Futures Calls Recap for 6/30/20

The markets opened up fairly flat and didn't do much early, pushed up a little ahead of lunch, and then pushed up hard late in the day for end of mid-year statement printing on 4.3 billion NASDAQ shares, which is fairly weak compared to what we have been seeing.

Net ticks: +10 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 but too far out of range to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/29/20

The markets opened fairly flat, went lower, then rebounded a bit and went flat for the rest of the session on 4.5 billion NASDAQ shares as we head into mid-year statement printing on Tuesday.

Net ticks: +14 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, triggered long at B and worked enough for a partial:

NQ Opening Range Play, both too far out of range to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/26/20

The markets gapped down and headed lower on 7.3 billion shares. The volume was about the Russell 2000 rebalance at the close.

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 stopped over the midpoint:

NQ Opening Range Play triggered short but too far out of range to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:

  INTRADAY ES

Futures Calls Recap for 6/25/20

The markets gapped down small, filled the gaps, and went flat for 6 hours on 4.7 billion NASDAQ shares before popping for the close.

Net ticks: -26 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 over the midpoint, triggered long at B and stopped under the midpoint:

NQ Opening Range Play did not trigger within the risk parameters:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/24/20

The markets gapped down and headed lower in the morning, then the rest of the day was flat on 5.5 billion NASDAQ shares.

Net ticks: -8 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, triggered long at B and worked enough for a partial:

NQ Opening Range Play triggers were out of range:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/23/20

The markets gapped up, did nothing, and sold off in the last 30 minutes on 5.7 billion NASDAQ shares.

Net ticks: +22 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 enough for a partial, triggered short at B and worked enough for a partial:

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

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/22/20

The markets opened down a little, climbed up into the range from the last four days, and basically just sat there again on 4.5 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, triggered long at B and worked enough for a partial:

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

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/19/20

The markets gapped up and didn't do much for two hours, then dropped to fill the gap ahead of lunch and that was about it on 6 billion NASDAQ shares, which is reflective of options expiration.

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 short at A and worked if you took it, but just slightly out of range under the rules:

NQ Opening Range Play triggered long at A but too much risk to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/18/20

The markets gapped down small and filled for another dead waste of a time session. Where is triple expiration options unravel? This has been horrible. NASDAQ volume was 4.3 billion shares.

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 long at A and worked:

NQ Opening Range Play triggered short and long but too far out of range to take:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES:


Futures Calls Recap for 6/17/20

What a waste of a day. The markets gapped up a little and the ES spent the entire day in the Value Area with both sides closing lower than they opened, but not by much, on 4.2 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 short at A but too far out of range to take:

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

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES: