Archives 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

View from the Top Down

In This Series, We Examine the Stock Market From a Big-Picture, Swing-Trading Perspective
24-Hour S&P 500 Index Futures Daily Candles

As it did in the last writing, the analysis starts this week with the failed bear breakdown back on 6/18. Granted, it was a quadruple witching Friday, leaving a few doubts about the validity of the anticipated decline. But what has followed has been a virtual melt-up in the NASDAQ 100 and S&P 500 indexes, which are now throwing exhaustion and “Trend Reversal Imminent” signals on the Navigator Algo as you will see when you click on and enlarge the S&P 500 index chart above. 

If you were quick to the punch, this was a classic, “When What Should Happen Doesn’t” buy signal. Shorting the rally at the former high failed twice for me in the following week. As well, the Navigator Algorithm itself threw a weak buy signal on 6/24. 

Nevertheless, the Founders Group chose to ignore the potential swing buy signals instead favoring short-term day trading rather than a longer-term position. Most of any long positions we have taken from the daily 5-EMA have been home runs – though many of the buys were in Globex. When I am back in the States, such signals won’t be as easy to execute as they have been in the European time zone.

Our reluctance to take swing positions was simple. This high into an intermediate trend, you can get caught in a liquidation break that can wipe out several weeks of gains before the close of a given day, when most swing traders (not sitting at their computers) could lose all the benefits of their trading gains. Worse, the break could start in Globex, giving you no ability to preserve your gains before the open. Stops are helpful, except there are no stops on call options.

The weak structure underpinning the rally so far continues to support a large liquidation break ahead. Immediately below us are unfilled gaps and untested points of control. As presented in the Chart below and viewed from a year-to-date perspective, there is a virtual “air pocket” between 4100 and 3900 on the volume profile. We have discussed these low-volume nodes before. When the market enters these zones, it moves very quickly until it finds another high-volume node to hold it.

24-Hour S&P 500 Index Futures / YTD Volume Profile

Also under consideration is the stealth correction occurring under the surface in the value or cyclical names. Accompanied by a rally in treasuries, the lower interest rates have boosted tech and growth stocks at the expense of Financials (XLF) and (XLE) Energy. (You could try some long calls on the latter two sectors on the theory they will play catch-up). Absent that, the negative breadth, strength, and momentum divergences on the S&P 500 Index itself cast some doubt on whether this rally is sustainable before a good-sized break. 

Those divergences would need to right themselves this week to keep this uptrend going, but sentiment extremes and the 18-month cycle also still loom as negatives. Unfortunately, they give us very little guidance on timing the peak.

NASDAQ 100 Cash Index (QQQ)

One other carry forward continues to be the butterfly topping (harmonic pattern) in the NASDAQ 100 (QQQ) shown above. This pattern would support the intermediate peak we are expecting at or near point “D,” particularly when the NASDAQ 100 is the lead player in this rally. That gives us a bit more headroom, but not much.

My ideal scenario is a peak, intermediate correction, and then a continuation of the bull into the end of the year, or at least a transition to a trading range. Bull channels, especially tight ones, tend to morph into trading ranges, and that would not surprise me before summer is over.

My swing-trading outlook remains neutral to slightly bearish. I do not see anything cataclysmic on the horizon, just a market that is short-term overdone and in need of an intermediate decline of about 10% to 15% to reset. If you examine the Volume Profile Chart above, that would take us to the high volume node around 3850 (also the 200-day moving average) at the extreme. The June low might hold us in place as well, perhaps avoiding the air pocket that causes me some concern.

The main thing to remember at this stage is that the declines will come swiftly and may carve deeper than the time it takes for you to get back to your computer to push a button. They could happen overnight in Globex before you wake up. This is not a concern when you use stops. However, you cannot set a stop on an option, so keep that in mind.

My mid-year outlook video will be out by Friday.

A.F. Thornton

Pre-Market Outlook – 7/1/2021

Yesterday - 6/30/2021

Yesterdays RTH Session S&P 500 Index Futures - 5-minute Candles

Welcome to July. We had a double bottom test of the previous day’s RTH low on the open in yesterday’s regular session, but the ensuing rally reversed down from a wedge top. Then, after a three-hour weak bear channel, bulls rallied again in the afternoon drive from an expanding triangle and a higher low into the close.

