We were waiting on a nice setup over the Pivot on the ES to trigger into the gap for the fill, but it never did, which isn’t completely surprising on a Friday of quarterly contract roll. NASDAQ volume closed at 1.5 billion shares. Next week is triple 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: