Archives June 2021

The Walk-Back- 6/21/2021

In the news conference, Chairman Powell walked back and clarified the dovish stance outlined in the initial release. First, he clarified that rates would remain near zero – dovish. That is when the sell-off first abated.

Then, Powell indicated that the Fed would start selling some mortgage-back securities – which contracts the balance sheet and moves away from Quantitative Easing. This, along with introducing the tapering topic and more governors becoming hawkish, was enough to calm the hawks without alarming the doves.

So the market has recovered quite a bit from the initial decline. And that is why you have to give the market some time to digest all of this, sometimes even the entire next session.

Most notably, leadership completely reversed from tech to financials, which indicates that higher rates are ahead. The 10-year rate confirmed the same.

I will reserve my deeper analysis for the pre-market outlook tomorrow. So far, there is nothing extraordinary to concern us with today’s decision, except for a market that likely needs to take a rest, and this is just as good of an excuse as any. I must also assess a possible leadership change.

News often distorts the market, and today was no exception. Let’s see how we close and how the market behaves tomorrow.

Let me also harp again on the Weekly Expected Moves that I calculate every Friday for the week that follows. I specifically mentioned the WEM Low this morning – and the likelihood we would tag it in any move to the south. Once again, it was the WEM Low that caught the market in this decline. 

That is vital information to have and know. I picked up $2,500 off the low in a nice trade with a couple of S&P 500 mini futures contracts. That made spinning my wheels all day worthwhile.

Have a wonderful evening.

A.F. Thornton

Fed Update – 6/21/2021

S&P 500 24-Hour Index Futures - 2-hr Candles

The Fed sounded dovish (no apparent policy changes), and the market is unhappy so far. This is the misstep I worried about that would seem illogical at first blush. We like easy monetary policy, right? Unless inflation gets out of the box, which it has.

The price did not even seem to vacillate as usual. Instead, it just sold off right to the Gap area and Weekly Expected Move Low. The WEM Low and our downside target was 4189. The low so far is 4190.25. Ok, I missed it by 1.25 cents. Nobody is perfect.

Let’s see if anything is walked back in the news conference. The WEM low and the 21-day EMA are holding the market thus far, but the wedge is broken. Of course, anything is possible, but it is reasonable to conclude that the intermediate correction we expect is underway. The close will define where we sit, which depends on where the market stands.

Stay tuned – the next update will come after the close.

Special Update – 6/21/2021

The SKEW index, which measures smart money tail risk, just hit the highest level in its history at 161.35. While not a perfect timing indicator, this is not to be taken lightly. It could portend a Fed misstep, but what would that be? If the Fed fails to pull back on QE – is that a negative or a positive? Is the market looking for a hawkish or dovish Fed? This is not an easy call, but the price should tell us, and why I prefer to trade tomorrow.

Mid-Day Update – 6/16/2021

S&P 500 24-hr Index Futures Chart - 5-Minute Candles (Globex and 1st 30-min of Regular Session Shaded).

Not much happening as would be expected prior to the Fed announcement in a few hours. The S&P 500 sits in the middle of the prior three-day range. The CBOE Put/Call ratio is neutral. Breadth on the NASDAQ and the NYSE are almost in parity, but slightly positive. The NYSE tick distribution has been mostly positive. The four positive sectors are Real Estate (XLRE), Energy (XLE), Health Care (XLV), and Consumer Cyclical (XLY). The remaining seven S&P Sectors are negative, though only slightly so. Financials (XLF) are leading on the downside.

S&P 500 24-hr Index Futures Volume and Market Profiles - Magnified and Updated From the Pre-Market Outlook

Looking at the profiles, value (where 70% of the volume has occurred) and the VPOC are virtually unchanged from the prior three days. The more the market consolidates, the higher the expected move – so no changes from this morning. Target the all-time high on the upside, and the gap on the low side.

NASDAQ 100 24-hr Index Futures Chart - 30-min Candles

Of some short-term concern are the topping patterns on the 30-minute charts for the NASDAQ 100 and the S&P 500. Unless caught by the rising trendlines, these could be problematic.

S&P 500 24-hr Index Futures Chart - 30-min Candles

Again, today is a bit of a crapshoot – so no predictions. My next update will be about 30-minutes after the Fed announcement at 2:30 pm EST.

A.F. Thornton

Pre-Market Outlook – 6/16/2021

Navigator View

S&P 500 Futures - Daily Candles - Today's Globex Candle Included

Overall, the market continues to rise incrementally along the top corner of what may be a rising wedge / ending diagonal and 5th wave Elliott pattern previously identified in these pages and visible on our primary Navigator Algo chart above. We are bouncing off the rising wedge support line pre-market. 

