Morning Es Trading
Monday's Market Review
If we accept the idea that doji candles signify indecision, and then recognize that eight of the past 10 regular sessions have been dojis (or doji-like), I think most will agree that the advance since June 24 has been the most indecisive in quite some time.
Ahead of Wednesday's FOMC minutes, and Federal Reserve Chairman Ben Bernanke's speech later that evening, I believe short term traders should be primarily focused on whether or not the bulls can establish a new swing high above 1650. Or, whether a more motivated seller joins the auction and makes another run at 1618.25 and 1595.
Five-minute Volume Profile Es
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Despite opening above Friday's balance and intra-day range (generally thought to signal a more meaningful imbalance in either supply or demand), Monday's auction was a complete snoozer. To be frank, it felt like a pre-holiday session where trade desks were being manned by first or second year traders. Now, I realize we're entering the dog-days of summer trading. But even I expected a more energetic return following the July fourth holiday. Here's hoping we witness a more active and volatile trading environment throughout the remainder of the week.
Tuesday's Es Trade
Tuesday's economic events calendar is pretty quiet. We're scheduled to get the NFIB Small Business Optimism index at 7:30 a.m. And then, at 1 p.m., we'll be looking for the results of the latest 3-year note auction. Neither event is expected to be particularly market moving.
Five-minute Volume Profile Es
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Tuesday's primary area if of interest is expected to be 1636. Keeping in mind that Monday's volume point of control (VPOC) was 1634.75, my baseline expectation is for higher overall prices as value is established above yesterday's 1636 low volume node.
There isn't a trader alive that doesn't realize the bulk of the market's gain has occurred during the overnight Globex session. That being said, as buyers auction the Es back above 1636, I believe the odds will favor a continued rise into 1640.75. Stalling momentum against 1640.75 could quickly push short term traders toward the sell side, but until said stalling is seen, I'll continue to look toward 1640.75 and 1645.75.
Should buyers fail to find value above 1636, short term traders will be expected to weigh the potential for a more meaningful gap fill (left between last Friday's close and Monday's RTH open). All trading beneath Monday's 1634.75 VPOC encourages traders to auction the Es through that session's low, and down toward 1627.25. Continued selling, beneath 1627.25, would be expected to attract the attention of a more aggressive dip buyer between 1620.75 and 1618.25.
Current conversion formula: Es (September 2013 contract) value X .100255 = SPY Value
1655 = 165.92**
1648 = 165.22***
1645.75 = 164.99*
1640.75 = 164.49**
1636 = 164.02*
1627.25 = 163.14*
1620.75 = 162.49*
1618.25 = 162.24***
1615 = 161.91**
1609.25 = 161.33*
1600.75 = 160.48**
1595 = 159.91***
At the time of publication the author held no position in the stocks mentioned.