Presentation Slides

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Formerly an executive vice‐president of Tudor, Mr. DeMark currently serves as special advisor to Steven A. Cohen of SAC Capital Advisors, a role he has held for over 15 d i
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years. His resume includes consulting for some of the largest trading institutions and fund managers in the world, including : 
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Leon Cooperman (Omega Adv.)
Leon
Cooperman (Omega Adv )
Steinhardt
Goldman Sachs Dean Witter
IBM
Union Carbide
MMM
Morgan Bank
Tisch Family (Loews Corp)
Tisch Family (Loews Corp)
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Citibank
State of Illinois
Atlantic Richfield Trust Company of the West First Investors
First Investors
NorWest Corp
George Soros
Steve Cohen (SAC Capital Advisors)
Mr. DeMark has also been involved in multi‐billion dollar pension and profit sharing management as well as futures' fund management with legendary floor trader Charlie DiF
DiFrancesca, the largest trader in the Chicago Board of trade Treasury Bond pit.
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In 2008, Market Studies partnered with John Burbank of Passport Capital and Steve Cohen of S.A.C. Capital, in an effort to extend the ®
distribution and knowledge base of the DeMark Indicators , and expand our market research and development efforts.
Market Studies has been offering the DeMark Indicators via select software data vendors since 1995. These Indicators are currently ®
available exclusively through the Bloomberg Professional , CQG available exclusively through the Bloomberg Professional
CQG
Integrated Client, DeMark Prime and Thomson One platforms.
Despite the general perception of market chaos and random price movement, Market Studies believes that price action is quantifiable and underlying patterns tend to repeat themselves across time intervals, assets and history. Through the implementation of the ®
DeMark Indicators
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we strive to identify and exploit these natural d
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price rhythms. Our goal is to provide innovative tools and techniques that allow Our
goal is to provide innovative tools and techniques that allow
clients to anticipate price movement – not merely react to it. D M k IIndicators
DeMark
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®
The DeMark Indicators are a collection of sophisticated market‐
timing tools created by Tom DeMark over the course of nearly 40 years in the financial industry. These proprietary techniques provide an objective method of analyzing markets, with application regardless of region, asset, price, data, time period and history.
®
What makes the DeMark Indicators unique is the fact that they add value and insight to your market analysis – identifying price trends and highlighting when these trends are vulnerable to a change in
and highlighting when these trends are vulnerable to a change in direction. applying timing to global markets
DeMark Indicators
• Absolute Retracement
• Setup and TDST (TD Setup Trend)
• Sequential
• Combo
DeMark on Global Markets
•Buyouts
p
•Unexpected Events
•Indices •Economics
• Equities
• Currencies
• Commodities
• Bonds
DeMark Service on Bloomberg
• DEMA<GO>
• TDRS <GO>
• Classroom
• Scans
Absolute Retracement is a trading indicator designed to anticipate potential levels of price support off of all‐time or significant price highs and levels of price resistance off of all‐time or significant‐price lows.
When the retracement level is qualified price typically gravitates to next retracement level. Each level serves as support or resistance until broken and qualified When this occurs price may then ideally
until broken and qualified. When this occurs price may then ideally move to the next retracement level.
August 25, 1987 High: 2746.6
0.618 Abs Ret: 1697.4
DJIA Index
Daily 1987
Low: 1706.9
chart source: DeMark Prime
August 25, 1987 High: 2746.6
DAX Index
Weekly 1987
DJIA Index
Daily 1987
0 618 Abs Ret: 975 86
0.618 Abs Ret: 975.86
0.618 Abs Ret: 1697.4
Low: 1706.9
chart source: DeMark Prime
July 16, 1987 High: 2455.20
0.618 Abs Ret: 1517.31
FTSE Index
Daily 1987
Low: 1515.00
chart source: DeMark Prime
March 24, 2000 Close: 1,527.46
SPX Index Daily 2000 0.382 Rel Ret: 1177.05
0.618 Abs Ret: 944.75
Low: 944.75
chart source: DeMark Prime
March 24, 2000 Close: 1,527.46
0.5 Abs Ret: 763.73
SPX Index Daily 2000
Low: 768.63
chart source: DeMark Prime
2.00 Abs Ret: 1333.58
March 09, 2009 Close: 676.53
chart source: DeMark Prime
January 08, 2008 Close: 6287.85
0.382 Abs Ret: 2401.96
NIFTY Index Daily 2008 Close: 2524.20
Low: 2252.75
chart source: DeMark Prime
TRAN Index Daily 2009 May 19, 2008 High: 5536.6
0.382 Abs Ret: 2115.0
Low: 2134.2
chart source: DeMark Prime
2.00 Abs Ret: 1366.76
March 06, 2009 Close: 683.38
SPX Index Daily 2011 chart source: DeMark Prime
2.00 Abs Ret: 1366.76
Close: 1305.14
0 382 Rel Ret: 1304.87
0.382 Rel
Ret: 1304 87
SPX Index Daily 2011 chart source: DeMark Prime
TWO COMPONENTS
are common to Sequential® and Combo®
Setup ®
(Consecutive Rules)
Countdown ®
(Non
(Non-Consecutive
Consecutive Rules)
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The first phase of both Sequential and Combo is the Setup
The Setup identifies the underlying trend and begins with a series of price bars
Step 1: Compare the current bar’s close to the close four bars prior
Step 2: A ‘Price Flip’ must occur to commence the Setup phase
Final Step: 9 consecutive closes greater than the close four bars earlier completes the minimum requirement for a Sell Setup
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When a Sell Setup is completed and is perfected, a red down arrow will appear above that bar
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When a Sell Setup is completed, a red horizontal line ((TDST) appears at the Lowest True Low
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of the Setup
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When a Buy Setup is completed a green horizontal line ((TDST) appears at the Highest True High
) pp
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g of the Setup
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A Sequential Countdown can begin on or after bar 9 of a Setup if
the Close is above the High
g 2 bars earlier
Once the Setup is completed the Countdown can begin
A Combo Countdown can commence as early as the first bar of Setup
®
Qualified/disqualified breakout rules can be applied to this, as well as to other indicators
Ideally, the market will respond to price exhaustion y
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within 12 price bars
DeMark on Buyouts
DeMark on Buyouts
Hilton Hotels Corp.
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
TXU Corp.
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
Dow Jones & Co Inc.
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
MFE Equity
Daily 2010
y
chart source: bloomberg
DeMark on Buyouts
Reuters Group
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
Thomson Reuters
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
Reebok Int Equity
Daily 2005
Daily 2005
chart source: bloomberg
DeMark on Buyouts
Ohio Casualty Group
Daily 2007
Daily 2007
chart source: bloomberg
DeMark on Buyouts
CNET Equity
Weekly 2008
Weekly 2008
chart source: bloomberg
DeMark on Buyouts
CVT Equity
CVT
E i
Daily 2010
chart source: bloomberg
DeMark on Unexpected Events
DeMark on Unexpected Events
WCG Equity
Daily 2007 chart source: bloomberg
DeMark on Unexpected Events
THC Equity
Daily 2002
Daily 2002 chart source: bloomberg
DeMark on Unexpected Events
TYC Equity
Daily 2007
Daily 2007 chart source: bloomberg
DeMark on Unexpected Events
CFC Equity
Weekly 2006
Weekly 2006 chart source: bloomberg
DeMark on Unexpected Events
YHOO Equity
Daily 2008 chart source: bloomberg
DeMark on Unexpected Events
BIDU Equity
Weekly 2008 chart source: bloomberg
DeMark on Unexpected Events
LEH Equity
Daily 2008 chart source: bloomberg
DeMark on Unexpected Events
BSC Equity
Monthly 2008 chart source: bloomberg
DeMark on Unexpected Events
POT Equity
Daily 2009
chart source: bloomberg
DeMark on Unexpected Events
ADS GR Equity
Daily 2006 Earnings chart source: bloomberg
DeMark on Unexpected Events
MRK GY Equity
Daily 2006 Earnings chart source: bloomberg
DeMark on Unexpected Events
RIMM US Equity
Daily 2009 Earnings
Daily 2009 Earnings chart source: bloomberg
DeMark on Unexpected Events
GMCR Equity
Daily 2006 Earnings chart source: bloomberg
DeMark on Unexpected Events
LIZ Equity Weekly 2007 Earnings
chart source: bloomberg
DeMark on Unexpected Events
MTXX Equity
Daily 2009 recall
Daily 2009 recall chart source: bloomberg
DeMark on Indices
DeMark on Indices
CAC Index
Daily 2011
Daily 2011
chart source: bloomberg
DeMark on Indices
HSI Index
Daily 2011
Daily 2011
chart source: bloomberg
DeMark on Indices
NKY Index
Weekly 2011
chart source: bloomberg
DeMark on Indices
TSE Mothers Index
Weekly 2011
chart source: bloomberg
DeMark on Indices
SPX Index
SPX
I d
Daily 2010
chart source: bloomberg
DeMark on Indices
SPX Index
SPX
I d
Weekly 2009
chart source: bloomberg
DeMark on Indices
SPX Index
SPX
I d
Monthly 2007
chart source: bloomberg
DeMark on Indices
ESM1 Index
Daily 2011
chart source: bloomberg
DeMark on Indices
SX7P Index
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Indices
SX7P Index
Daily 2011
chart source: bloomberg
DeMark on Indices
N100 Index
Daily 2011
Daily 2011
chart source: bloomberg
DeMark on Indices
JSDA Index
Weekly 2011
chart source: bloomberg
DeMark on Indices
HSI Index
Daily 2011
chart source: bloomberg
DeMark on Indices
SHCOMP Index
Daily 2011
chart source: bloomberg
DeMark on Indices
TPX Index
Weekly 2011
chart source: bloomberg
DeMark on Indices
SHSZ300 Index
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Indices
CFIN Index
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Economics
DeMark on Economics
SPX Index P/E
Weekly 2011
chart source: bloomberg
DeMark on Economics
Bloomberg Percentage of NYSE Stocks Closing Above 200 Day Moving Average
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Economics
Consumer Confidence Sentiment Monthly 2011
Monthly 2011
chart source: bloomberg
DeMark on Economics
Consumer Confidence Monthly 2011
Monthly 2011
chart source: bloomberg
DeMark on Economics
US Unemployment Rate Monthly 2011
Monthly 2011
chart source: bloomberg
DeMark on Economics
Initial Jobless Claims
Monthly 2011
chart source: bloomberg
DeMark on Economics
BBA Libor Index
Quarterly 2011
chart source: bloomberg
DeMark on Economics
Labor Board Exhaustion Rate (people who have used up their benefits)
Quarterly 2011
Quarterly 2011
chart source: bloomberg
DeMark on Economics
ISM Manufacturing PMI
Monthly 0
Monthly 2011
chart source: bloomberg
DeMark on Economics
Fed Funds Target Rate Monthly 2011
Rate Monthly 2011
chart source: bloomberg
DeMark on Economics
Credit Card Delinquencies
Monthly 2011
chart source: bloomberg
DeMark on Economics
US Existing Home Sales
Quarterly 2011
chart source: bloomberg
DeMark on Economics
Chicago Purchasing Managers
Monthly 2011
Monthly 2011
chart source: bloomberg
DeMark on Economics
GDP US Implicit Price Deflator
Quarterly 2011
chart source: bloomberg
DeMark on Economics
DOE Crude Oil Total Inventory
Weekly 2011
chart source: bloomberg
DeMark on Economics
US Auto Sales
Monthly 2011
chart source: bloomberg
DeMark on Economics
China GDP
Q arterl 2011
Quarterly 2011
chart source: bloomberg
DeMark on Economics
Japan GDP Chained Real GDP Quarterly 2011
chart source: bloomberg
DeMark on Economics
Hogs and Pigs Inventory
Quarterly 2011
chart source: bloomberg
USDA Georgia Dock Chicken
Weekly 2011
chart source: bloomberg
Norway Salmon Exports
Weekly 2011
Weekly 2011
chart source: bloomberg
Creamy Peanut Butter
Monthly 2011
chart source: bloomberg
Urban Beer Consumers
Monthly 2011
chart source: bloomberg
DeMark on Equities
C Equity Equity
Daily 2011 chart source: DeMark Prime
DeMark on Equities
BAC Equity W kl 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
STT Equity Weekly 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
YHOO Equity YHOO
Equity
Daily 2011 chart source: DeMark Prime
DeMark on Equities
YHOO Equity YHOO
Equity
Daily 2011 chart source: DeMark Prime
DeMark on Equities
MSFT Equity W kl 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
GOOG Equity D il 2011
Daily 2011 chart source: DeMark Prime
DeMark on Equities
BHI Equity BHI
Equity
Monthly 2011 chart source: DeMark Prime
DeMark on Equities
AA Equity Weekly 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
ANF Equity Weekly 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
TSS Equity Weekly 2011
Weekly 2011 chart source: DeMark Prime
DeMark on Equities
ML FP Equity
Daily 2011
chart source: bloomberg
DeMark on Equities
BNP FP Equity
Daily 2011
chart source: bloomberg
DeMark on Equities
OR FP Equity
Daily 2011
chart source: bloomberg
DeMark on Equities
ETL FP Equity
Daily 2011
Daily 2011
chart source: bloomberg
DeMark on Equities
SAN SM Equity
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Equities
ASI FP Equity
Weekly 2011
chart source: bloomberg
DeMark on Equities
RIO FP Equity
Monthly 2011
chart source: bloomberg
DeMark on Equities
RIO FP Equity
Weekly 2011
chart source: bloomberg
DeMark on Equities
STM CN Equity