Yesterday’s Globex session marked a slow tempo and weak internals, but on above-average futures volume. There was an element of “stalling” price action in yesterday’s regular session when the above-average volume failed to move the price materially higher. Stalling can mark a price peak.

Monday night’s Globex session did result in new all-time highs above the most recent balance area high, but there was no acceptance of the range expansion in yesterday’s regular session. Last night fared no better. 

The regular session ended in the middle of the 24-hour candle, and the cash index experienced an inside day contained within Friday’s range from a regular session perspective. Thus far, last night’s Globex range traded inside yesterday’s regular session range and is trading in the lower 1/3 of yesterday’s 24-hour candle.

In short, the price action in the last few sessions is, for the most part, ambiguous. There is little to guide us then for today’s open, at least beyond what we already know. We are in the upper corner of a potentially ending diagonal/wedge, with neutral to complacent sentiment, in the context of a nominal 18-month cycle expected to peak sooner rather than later. Today, we have the added wildcard of a word salad from the Fed expected to hit the wires about two hours before the market closes today.

Volume / Market Profile View

The Above Chart Contains the Daily S&P 500 Regular Session Futures Volume and Market Profiles Chart. The Volume Profile is the White Histogram on the Left and the Market Profile is the Orange / Red Lettered Histogram on the Right for each Day. A Profile Grouping on the Chart With the Market Profile in Blue / Magenta is an Overnight / Globex Session for that 24-hour Day. Typically, You Will Only See One Globex Profile on the Chart Coming into the Morning, Unless I Want to Highlight a Past Globex Session for Its Importance. The Value Area (Where 70% of Volume Occurred on the Volume Histogram / Time was Spent on the Market Profile) is Highlighted in Grey. The Volume Point of Control for Each Day is the Red Bar on the White Volume Profile Histogram. The TPO (Where Price Spent the Most Time) is the Subtle Green Highlighted Line in the Red-Colored Area of the Market Profile Histogram. Other Key Levels are Lined and Labeled Except the Solid Horizontal Magenta Line Which Marks The Current Price Level When I Printed the Chart. Generally, the Key Areas on Each Profile are the Top and Bottom Prices of Each Value Area and the POC / TPO for Each Day's Profile. These are the Areas Where we Expect Prices in Upcoming Market Sessions to Encounter Support and Resistance. Other Areas of Importance are Where the "Single Prints" (the Single Vertical Time Lines on the Market Profiles) Begin and End. A Solid Vertical Line Will Appear Above and Below the Single Print Letters. Finally, Prices Often Find Support or Resistance at the "Halfback" or Halfway Point of the Current Day, Globex / Overnight or Previous Session Range. The Halfback is Marked with a Gold Horizontal Line that Extends Across Both the Volume and Market Profile Histograms. You can Also Eyeball it as the Halfway Point of Any Day's Range. Horizontal Reference Lines Drawn in Green Generally are Expected to Provide Support in a Decline. Drawn in Red they are Expected to Provide Resistance in an Advance. If the Reference Line is Drawn in Cyan, the Line is Highlighted For Your Awareness. The Grey Histogram at the Right Chart Margin is the Cumulative Market Profile Representing the Last 10 Trading Days. The High Points on the Histogram Represent the Price Where the Most Volume has Occurred in the Past 10 days, with the Valleys Representing the Lower Volume Price Areas. Price often Reacts at Both High and Low Volume Nodes.

Viewed from the perspective of the Volume/Market Profile Chart above, Monday night’s Globex trading range now looks like an island above Friday and Monday’s regular session range. Nevertheless, value (where 70% of volume occurred) rose from Friday’s levels, a positive. The high volume node (Point of Control or POC) also rose to 4234.50 and that is positive, but the POC was back inside the balance range of the past few sessions.

Today's Key Levels - S&P 500 Futures 24hr Data

Keep in mind that some of the levels identified below are dynamic, and can change slightly throughout the course of the day. Clearly, some levels are more important than others, especially levels where key lines cluster. Nevertheless, these are levels for your awareness as the market climbs and falls. I will always prioritize the most relevant levels in the narrative below.

The Micro Narrative

Going through the Algorithm labels, the Algo stops have been triggered with the overnight data, but those are intra-day candle readings that would not be confirmed until the candle closes today. Everything else is green except the trend strength. We typically look for a reading in excess of 20, so at 11.3 this morning, the yellow label color indicates waning strength. Keep in mind that these are intra-day candle readings that would be accurate only should the current day’s candle close at or below the 4237.75 price at this writing. However, it would take an unexpected, giant move to turn this particular label green. You never know on a Fed day, right?

