Well, small gaps tend to fill on expiration Fridays, so I went for the ES gap fill, and instead, the market flatlined all day in a 3.5 point ES range on 1.9 billion NASDAQ shares (which is NOT very heavy for triple expiration). I used small size for expiration and didn’t put it back in when it stopped.

Net ticks: -7 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:


Triggered short at A at 1953.00 and stopped:

Share This