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Thursday, June 21, 2012 10:50:47 AM
IWM printed a DT yesterday at 79.08. This time SPY was weaker than IWM and failed to reach a DT by 15 cents. This caused my pairs ratio to fail to produce divergence on the DT. Markets were at significant resistance levels. How ever, it is important to remember that we are nearing the close of the quarter and some some significant 'window dressing' could take place as the month closes.
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