S&P 500 & other indexes - intraday. Plus chat

Tue Oct 30

12:00am AUD HIA New Home Sales m/m -3.7% -5.3%
5:46am JPY Monetary Policy Statement
5:46am JPY Overnight Call Rate <0.10% <0.10% <0.10%
6:30am JPY BOJ Outlook Report
7:00am CHF UBS Consumption Indicator 1.07 1.02
8:00am EUR ECB President Draghi Speaks
8:00am EUR Spanish Flash GDP q/q -0.3% -0.4% -0.4%
8:04am JPY BOJ Press Conference
8:55am AUD RBA Deputy Gov Lowe Speaks
8:55am EUR German Unemployment Change 20K 10K 12K
9:10am EUR Retail PMI 45.3 47.1
10:12am EUR Italian 10-y Bond Auction 4.92|1.4 5.24|1.3
11:00am GBP CBI Realized Sales 7 6
12:30pm CAD RMPI m/m 1.2% 3.4%
12:30pm CAD IPPI m/m 0.2% -0.1%
1:00pm USD S&P/CS Composite-20 HPI y/y 1.9% 1.2%
Postponed USD CB Consumer Confidence 72.4 70.3
Cancelled USD FOMC Member Dudley Speaks
7:30pm CAD BOC Gov Carney Speaks
9:45pm NZD Building Consents m/m 1.9%
11:15pm JPY Manufacturing PMI 48.0
 
So, 1417 on ES.

Was the previous low of the bracketed area. Been tagged once before with a sell-off to a new low. Tagged again today and moving 13pts downwards since.

Here's my question. You know this level is important. Does anybody actually adjust their profit objectives accordingly and alter their exit strategy?
 
Thu Nov 1

12:30am AUD Import Prices q/q -2.4% -1.2% 2.4%
1:00am CNY Manufacturing PMI 50.2 50.3 49.8
1:45am CNY HSBC Final Manufacturing PMI 49.5 49.1 49.1
5:30am AUD Commodity Prices y/y -16.0% -15.7%
All Day EUR French Bank Holiday
All Day EUR Italian Bank Holiday
7:00am GBP Nationwide HPI m/m 0.6% 0.2% -0.4%
8:15am CHF Retail Sales y/y 4.5% 5.9%
8:30am CHF SVME PMI 44.6 43.6
9:30am GBP Manufacturing PMI 48.1 48.4
11:30am USD Challenger Job Cuts y/y -70.8%
12:15pm USD ADP Non-Farm Employment Change 138K 162K
12:30pm USD Unemployment Claims 371K 369K
12:30pm USD Prelim Nonfarm Productivity q/q 1.3% 2.2%
12:30pm USD Prelim Unit Labor Costs q/q 1.3% 1.5%
1:00pm USD Final Manufacturing PMI 51.5 51.3
2:00pm USD CB Consumer Confidence 72.4 70.3
2:00pm USD ISM Manufacturing PMI 51.2 51.5
2:00pm USD Construction Spending m/m 0.7% -0.6%
2:00pm USD ISM Manufacturing Prices 56.2 58.0
2:30pm USD Natural Gas Storage 68B 67B
3:00pm USD Crude Oil Inventories 1.9M 5.9M
All Day USD Total Vehicle Sales 15.0M 15.0M
4:30pm USD FOMC Member Lockhart Speaks
11:50pm JPY Monetary Policy Meeting Minutes
11:50pm JPY Monetary Base y/y 10.2% 9.0%


Big day today
 
Thu Nov 1

12:30am AUD Import Prices q/q -2.4% -1.2% 2.4%
1:00am CNY Manufacturing PMI 50.2 50.3 49.8
1:45am CNY HSBC Final Manufacturing PMI 49.5 49.1 49.1
5:30am AUD Commodity Prices y/y -16.0% -15.7%
All Day EUR French Bank Holiday
All Day EUR Italian Bank Holiday
7:00am GBP Nationwide HPI m/m 0.6% 0.2% -0.4%
8:15am CHF Retail Sales y/y 4.5% 5.9%
8:30am CHF SVME PMI 44.6 43.6
9:30am GBP Manufacturing PMI 48.1 48.4
11:30am USD Challenger Job Cuts y/y -70.8%
12:15pm USD ADP Non-Farm Employment Change 138K 162K
12:30pm USD Unemployment Claims 371K 369K
12:30pm USD Prelim Nonfarm Productivity q/q 1.3% 2.2%
12:30pm USD Prelim Unit Labor Costs q/q 1.3% 1.5%
1:00pm USD Final Manufacturing PMI 51.5 51.3
2:00pm USD CB Consumer Confidence 72.4 70.3
2:00pm USD ISM Manufacturing PMI 51.2 51.5
2:00pm USD Construction Spending m/m 0.7% -0.6%
2:00pm USD ISM Manufacturing Prices 56.2 58.0
2:30pm USD Natural Gas Storage 68B 67B
3:00pm USD Crude Oil Inventories 1.9M 5.9M
All Day USD Total Vehicle Sales 15.0M 15.0M
4:30pm USD FOMC Member Lockhart Speaks
11:50pm JPY Monetary Policy Meeting Minutes
11:50pm JPY Monetary Base y/y 10.2% 9.0%


Big day today

Hi Pat,

Sorry to be a nuisance but are those UK times ?

