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Eerily Quiet Dow Could Be a Bearish Signal

The Dow Jones Industrial Average (DJIA) hasn't traded in this narrow a range since 2014, which could be a bearish signal

Dec 23, 2016 at 10:24 AM
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After a massive post-election rally, the Dow Jones Industrial Average (DJIA) has been much quieter than usual over the past two sessions -- the quietest it's been in years, in fact. On Wednesday, the index traded in its narrowest range since July 2014 (on a percentage basis), and Thursday was another session in which the Dow traded in a span of less than 0.3%. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, these periods of eerily quiet trading could be a bearish signal for the blue-chip barometer.

Below are all the times these signals have sounded since 2012, sorted by the intraday range. The narrowest day was Dec. 30, 2013, with the index moving just 0.2% intraday. As you can see, this past Wednesday and Thursday's intraday ranges rank third and seventh, respectively.

Dow chart 1 Dec 22


Historically, these periods have proved foreboding for the Dow. Going back to 2012, the index has been negative across the board, on average, going out one month after a signal. Plus, the odds of the Dow being positive at any of those points weren't even a coin flip.

Comparing anytime returns since 2012, the Dow's odds of being higher were greater than a coin flip, going as high as 64.1% one month out. What's more, the Dow averages a one-month anytime gain of 0.72%, compared to a one-month post-signal loss of 0.72%. The range-bound behavior tends to beget more range-bound behavior for the Dow, too, as you can see from the the lower-than-usual standard deviation.

Dow chart 2 Dec 22

If history is any indicator, the Dow's dream of taking out the 20,000 level could be postponed in the short term. However, the index is still on pace for its seventh straight weekly win -- the longest since November 2014. And, as Schaeffer's Senior V.P. of Research Todd Salamone recently advised, "If you are a short-term trader, be open to trades on both the short and long side of the market. If you are a long-term investor, do not disturb your bullish positions."


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