There are some jewels in the CFTC's weekly Commitment of Traders (COT) Report: ... Commercial traders' net positions in eurodollar futures shifted forward by one year foretell the the stock market.
... Let's pause a minute to let that deep point sink in. Commercial eurodollar traders seem to "know" a year in advance what the stock market is going to do. It is not a perfect correlation, but it is a darned good one. I'm not sure what makes this work, but I have seen that it has worked great since about 1997 ... The term "eurodollars" should not be confused with the exchange rate between the dollar and the euro (HERE & HERE).
Projected CITs for the S&P 500 are (since COT data is weekly, CITs are +/-):09/13/2012 high
09/20/2012 low
10/18/2012 high
11/08/2012 low
11/29/2012 HIGH of the Year
12/20/2012 low
01/03/2013 high
etc.