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Yesterday on StockCharts.com Arthur Hill took a look at what sectors are showing relative strength.

What he found was that over the very short term–that is from around September 15 or 22 (depending on the sector) defensive sectors such as utilities, health care and consumer staples had bottomed and over the last five days of September they had actuallyout performed sectors such as technology, materials, energy and industrials that have led this rally since March 9.

The slide in those rally-leading sectors hasn’t ben enough to break the medium-term trend for those stocks. That still remains up. And all those sectors finished up for September.

But it isn’t a sign that a rally is just gung-ho to continue upward when the defensive sectors start to show relative out performance.

 That’s often a sign that investors are turning cautious and looking to reduce risk and shelter some gains. (As I wrote yesterday, I think any pull back will be short and shallow but that doesn’t mean that there won’t be one or that I’m right about its depth or duration.)

You can watch this pattern as it develops by tracking the ETFs of the defensive sectors: Utilities Select Sector SPDR(XLU), Consumer Staples Select Sector SPDR (XLP), and Healthcare Select Sector SPDR (XLV).

(I wish I could send you to the post itself but Hill writes for John Murphy’s Market Message and it’s a subscriber only service. Maybe you’d like to subscribe. I do. Go to stockcharts.com and look for Murphy’s technical service in the members area.)