CME_MINI:NQH2024 - PR High: 17790.00 - PR Low: 17738.75 - NZ Spread: 114.75 No signficant calendar events High vol open creating super wide NZ spread - Anticipated high volume following virtually a long weekend - Maintaining prev week's range - Daily print showing pivot to downside - Breaking lows of engulfing bar Evening Stats (As of 12:05 AM) - Weekend...
CME_MINI:NQH2024 - PR High: 16763.50 - PR Low: 16732.25 - NZ Spread: 69.75 Key economic calendar event 08:30 | S&P Global Services PMI Volatility remains relatively high - Extreme vol highs throughout prev session - Ranging half-back from prev session high Evening Stats (As of 1:35 AM) - Weekend Gap: N/A - Gap 12/14 +0.08% (filled) - Gap 10/30 +0.47%...
CME_MINI:NQZ2023 - PR High: 14707.75 - PR Low: 14662.50 - NZ Spread: 101.25 No Key Economic Events Weekend gap up led into wide opening range - Back near key inventory levels > 14600 Evening Stats (As of 2:05 AM) - Weekend Gap: +0.21% (open < 14650) - Session Gap 10/18: -0.10% (open > 15060) - Session Gap 8/2: -0.33% (open > 15807) - Session Gap 7/20:...
CME_MINI:NQZ2023 - PR High: 15076.00 - PR Low: 14990.50 - NZ Spread: 190.75 No Significant Economic Events Huge weekend gap down - Relatively super wide open session range Evening Stats (As of 1:25 AM) - Weekend Gap: -0.65% (open > 15132) - Session Gap: -0.33% (open > 15807) - Session Gap: -0.11% (open > 15939) - Session Open ATR: 269.15 - Volume: 44K -...
CME_MINI:NQZ2023 - PR High: 15510.00 - PR Low: 15498.75 - NZ Spread: 25.25 Margins increased 25% ahead of pre-RTH news - 08:30 – CPI (2x) Daily rollover, breaking prev session low - Strong inventory interest off PR-2, 15480 (MNQ) - Slight volume increase - Holding low volatility, expecting boost from news Evening Stats (As of 12:05 AM) - Weekend Gap:...
CME_MINI:NQU2023 - PR High: 15030.00 - PR Low: 14982.50 - NZ Spread: 106.0 Wide NZ Spread - Hanging out inside Friday's highs No Significant Economic Events Evening Stats (As of 12:05 AM) - Weekend Gap: N/A - Session Gap: -0.33% (open > 15807) - Session Gap: -0.11% (open > 15939) - Session Open ATR: 265.68 - Volume: 27K - Open Int: 251K - Trend Grade:...
CME_MINI:NQU2023 - PR High: 14871.25 - PR Low: 14830.00 - NZ Spread: 92.25 10:05 – Feb Chair Powell Speaks Prev session printed as huge engulfing bar - Lows taken out from prev 2 sessions - Retracing to inventory < 14730 Evening Stats (As of 1:55 AM) - Weekend Gap: N/A - Session Gap: -0.33% (open > 15807) - Session Gap: -0.11% (open > 15939) - Session...
CME_MINI:NQU2023 - PR High: 15344.75 - PR Low: 15295.50 - NZ Spread: 110.25 Key Economic Events 08:30 – Initial Jobless Claims - Core Durable Goods Orders Wide NZ spread - High vols ahead of pre-RTH news Evening Stats (As of 1:35 AM) - Weekend Gap: N/A - Session Gap: -0.33% (open > 15807) - Session Gap: -0.11% (open > 15939) - Session Open ATR: 245.46 -...
CME_MINI:NQU2023 - PR High: 15316.25 - PR Low: 15273.75 - NZ Spread: 95.0 08:30 – Retail Sales Maintaining relatively wide NZ Spread - MNQ Balance: 15295.25 - 15314.25 - Strong inventory response prev 2 sessions' low - Daily pivot created, engulfing Friday's range Evening Stats (As of 12:15 AM) - Weekend Gap: N/A - Session Gap: -0.33% (open > 15807) -...