The top line of the current, rising wedge pattern is a bit ambiguous at the moment. For clarification, it is useful to toggle between the 24-hour futures candle, and the cash index as measured by the cash SPY (S&P 500 Index ETF) or the cash SPX (S&P 500 Index derived from the underlying index members). 

The fairest interpretation is that the topline may have been reached on the cash indexes, but I would allow up to 4255 on the futures. One scenario might be a tag of that level, perhaps even slightly above the all-time high yesterday at 4258.25, before rolling over and closing below yesterday’s low. Yesterday’s all-time high in Globex is weak, and subject to being taken out in regular session trading as Globex all-time highs should never be considered secure.

Keep in mind that the rising wedge pattern also could be invalidated. Even a throw over (rise above the upper line) is not uncommon before a reversal takes hold, and the pattern manifests as an ending, 5th diagonal wave. 

S&P 500 24-Hour Index Futures - 5-Minute Candles

Today's Day Trading Plan

You might wait for at least an hour after the Fed announcement before making your move – unless you are a gambler or you execute a specific option strategy.

Having said that, I rarely trade the last hour as the professionals are usually balancing their day-end cross trades on mutual and related fund deposits and redemptions. In other words, the final hour action tends to have cross currents unrelated to market strategy and market direction.

Tomorrow would be a better day-trading session for me, perhaps the last session for the week. Friday is quadruple witching day – meaning monthly and quarterly options and futures expire. Quadruple witching is not a wise day to trade unless you have a specific strategy aimed at the particulars of the day, such as an option pinning strategy.

If I were to trade today, the 5-day EMA would be my bull/bear bias line, and my absolute line in the sand would be a close below yesterday’s low around 4228 for anything beyond a day trade. I start getting excited at any range expansion and acceptance above 4249.25. In a melt-up after the Fed Meeting – target the all-time high at 4258. In a melt-down, target the Gap area down to the WEM Low. Always remember the S&P 500’s fondness for fighting in 50 point increments along the vertical scale.

If positive range expansion finally takes hold, and we find acceptance above the recent balance range, there arguably is some more upside room in the wedge or the pattern could be negated (as half of most patterns are).

In that case, we would need to consider a swing trade, as the market could double the May low to yesterday’s high move – some 200 points higher from here. That would complete a large, two-step – a-b-c correction. The current pattern portends otherwise, but I will put it on the table for your consideration. Even short of that, the Fibonacci projection from the May seed wave is 4293.51, which is right below the Weekly Expected Move high at 4306. Carry all of this forward in your narrative.

Since we have no great insights to trade from Globex or the last few sessions, assume more balance until the Fed comments are released at 2 pm EST. Responsive trade is the rule when the balance range is solidified. Watch internals. Mixed internals underpin responsive trade. Solid internals in either direction tend to lead to trend trading off the 5 or 15-minute 21-period EMA.

Truly, I don’t know how to call today. The waning strength and breadth of the rally is concerning. The cyclically sensitive sectors (including the Dow itself) rolling below their 21-day lines also warns of trouble brewing. The stock market / treasury ratio has yet to confirm recent new highs – possibly indicating defensive posturing.

Yet, it has been a difficult market to fight if you are a bear. The price seemingly climbs relentlessly. Growth stocks have reasserted leadership – a positive. And why would rates be falling of late if the economy and inflation are expanding out of control? Has gridlock in Congress tempered economic enthusiasm and inflation fears – especially as it relates to infrastructure spending?

Experience tells me that doubts should be resolved in favor of the current trend, which is bullish. But I have so many doubts! Regardless of the volatility this afternoon, keep your head on and don’t take unnecessary risks. You don’t have to trade today. There is always another train leaving the station. Your job is to make sure you have enough money left to take the next train.

Good luck today.

A.F. Thornton

Epilogue – 6/15/2021

Nothing like getting the Pre-Market Outlook after the close, right? The updates must have been strange today without the base information. Somehow the writing got stuck in the scheduler this morning. It is out now, but prints below the two previous updates. Simply scroll down. I will do better tomorrow. Every once in a while, I will encounter a technical glitch.

The close was unimpressive, and we closed inside yesterday’s range. No surprise ahead of the Fed announcement tomorrow. I can argue both for higher or lower prices – but remain satisfied to be in cash for our Navigator swing strategy. As for day trading, the bias is still bullish, as we closed above the 5-Day EMA and Navigator trigger line, though not by much.

The market eeked out a new all-time high, but only in Globex last night. As for today’s session, the market could not fight its way out of a wet paper bag. It simply wound down from the open, with a few flurries higher in the afternoon. The flurries led nowhere.

Tomorrow is a crapshoot – so your guess is as good as mine. My concerns have been laid out in these pages. One caution, however, is in order. What if the Fed does start talking about tapering or even raising rates sooner than anticipated due to inflation concerns?

