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January 26th, 2012 Posted in Uncategorized

Futures and futures options trading involve substantial risk, and therefore are not suitable for all investors.

Jobless Claims rose 21,000 to 377,000, greater than expect (370K). This isn't a big deal given the seasonal volatility. However, Durable Goods came in greater than expected at 3%.

But the big story came out of the Fed yesterday. Their view is that the economy or something isn't as it should be. At least that's all I can think of when Bernanke stated that they would keep interest rates at virtually 0% for the next 3 years. That began a sell off in the Dollar and a rally just about everywhere else. Can you say Stealth Quant Easing?!

The Fed either has a disappoint view of the economy or the Fed is trying to keep rates at zero so when can pay off our debt at near zero. Otherwise, as I've mentioned here in the past, welcome to America's version of Japan's lost decade.

I remember asking my boss, a former trader at the CBOE, if the US could become Japan in 1997. I forget the catalyst, maybe Long Term Capital's collapse, but he had no idea of what I was talking about at the time. 15 years later, I'm seeing exactly what I thought I'd be seeing.Unfortunately, 15 years ago, I didn't have the market awareness that I have now.

Trading Levels

As I write this, ES H2 is trading at 1325.00 and TF H2 is trading 798.0. We are now in the middle of my targets (ES H2 - 1320/1340; TF H2 780/800) for these two markets that I began writing about on 12/17/11. I don't know how long we'll stay up at these levels or if we'll move higher, however, the upside rewards are diminishing for the risk that one would take if buying up here. That said, the bullish trend for equity futures is in tact.

For those paying attention, is it me or is this quarter starting out exactly like the first quarter of 2009?

For ES H2, I think it'll make a move to and above today's R1 of 1329.00. TF H2 is trading 20 cents away from its R1 of 798.1, as I write. Until I see what happens at that level, It'll be hard to make a recommendation, however, if history repeats itself, traders/investors confidence will reflect Bernanke's statements in today's trade.

If you have questions about what that all means, call me - 312.224.7882

Have a great Friday's Eve - Rob

 

Daily Pivots 1/26/12
EQUITIES R2 R1 PIVOT S1 S2
ES H2 1337.75 1329.00 1316.00 1307.25 1294.25
TF H2 803.6 798.1 789.7 784.2 775.8
NQ H2 2485.50 2473.25 2455.00 2442.75 2424.50
YM H2 12848 12769 12645 12566 12442
ENERGIES R2 R1 PIVOT S1 S2
QM H2 102.058 100.767 99.133 97.842 96.208
QG G2 2.877 2.803 2.702 2.628 2.527
GRAINS R2 R1 PIVOT S1 S2
ZS H2 1227.7 1220.5 1214.5 1207.3 1201.3
ZC H2 645.1 640.3 632.9 628.1 620.7
ZW H2 660.4 651.0 640.2 630.8 620.0
METALS R2 R1 PIVOT S1 S2
YG J2 1742.6 1721.8 1687.4 1666.6 1632.2
YI H2 34.570 33.947 32.714 32.091 30.858

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