Market Review

The ES sold off down to 4559.25 on Globex and opened Friday’s regular session at 4563. Just before 10 a.m., it traded up to 4581.50, then dipped down to the 4575 area before making a lower high at 4581 at 10:33.

At 12:47, the ES printed up to another new all-time high at 4596.75, dropped down to 4591.75, made a lower high by 1 tick, then sold off down to 4581 as the MIM fell from $1.7 billion down to $2.5 billion for sale at 3:20 p.m.

After another small dip and rally, a buy program hit the ES, pushing it back up to the 4594.50 area at 3:47. The ES traded 4592.50 as the 3:50 cash imbalance showed $1.38 billion for sale and then ran up to 4601 at 4:00, then made a new high at 4603.50 and settled at 4602.50 at 5:00 p.m., up 15 points or 0.33% on the day.

The Nasdaq futures (NQ) made a low at 15,595.50, but closed on the high at 15,864.00, up 99.5 points or up +0.63%. It ran hard into 4:00 and continued higher into the 5:00 close ahead of the weekend.

In the End

It looked like an EOM late day ‘walk away,’ but the futures reversed and made new highs above 4600. The S&P rallied in the face of two major FAANG components sold off on earnings — Apple and Amazon — and capped off the strongest month for the S&P since November 2020.

In terms of the ES’s overall tone, it was very firm. In terms of the day’s overall trade, volume was higher with 263,000 contracts trading on Globex and 1.083 million contracts trading on the day session for a grand total volume of 1.346 million.


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Baxter

Halloween Vacation. Back tomorrow


Chart of the Day

Facebook’s name change spurs demand for META ETF

Chart by David Wilson – Bloomberg Radio

Facebook Inc.’s plan to become Meta left a mark on an exchange-traded fund that uses the proposed new name as its ticker symbol. It’s the Roundhill Ball Metaverse ETF, which debuted in June. Facebook is the fund’s fourth-largest holding, trailing only Nvidia Corp., Microsoft Corp. and Roblox Corp., according to data compiled by Bloomberg. Thursday’s trading totaled 2.22 million shares, breaking a record of 1.84 million set in early September.


Our View

Nov. 1st is the first trading day of the best six months for stocks, historically speaking.

I’m going to keep this sweet & simple.

I totally killed it in the MrTopStep chat on Friday. The index markets are going to rally hard over the next two months and I think every ‘dip’ will be a buying opportunity. At the end of last year when I called for ES 4600, many people thought I was crazy. However, over a month ago I raised my year-end call to 4750.

Now I’m looking at it and thinking how long does it take the ES to rally 150 points? I bet there are several instances where it happened several times over a two- or three-day run. I’m not saying that’s going to happen necessarily, but if the ES is trading above 4700 by the end of November, it’s a good possibility that we see 4850 before we see 2022.

All I gotta say is “DON’T FIGHT THE FED.” As discussed above in the Market Review, the S&P showed great resilience shrugging off the woes of Apple and Amazon. And this week the S&P is going to have to survive the Fed’s two-day meeting and Friday’s October jobs report. I am not here to change your mind if you think the markets are going down, I’m just here to do what I have always tried to provide: The flow and the feel of the markets.

I also mentioned how you do not have to trade index futures to be a member of the MrTopStep chat.

If you are looking for direction, I think we stand out in that area. Over the years the chat and I have called hundreds of highs and lows. So if you trade stocks or equity options and are looking for an edge, I would sincerely give MTS a try. We may learn something from you and you should learn a thing or two from us. If you don’t, we give you 100% of your money back.  

Our lean

I am long the ES from 4569.50 and will add on the pullbacks. I think the ES goes higher, but a pullback and some back-and-fill would be exactly what the doctor ordered. You can sell the rallies and buy the pullbacks, but I’m simply going with the latter.

Below are the stats for today and some choice posts I did in the chat on Friday. As I said, I nailed it. 

November 1st Stats       

DJIA: Up 13/21, Total Pts 946.33, Avg 0.21%

S&P: Up 13/21, Total Pts 87.89, Avg 0.17%

NASDAQ: Up 13/21, Total Pts 265.99, Avg 0.28%

R2K: Up 10/21, Total Pts 37.2, Avg 0.1%

Do a Time & Sales on any of the times below…

IMPRO: Dboy :(8:01:08 AM) : I added 1es at 4564.50 long 2 at 69.59

IMPRO: Dboy :(9:28:38 AM) : FRYDAY down open, people that sold and want to hold over the weekend put in buy stops

IMPRO: Dboy :(9:29:24 AM) : the ES will move to where the closest stops, the algos will chase the upside stops

IMPRO: Dboy :(9:30:53 AM) : rip has not started

IMPRO: Dboy :(9:31:35 AM) : buy imbalances

IMPRO: Dboy :(9:32:44 AM) : long day, some lower back and fill will feed it higher

IMPRO: Dboy :(9:33:00 AM) : last trading day of Oct, stats good for NQ

IMPRO: Dboy :(9:34:21 AM) : ES & NQ loaded with buy stops, algos can’t help themselves

IMPRO: Dboy :(9:37:03 AM) : I think by the end of the day the ES will be 15 to 20 higher on the day

IMPRO: Dboy :(9:37:23 AM) : Fryday and gaps, do the opposite, always

IMPRO: Dboy :(9:38:51 AM) : I used to kill it on the floor on big gap Fridays

IMPRO: Dboy :(9:41:47 AM) : the overnight inventory 100% short, gap down, decent globex volume all points to people being short

IMPRO: Dboy :(9:42:20 AM) : the algos will always chase the largest area of buy stops

IMPRO: Dboy :(10:20:41 AM) : nice back to the vwap and hold

IMPRO: Dboy :(10:21:01 AM) : raids are coming but so is 4600

IMPRO: Dboy :(10:49:32 AM) : I really hope the ES trades 4600+ today

IMPRO: Dboy :(10:50:02 AM) : I say the odds are high

IMPRO: Dboy :(1:54:33 PM) : what did I say yesterday? nq 15,850 this week

IMPRO: Dboy :(2:53:11 PM) : this is very big end of the month buying

IMPRO: Dboy :(3:44:31 PM) : not saying they cant sell off again but if feels like there is a buyer for the 2 bil to sell

IMPRO: Dboy :(3:45:43 PM) : good shot at 4600 ++

IMPRO: Dboy :(3:52:20 PM) : nice MIM head fake 

The rest of the story is history. I called for odds on Twitter that the ES would go to 4606 and it got up to 4603.50, up 25 points from where I called it. It is what it is folks. This is what I used to do on the floor and I still do it today. Not all the time, but I do do it and when I don’t, many of the traders in the chat do. So there you go!

Danny Riley is a 39-year veteran of the CME  trading floor. He ran one of the largest S&P desks on the floor of the CME Group since 1985.

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