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Tuesday, July 6, 2010

Gold Looks Vulnerable, bearish on GLD


- Gold prices, as represented by SPDR Gold Shares (GLD), looks as though it has topped for the short-term. The reverse relationship of GLD rising while overall markets falling seems to have broken down on 7/1. Although, GLD is down 1.86 to 116.64 while SPY is up 1.72 to 103.92, I would expect GLD to keep falling despite what overall market does.

- The P&F Trend indicators has changed to -1, and Estimated Future Volatility has been rising. I also looked at the weekly chart on GLD from stockscharts http://stockcharts.com/h-sc/ui?s=GLD&p=W&b=5&g=0&id=p88660858515 and I see MACD divergence, where GLD prices hit new highs last month, but the MACD indicator failed to do so & MACD has crossed below it's moving average last week.

- August options on GLD are cheap with implied volatility at 22, while my EFV is at 27.25 as of Friday's close. I expect GLD to decline to test its MA support around 114.5 - 115.25, and fall at a quicker pace should this support area fail. First price target is 105 within the next 6 weeks.

-I recommend buying the August 115/105 put spread for $2.13 or better, GLD is now $116.70.

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