Pre-Market 6/25/2021

Pre-Market 6/25/2021

Yesterday, the S&P 500 gapped up to a new all-time high. A gap above major resistance often leads to a few sideways days before traders decide if the gap starts a big rally or a bull trap.
Odds favor higher prices (at least next week after moving past the WEM high still acting as an anchor today at 4248.25 on the 24-Hr S&P Futures contract). The WEM high will continue to weigh until options expire at the close. If it doesn’t, that will be vital and bullish market-generated information.

Despite buy climaxes on weekly and monthly charts, there is no credible top as yet. Also, I am keeping in mind that the end of June into early July is seasonally bullish. And this leaves about a 30% chance of a 200-point measured move up, and it could happen quickly. Look at the early April breakout as an example.

Bears are looking for a wedge rally to a higher high double top. The upper wedge line connects May 7 and June 14. Also, a reversal down would be a nested expanding triangle starting April 16 and again May 25. Bears need consecutive big bear bars closing on their lows before traders think that a correction might be underway.

Today’s Plan

The market just jumped pre-market to a marginal, new, all-time high on a report of consumer spending that came in flat. However, a key inflation indicator, the PCE price deflator, posted its biggest gain in nearly 30 years. The market seems comfortable thus far apparently because the figures met expectations.

So we are slated to open with a small true gap higher on relatively balanced overnight inventory. The balanced inventory could put a damper on any fade as there will be no need to adjust inventories at the open.

We still have a lot of nuanced levels below us and market-generated information to carry forward. The structure has been weak on this rally to new highs. It started with back-to-back, double distributions and followed two very squat profile days with prominent TPO/POC’s. All of these are data points that should be noted. Less than half the stocks in the S&P 500 are above their 50-day moving averages at these new highs. Contrast that with April, when 90% were above their 50-day lines.

Results of the recent bank stress tests just came in and they were overwhelmingly positive, underpinning financials this morning. The positive news could be a catalyst for the S&P 500. Keep that in mind as we look for a fade back to the WEM high today. If it happens, it will be because the tech stocks take a rest.

Should the Globex high (now an all-time high) at 4265.25 be taken out, monitor for continuation as there is no technical or profile reference above us – just blue sky.

I won’t be trading today as is typical on a Friday where we are close to the expected move. So there will not be any further reports today either. I will do a more thorough update this weekend.

The key question is whether the S&P 500 can break out decisively and complete a 200 point measured move above us with the weakness the index is experiencing under the hood. We don’t need to answer that today. But we will need to be ready for a pullback buy early next week, if the positive scenario becomes the one we endorse.

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.

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