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

Mon Nov 12

12:30am AUD Home Loans m/m 0.9% 1.1% 2.1%
2:00am CNY New Loans 505B 601B 623B
2:30am JPY BOJ Gov Shirakawa Speaks
6:00am JPY Prelim Machine Tool Orders y/y -6.7% -2.8%
7:00am EUR German WPI m/m -0.6% 0.5% 1.3%
8:00am CNY M2 Money Supply y/y 14.1% 14.5% 14.8%
All Day EUR Eurogroup Meetings
All Day CAD Bank Holiday
All Day USD Bank Holiday
9:45pm NZD FPI m/m

GMT
 
Tue Nov 13

12:01am GBP RICS House Price Balance -7% -15% -14%
12:30am AUD NAB Business Confidence -1 0
4:30am JPY Revised Industrial Production m/m -4.1% -4.1% -4.1%
7:45am EUR French Prelim Non-Farm Payrolls q/q -0.3% -0.2% -0.1%
8:15am CHF PPI m/m -0.1% 0.2% 0.3%
All Day EUR ECOFIN Meetings
9:30am GBP CPI y/y 2.7% 2.3% 2.2%
9:30am GBP PPI Input m/m 0.4% -0.4% -0.1%
9:30am GBP RPI y/y 3.2% 2.9% 2.6%
9:30am GBP Core CPI y/y 2.6% 2.2% 2.1%
9:30am GBP HPI y/y 1.7% 2.1% 1.9%
9:30am GBP PPI Output m/m 0.1% 0.2% 0.5%
10:00am EUR German ZEW Economic Sentiment -15.7 -9.9 -11.5
10:00am EUR ZEW Economic Sentiment -2.6 0.2 -1.4
3:00pm USD IBD/TIPP Economic Optimism 53.8 54.0
7:00pm USD Federal Budget Balance -113.5B 75.0B
8:30pm USD FOMC Member Yellen Speaks
9:45pm NZD Core Retail Sales q/q 0.6% 0.9%
9:45pm NZD Retail Sales q/q 0.4% 1.3%
11:30pm AUD Westpac Consumer Sentiment 1.0%


GMT
 
If we beak this support, then there's not much there to stop a free fall. Bonds looking strong for a move up, so I am looking for a short opportunity
 

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Last edited:
Thu Nov 15

12:00am AUD MI Inflation Expectations 2.2% 2.6%
12:30am AUD New Motor Vehicle Sales m/m -2.8% 4.6%
1:45am USD FOMC Member Williams Speaks
6:30am EUR French Prelim GDP q/q 0.2% 0.0% -0.1%
7:00am EUR German Prelim GDP q/q 0.2% 0.1% 0.3%
9:00am EUR ECB Monthly Bulletin
9:00am EUR Italian Prelim GDP q/q -0.2% -0.4% -0.7%
9:30am GBP Retail Sales m/m -0.8% -0.1% 0.5%
10:00am EUR CPI y/y 2.5% 2.5% 2.5%
10:00am EUR Core CPI y/y 1.5% 1.5% 1.5%
10:00am EUR Flash GDP q/q -0.1% -0.2% -0.2%
1:30pm CAD Manufacturing Sales m/m 0.3% 1.5%
1:30pm USD Core CPI m/m 0.1% 0.1%
1:30pm USD Unemployment Claims 372K 355K
1:30pm USD CPI m/m 0.1% 0.6%
1:30pm USD Empire State Manufacturing Index -7.
2 -6.2
2:00pm USD FOMC Member Lacker Speaks
3:00pm USD Philly Fed Manufacturing Index 1.1 5.7
3:00pm USD Mortgage Delinquencies 7.58%

3:30pm CAD BOC Review
3:30pm USD Natural Gas Storage -13B 21B
4:00pm USD Crude Oil Inventories 2.5M 1.8M
6:20pm USD Fed Chairman Bernanke Speaks

11:30pm USD FOMC Member Dudley Speaks

GMT
 
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.........

Hi,

I have noticed a good correlation between the S&P and Gold. The S&P seems to move just before gold. I haven't fully investigated this yet but it would be a good start.

Tom
 
Fri Nov 16

7:30am CHF SNB Chairman Jordan Speaks
9:00am EUR Current Account 0.8B 9.2B 10.9B
9:00am EUR Italian Trade Balance 0.41B -0.54B -0.48B
10:00am EUR Trade Balance 11.3B 10.6B 8.9B
10:30am EUR German Buba President Weidmann Speaks
1:30pm CAD Foreign Securities Purchases 7.45B 6.90B
2:00pm USD TIC Long-Term Purchases 75.0B 90.0B
2:15pm USD Capacity Utilization Rate 78.4% 78.3%
2:15pm USD Industrial Production m/m 0.2% 0.4%

8:45pm USD FOMC Member Lockhart Speaks

GMT
 
Hi,

I have noticed a good correlation between the S&P and Gold. The S&P seems to move just before gold. I haven't fully investigated this yet but it would be a good start.

Tom

Yes I agree, but going in opposite directions though
 
Crazy volume went through overnight, 11k in under a min which during Asia is a lot! Someone's stop got severely busted so i hear!! Messed up my Taiwan short trade but was interesting to watch the panic lol. My main interest now is to see how much a fiscal cliff resolution would add to current levels since we're roundabout where we sold off immediately after the election when everyone was saying it's because of the fiscal cliff........
 
Crazy volume went through overnight, 11k in under a min which during Asia is a lot! Someone's stop got severely busted so i hear!! Messed up my Taiwan short trade but was interesting to watch the panic lol. My main interest now is to see how much a fiscal cliff resolution would add to current levels since we're roundabout where we sold off immediately after the election when everyone was saying it's because of the fiscal cliff........

Why anybody had a stop around 1409/1410 after yesterday's test for value around 84 seems odd in the first place, especially for the 12k contracts that went through.

BTW, I think the fiscal cliff stuff was b0llocks. The election pump and dump was a one off, based entirely on gaming participants who didn't think an Obama win was priced in.

Obviously all of this is entirely opinion. :)
 
lol, I agree, was reading something the other day about how a lot of the mainstream media has made the fiscal cliff into such a big issue when in reality whilst it will be important, it's not a massive game changer and the market will adapt! still if everyone's frightened by it then it's a good oppotunity to get some decent p/l in the bank :)

Re the stops, yeah, all the talk was that it was stops, I am 100% convinced. I think it is the greater probability but I trade the Hang Seng and H-share pretty often and occassionally you see someone just come in and do a few 000s lots at market and funnily enough, I'd say 80-90% of the time, for the next few weeks, the market goes in that direction.

The other option.........maybe a very fat finger!!!!

I do think we'll be hard-pressed to see below 1350 again anytime soon unless there is a pretty large deterioration in sentiment........
 
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