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Old 10-14-2007, 12:20 AM
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Re: [VSA] Volume Spread Analysis

Well, the last time I tried this approach I got some very savvy responses, so let me try ringing the same bell. I've been stuggling with VSA for a while now, and I seem to find lots of exceptions to the rules, places where VSA doesn't seem to work. Usually, it's my lack of understanding that's to blame, but I keep probing until I really understand how to apply VSA.

Attached is a daily chart of the Dow. The first thing you'll notice is that I've gone back to candlesticks, abandoning 'traditional' (ala Tom Williams) HLC bars. I do agree with previous posters (esp. PP) that the candlesticks provide another level of information that is valuable for VSA.

The text in the chart gives the layout of my dilemna. After reading a series of posts a few pages back on this thread, I've been hunting for high volume + small range days as well as high range + low volume days, and the chart shows one of the former type.

On the surface, it appears to be a perfect example of the professionals selling to the giddy public, but here's the fly in the ointment---it doesn't meet ALL of Tom's requirements for market top. Quoting from p. 76 of Master the Markets, "So, the essential ingredients for this bearish indication are: an up-day on high volume with a narrow spread, into new high ground." Each element is essential for an accurate signal."

So, the fly is the 'new high ground'. On p. 75, Tom says that you can have "nothing higher on your chart to the left". As you can see from the chart, there IS something slightly higher to the left, from about July 16-23, or thereabouts. So, the question I'm asking myself (and all of you) is--why don't the higher prices in July act as resistance, and why doesn't the distribution that comes after them provide even more fuel for the bearish case at the bar in question? As most of you know, Tom's book, and Todd Krueger's work, are chock full of examples of the vital importance of looking at the "playing field" and if you see distribution to the left, then you've got a more bearish picture when you come back up to that resistance zone.

If you add up all the VSA signals, it looks to me as if this should have been a pretty clear bearish signal. Did VSA just fail us, or am I missing something crucial?
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