Daily 2011
chart source: bloomberg
DeMark on Equities
EXT AU Equity
Monthly 2011
chart source: bloomberg
DeMark on Currencies
DeMark on Currencies
DOLLAR INDEX SPOT
Quarterly 2011
chart source: bloomberg
DeMark on Currencies
DOLLAR INDEX SPOT Weekly 2011
chart source: bloomberg
DeMark on Currencies
DOLLAR INDEX SPOT Daily 2011
chart source: bloomberg
DeMark on Currencies
DOLLAR INDEX SPOT Daily 2011
chart source: bloomberg
DeMark on Currencies
EUR SPOT Weekly 2011
chart source: bloomberg
DeMark on Currencies
BRITISH POUND SPOT
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Currencies
AUD SPOT
Q t l 2011
Quarterly 2011
chart source: bloomberg
DeMark on Currencies
JPY SPOT
Monthly 2011
chart source: bloomberg
DeMark on Currencies
AUDJPY X‐Rate
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Currencies
GBPUSD X‐Rate
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Currencies
CAD SPOT
Quarterly 2011
chart source: bloomberg
DeMark on Currencies
CHFUSD X‐Rate
Weekly 2011
chart source: bloomberg
DeMark on Currencies
AUDSGD X‐Rate Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Currencies
EURJPY X‐Rate Weekly 2011
chart source: bloomberg
DeMark on Currencies
Thai Baht SPOT
Quarterly 2011
chart source: bloomberg
DeMark on Currencies
EURSGD X‐Rate
Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark on Currencies
NZDAUD X‐Rate
Daily 2011
Daily 2011
chart source: bloomberg
DeMark on Commodities
DeMark on Commodities
GC1 Comdty
Daily 1980
chart source: bloomberg
DeMark on Commodities
GOLDS Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
SILV Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
LBA Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
Silver SPOT
Quarterly 2011
chart source: bloomberg
DeMark on Commodities
Platinum SPOT
Quarterly 2011
chart source: bloomberg
DeMark on Commodities
NG1 Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
HOM1 Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
CLA Comdty
Daily 2011
chart source: bloomberg
DeMark on Commodities
COA Comdty
Weekly 2011
chart source: bloomberg
DeMark on Commodities
HG1 Comdty
Weekly 2011
chart source: bloomberg
DeMark on Bonds
DeMark on Bonds
US1 Comdty
Daily 2011
chart source: bloomberg
DeMark on Bonds
TY1 Comdty
Daily 2011
chart source: bloomberg
DeMark on Bonds
USGG2YR Index Monthly 2011
chart source: bloomberg
DeMark on Bonds
USGG10YR Index
Daily 2011
chart source: bloomberg
DeMark on Bonds
JPN 10Y Comdty BOND Weekly 2011
chart source: bloomberg
DeMark on Bonds
US TREASURY N/B T 4 BOND Daily 2011
chart source: bloomberg
DeMark on Bonds
XM1 Comdty BOND Weekly 2011
chart source: bloomberg
DeMark on Bonds
Korea Futures Exchange Weekly 2011
chart source: bloomberg
DeMark on Bonds
Euro‐Bund Weekly 2011
chart source: bloomberg
DeMark on Bonds
German Govt 10yr Bond Weekly 2011
Weekly 2011
chart source: bloomberg
DeMark Service for Bloomberg
DEMA<GO>
DEMA
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The DeMark Service for Bloomberg is priced at $500 USD per month and offers customers access to:
offers customers access to:
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The 30 DeMark Indicators that were previously available on the Bloomberg Professional platform
Approximately 30 new Indicators
TD Re‐Search (TDRS<GO>) DeMark Chat Room
Real time scans and alerts using
Real‐time scans and alerts using Bloomberg's EQS and ALRT functionality (later this year)
DeMark Service for Bloomberg provides enhanced functionality as well as excellent customer flexibility.
TDR
TDRS
S<GO>
GO
The TDRS Classroom is a valuable resource for subscribers to reference educational Th
TDRS Cl
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descriptions and default settings for the full suite of DeMark Indicators
TDRS<GO>
The Portfolio Re‐Search is comprised of three separate components: Th
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Portfolio Scan, Multi‐Period Spreadsheet, and Multi‐Indicator Spreadsheet TDRS<GO>
The Asset Re‐Search is comprised of two separate components: Th
A tR S
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Asset Scan and Single‐Asset Spreadsheet Additionally, Mr. DeMark has authored three successful books y,
detailing the DeMark Indicators® and market timing: The New Science of Technical Analysis
New Market Timing Techniques: Innovative Studies on Market Rhythm and Price
Studies on Market Rhythm and Price Exhaustion
DeMark on Day Trading Options
www marketstudies com
www.marketstudies.com