The markets gapped up small and filled quickly and put in a flat day on 1.9 billion NASDAQ shares for quarterly contract roll. On to triple expiration week…

Net ticks: -32 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:

NQ Opening Range Play, both were too far out of range to take given the size of the OR by rule:

ES Tradesight Institutional Range Play:

NQ Tradesight Institutional Range Play:

ES: