Futures Calls Recap for 1/29/20

The markets gapped up on the AAPL earnings, pulled back to fill the ES gap, turned back up and flattened out ahead of the Fed, then spiked for 5 minutes on the Fed and rolled the rest of the day to close at the lows on 2.2 billion NASDAQ shares.

Net ticks: +20 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered short at A and worked:

NQ Opening Range Play triggered long at A but we don't take under our rules because we were short ES and this wasn't into the gap, triggered short at B and worked:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/28/20

The markets gapped up, tried a quick pull back, and then went higher until lunch and closed at that level on 2 billion NASDAQ shares, which was much lighter volume.

Net ticks: +2.5 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and stopped, triggered short at B and worked:

NQ Opening Range Play triggered long at A but too far out of range to take, triggered short at B and worked:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/27/20

The markets gapped down big, tried to come back a bit, and closed at the lows on 2.5 billion NASDAQ shares.

Net ticks: +0 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and worked, but the trigger was too far out of range under our risk rules to take:

NQ Opening Range Play triggered long at A and worked, but the trigger was too far out of range under our risk rules to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/24/20

The market gapped up small and headed down all day on 2.6 billion NASDAQ shares.

Net ticks: +4 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered short at A and worked enough for a partial:

NQ Opening Range Play triggered short at A but too far ou of range to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/23/20

The markets gapped down and shot lower for a few minutes, then stuck in that range until after lunch, then crawled up to fill the gap on close a little higher on 2.4 billion NASDAQ shares.

Net ticks: +4 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered short at A but too far out of range to take:

NQ Opening Range Play triggered short at A but too far out of range to take, triggered long at B and worked enough for a partial:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/22/20

The markets gapped up, tried higher, came back in a couple of brief waves and the S&P literally closed up less than a point on 2.4 billion NASDAQ shares.

Net ticks: +20.5 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and worked:

NQ Opening Range Play triggered long at A and worked:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/21/20

The markets gapped down and were dead flat for a while, then moved up ahead of lunch, then came back on news that the new virus had entered the US, and then closed in the lower half of the range on 2.6 billion NASDAQ shares.

Net ticks: -11.5 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and worked eventually:

NQ Opening Range Play triggered long at A and stopped under the midpoint:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/17/20

Markets gapped up and went dead flat, which is normal for options expiration, 2.5 billion NASDAQ shares. Waste of a day.

Net ticks: -18 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered short at A and stopped, although we closed it sooner than the rules in the Lab:

NQ Opening Range Play triggered short at A and worked enough for a partial:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/16/20

The markets gapped up, were flat all day (boringly so) and then drifted up in the last hour on 2.2 billion NASDAQ shares.

Net ticks: +11.5 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and worked:

NQ Opening Range Play triggered long at A and worked:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 1/15/20

The markets gapped down small and moved up, then came back and closed around even on 2.4 billion NASDAQ shares.

Net ticks: +25.5 ticks.

As usual, let's start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today's session:

ES and NQ Opening and Institutional Range Plays:

ES Opening Range Play triggered long at A and worked:

NQ Opening Range Play triggered long at A and worked:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES: