Pre-Market Outlook – 7/6/2021

Pre-Market Outlook – 7/6/2021

We have been in a strong price rally from the June 18 low, which has become an 11-bar bull micro-channel (one-time-framing higher). That means every low was at or above the low of the prior bar. It is a sign of strong, relentless buying. 

Volume has been summer lite, so when institutions finally step in, they could crush the short-term bullish momentum traders in a heartbeat. That is especially true when price action is at such an extreme as now. It will soon attract profit-taking. At the very least, there should be a one to three-day pullback within the next few days.

The bulls will buy the first pullback. The bears typically need at least a micro double top before they can get more than a few days down from a microchannel. The measured move target is still around 4,400 for the breakout above the three-month trading range. There are
several choices for the top and bottom of the range. Many computers will use the May 7th high and the May 12th low., which puts the measured move up as 4,404. The top of the bull channel is around 4,450, and it is also a magnet above.

As usual, I will ignore the limited holiday trading that occurred Sunday night and Monday. I will instead use Friday’s session as the reference point for today. So from that perspective, we will be opening inside Friday’s range but in the upper one-third of the profile. Overnight inventory is balanced, so there is little to guide us for opening trade. 

The short-term bias remains bullish but with a significant risk for a liquidation break on the weak structure underneath us, which is becoming even weaker. Even on the profile chart, the price action appears to be a vertical blow-off. We are approaching a three-ATR channel line on the 24-Hr S&P 500 Index Futures daily chart. Read the commentary from “View from the Top Down” this morning to better sense the macro picture.

Besides the absence of volume, evidence that momentum traders are running the show continues to mount with an overnight low right at Friday’s halfback and many other weak lows, VPOC’s and gaps below us. At some point, this shaky structure will repair and repair swiftly.

The overnight distribution has a 45-degree line from the low to its widest point. Carry this forward into your narrative. Normally, this is a short-term bullish signal. Holiday trading may make the principle less reliable today.

We have a marginal, new all-time in Globex, so there is little to discuss on the upside other than measured move targets and top channel lines. I continue to list all of the Key Levels below, which will be targets should any liquidation break occur.

It has now been 11 sessions since we’ve had any lower value, not to mention that we’ve been one time-framing higher for those sessions as well. That should tell you that only a move below Friday’s RTH Low at 4319 has the potential to change the tone to negative.

Today’s Plan

We have about a 42 point WEM forecast for the short trading week that remains. Added to Friday’s settlement, that gives us a WEM range between approximately 4300 and 4385 on the futures contract for the rest of the week.

I will use the 30-minute breakout/pullback strategy since there is no inventory adjustment to guide us at the open. Watch internals for confidence on any breakouts. Remember, the default is a range day.

If we head north, I will target the Friday RTH high at 4341.75 (also close to settlement at 4342.80), the overnight high at 4348, the measured move at 4404, and then the WEM high at 4385. Always watch for moves above and below the open this morning as they tend to help cement the direction.

If we head south, I will look to the overnight low and Friday’s halfback at 4333, Friday’s POC at 4324.50, Friday’s low and gap top at 4319, Friday’s Gap top at 4312, and then target to target for the rest of the VPOCs, weak lows, etc. you have been carrying in your narrative on down to the WEM low around 4300, which should contain further damage for the week. We have been overshooting WEM levels for the past three weeks, so carry that forward as well, especially if a serious liquidation break materializes.

Be careful on the long side today and for the rest of this week; the laws of gravity have not been repealed, at least to my knowledge.

A.F. Thornton

AF Thornton

Website: https://tradingarchimedes.com

A.F. "Arthur" Thornton is an expert in logic, risk/reward quantification, market fractals, pattern recognition and asset class behavioral analysis with 34 years devoted to developing algorithmic and quantitative trading systems. In addition to trading his own capital, Mr. Thornton designs custom algorithmic and quantitative trading systems for a small and exclusive group of exceptionally qualified traders.

Subscribe!

Free Blog content and videos delivered to your email.

Health and Wealth Podcast Coming Soon!

We value your privacy, never sell your information, and detest spam!