The market ran into resistance just above the Globex and yesterday’s early day high near the close, but still managed to achieve another marginal all-time high. Notably, the June candle closed near its high. As such, July might gap up on the monthly chart.

We stayed above yesterday’s low, leaving us now nine full days in a bull micro-channel, keying off the 5-day EMA. We should get a pullback soon, as today is a Fibonacci turn date, but the bulls will buy the first one to three-day pullback. Also, we have the usual long bias on the first few trading days of the month. I am looking for a liquidation break to take us back to test the 4250 breakout, and we would have to consider a swing entry point there.

Yesterdays RTH Session S&P 500 Index Futures - 5-minute Candles

I took three trades yesterday, as illustrated on the chart above. The first netted six points, the second netted fractionally better than break-even, and the third netted six points. Generally, it is not advisable to take the middle trade over lunch and yesterday was no exception (unless you like chop).

On these low volatility days, consider using more contracts, tighter stops, and going for fewer points.

Today's Plan

Deja Vu. Another new marginal all-time high in the overnight session and a very nuanced overnight low that came down very close to halfback and the POC. Short-term momentum traders remain in control, and the potential for a liquidation break gets stronger every day.

The Key Levels list (below) continues to grow as we keep listing all the recent VPOC’s and the small gap. We’ll keep that going until the end of this week. Next week, the market is closed on Monday.

We have to continue to do what works until it doesn’t. You have all the Key Levels right in front of you to tell you when it stops working.

You will know a liquidation break by an increase in tempo and a relatively swift taking of some of the Key Levels. The slower tempo in the context of what we have been experiencing is a continuation of the current dynamic. Assume pullbacks are buyable – especially at the 5-day EMA.

It has now been eight 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 the previous day’s regular session low has potential for change. Note the weakness in the NASDAQ 100 the past few days compared to the S&P 500. Carry that forward as a potential warning for a large, liquidation break.

Yesterdays RTH Session S&P 500 Index Futures - 30-minute Candles

The Key Levels on your chart should be 4305.75 (last night’s ONH / ATH), 4277.00 (Yesterday’s RTH High), 4286.00 (ONL / Halfback / POC), 4277.00 (Yesterday’s RTH Low / Double RTH Bottom from Previous Day / Weak Low) 4270.20 (6/28 VPOC / Weak O/N Low) 4260.75 (Weak Low) 4256.25 (6/24 Prominent VPOC), 4251.25 (Gap Top) 4246.25 Gap Bottom 4239.00 (6/23/ Prominent VPOC). 

Always be cognizant of your roundies (100-handle block/point scale – 4100, 4200, 4300, etc.) and half-roundies (50-handle block/point scale – 4150, 4250, 4350, etc.). As an example, we are flirting with 4300 at the moment. A daily close above 4312 almost ensures that we will hold 4300 and move to 4333, and a daily close above 4233 almost ensures we will go up to 4350. A close below 4288 almost ensures a test back to 4250.

When you clear your chart and step back, you will observe that the S&P 500 moves and hesitates around the scale in 50 point increments – 4200, 4250, 4300, 4350, etc. That is what the battle is all about – capturing gains in 50-point progressions. Step back on a daily chart with nothing but candles in front of you, and you will observe this for yourself.

Keep the butterfly harmonic topping pattern now almost complete on the QQQ daily chart. That should be carried forward in your narrative relating to a potential liquidation break. The NASDAQ 100 was leading the troops, but its relative strength has waned for two days now.

This will be my final commentary until Tuesday, other than the macro View from the Top discussion, which I will publish Monday.

A.F. Thornton

Mid-Day Update – 6/30/2021

24-Hour S&P 500 Index Futures - 5-minute Trading Chart

We have status quo, as the internals are mixed, we are trading inside yesterday’s range, value is unchanged, and the POC and TPOC are at halfback. Truly, it is balancing at its finest. There is still time for an incremental new high today. We will see what the bulls can do in the afternoon drive.

I picked up a nice pullback long trade right at the 30-minute mark and Navigator trigger line for 6 points. I sold on the trigger line break, also the top of a rising wedge on the 5-minute chart. That is it so far. We are back into lunch and chop.

