THRUST/TREND MECHANICAL MODEL
-----------------------------
Signal Days Index 06/10 Points Percent
Index Signal Date Elap @Start Close P/L P/L
----- ------ -------- ---- ------- ------- ------- -------
SPX BUY 06/07/04 3 1140.53 1136.47 -4.06 -0.4%
Dow BUY 06/08/04 2 10432.52 10410.10 -22.42 -0.2%
NDX BUY 06/01/04 9 1468.54 1481.27 +12.73 +0.9%
INTERMEDIATE-TERM INDICATORS Dow S&P 500 NDX
----------------------------- -------- -------- --------
PMO Crossover Signal (Price): BUY 14 BUY 15 BUY 16
ITBM Crossover (Breadth)....: BUY 16 BUY 17 BUY 20
ITVM Crossover (Volume).....: BUY 17 BUY 20 BUY 20
Price Momentum Model Signal.: BUY 415 BUY 415 BUY 66
% Stocks Above 200-DMA......: 93% 73% 57%
IT Seasonality..............: Unfavorable until 10/28/04
IT EARLY WARNING INDICATORS Dow S&P 500 NDX
----------------------------- -------- -------- --------
PMO Rising/Falling (Price)..: BUY 16 BUY 20 BUY 20
ITBM Rising/Fall (Breadth)..: BUY 20 BUY 23 BUY 0
ITVM Rising/Fall (Volume)...: BUY 21 BUY 23 BUY 23
SHORT-TERM INDICATORS Dow S&P 500 NDX
----------------------------- -------- -------- --------
PMO Rising/Falling (Price)..: BUY 16 BUY 20 BUY 20
STO-Breadth Rising/Falling..: BUY 0 BUY 0 BUY 0
STO-Volume Rising/Falling...: BUY 0 BUY 0 BUY 0
CVI (Climactic Vol Ind).....: BUY 0 BUY 0 BUY 0
STVO (ST Volume Osc)........: BUY 0 BUY 0 BUY 0
% Stocks Above 20-DMA.......: 93% 77% 69%
ST Seasonality..............: Favorable from 5/27 to 6/4
SENTIMENT INDICATORS
-----------------------------
Fearless Forecasters........: 23% Bulls 36% Bears (6/4)
AAII Investor...............: 55% Bulls 16% Bears (6/9)
Investors Intelligence......: 50% Bulls 20% Bears (6/4)
Short Interest Ratio(May 15): 4.7 (5.0 or greater is bullish.)
Bollinger PVI (OEX).........: 1.02 (2.0 or greater is BUY Signal)
Bollinger PVI (CBOE)........: 1.04 (2.0 or greater is BUY Signal)
Gold (CEF Prem/Discount)....: +14.9% Premium to NAV - Sentiment Bullish
MISCELLANEOUS INDICATORS
-----------------------------
Adv Vol/Decl Vol............: 1.5 (9.0 or greater is very bullish)
10 DMA of Adv/Declines......: 1.17 (2.0 or greater is very bullish)
S&P 5-Day Price Momentum....: +1.8% (+7.5% or greater is very bullish)
Weeks of Member Net Selling.: 1 Wks; Cum Total: -71,187,000 shrs (5/21)
1-Day Arms Index............: 0.84 (2.0 or greater is ST bullish)
10-DMA Arms Index...........: 0.96 (1.5 or greater is IT bullish)
BREADTH INDICATOR ANALYSIS NYSE DOW NYSE(RA) S&P 500
--------------------------- -------- -------- -------- --------
McClellan Oscillator......: +99.09 +80.85 +29.30 +43.00
Net Change..............: +3.50 +10.23 +1.18 +12.85
Summation Index...........: +1507.09 -13.43 +166.26 +187.26
A-D Req'd for N/C McOsi.: +338 ... +338 ...
A-D Req'd for McOsi = 0.: -1644 ... -1644 ...
IT Breadth Momentum Osc...: ... +96.39 +95.83 +98.57
Net Change..............: ... +15.19 +0.64 +4.98
A-D Req'd for Top/Bottom: ... ... +41 ...
A-D Req'd for ITBM = 0..: ... ... -20765 ...
