STOCK FRACTALS

Defining The   "Hidden Fractal Order"   Within The Financial Markets

Updated and Posted: 

Saturday, September 24thrd 9:13 am

Please do a "Page Refresh" (Press F5)  to see the updated charts and comments

2005  Archive Page      Interviews       Home Page         Chat Room        Forums                                                                            

Monitored Stock Fractal Hedge Fund

$100,000.00 Initial Investment

Friday, September 23rd

SIMG is up 4.56 % on its fractal trigger

I lowered the STOP for TASR ---- should produce a trigger soon

wow

A Perfect Iterated Fractal !

Thursday, September 22nd

10:47 am Update

Today I bought SIMG and TASR for the portfolio

Gold stocks are topping ..... would take profits on long positions.

TASR is up 4%

SIMG is basing

BCON does fall this morning

Wednesday, September 21st

I may buy SIMG (1,000 shares) for the portfolio tomorrow morning @ 9.00   !

Take a look a the fractal chart of SIMG and look at the bottom of 8-29 -the
drop today - based solely on the resignation of the CFO for "personal
reasons" - fits perfectly with the fractal.   Also if you look at the
relationship of the 8-22 bottom and today's bottom of @9.00  - there is a
very slight upward bias .  Again if it holds at the 9.00+/- then this could
be a quick point or so when all the weak hands are shaken out.  An
appropriate stop would be @8.75  just to make sure the big boys don't try to
stop a trader out at just below the recent low of 8.88.
 

Gary Lammert

14 September 2005

East Meets West - World Equities At the Top by Two Different - but Perfect -
Weekly Third Fractal Growth Paths

(Written 13 September 2005)

The weekly count for the third of three sequential major
growth fractals dating from 2003 for the Nikkei and Hong Kong indices
is 10/25/20. For the western US-Euro equities the weekly fractal
sequence of this final third fractal is 11/26-27/22. The two different
eastern and western equity indices weekly sequences conform to an
idealized x/2.5x/2x pattern and have reached their respective apogees
in very same week. While the Nikkei and some of the Euro-indices have
shown very characteristic exhaustion gaps within the past 3 trading
days matching the multi-yearly blow-off patterns of the high flying
NYSE and AMEX equities, the collective US Wilshire has not been able
to best its August 3, 2005 apex.

The underperformance of the premiere summation American Index, the
Wilshire 5000(TMWX), reflects the disproportionally negative
integrative burden on the US macroeconomy of its valuation fractal
determining elements - total quantitative personal, governmental, and
corporate debt, the latter of which has become much more expensive to
service under some behemoth's new junk bond status; unpayable private
pension funds soon to assumed by American taxpayers- of formerly
great, soon to be bankrupt, US corporations; expensive war cost which
have historically withered every prior major overextended world power,
record lack of US collective personal savings used as a base for
fractional lending, exhausted consumer discretionary spending running
up against near record energy costs; outsourced high paying jobs and
current wages not maintaining pace with inflation and debt servicing;
siren enticing and predatory unregulated lending practices leading to
asset consumption by a new group of extremely marginal buyers; rising
short term interest rates; the cresting of valuations of the US ATM -
equivalent asset, i.e., housing overvaluation; and recent massive
forward consumption of corporate profitless US automobiles akin to a
python eating its semiannual one time big pig bolus meal.

Relative to other leading world countries' above listed internal
economic parameters, the US and its protégée, the Wilshire, couldn't
exhaustion gap its way above its collective 3 August 2005 high. This
provides high probability information about the relative summation
strength of the US economy and its expected future asset valuation
activity in comparison to other world economic competitors.

From the Economic Fractalist archive on 28 July 2005:

Reverse Growth Fractal Top Patterns - Another Confirmational Indicator of
the Finale for the 147 year Second Great Fractal

'At major lower order valuations, top quantum units in individual equities
and commodities, many times complete classical inverse growth fractals. The
time units of the inverse top fractals can be in minutes, hours, or days
and usually are in a quantum sequence of either x/2.5x/2x or
x/2.5x/x,1.5x,1.6x,2.5x, the former being much more prevalent.'

A weekly reverse growth fractal of 15/37/30 weeks or x/2.5x/2x was identified
as a possibility on 28 July 2005. At the same time the possibility of a
x/2.5x/2.5x sequence was identified. This week, which ideally
completes a 15/37/37 week or ideal x/2.5x/2.5x inverse growth fractal
sequence, is in exact synchrony with the termination of a
11/26-27/ 22 of 22 averaged fractal weekly growth pattern.


Tuesday September 13 was day 26 of a 28 day ideal second fractal decay
pattern. Wednesday and Thursday, 14 and 15 September 2005 should
ideally be down days for the Wilshire ending the second decay fractal
of 28 days of a three sequence : 11/(28 of 28)/ 28 ideal daily decay fractal
pattern. An ideal next high for the third and final decay fractal would be on
day 104 of a 52/130/96(day 96 =Tuesday13 September) of a 104 day
sequence. The ideal final high of this nearly identical 1929 decay fractal
pattern would be on day 7 of a 11/28/(7 of 28 )day sequence. If the fractal
pattern identification is correct the last 28 days representing the third decay
fractal will be the major primary crash sequence equivalent to the final third
fractal of 27 days seen in the fall and Fall of 1929.

There are still lower probability possible decay fractal pathways
using a base with a range of 11-14 days. The extreme length would be
represented by a 14/35/22-35(1.6-2.5x the base)
decay fractal sequence with a maximum of a 14/35/35 day sequence. All
of bases include the 3 August 2005 Wilshire top. The second highest
probability daily base to the current high probability 11 day base
would be 13 days for a 13/33/21-33 daily decay sequence.

If the AMEX and NYSE characteristic exhaustion gap highs on
Friday 9 September remain unexceeded, a very ideal daily sequence
of 52/123/100 which when averaging, integrating, and reconfiguring the first
two fractal sequences of 52 and 123 days becomes 50 and 125 completing
an ideal 50/125/100 daily with a perfect x/2.5x/2x averaged configuration.

Gary Lammert

10:01 am update:  covered GM Short for a profit

Tuesday, September 20th

BCON up 8 % ... this may be a trigger for a buy

GM goes lower as expected -- down   .77 %

OI down 1.50 %

CCL down 1.50 %

SIMG hits F5 at 9.40 ... it has to hold here for a buy

Monday, September 19th

Wednesday, September 14th 5:46

Tuesday, September 13th

I found the ALL recommendation within your archives.  Best I can tell the base fractal's f1-f6 is a 3:1 expansion in the first copy thus making the upside target ~$60 [$15 move from F6]..  I reentered AAPL calls at $48.00 on 9/7 and exited Friday [9/9] close for another big gainer.  Looking to reenter calls on any intraday pullback.

Thanks again,

Gerry
 

Monday, September 12th

MarketViews with Ike Iossif & Friends

http://www.marketviews.tv

LISTEN

http://www.elliottfractals.com/marketview_interview.html

Copyright © 2003 - 2004  All rights reserved. 

All content, graphics and publications on this site are protected by U.S. copyright and international treaties and may not be copied without the written express permission of Trading Amazing Elliott Wave Fractals, which reserves all rights. Re-distribution of any of TAEWF's content and graphics for any purpose is strictly prohibited. The materials from the TAEWF's site are available for informational uses only, provided the content and/or graphics are not modified in any way, all copyright and other notices on any copy are retained, and written permission is granted by TAEWF..

As financial markets are subject to many influences and fluctuate due to many factors, no guarantees are made as to the accuracy of the information presented or distributed.  The operator of this site is not responsible for the manner in which the information is used by subscribers or readers.