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than 100 percent gain. It took three years to get there, but as the arrow indicates, the QQQ came within pennies of the retracement point, at which time it eased away. You may have noticed in the dialog box that the Fibonacci retracements do not end at 100 percent. They can go on to higher ratio levels, such as 161.8 percent, 261.8 percent, and higher. So not only can these retracement levels guide you in terms of price action between the two extremes of the reference line, but also they can give you guidance as to how high or low a price may move outside those extremes. The stock graph shown in Figure 13.16 provides a tting example of this. The graph encompasses the time range 1985 to 2006, a period of more than two decades. The retracement was drawn based on points in 1985 (the low) and 1991 (the high). From 1987 through 1999 there are many instances just a few of which are highlighted where the retracement levels have been obeyed. What s more interesting is what happens when the price breaks above the 100 percent level. There are three times when the stock paused and

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2 3 4

(15.5)

E I { ILl' ... , IL n}

[E (IL a' IL a + 1)

+ E (IL J]

(15.6)

(15.8)

*From now on all 2"

{15.9 I Since the trace of a matrix is independent of the representation of the matrix, the trace in (15.9)* may be evaluated by bringing P into its diagonal form:

FIGURE 13.16 Fibonacci levels beyond 100 percent can be an invaluable predictive tool, as illustrated here.

{15.10,

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where AI' A2 , , A2n are the 2n eigenvalues of P. The matrix p n is then alS(' diagonal, with the diagonal matrix elements (A 1 )n, (A 2 )n, .. . , (A 2 n )n. Therefore

QI{H, T) =

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From the form of (15.8) we expect that the eigenvalues of P are in general of the order of en when n is large, since E(JL, JL') and E(JL) are of the order of n. Ii Amax is the largest eigenvalue of P, we expect that lim - log Amax

:::;

:::; -

{15.13 1

{15.141

consolidated, and in each of those three instances it matches the retracement level perfectly. Thus, the retracements are not only able to provide interpolation between two extremes, they are also able to extrapolate to price levels that haven t even been experienced by a stock yet. This obviously doubles the power and value of a well-placed Fibonacci retracement object.

where N = n 2 It will turn out that (15.12) is true and that all the eigenvalues A" are positive. Thus it is sufficient to find the largest eigenvalue of P. The remaining parts of this section are devoted to the description of an explicit representation for P.

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"The fact that Q/ is of the form of a trace is a consequence of (15.2) alone and does not require (15.5). In other words, to make Q/ a trace of some matrix it is only necessary to fold the two-dimensional lattice into a cylinder. The purpose of (15.5), which turns the cylinder into a toru;,. eto facilitate the actual diagonalization of P.

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(T constant)

droplets initially have exactly the same radius '0 (which is unlikely), the average size will shift towards a larger value. This can only be achieved through a net condensation of vapor onto the droplets, thereby lowering pressure of the vapor. The whole process then repeats. Thus there is a self-sustaining process favoring the formation of larger and larger droplets until all the liquid forms a single body essentially infinite in size. At this point the pressure of the vapor drops to P00' the equilibrium vapor pressure. The instability, as we noted, is triggered by the presence of droplets larger than a critical size. This critical size decreases as the degree of supersaturation increases (since Pr increases with the degree of supersaturation), making the presence of too-large droplets more and more likely. Finally, when Pr becomes so large that the critical size is of the order of the molecular radius, the presence of large droplets becomes a certainty, through the momentary formation of bound states of a few molecules in random collision. Supersaturation cannot be pushed beyond this point. It is clear that supercooling can be discussed in a similar way by considering bubbles instead of droplets.

.net ean 13 reader

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