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Monday Morning Brief and Weekly Trading Levels

February 22nd, 2010 Posted in Uncategorized

Good Morning Traders

It's good to be back. For those who didn't know, I took my first vacation in a couple years. Seeing the sun again was great!

Equities

Last I wrote, ES H10 was trading near 1065 and I suggested going long this market as well as the Russell 2K (TF H10) amid the current correction. We rallied that day and continued into the holiday weekend and through options expiration, albeit on light volume.

Friday's trading added volume however that was because of options expiration. Today will also feel the effects of expiration as repositioning continues.

As I write this, equity index futures are higher on merger news b/w SLB and SII and an earnings beat from LOW. One note, LOW lowered guidance. The short term bias continues to be positive. However, we're not out of the confirmed correction that started the week of January 24th.

TF H10 and ES H10 are trading 633.20, +3.10 and 1110.25, +4.00, respectively. Both levels are above their weekly R2 but below their daily R1. If history is any indicator, equities will end the day higher today. Not sure if you've noticed but equities have been closing higher to start the week with some regularity. I was reading a statistic that put this phenomenon in the 90% range. As they noted, this never happens in normal markets.

That being said, expect volatility early in today's action as traders reposition themselves after options expiration. Once they find their footing, they'll pick a direction and go with it. I expect a mix closed with a lower bias. Last week's rally was a low volume joke. I cashed in on it but it tried to mask the reality of the correction that started a month ago.

If you have questions or comments regarding my blog or the trading levels below, feel free to contact me via email at ruria@manducatrading.com or toll free at 866.312.4965.

Daily and Weekly Trading Levels

Daily Pivots 2/21/10
EQUITIES R2 R1 PIVOT S1 S2
ES H10 1117.50 1111.75 1105.25 1099.50 1093.00
YM H10 10472.33 10424.67 10373.33 10325.67 10274.33
NQ H10 1838.08 1828.17 1820.08 1810.17 1802.08
TF H10 637.03 633.57 629.23 625.77 621.43
ENERGIES R2 R1 PIVOT S1 S2
QM J10 80.98 80.52 79.71 79.24 78.43
QG J10 5.14 5.10 5.06 5.02 4.97
Weekly Pivots
Starting 2/21/10
S & P 500 R2 R1 PIVOT S1 S2
ES H10 1109.79 1105.52 1098.60 1094.33 1087.42
SPX 1111.27 1106.92 1099.99 1095.64 1088.71
SPY 111.40 110.95 110.30 109.85 109.19
OEX 510.16 508.28 505.36 503.49 500.57
DOW JONES R2 R1 PIVOT S1 S2
YM H10 10401.58 10362.17 10300.08 10260.67 10198.58
DJIA 10429.45 10386.34 10318.00 10274.89 10206.54
DIA 104.37 103.97 103.38 102.98 102.38
NASDAQ 100 R2 R1 PIVOT S1 S2
NQ H10 1827.73 1820.21 1809.60 1802.08 1791.48
NDX 1828.01 1821.53 1810.99 1804.52 1793.98
QQQQ 44.99 44.82 44.56 44.39 44.13
RUSSELL 2K R2 R1 PIVOT S1 S2
TF H10 631.67 628.61 623.54 620.48 615.42
RUT 631.37 629.01 624.68 622.32 617.99
IWM 63.26 62.96 62.47 62.17 61.68
CRUDE OIL R2 R1 PIVOT S1 S2
QM J10 79.78 79.22 78.24 77.68 76.70
USO 38.84 38.62 38.18 37.95 37.52
NAT GAS R2 R1 PIVOT S1 S2
QG J10 5.40 5.32 5.25 5.16 5.09
UNG 9.80 9.66 9.54 9.39 9.27

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