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The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 94bps during yesterday’s session, closing on the lower Bollinger Band (ref 6686) at 6692. While momentum and trend have been choppy and negative over the past two weeks, the index currently seems unwilling to break below the
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The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 94bps during yesterday’s session, closing on the lower Bollinger Band (ref 6686) at 6692. While momentum and trend have been choppy and negative over the past two weeks, the index currently seems unwilling to break below the
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The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 7bps during Friday’s session, closing at 6755. The session low ticked down 1.32% from the previous close, slicing through the lower Bollinger band. This low was hit at the start of the cash session. The index
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The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 7bps during Friday’s session, closing at 6755. The session low ticked down 1.32% from the previous close, slicing through the lower Bollinger band. This low was hit at the start of the cash session. The index
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The ES1 Index (Generic 1st Month S&P 500 E-mini) gained 9bps during Friday’s session, closing at 6753. This close was significantly higher than the late session low of 6655 (marked an intra-day move of -1.36%) and created what I see as a reversal bar ending the
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The ES1 Index (Generic 1st Month S&P 500 E-mini) gained 9bps during Friday’s session, closing at 6753. This close was significantly higher than the late session low of 6655 (marked an intra-day move of -1.36%) and created what I see as a reversal bar ending the
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 6) The ES1 Index (Generic 1st Month S&P 500 E-mini) gained 27bps during Friday’s session, closing at 6874. The low on the session (ref 6843) came within 5 handles of the 10dma (ref 6837) and bounced into the
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 6) The ES1 Index (Generic 1st Month S&P 500 E-mini) gained 27bps during Friday’s session, closing at 6874. The low on the session (ref 6843) came within 5 handles of the 10dma (ref 6837) and bounced into the
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 5) The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 97bps, closing at 6855, after hitting a new all-time intraday high in the overnight session at 6953. My Spot VIX signal remains “risk on”. My VIX Term Structure
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 5) The ES1 Index (Generic 1st Month S&P 500 E-mini) lost 97bps, closing at 6855, after hitting a new all-time intraday high in the overnight session at 6953. My Spot VIX signal remains “risk on”. My VIX Term Structure
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 4) The ES1 Index (Generic 1st Month S&P 500 E-mini) was essentially unchanged on the session with an open/close spread of just 7 handles but a high/low range of 70. The index close (ref 6922) came just
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Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 4) The ES1 Index (Generic 1st Month S&P 500 E-mini) was essentially unchanged on the session with an open/close spread of just 7 handles but a high/low range of 70. The index close (ref 6922) came just