MARKET INDEXES RANKED BY STRENGTH
|-RankChg-| |---- % Price Change ----| Hot/Cold
PMO 5 15 On 5 15 Group &
Index Rank Day Day 06/10 Day Day YTD Blinkers
-------------- ---- ---- ---- ------ ----- ----- ------ |---------|
Internet Index 1 +1 +17 +0.8% +2% +8% +9% 1 ++ ++ +
Dow Trans 2 +1 +6 -0.1% +2% +7% +1% 1 ++ ++ +
Defense Index 3 +2 +8 +0.6% +3% +8% +4% 1 ++ ++ +
BlueChipTop 10 4 +2 +22 +0.2% +2% +6% +2% 1 ++ ++ +
NASDAQ 100 5 +3 +10 +0.8% +2% +6% +1% 1 ++ ++ +
Natural Gas In 6 -5 -3 +2.0% +2% +4% +7% 2 ++ ++ -
Real Estate iS 7 +10 +39 -0.5% 0% +8% 0% 1 ++ ++ +
Health Payer 8 +2 +4 -0.3% 0% +4% +9% 1 ++ ++ +
Retail Holders 9 +5 +12 +0.3% +1% +6% +4% 1 ++ ++ +
Oil Index 10 -6 -8 +1.1% +1% +3% +9% 2 ++ ++ -
Consumer Non-C 11 -4 -5 -0.2% +1% +4% +9% 2 ++ ++ -
Comp/Tech Indx 12 +11 +8 +0.7% +4% +6% -3% 1 ++ ++ +
Consumer Index 13 -2 -6 +0.2% +1% +4% +5% 2 ++ ++ -
SP SmCap 600 14 +4 +14 +0.1% +2% +6% +5% 1 ++ ++ +
Semiconductor 15 +5 +26 +0.6% +3% +4% -6% 1 ++ ++ +
Services Index 16 +5 -6 +0.3% +2% +4% +1% 1 ++ ++ +
NASDAQ Comp 17 +9 +10 +0.5% +2% +5% 0% 1 ++ ++ +
Chemical DJUS 18 +9 +5 +0.2% +3% +6% -2% 1 ++ ++ +
S&P 500 19 0 -6 +0.5% +2% +4% +2% 1 ++ ++
Technology Ind 20 +2 +5 +0.4% +2% +5% +2% 1 ++ ++ +
Pharmaceutical 21 -8 -17 -0.1% 0% +2% 0% 2 ++ ++ -
Financial iShr 22 +6 +14 -0.3% +1% +5% +2% 1 ++ ++ +
S&P Midcap 400 23 +2 +9 +0.3% +1% +5% +3% 1 ++ ++ +
Healthcare iSh 24 -12 -19 -0.3% 0% +2% +4% 3 +- -+ -
Cyclical Index 25 +8 +5 +0.7% +3% +6% +1% 1 ++ ++ +
Wilshire 5000 26 -2 -10 +0.4% +2% +4% +2% 2 ++ ++ -
Comp Hardware 27 +9 +17 +0.9% +3% +7% 0% 1 ++ ++ +
S&P 100 28 +2 -14 +0.5% +2% +4% +1% 1 ++ ++ +
Banking Index 29 0 +8 +0.5% +1% +5% 0% 1 ++ ++
NYSE Comp 30 +1 -6 +0.5% +2% +4% +1% 1 ++ ++ +
Val Line-A 31 +1 +4 +0.3% +2% +5% +4% 1 ++ ++ +
Dow Ind 32 +2 -15 +0.4% +2% +5% 0% 1 ++ ++ +
Airline Index 33 +7 +14 -4.0% 0% +6% -14% 3 +- -+ +
Dow Util 34 -18 -15 +0.7% 0% +3% +2% 2 ++ ++ -
Russ 2000 35 0 +4 +0.1% +1% +5% +2% 1 ++ ++ +
Housing Index 36 +2 +7 +0.3% +1% +7% +1% 1 ++ ++ +
Comp Software 37 +2 -15 +0.6% +3% +5% -1% 2 ++ +- +
CRB Index 38 -29 -29 -0.1% -1% -1% +6% 6 -- -- -
US Dollar 39 -24 -38 -0.6% 0% -2% +3% 6 -- -- -
Box Maker Indx 40 +4 +2 +0.7% +4% +7% -1% 2 ++ +- +
AMEX 41 0 -8 +0.3% 0% +2% +2% 2 ++ +-
NY Gold 42 -5 -2 +0.3% -1% +1% -7% 3 +- -- -
Telecom Index 43 +3 -9 +0.3% +2% +2% +5% 2 ++ +- +
30-Year Bond 44 -2 -6 +0.1% -1% 0% -2% 3 +- +- -
Oil Service In 45 0 -16 +1.2% +2% +3% +6% 2 ++ +-
Gold Index XAU 46 +1 +3 +1.0% -2% -1% -23% 3 +- -- +
Brokerage Indx 47 +1 -2 -0.7% +1% +1% -4% 3 +- +- +
Biotech Index 48 -5 -17 +0.1% -4% -1% 0% 6 -- -- -
Networking Ind 49 0 -1 +0.4% +3% +5% -3% 2 ++ +-
Silver 50 0 0 +1.8% 0% -3% -4% 3 +- +-
|-- PMO Crossover Model ---|-- Price Momentum Model --|
| PMO High Today | PMM High Today|
Name Flag| Sgnl Day P/L P/L | Sgnl Days P/L P/L|