There is nothing bearish today, as there was no effort to push below yesterday’s regular session low and the overnight low at 4270. That should have happened but didn’t – making it doubly bullish. As such, the most we can say is the futures successfully tested the 5-day EMA overnight, keeping the bull case alive for now.

Traders will tell the true tale over the next few sessions that follow quarter-end. We still have a measured move to 4400 if the market wants to take it.

I will do the Epilogue after the close unless something new materializes. There will be no updates Thursday and Friday due to the holiday weekend. My next update will be Tuesday morning, but I will put out the macro View from the Top over the weekend.

A.F. Thornton

Pre-Market Outlook – 6/30/2021

Yesterday 6/29/2021

Regular Session S&P 500 Index Futures - 5-Minute Candles

Yesterday was a weak bear channel that closed near the open. There is not much else to say about such a sleepy session. The best trade came on the afternoon drive into the close. Reference yesterday’s Epilogue for details. Where the red begins is a potential short and where the green begins is a potential long. It is never quite that simple, but it is a good starting point. Today being the last day of the month and calendar quarter might be less sleepy.

Narrative

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

Well, here we are at the halfway point of another year. Already here in Europe, more lockdowns are in the air as the “Delta” strain of the China Virus begins to run its course. Apparently, Sydney, Australia just seriously locked down with maximum restrictions for two weeks. Say what you will, but politicians have been drunk with lockdown power, and many favor these measures to enhance them. What will happen this fall and winter?

Perhaps this fear is at the root of the recent taming of inflation and interest rates. Maybe another virus strain is helping drive the FAANGMAN+T group back to the forefront, as we saw at the Pandemic beginning. By the way, natural viruses weaken over time. Is the new “Delta” strain an example of “Gain of Function?” Will there be more Covid-driven economic weakness ahead? It makes some sense that the economy is peaking again and that might explain recent rotational shifts.

Anyway, we saw a liquidation break in Globex last night (get used to them). Liquidation breaks tend to occur when the short-term crowd is running the tape (and they are). The price climbed just short of yesterday’s high before reversing and landing briefly below yesterday’s low. This also took prices below last week’s close. Globex price action also broke the short-term wedge and our tight bull channel.

The overnight low coincided with the 5-day line on the 24-Hr S&P 500 index futures. This now becomes the line in the sand today. Price has recovered, and we now sit below the regular session low from yesterday and in the lower third of yesterday’s 24-Hour range. 

But yesterday’s settlement (the true “close” on the futures contract) was at 4282 (at the new 5 pm EST settlement time). 4282 is proving to be some resistance as the market tries to recover from the liquidation break in Globex this morning. We have broken the Navigator Algo trigger on the two-hour chart, and the 21-EMA is providing some resistance as well. Whatever your time frame, the 21-EMA is a good line in the sand for bull/bear trading. Above it? Buy pullbacks to the line. Below it? Short from the line. Don’t forget to draw trendlines to assist you, even on a 5-minute chart.

If our two-hour “master chart” is trading below the 21-EMA and trigger line, that will negatively influence our 5-minute trading chart, at least until we get a trend reversal on the trading time frame.

Overnight inventory is balanced, so there is no inventory adjustment to guide us in taking an early trade. Since we are inside yesterday’s range, there is not much else to guide us out of the box. In such cases, I use the first 30-minute range as my guide. 

As always, I let the range break first, then buy the first pullback on a true pivot.  You can still get faked out, but it is usually reliable if you are cognizant of all your key levels and market internals. 

Remember, a range day is the default program. Trending days occur far less often. The only question is, where will the range find its top and bottom. That will usually work out in the first hour to hour and one-half of trading.

Mixed internals? Be suspicious of break-outs. The internals should support the direction you want to take. Mixed internals support range days. Also, don’t forget to run your heat map and check it periodically. This will tell you if the FANGMAN+T stocks carry the indexes up or down due to their cap weighting and despite mixed internals.

Pivots are important. In any time frame, when your candles are rising and the price closes below the candle to your left, that is a character change and vice versa. The fact that we already carried a price below yesterday’s low (pre-market) is noteworthy. The bears were unable to press the range lower thus far, and that is positive. On the other hand, if we were to retest those levels and or close below the 4269.25 overnight low, the tone shifts to bearish.

Today's Plan

There are no real changes from yesterday. We may open below yesterday’s regular session low. This could trigger a long liquidation given the weak structure below us, as previously discussed in these pages. The fact that the market could not expand the range higher last night also supports a potential liquidation break.

The 6/28 VPOC at 4270 would be the obvious target. The speed/tempo of how/if it gets there and how the market reacts at that level will help establish the tone as we advance. So target 4270 (also the overnight low and 5-day EMA stop line) first and monitor for continuation. Failure to test 4270 would signify that the status quo continues, and we should expect balancing to higher prices.

Recall that this is the last day of the month and quarter and 4th of July pre-weekend. That is normally a bullish boost. But you can also expect some cross-currents and anomalies due to portfolio manager window dressing. Be careful. I am done trading until next Tuesday, so I am going to enjoy a few days off. 

A.F. Thornton

Epilogue – 6/29/2021

Regular Session S&P 500 Futures - 30-Min Candles

Let’s call today a snooze-fest with a slight downward bias. Today is highlighted in grey in the chart above. Each candle is 30-minutes. In a sense, all the market did today was move across the tight bull channel. Tech and the NASDAQ 100 continued to lead.

Nothing changed today, and change is what we monitor. But nothing we have been concerned about changed either. I think we are living on borrowed time – just the remnants of money- manager, quarter-end window dressing. The week after the holiday promises to be more interesting.

The only way to make money today was scalping with size. So you might double the number of contracts you trade but use tighter stops and only go for a few points. The price sloped slightly downward, but it was sloppy without much range. 

There were two small trend trades into the afternoon, a short and a long. I used a lot of contracts and scalped for two points a trade.

In fact, I was trading 50 contracts at one point. It was when my head hit the keyboard and sent off a trade as I nodded off. Just kidding, but it was that kind of day. It was slower than night trading Globex, maybe even slower than watching the grass grow.

Until tomorrow, then, the short-term bull lives another day…

A.F. Thornton

Mid-Day Outlook – 6/29/2021

So far, we have had a rangebound snooze-fest this morning. The overnight high had held until a few minutes ago, so the market likely is headed down for some buy orders sitting at yesterday’s high at 4282 (or perhaps lower). Internals are mixed, as we typically find on range days.

If we do head back inside yesterday’s range and fill the small gap higher this morning, look for a pivot from one of the levels identified in the Pre-Market Outlook.

In summary, there is nothing particularly good or bad so far. With nearly six up days in a row behind us, the market could rest today. The next update will be after the close. Having said that, the close for futures just got a bit more complicated now that they will stay open until 5pm EST. We will see how that works out.

A.F. Thornton

Pre-Market Outlook – 6/29/2021

Yesterday

Regular Session S&P 500 E-mini Index Futures - 5-Minute Candles

This is a work in progress, and I will continue to improve it. I am modeling this after something I learned from Al Brooks (BrooksTradingCourse.com). It is important to review each day and the trades that developed whether you choose to take the trades or not. Over time, you will recognize patterns that will repeat themselves. The red areas are where the short trades start and end, and the green areas are where the long trades start and end. For the most part, we consolidated all morning after the liquidation break and then had a mid-day bull trend reversal into the close.

QQQ - Bearish Butterfly Pattern

NASDAQ 100 (QQQ) Cash Index - Daily Candles

Let’s start here. This is the bearish butterfly pattern forming on the daily chart in the QQQ (NASDAQ 100). The pattern is nearly complete – but some patterns fail. Given that we have a Fibonacci turn coming around July 1st, and the NASDAQ 100 is leading this climb, this pattern should be noted. If the peak materializes, it would significantly affect the entire market since NASDAQ 100 leadership is carrying it. A similar formation led the recent decline in the S&P 500 a few weeks back.

24-Hour S&P 500 Index Futures - Hourly Chart

In the S&P 500, we are experiencing a mini-megaphone pattern on the hourly charts. This pattern portends a somewhat confused market, something also confirmed by the inability of the market to stay within the expected moves for the past few weeks. 

Once again, the SKEW (which measures the smart-money tail risk) has hit all-time highs, at 171 last Friday. That telegraphs to me that the smart money has hedged their risk at a record pace – perhaps even expecting a black swan event. Carry that forward in your narrative.

