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23 December 2009 Saturation Macroeconomics: Gaps, gaps, valuation gaps everywhere.

23 December 2009 Pure Saturation Fractals: Gaps, gaps everywhere.

A gap in the long term bond, a gap in the short term treasuries. On 24 December a gap in the Wilshire?

At saturation peaks, there is a discontinuity, representing a pool of badly fooled traders. The pool is composed of a groups covering their shorts or longs and those who are in the exhausted ranks of wrong directional traders.

Gaps are markers of directional changes. A predicted minutely gap higher occurred on 11 October 2007 for the Wilshire ending on the low of the day.

From a perspective of saturation asset valuation quantum fractals the gaps are retrospective markers of transitional change. For the debt markets, the gap and in particular the treasuries, indicates a likely 9 initiating /18/36 of 45 week fractal series. Could treasuries go below zero percent?

A gap in Wilshire on 24 December could complete a 27//55//20+20 day fractal with 2 days of the terminal reflexive 20+20 fractal shared. ((The alternative Wilshire final saturation fractal is a 27/55/37 of 54 day fractal).