Friday, June 3, 2016

#FOREX Pairs with HA Prop Indicators for Friday June 3, 2016

#FOREX Pairs with HA Prop Indicators for Friday June 3, 2016SocialTwist Tell-a-Friend

Final #GOOG #PutCallRatios for Friday, June 3, 2016

Final #GOOG #PutCallRatios for Friday, June 3, 2016SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Thursday, June 3, 2016

Final #VIX #PutCallRatios for Thursday, June 3, 2016SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Thursday, June 3, 2016

Final #VIX #PutCallRatios for Thursday, June 3, 2016SocialTwist Tell-a-Friend


#NQ_F Volume Profile Chart for Friday, June 3, 2016

#NQ_F Volume Profile Chart for Friday, June 3, 2016SocialTwist Tell-a-Friend


#ES_F Volume Profile Chart for Friday, June 3, 2016

#ES_F Volume Profile Chart for Friday, June 3, 2016SocialTwist Tell-a-Friend



#NQ_F Daily + Weekly SPR plus IB Levels Chart for Friday, June 3, 2016

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Friday, June 3, 2016SocialTwist Tell-a-Friend



#ES_F Daily + Weekly SPR plus IB Levels Chart for Friday, June 3, 2016

#ES_F Daily + Weekly SPR plus IB Levels Chart for Friday, June 3, 2016SocialTwist Tell-a-Friend

Final #SPX #MOC #Imbalances for Friday, June 3, 2016

Final #SPX #MOC #Imbalances for Friday, June 3, 2016SocialTwist Tell-a-Friend
Three of the Last Five Days MOC Imbalances Have Been over 1 Billion to Buy


#ES_F Confluence Table for Friday, June 3, 2016

#ES_F Confluence Table for Friday, June 3, 2016SocialTwist Tell-a-Friend

First Time in over 100 Weeks that None of the Weekly Support/Resistance Levels Were Touched.


Thursday, June 2, 2016

May Non-Farm Payroll Preview

May Non-Farm Payroll PreviewSocialTwist Tell-a-Friend


Scheduled to be released tomorrow at 8:30am EST will be the May Non-Farm Payroll number which consensus is currently projecting to be in the 160,000 area. Below are the projections from some well known institutions from highest to lowest:


Lloyds 195K                                                              
JPM 182K 
GS 165K 
BofA 160K 
UBS 160K 
BarCap 150K 
Citi 140K 
MS 140K 
Wells 135K 
Deutsche 135K 
BNP 110K





April's NFP was a print of 160K, a miss from the 180K consensus area. It's worth noting that only once in the last two years (24 months) has a NFP release missed projections in consecutive months.  Interestingly, the time it did occur was in August and September of 2015, just months before the Fed approved its December rate hike.

Earlier today, Dallas Fed President Robert Kaplan suggested that a print of 100-150K is the "break even" mark, presumably the line where the unemployment percent maintains or declines.

In essence, even with the bar lower for tomorrow's number, a print near to expectations should be ample for the Fed to continue to beat the drum's of a rate hike, which should show accordingly, in the Fed Fund Rate Futures.

One final stat to consider is that today's SPX close was at a three month high. Each of the last 15 times the SPX closed the day before the NFP at said high, the NFP release day closed higher for the benchmark index.


Michael Blythe
HFT Futures Strategist
Hamzei Analytics, LLC  

Fari Hamzei's Interview with @Benzinga #PreMarket Show on June 2, 2016

Fari Hamzei's Interview with @Benzinga #PreMarket Show on June 2, 2016SocialTwist Tell-a-Friend


For more info on @Benzinga #PreMarket Show, click here  

#FOREX Pairs with HA Prop Indicators for Thursday June 2, 2016

#FOREX Pairs with HA Prop Indicators for Thursday June 2, 2016SocialTwist Tell-a-Friend

Final #GOOG #PutCallRatios for Thursday, June 2, 2016

Final #GOOG #PutCallRatios for Thursday, June 2, 2016SocialTwist Tell-a-Friend

Final #AAPL #PutCallRatios for Thursday, June 2, 2016

Final #AAPL #PutCallRatios for Thursday, June 2, 2016SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Thursday, June 2, 2016

