Archive for Intraday Commentary
Low-Volume Selloff, Tech Outperforming
Posted byVolume in E-Mini S&P futures set to come in more than 20% below Thursday’s level (watch the relative ES volume chart here). That’s a short-term…
Login | Subscribe
The NYSE advance/decline ratio is running close to 5:1 positive Tuesday, which marks the fourth consecutive session of…
Login | Subscribe
SPY volume running slightly below levels at this time Friday as the index gives up morning gains. Should SPY close lower today and…
Login | Subscribe
Wayne Whaley Comments on Hindenburg Omen
Posted byWith all of the chatter on the Hindenburg Omen, I thought I’d pass along the following comments from Wayne Whaley. (We are jointly working on creating two separate historical databases – one of operating-only companies on the NYSE and one of stocks in the S&P500 – to address the problems with NYSE breadth statistics that Wayne discusses below. More on this later…)
Login | Subscribe
Unfilled Downside Gaps Post-FOMC
Posted byWednesday will mark the second consecutive session in which S&P futures have not traded above the…
Login | Subscribe


Watch the Midpoint
Posted by Rennie on Tuesday, August 24th, 2010 at 3:47 pmS&P futures currently trading just above the day’s midpoint at 1051.25 despite…
Login | Subscribe