |||||||||||||||||||       |||||
 65,000  |||||||| ||||||||||||||||||||      :|||||
 60,000  |||||||| |||||||||||||||||||||:    ||||||
 55,000  ||||||||.|||||||||||||||||||||||||:||||||
 50,000  |||||||||||||||||||||||||||||||||||||||||
A reminder that my numbers are based on virtual S&P contracts by taking the all the index futures (DJ, RL, MD, SP, SP mini, ND, ND mini) and then weighting and combining the positions.
Note as well that the COT report, although released on Fridays, is as of the prior Tuesday's close.

Commercials change in individual markets from last week:

SP+es   ND+nq    DJ     MD      RL
+2.2%   -1.3%   -11.7%  +10.3%  +1.7%
(See the message I am replying to for the previous update. ccoott)


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