Final #VIX #PutCallRatios for Thursday, June 2, 2016SocialTwist Tell-a-Friend


#NQ_F Volume Profile Chart for Thursday, June 2, 2016

#NQ_F Volume Profile Chart for Thursday, June 2, 2016SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Thursday, June 2, 2016

#ES_F Volume Profile Chart for Thursday, June 2, 2016SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Thursday, June 2, 2016

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Thursday, June 2, 2016SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Thursday, June 2, 2016

#ES_F Daily + Weekly SPR plus IB Levels Chart for Thursday, June 2, 2016SocialTwist Tell-a-Friend
Talk about juicing up the market ahead of key NFP data (given recent FED comments about 2nd interest hike in 6 months): today in the last 30 seconds, we traded up to 5 ticks below CATH (Contract's All-Time High).  Good luck tomorrow.

Final #SPX #MOC #Imbalances for Thursday, June 2, 2016

Final #SPX #MOC #Imbalances for Thursday, June 2, 2016SocialTwist Tell-a-Friend

#ES_F Confluence Table for Thursday, June 2, 2016

#ES_F Confluence Table for Thursday, June 2, 2016SocialTwist Tell-a-Friend

Wednesday, June 1, 2016

#FOREX Pairs with HA Prop Indicators for Wednesday June 1, 2016

#FOREX Pairs with HA Prop Indicators for Wednesday June 1, 2016SocialTwist Tell-a-Friend

Final #GOOG #PutCallRatios for Wednesday, June 1, 2016

Final #GOOG #PutCallRatios for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

Final #AAPL #PutCallRatios for Wednesday, June 1, 2016

Final #AAPL #PutCallRatios for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Wednesday, June 1, 2016

Final #VIX #PutCallRatios for Wednesday, June 1, 2016SocialTwist Tell-a-Friend


#NQ_F Volume Profile Chart for Wednesday, June 1, 2016

#NQ_F Volume Profile Chart for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Wednesday, June 1, 2016

#ES_F Volume Profile Chart for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, June 1, 2016

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, June 1, 2016

#ES_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

Final #SPX #MOC #Imbalances for Wednesday, June 1, 2016

Final #SPX #MOC #Imbalances for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

#ES_F Confluence Table for Wednesday, June 1, 2016

#ES_F Confluence Table for Wednesday, June 1, 2016SocialTwist Tell-a-Friend

Tuesday, May 31, 2016

#FOREX Pairs with HA Prop Indicators for Tuesday May 31, 2016

#FOREX Pairs with HA Prop Indicators for Tuesday May 31, 2016SocialTwist Tell-a-Friend

Final #GOOG #PutCallRatios for Tuesday, May 31, 2016

Final #GOOG #PutCallRatios for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

Final #AAPL #PutCallRatios for Tuesday, May 31, 2016

Final #AAPL #PutCallRatios for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Tuesday, May 31, 2016

Final #VIX #PutCallRatios for Tuesday, May 31, 2016SocialTwist Tell-a-Friend


As always, the front-month vol bets by big traders is a good guide for where ES is heading in real-time.

#NQ_F Volume Profile Chart for Tuesday, May 31, 2016

#NQ_F Volume Profile Chart for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Tuesday, May 31, 2016

#ES_F Volume Profile Chart for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Tuesday, May 31, 2016

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Tuesday, May 31, 2016

#ES_F Daily + Weekly SPR plus IB Levels Chart for Tuesday, May 31, 2016SocialTwist Tell-a-Friend
Violent Close Today?
Yes, it was a reaction to end-month rally combined with a massive MOC.  See our comments on the post before this one.

Final #SPX #MOC #Imbalances for Tuesday, May 31, 2016

Final #SPX #MOC #Imbalances for Tuesday, May 31, 2016SocialTwist Tell-a-Friend
Given the very high MOC we saw tonight (near $2 Bils), which is End of Month too, the ES reaction near the Cash Close was a classic BUY the MOC Stocks and SELL the Futures.... thus a sharp sell off in ES for couple of 5-min bars.

#ES_F Confluence Table for Tuesday, May 31, 2016

#ES_F Confluence Table for Tuesday, May 31, 2016SocialTwist Tell-a-Friend

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