CME_MINI:NQU2023 - PR High: 15146.00 - PR Low: 15100.25 - NZ Spread: 102.0 FOMC week - Wednesday Evening Stats (As of 12:05 AM) - Weekend Gap: N/A - Session Gap: -0.33% (open > 15807) - Session Gap: -0.11% (open > 15939) - Session Open ATR: 237.46 - Volume: 41K - Open Int: 259K - Trend Grade: Neutral - From ATH: -10.2% (Rounded) Key Levels (Rounded - Think...
CME_MINI:NQU2023 - PR High: 15237.50 - PR Low: 15216.00 - NZ Spread: 48.0 High volatility expected for CPI - 08:30 – PPI Maintaining Wed's range - Prev session failed to break highs and lows - Collecting inventory around PR-1 into London hrs Evening Stats (As of 2:05 AM) Session Open Balance: 15220.50-15236.00 - Weekend Gap: N/A - Session Gap: -0.33%...
CME_MINI:NQU2023 - PR High: 15484.50 - PR Low: 15429.00 - NZ Spread: 124.0 Evening Stats (As of 2:05 AM) 08:30 – Average Hourly Earnings - Nonfarm Payrolls - Unemployment Rate High vol expected for pre-RTH news - AMP increased margin requirement - Prev session closed virtually flat - Above prev session high into London hrs - NZ spread back to extremes -...
CME_MINI:NQU2023 - PR High: 15490.00 - PR Low: 15452.25 - NZ Spread: 84.25 08:30 – Initial Jobless Claims 09:45 – S&P Global US Services PMI 10:00 – ISM Non-Manufacturing PMI Selling continued through prev session - Closed below daily 20KA - Session gaps still open above 15807 - NZ spread decreased but still wide - Volume returned to normal Evening Stats...
CME_MINI:NQM2023 - PR High: 13884.00 - PR Low: 13803.00 - NZ Spread: 181.0 Initial Jobless Claims and GDP at 08:30 EST. Pending Home Sales for B-period. Delayed but strong response to FOMC closing back above 13737 key level. - Strong volatility lead to session gap up, +0.20%. - Immediately closed gap for wide NZ spread. Evening Stats (As of 12:15 AM) -...
CME_MINI:NQM2023 - PR High: 13842.50 - PR Low: 13794.25 - NZ Spread: 107.75 Wide NZ spread. Likely prep for PMI on Tuesday during RTH. Relatively high volume for April-May. Evening Stats (As of 12:25 AM) - Weekend Gap: -0.26% (filled) - Session Open ATR: 183.86 - Volume: 23K - Open Int: 269K - Trend Grade: Neutral - From ATH: -17.3% (Rounded) Key Levels...
CME_MINI:NQM2023 - PR High: 13087.75 - PR Low: 13043.00 - NZ Spread: 100.25 Evening Stats (As of 12:05 AM) - Weekend Gap: N/A - Session Open ATR: 205.89 - Volume: 32K - Open Int: 245K - Trend Grade: Bear - From ATH: -21.6% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 13531 - Mid: 12959 - Short: 12392 Keep in mind this is not...
CME_MINI:NQM2023 - PR High: 12881.00 - PR Low: 12835.50 - NZ Spread: 101.5 Evening Stats (As of 12:45 AM) - Weekend Gap: N/A - 8/19 Session Gap: -0.04% (open > 13237) - Session Open ATR: 274.46 - Volume: 26K - Open Int: 221K - Trend Grade: Bear - From ATH: -23.3% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 12959 - Mid: 12392 - Short:...
CME_MINI:NQH2023 - PR High: 12011.75 - PR Low: 11955.00 - NZ Spread: 126.25 Evening Stats (As of 1:25 AM) - Weekend Gap: -0.14% (closed) - 8/19 Session Gap: -0.04% (open > 13237) - Session Open ATR: 247.57 - Volume: 44K - Open Int: 244K - Trend Grade: Bear - From ATH: -27.9% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 12959 - Mid:...