CME_MINI:NQZ2024 - PR High: 20640.25 - PR Low: 20603.50 - NZ Spread: 82.25 No key scheduled economic events Retraced ~50% of Friday's selloff - Auctioned contained inside of daily Keltner average cloud Session Open Stats (As of 12:25 AM 11/19) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 294.52 - Volume: 26K - Open Int:...
CME_MINI:NQZ2024 - PR High: 20568.50 - PR Low: 20476.00 - NZ Spread: 206.5 No key schedule economic events Auction return to daily Keltner average cloud Session Open Stats (As of 1:45 AM 11/18) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 305.18 - Volume: 38K - Open Int: 277K - Trend Grade: Bull - From BA ATH: -3.2%...
CME_MINI:NQZ2024 - PR High: 20981.50 - PR Low: 20937.00 - NZ Spread: 99.5 Key scheduled economic events 08:30 | Retail Sales (Core|MoM) Full rollover from ATH below Nov 7 low - Rotating back near daily Keltner avg cloud below previous ATH ~20800 - Continuing value decline from previous session Session Open Stats (As of 1:45 AM 11/15) - Weekend Gap: N/A -...
CME_MINI:NQZ2024 - PR High: 21175.25 - PR Low: 21146.50 - NZ Spread: 64.25 Key scheduled economic events 08:30 | Initial Jobless Claims - PPI 11:00 | Crude Oil Inventories 15:00 | Fed Chair Powell Speaks AMP margins increase once again ahead of jobs, PPI and Powell afternoon - Maintaining Nov 7 highs near ATH Session Open Stats (As of 12:25 AM 11/14) -...
CME_MINI:NQZ2024 - PR High: 21183.75 - PR Low: 21142.50 - NZ Spread: 92.25 Key scheduled economic event 08:30 | CPI (Core|YoY|MoM) Virtually unchanged from previous session - AMP margins increase for expected CPI volatility Session Open Stats (As of 1:45 AM 11/13) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 289.56 - Volume:...
CME_MINI:NQZ2024 - PR High: 21221.00 - PR Low: 21201.25 - NZ Spread: 44.25 No key scheduled events Daily print advertising potential rotation off ATH Session Open Stats (As of 12:45 AM 11/12) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 295.61 - Volume: 25K - Open Int: 270K - Trend Grade: Bull - From BA ATH: -0.6%...
CME_MINI:NQZ2024 - PR High: 21320.00 - PR Low: 21249.00 - NZ Spread: 159.25 No key scheduled economic events ATH run continues to 12320 - Could be interesting low participation on US Veterans Day Session Open Stats (As of 12:35 AM 11/11) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 302.97 - Volume: 27K - Open Int: 271K -...
CME_MINI:NQZ2024 - PR High: 21230.75 - PR Low: 21202.50 - NZ Spread: 63.25 No key scheduled economic events Floating auction in new ATHs - AMP Futures margins restored to normal Session Open Stats (As of 1:55 AM 11/8) - Weekend Gap: -0.13 (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 313.43 - Volume: 22K - Open Int: 270K - Trend Grade:...
CME_MINI:NQZ2024 - PR High: 20923.50 - PR Low: 20889.00 - NZ Spread: 77.0 Key scheduled economic events 08:30 | Initial Jobless Claims 13:00 | Fed Interest Rate Decision 14:00 | FOMC Statement 14:30 | FOMC Press Conference AMP Futures increased margin requirements overnight - Broke above 20800 daily pivot - Continuing to auction above previous session...
CME_MINI:NQZ2024 - PR High: 20364.75 - PR Low: 20335.75 - NZ Spread: 65.0 Key scheduled economic events 10:30 | Crude Oil Inventories 13:00 | 30-Year Bond Auction High vol session open, 317 point (~1.43%) range - AMP temp margin increase remains in place for expected volatility - Strong auction lift back towards 20800 pivot Session Open Stats (As of 12:15...
CME_MINI:NQZ2024 - PR High: 20132.00 - PR Low: 20084.75 - NZ Spread: 105.75 Key scheduled economic events 05:00 | U.S. Presidential Election 09:45 | S&P Global Services PMI 10:00 | ISM Non-Manufacturing PMI - ISM Non-Manufacturing Prices 13:00 | 10-Year Note Auction AMP raised margins for expected overnight volatility - Inside daily print - Previous...
CME_MINI:NQZ2024 - PR High: 20158.00 - PR Low: 20070.50 - NZ Spread: 195.5 No key scheduled economic events High energy start to the week with significant gap down, quickly filled - QQQ daily gap above ~493 Session Open Stats (As of 12:25 AM 11/4) - Weekend Gap: -0.13 (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 299.59 - Volume: 40K -...
CME_MINI:NQZ2024 - PR High: 20112.50 - PR Low: 20064.00 - NZ Spread: 108.5 Key scheduled economic events 08:30 | Average Hourly Earnings - Nonfarm Payrolls - Unemployment Rate 10:00 | ISM Manufacturing PMI - ISM Manufacturing Prices 10:45 | S&P Global US Manufacturing PMI New lows to close October below 20100 - Holding previous session lows Session Open...
CME_MINI:NQZ2024 - PR High: 20495.75 - PR Low: 20426.75 - NZ Spread: 154.5 Key scheduled economic events 08:30 | Initial Jobless Claims - Core PCE Price Index (YoY|MoM) 09:45 | Chicago PMI Daily rotation off 20800, taking out Tuesday's low Session Open Stats (As of 12:25 AM 10/31) - Weekend Gap: +0.24 (filled) - Gap 10/30/23 +0.47% (open < 14272) -...
CME_MINI:NQZ2024 - PR High: 20763.00 - PR Low: 20719.00 - NZ Spread: 98.5 Key scheduled economic events 08:15 | ADP Nonfarm Employment Change 08:30 | GDP 10:30 | Crude Oil Inventories Breaking into new month highs on previous session trend - Auctioning back towards ATH, ~400 points away - Tapping 20800 supply, triggering short term rotation Session Open...
CME_MINI:NQZ2024 - PR High: 20525.50 - PR Low: 20489.25 - NZ Spread: 81.25 Key scheduled economic events 10:00 | CB Consumer Confidence JOLTs Job Openings Weekend gap filled - Advertising rotation short off ~20711, month high Session Open Stats (As of 1:05 AM 10/29) - Weekend Gap: +0.24 (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR:...
CME_MINI:NQZ2024 - PR High: 20622.25 - PR Low: 20525.25 - NZ Spread: 217.0 No key scheduled economic events Relatively major weekend gap up - Advertising potential to break into new month high, into 20800 - Wide NZ spread to start the week above weekend gap Session Open Stats (As of 1:25 AM 10/28) - Weekend Gap: +0.24 (open < 20475) - Gap 10/30/23 +0.47%...
CME_MINI:NQZ2024 - PR High: 20400.00 - PR Low: 20375.00 - NZ Spread: 56.0 Key scheduled economic event 08:30 | Durable Goods Orders Holding 50% of Wednesday range Session Open Stats (As of 1:45 AM 10/25) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 279.75 - Volume: 18K - Open Int: 243K - Trend Grade: Bull - From BA ATH:...