The last week of June tends to be up. There often is end-of-the-quarter window dressing and euphoria before the holiday. Sure, we might get one or two-day pullback, but bulls will buy the it, and any material pullback is likely to start on or after July 1st, perhaps even the holiday weekend. Since it has broken above the 3-month trading range, the market could accelerate up. The trading range was 200 points tall. And therefore, the measured move target is 4,400.

The bears are still looking for their wedge top with the May 7 and June 14 highs, but any reversal will probably be minor. However, with the butterfly topping pattern on the QQQ close to completion – the bears may finally get a few days in the sun. That pattern could be less than a few days from turning south.

For now, traders are likely to expect higher prices. The final three trading days of a month are usually up, increasing the chance of a sharp move higher, especially in the final hour on Wednesday (June 30th).

The week preceding the 4th of July typically prints the second-lowest volume of the year (Christmas week is the slowest). But this is less of an issue now that most of the volume is traded by computers.

Today’s Plan

Early indications provide no guidance, so I will likely trade later than earlier. Value continues to be overlapping to higher with little change in the dynamics underpinning this rally. Short-term momentum longs continue to get longer in a continually one-sided market. Incremental daily gains seem to be the norm right now. We have a new all-time high once again in the overnight session (carry this forward), and there is no lower price exploration in the overnight session. All of this is bullish.

Yesterday, the CME Group did away with the 4:15 – 4:30 break in futures. This means they are now trading until 5 pm EST before taking that one-hour break. This means that settlements are now officially at 5 pm instead of 4:15. For the time being, I am continuing to stop my profiles at 4:15 and will monitor this to see if it makes sense to make a change.

There is little else to say here other than reiterating that the structure under the market bodes well for liquidation breaks to occur. To that end, I continue to list all of the points that need to be repaired in the key levels on the hourly chart above. Those levels are 4283.25 (ONH / ATH), 4270.00 (POC), 4260.75 (Weak Low), 4256.25 (Prominent VPOC from 6/24), 4251.25 (Top of Gap), 4246.25 (Bottom of Gap), and finally 4239.00 Prominent VPOC from 6/23). Also, watch your top channel/wedge lines.

Look for the 30-min range breakout and buy on the pullback. Follow the quad sequence as usual watching the identified levels for support. resistance or pivots.

A.F. Thornton

Epilogue – 4/28/2021

Bulls 3 - Bears 0 - A Happy Finish

As measured by the S&P 500 index, the market did the two-step liquidation breakdance into the 5-day EMA (just slightly below the Globex low we identified as the key line in the sand today). By this time, the bears had made three attempts to turn the market in their direction and failed each time.

Just after I published the Mid-Day Outlook, the Algos kicked into gear, and the market rallied nearly 15 points into the close.

I will have more to say in the morning, but the bull survived another day. There were three good short trades, one sloppy long, one mediocre long, and one final fabulous long. I will lay them out in the morning as well. It was a fantastic day-trading day.

A.F. Thornton

Mid-Day Update – 6/28/2021

The NASDAQ 100 diverged higher once again as the liquidation break in the S&P 500 arrived right on schedule. The two-hour 24-Hr S&P 500 Index futures chart, our master day-trading chart, is now in a sell signal, favoring shorting rallies on the compacted 5 and 15-minute time frames. 

Now, the question is whether today will deliver a one or two-step liquidation. If a two-step, there will be another down leg later this afternoon equal to the one this morning, the only question being from what starting point. For now, our line in the sand held at the Globex low at 4268.50 (they ran the stops right below the level).

We stopped one-time-framing lower on the 30-min chart a few minutes ago on a very slow turn higher. But we would need to take out 4274.50 to keep last week’s rally going. We are rangebound, but note the descending triangle on the 5-minute chart. After the liquidation break, we slowed to a crawl. At the moment, internals remain weak on the NYSE but not too bad on the NASDAQ. Oil and financials have broken back to the downside, with industrials and small caps declining on their heels. 

It is a growth-style tech show again today. But with the negative internals on the NYSE, how long can the market hold together with the FAANG+T stocks carrying all the weight? I will remain a trader here – no swing trades are coming up yet. I have one good short, one barely profitable short, and one barely profitable long trade under my belt so far, and I don’t typically trade Mondays.

A.F. Thornton

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