Morning Es Trading
Friday's relatively in-line employment report, with a 155,000 increase in payrolls and a 7.8% unemployment rate, resulted in a quiet session -- though the action was still incrementally bullish. Here are two points of interest regarding Thursday and Friday's trading in the E-mini S&P 500 futures: We continue to see bearish rejection in the low-1460s, but demand has remained intact back near 1452. In the immediate term, it's reasonable to expect buyers to focus on pushing the Es above 1462.50. Meanwhile, sellers are likely to remain largely sidelined until the contract begins to slide below 1452, and remain beneath that level.
My own inclination is to remain responsive as momentum stalls near both areas of interest, with fading seen at both 1462.50 and 1452. But, as prices are either accepted above 1462.50 or rejected beneath 1452, I'll want to more actively consider trading in the direction of the break.
E-Mini S&P 500 Futures -- Five-Minute Chart
Source: eSignal
View Chart »View in New Window »
An incredibly light economic calendar is on tap for the coming week, and only Alcoa (AA) and Wells Fargo (WFC) the only major names set to report earnings, the former on Monday and the latter on Friday. So our most likely catalyst will continue to be related to comments out of Washington.
Monday's Es Trade
Earnings season is on the horizon, but it's not here yet. Given this deathly quiet economic calendar and little in the way of news flow, generally active intraday traders will need to remain patient and wait for a more motivated participant to tip their hand. U.S. equity futures are trading incrementally lower from the level where they closed Friday's regular session, but until the Es contract begins sliding down through the 1452-to-1453 area, there will be little reason for buyers to sweat.
E-Mini S&P 500 Futures -- 10-Minute Chart
Source: eSignal
View Chart »View in New Window »
Monday's primary area of interest is at 1452-1453. Despite Friday's late-session reversal from 1462.50, I believe buyers will maintain their advantage as long as the Es is holding above that one handle area. (I am referring to buyers operating in a time frame greater than 30 to 60 minutes.) Upside targets continue to be 1462.50 and 1468.
Should demand fade and collapse near 1452, our focus will shift lower in a hurry. An initial target of 1444.50 is appropriate, but with strong support expected near 1441.50, selling short in the low-1440s is likely to be more than a little treacherous. In my view, a more bearish posture is warranted beneath the 1452-to-1453 level, but that stance should quickly moderate as the contract nears the low-1440s.
Current conversion formula: Es (March 2013 contract) value X .100227 = SPY Value
1468 = 147.13*
1462.50 = 146.58*
1458 = 146.13**
1452 = 145.53***
1444.50 = 144.78*
1441.50 = 144.48***
1437 = 144.03*
1434 = 143.72**
1428.25 = 143.15*
At the time of publication, Byrne had no positions in the securities mentioned.