Morning Es Trading
We've spent the past five sessions auctioning the Es between 1595 and 1620 and we're getting nowhere fast. I believe it's safe to assume that most participants are torn between cutting out early for a long weekend and sticking it out just a while longer to see if Friday's payroll data proves to be our much-needed catalyst.
5 Minutes Es Volume Profile
Source: eSignal
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Those looking to simplify their trading lives, or wanting to sidestep our current 25-handle range, would be wise to sit back and await a strong close above 1625, or beneath 1590. Simply put, allow one side or the other to prove themselves away from our 1595-1620 price channel.
Friday's Es Trade
Friday's headline event is the 8:30 a.m. ET release of the monthly employment situation report. Setting aside the fact that no one really knows whether good news is good news, or bad news is good news. I'll simply suggest that a number north of 200,000 or south of 75,000 will likely be needed to generate a meaningful market reaction.
Other than the premarket NFP employment report, Friday session is expected to be exceptionally quiet. Unless you've got a fantastic reason to be glued to your screens, I'd strongly suggest generally active participants consider calling it a day after the initial 90 minutes.
30 Minutes Es Volume Profile
Source: eSignal
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Keeping in mind that Friday's regular session auction will be heavily influenced by the premarket payroll data, our baseline assumption is that 1605.50 will be the session's primary area of interest. All trading above that level is expected to keep short term traders focused in on 1612.75 and 1617.50, with 1620 being the obvious breakout level.
Assuming buyers don't find something in Friday's payroll data that scares them out of the auction, we'll be looking for the bulls to remain in control as the current trading week comes to a close. All trading above 1605-1605.50 is expected to encourage active dip buying, with an immediate focus on 1617.50 and the 1620 breakout level. I'll continue to look for sellers lurking in and around 1620, but should buyers sustain a drive through that level, my focus will quickly shift up toward 1627.25.
Should demand evaporate following the payroll report, and the Es slide back down through 1605-1605.50, there's a high likelihood that sellers would make an aggressive push to retest 1596-1597. The bulls would need a strong response from within that one handle area, otherwise I'd expect the majority to shift their focus down toward 1587.25.
Current conversion formula: Es (September 2013 contract) value X .100255 = SPY Value
1627.25 = 163.14*
1620 = 162.41***
1617.50 = 162.16*
1612.75 = 161.69*
1605.50 = 160.96**
1600.75 = 160.48*
1596/1597 = 160.01/160.11***
1592 = 159.61*
1587.25/1588.75 = 159.13/159.28**