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Writer's picturePeter Lee

Monthly Bollinger Bands and the 30/40-month Moving Averages

Why the explosive stock market rally today?

Earlier today, stocks were flat until the afternoon when comments from Chair Powell on interest rate hikes created a sharp rally. Fed Chair Powell mentioned rate hikes could slow as inflation eases.


Investors interpreted Powell’s comments today as dovish, signaling the Fed’s hike at the December FOMC meeting may be smaller. However, Powell also reiterated the Fed Funds target can still trade upwards to 5% or higher from the current range of 3.75%-4%, and a recession is still possible.

In other news, ADP reported a sudden and sharp slowdown in private-sector hiring in November, and job openings fell more than expected in October. The third quarter GDP growth was revised higher than expected.

Powell’s comments and the economic news pushed stocks sharply higher, with rallies from 2.18% to 4.58% across stock market indexes. The 10-year US Treasury yield (TNX) also fell to 3.703%.

Tomorrow the Commerce Department will release the PCE price index and the core PCE, ex-food, and energy. A subdued reading tomorrow and a constructive November job report at the end of the week may help the Fed decide on the next rate hike move.


Although the market will remain volatile into the end of the year and early next year, a review of the monthly SPX chart can offer a better read on the longer-term trend of US large-cap stocks.


The monthly Bollinger Bands and the 30-month/40-month moving averages still paint a constructive picture for SPX, at least from a long-term trend basis.


The ability of SPX to rebound from the bottom of its monthly Bollinger Bands (3,659.92) is remarkable after briefly falling below the 30-mo and 40-mo moving averages during Sept 2022.


Also, it is positive SPX has managed to reverse above the two long-term moving averages.


Although the above developments are positive, there remain a few hurdles. One challenge is for SPX to convincingly clear above the mid-point of the Bollinger Bands (4,246.95). The second hurdle is to generate a higher high pattern, above the Aug 2022 reaction high of 4,325.28.

Accomplishing the two goals opens the door for SPX to retest the prior all-time high of 4,818.62 (1/4/22), where the top of the Bollinger Bands (4,834) also resides.


On a near-term basis, the ability of SPX to breakout above the 200-day ma (4,050) and above the Jan/Mar 2022 primary downtrends (4,086-4,192) further improves the SPX intermediate-term outlook.


Pivotal support remains at 3,491.58, corresponding to the 10/13/22 reaction low. Violation here warns of another major SPX sell-off.


Volume analysis is also constructive. SPX volume expanded into the 2000-2002 and the 2007-2009 bear markets. The volume also expanded into the brief Feb-Mar 2020 bear market. However, over the past 11 months, SPX volume has been relatively light. Does subdued volume hint at a high-level consolidation phase within the ongoing May 2013-present structural bull?


The SPX Implied Volatility (VIX) exploded higher into the three previous bear market declines, including the 2000-2002 tech/telecom dot.com bubble, the 2007-2009 global financial crisis/great recession, and the Feb-Mar 2020 COVID-19 pandemic/recession.


However, VIX showed a neutral sideways triangle pattern over the past two years. Failure of VIX to break out above the top of the triangle in the mid-30s has led to a decline toward the bottom in the high teens. Will a confirmed VIX breakdown below the triangle lead to another SPX rally?


The linear regression line or the best-fit line collapsed during the 2000-2002 and the 2007-2009 bear markets. Since Oct 2021 peak, the linear regression line has plummeted to an extreme and unsustainable low. Does this support the basis of the SPX bottom in Oct 2022 or possibly an impending market bottom in the months ahead?



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