One assumes that the market would interpret such news negatively. And likely it would. But when a market wants to go up – it goes up. The narrative could shift to celebrating a “vigilant” Fed. So, don’t ever think you can figure these events out. We know the issues – let the price tell us what to do next. It will. It always does.

A.F. Thornton

End of Day Update – 6/15/2021

We did get the anticipated turn at the last update, anemic though it was. We are a bit past the afternoon drive time with a slight rally underway. The tempo remains slow, with internals mixed at 50/50. Hence the lack of trend.

The NASDAQ 100 has been weaker than the S&P 500 today, kind of the reverse of yesterday. Unless we have another shooting star into the close as yesterday, we could close back inside the balance range.

We will resolve tomorrow, after the Fed announcement. It could get interesting if they talk about, talking about, mentioning, possibly thinking about, tapering QE, or raising interest rates, sometime in the next 10 years or so.

No surprises.

A.F. Thornton

Mid-Day Update – 6/15/2021

S&P 500 Futures - Regular Session Data - 5-minute Candles

A not surprising snoozer ahead of tomorrow’s Fed meeting and resulting word salad announcement. So far, today looks like an algo/gamma selling program winding down like a vine from the open. There is a bit of percolation going into lunch – maybe they can turn it here. But the internals are in all-out failure mode.

Keep your stops tight. We are selling target to target. The 15-minute chart has dropped below the 21. The next target is the triple POC at 4228—no follow-through from yesterday and fairly compressed range expansion. Long inventories are building out there as a result of the marginal breakouts we have been experiencing. If they all head for the exits simultaneously, that will give the bears an edge.

Pre-Market Outlook – 6/15/2021

The Squeaker with a Hail Mary Pass

The Micro Narrative

I only just realized that this discussion got stuck in the scheduler this morning and did not go out timely. My apologies. The information remains accurate – but the updates must have seemed a bit strange today without this base information. 

After struggling since early May, the S&P 500 has finally achieved a definitive breakout, closing at new all-time highs on above-average volume. It would be nice to have a few more points on the board above the old highs, but sometimes we take what we can get. The important support identified yesterday held, though it was an explosive move in the last 30 minutes that catapulted the index through the resistance levels.

Before we celebrate too much, the market was carried to new highs by the Monsters of Tech – or FANGMAN+T as we sometimes reference the acronym for Facebook, Apple, Netflix, Google, Microsoft, Amazon, Nvidia, and Tesla. As pointed out yesterday, many of the economically sensitive sectors have rolled over below their 21-day lines. Partially, this is due to interest rate levels abating lately. So breadth on this run is less than perfect thus far.

The market’s job now is to stay above the breakout, maintaining the positive bias.

Today's Day Trading Plan

Our plan always starts with knowing our neighborhood. We need to map all key levels and trendlines we are likely to encounter today.

From there, we have to prioritize the levels we expect to be today’s inflection points – the so-called lines in the sand – so that we don’t end up on a side road. Obviously, some lines and levels are more important than others. It would help if you similarly mapped any instrument you trade.

Futures are just underneath yesterday’s high, and also 12 handles off of the overnight high, so we don’t fit the definition of shock and awe, but some fade may still be in the cards given where we are. In a fade, target the bottom of the single prints at 4238 initially and monitor for continuation.

 
Obviously, any failure of countertrend activity would be construed as bullish (WWSHD) if over yesterday’s high. As the S&P 500 index made the all-time high in an overnight session, we consider it less secure than regular session one. Auctions will usually not end this way.

As the market is contemplating the important FOMC meeting starting today with an announcement tomorrow, there is also potential for further balance. Never discount this outcome.

Friday is quadruple witching – so I likely will await tomorrow’s decision and look to trade on Thursday.

Yesterday’s low is my line in the sand today.

Good luck today.

A.F. Thornton

Final Comments – 6/14/2021

The behavior of many underlying sectors is concerning today, giving the appearance that the market is rolling over. The FANGMAN+T group (Monsters of Tech) is holding the market up – with the cap weighting we became so accustomed to last year. Beyond that, NYSE internals – in a few words – delivered unpleasantly. We saw that reflected in the sector performance – or lack thereof.

We may get a squeaker of a close above the key lines I have been referencing. But for me to stay positive for day trading, I need to see a close above 4233 on the S&P 500 futures. The Navigator Algo Swing Strategy is 100% cash, where it will remain for now.

In short, the market is hanging by a thread, but the market has survived these threads lately. The NASDAQ 100 remains positive, as one would expect with the Tech Monsters holding things together at the moment.

No further clarity today – which gives credence to the “marking time into Wednesday’s Fed Meeting announcements” theory.

A.F. Thornton

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