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Old 09-17-2007, 07:18 PM
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Re: ES Trading For 9/17 + Rest of Week

Market gapped down and attempted a further downside move today but eventually ran out gas. We ended with yet another day of miserable volume. The profile shape/volume distribution was yet again fat and symmetrical -- indicating the down auction has no real conviction. PVP, VWAP and closing price all ended relatively close together, singalling a state of 'balance'. Note that we did build lower value for the second consecutive day.

LEH earnings in pre-market tomorrow. Tomorrow is another 'go-with' given the symmetrical profile and lack of volume today. I prefer the short-side still but will likely join in on an initial break higher and monitor for signs of continuation (elongating profile and volume).

ant, are you around? would love your take....
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File Type: png ES Profile Shape Sep 17 2007.png (28.3 KB, 14 views)

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