--------------- -----| ---- --- ------- ------- | ---- ---- ------- -------|
Dow Indust BUY 14 +2.2% +2.0% BUY 415 +26.5% +22.7%
S&P 500 BUY 15 +2.4% +1.9% BUY 415 +27.0% +24.7%
S&P 100 BUY 15 +2.6% +2.3% BUY 415 +23.8% +19.8%
NYSE Comp BUY 15 +2.7% +1.9% BUY 415 +32.9% +28.5%
NASDAQ Warn! BUY 16 +3.0% +1.8% SELL 31 +1.0% -5.5%
NASDAQ 100 Ind BUY 16 +3.3% +2.3% BUY 66 0.0% -1.8%
Russ 2000 Warn! BUY 16 +2.4% +0.7% SELL 31 +0.5% -5.8%
Wilshire 5000 BUY 15 +2.3% +1.6% BUY 415 +31.1% +28.0%
Val Line-A BUY 15 +2.3% +1.2% BUY 420 +59.7% +53.0%
S&P Midcap 400 BUY 15 +2.3% +1.2% BUY 414 +41.5% +36.6%
SP SmCap 600 BUY 16 +2.2% +1.0% BUY 414 +48.6% +43.4%
Amer Exch BUY 15 +1.4% +0.5% BUY 415 +50.0% +41.0%
152 BlueChipTo BUY 17 +6.8% +5.0% BUY 3 +0.2% -1.6%
Airline Index Warn! BUY 17 +5.7% -0.1% SELL 41 +8.1% -0.2%
Banking Index Warn! BUY 20 +3.8% +3.2% SELL 31 0.0% -6.6%
Biotech Index SELL 1 0.0% -0.1% SELL 22 +1.1% +1.0%
Box Maker Indx Warn! BUY 15 +3.3% +3.0% SELL 80 +5.1% -1.9%
Brokerage Indx Warn! BUY 16 +2.5% -0.7% SELL 35 +3.7% +0.5%
Chemical DJUS BUY 15 +2.5% +2.2% BUY 447 +22.8% +19.2%
Comp Hardware Warn! BUY 20 +7.0% +6.4% SELL 44 +6.0% -2.3%
Comp Software Warn! BUY 14 +2.7% +1.3% SELL 24 0.0% -5.5%
Comp/Tech Indx Warn! BUY 17 +5.2% +4.7% SELL 91 +2.5% -4.3%
Consumer Index BUY 13 +2.0% +1.6% BUY 405 +16.8% +16.4%
Consumer Non-C BUY 9 +1.2% +0.8% BUY 395 +29.0% +28.1%
Cyclical Index BUY 15 +3.2% +2.7% BUY 414 +55.7% +49.9%
Defense Index BUY 16 +4.3% +4.0% BUY 392 +37.5% +37.1%
Financial iShr Warn! BUY 20 +4.4% +3.3% SELL 34 +1.7% -4.8%
Gold Index XAU Warn! BUY 23 +9.1% +1.1% SELL 57 +16.9% +10.7%
Health Payer BUY 14 +4.0% +1.6% BUY 447 +88.6% +77.3%
Healthcare iSh BUY 9 +1.1% -0.6% BUY 447 +20.9% +17.9%
Housing Index BUY 16 +3.1% +0.0% BUY 3 0.0% -2.9%
Internet Index BUY 16 +4.6% +3.2% BUY 450 +78.8% +73.4%
Natural Gas In BUY 15 +0.4% +0.4% BUY 441 +39.6% +39.0%
Networking Ind BUY 16 +5.0% +3.0% BUY 3 +0.2% -1.7%
Oil Index BUY 8 +0.9% +0.0% BUY 395 +38.3% +35.1%
Oil Service In Warn! BUY 3 +0.7% +0.7% SELL 31 0.0% -3.8%
Pharmaceutical Warn! BUY 8 +1.6% +0.5% SELL 80 +0.6% -5.5%
Real Estate iS BUY 23 +6.8% +5.6% BUY 13 +1.0% -0.1%
Retail Holders BUY 16 +3.7% +2.9% BUY 422 +26.6% +23.8%
Semiconductor BUY 21 +7.8% +4.9% BUY 13 +0.1% -2.6%
Services Index BUY 14 +2.4% +1.6% BUY 401 +26.4% +23.5%
Technology Ind Warn! BUY 16 +3.3% +1.6% SELL 24 0.0% -5.8%
Telecom Index BUY 14 +1.1% +0.6% BUY 405 +43.5% +32.0%
Dow Trans BUY 15 +4.5% +2.9% BUY 3 +1.1% -0.5%
Dow Util BUY 16 +1.0% -0.3% BUY 413 +26.8% +22.1%
Gold Warn! BUY 17 +2.5% +0.0% SELL 34 +1.1% -1.9%
Silver BUY 20 +5.8% -2.1% BUY 14 0.0% -7.4%
CRB Index Warn! SELL 1 +0.1% +0.1% BUY 822 +40.2% +32.7%
30-Year Bond Warn! BUY 21 +1.7% -0.6% SELL 29 +0.6% -0.5%
Dollar Index SELL 22 +2.7% +1.6% SELL 721 +21.8% +18.0%
Markets sind immer noch im Uptrend !
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