I'm on CET and a lot of other time zones are involved in this. Congratulations, your, very useful, information is watched from all over!

I wonder how many of us are not sure what the time is? Could I suggest that you put, ie, in red, a line that says "US (or UK) Market opens" which, in UK terms, would be 1430?

That would orientate us. Just an idea, without wishing to offend.
 
Hi Pat,

Sorry to be a nuisance but are those UK times ?

I'm on CET and a lot of other time zones are involved in this. Congratulations, your, very useful, information is watched from all over!

I wonder how many of us are not sure what the time is? Could I suggest that you put, ie, in red, a line that says "US (or UK) Market opens" which, in UK terms, would be 1430?

That would orientate us. Just an idea, without wishing to offend.

Yes will do
 
Fri Nov 2

12:00am NZD ANZ Commodity Prices m/m 1.3% 3.4%
12:30am AUD PPI q/q 0.6% 1.0% 0.5%
8:15am EUR Spanish Manufacturing PMI 43.5 44.5
8:45am EUR Italian Manufacturing PMI 45.5 45.9 45.7
9:00am EUR Final Manufacturing PMI 45.4 45.3 45.3
9:30am GBP Construction PMI 50.9 49.1 49.5
12:30pm CAD Employment Change 9.5K 52.1K
12:30pm CAD Unemployment Rate 7.4% 7.4%
12:30pm USD Non-Farm Employment Change 123K 114K
12:30pm USD Unemployment Rate 7.9% 7.8%
12:30pm USD Average Hourly Earnings m/m 0.2% 0.3%
2:00pm USD Factory Orders m/m 4.7% -5.2%
6:25pm USD FOMC Member Williams Speaks

UK wintertime
 
Because just watching the S&P 500 is a bit limiting I have also got charts up of the eur/* currencies. I am looking for correlations between the various ones. As I am also signed up on zulu there is a lot more action now. I would rather do the other indices but.........
 
Let's give The Advanced camarilla a go for a week.
Here is Monday's
 

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Mon Nov 5

12:30am AUD Retail Sales m/m 0.5% 0.4% 0.3%
12:30am AUD Trade Balance -1.46B -1.60B -1.88B
12:30am AUD ANZ Job Advertisements m/m -4.6% -3.9%
8:00am EUR Spanish Unemployment Change 128.2K 90.3K 79.6K
9:30am EUR Sentix Investor Confidence -18.8 -20.7 -22.2
9:30am GBP Services PMI 50.6 52.0 52.2
1:30pm CAD Building Permits m/m -2.6% 7.9%
3:00pm USD ISM Non-Manufacturing PMI 54.6 55.1

Day 2 ALL G20 Meetings
9:45pm NZD Labor Cost Index q/q 0.5% 0.5%

UK winter time
 
November 5th

8:30am Building permits
10:00am ISM non manuf PMI

Looks like we’ll open up either below Fridays range or around the close, although 8:30 could fix that. In terms of last weeks range, this is the lower end.

05-11-201207-46-58.png


Given that the election is this week, I don’t expect big players to be positioning themselves this. I guess it’ll be rangebound until such a point we know which way the election is going to turn out.

So - as per the above we did mark out a potential new range last week but I'm not going to pay it a whole lot of attention.

I’ll be playing it as a rangebound market and look for bounces of the usual levels.

Mechanical Levels
YH 1431.50, YL 1405, YC, 1405.50. ONH 1409.50, ONL – 1402.50
Longs - 1405, 1402.50, 1393
Shorts – 1405.50, 1409.50, 1410.75, 1415.50

Not really much on IMO based on where we are. Perhaps the day will offer more when it opens.
 
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Tue Nov 6

12:01am GBP BRC Retail Sales Monitor y/y -0.1% 1.5%
12:30am AUD HPI q/q 0.3% 1.1% 0.6%
1:00am USD FOMC Member Williams Speaks
3:30am AUD Cash Rate 3.25% 3.00% 3.25%
3:30am AUD RBA Rate Statement
5:00am JPY Leading Indicators 91.7% 91.8% 93.2%
6:45am CHF SECO Consumer Climate -17 -21 -17
8:00am GBP Halifax HPI m/m -0.7% 0.5% -0.4%
8:15am EUR Spanish Services PMI 40.2
8:45am EUR Italian Services PMI 44.5
9:00am EUR Final Services PMI 46.2 46.2
9:30am GBP Manufacturing Production m/m 0.3% -1.1%
9:30am GBP Industrial Production m/m -0.6% -0.5%
10:00am EUR PPI m/m 0.3% 0.9%
Tentative GBP 10-y Bond Auction 1.76|1.9
11:00am EUR German Factory Orders m/m -0.3% -1.3%
3:00pm CAD Ivey PMI 58.3 60.4
3:00pm GBP NIESR GDP Estimate 0.8%
All Day USD Presidential Election
All Day USD Congressional Elections
8:00pm NZD RBNZ Financial Stability Report
10:30pm AUD AIG Construction Index 30.9

UK winter time
 
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