S&P futures posted a third consecutive higher high Wednesday and NYSE volume expanded for the third day in a row. Here’s a look at the last 30 instances when…
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Back-to-back losses in excess of 1% prior to OpEx is a fairly rare pattern, only occurring five times since 1990…

S&P500 -1% Two Consecutive Days Prior to opEx
11/17/11… S&P500 ??? next day
11/20/08… S&P500 +6.3% next day
04/14/05… S&P500 -1.7% next day
06/20/02… S&P500 -1.7% next day
09/20/01… S&P500 -1.9% next day
06/14/01… S&P500 -0.5% next day

OEX outperformed SPX for…
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The NDX outperformed the SPX during Monday’s selloff, and unlike S&P futures, the NDX posted an NR10 day as less than 30 points separated Monday’s high and low. That’s noteworthy considering…
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The setup: S&P futures post five consecutive white candlesticks (close > open)

The trade: Short a higher…
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A review of upside gaps (open > previous day’s high) on the day immediately following an FOMC announcement finds a definitive tendency for S&P futures to…
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