Mid-Day Update – 6/16/2021

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

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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