October 7, 2022

9:20 am

The Ag Index has about a week left in the current Master Cycle.  It is currently held aloft by the 50-day Moving Average but may decline further due to a decline in liquidity.  This is a good time to begin accumulating shares (DBA) due to the limited downside and a strong uptrend.   Logistical problems may pose even more difficulty in transporting a smaller than usual harvest to the markets.

ZeroHedge observes, “As of Thursday afternoon, Bloomberg reported more than 117 vessels and 2,048 barges near Stack Island in Louisiana are in a logjam as a stretch of the lower Mississippi River is closed due to low water levels and vessel groundings.

“The US Army Corps of Engineers is dredging near Stack Island, and the Coast Guard intends to reopen the waterway with restrictions at some point Friday,” Bloomberg said.

 

7:50 am

Good Morning!

NDX futures have declined to 11387.00, but not bearish enough for a sell signal.  Equities bulls are looking for a 100K print, but may be disappointed, per ADP.  As usual, the markets have been driven by options.  Investors are waiting for the 8:30 am Monthly Jobs Report.

In today’s op-ex, Maximum Pain for all options investors is at 11450.00.  Long gamma starts at 11500, while short gamma comes into play at 11400.00.

ZeroHedge observes, “Prior to Friday’s NFP (and CPI next Wednesday), the market has been oscillating between the “hawkish Fed” and “Fed pivot” narrative. While the JOLTS Job Openings and the ISM Manufacturing employment index showed more evidence of a slowing labor market…

… yesterday’s stronger than expected ADP/ISM Services once again proved the economy still remains strong and therefore weakens the hope of a near-term pivot from the Fed. In a nutshell, according to JPM’s trading deks, with consensus expected tomorrow’s NFP to print +255k, Equity bulls would need a print ~100k to see the market alter its Fed expectations.”

 

SPX futures declined to 3720.50 in the overnight session. Should the jobs report be overly positive, SPX may decline beneath the Lip of the Cup with Handle formation to a possible target beneath 3400.00.  That would put equities into day 2 of a 4-day decline.

Today’s op-ex shows Max Pain at 3755.00 with Short gamma possibly beginning at 3750.00.  Long gamma starts at 380000.

8:30 am

SPX futures fell to 3702.50 only minutes after a positive jobs report, sending the index into short gamma.

ZeroHedge reports, “Great news America – the unemployment rate has tumbled (with hispanic unemployment at record lows).

Terrible news America – improving labor market statistics are the opposite of what The Fed is trying to do and this data today is not going to encourage any pause or pivot anytime soon.

That sparked an immediate mini-flash-crash in stocks…

 

VIX futures are consolidating, hovering near yesterday’s high before the jobs report.

8:38 am

VIX futures were jammed lower, in an effort to rescue the failing equities.  However, this maneuver may backfire as sentiment may be bearish.  Manipulations can work in a neutral environment.  This, however, is already emotionally charged, as evidenced by the Broadening formation in the SPX.  The monthly jobs report may be too much of a disappointment.

Investing.com reports, “Investors piled into cash at the fastest weekly rate since April 2020 in the week to Wednesday, as soaring government borrowing costs, high energy prices and slowing growth fanned risk aversion, BofA Global Research said in a note on Friday.

Investors ploughed $88.8 billion into cash, BofA said, citing EPFR data, and sold $18.3 billion in bonds – the fastest weekly rate in four months – with the majority of the sell-off comprising investment-grade bonds.

BofA’s “Bull & Bear” indicator, which seeks to track market trends, remained unchanged at the “extreme bearish” level, with this week’s heavy bond outflows cited as the reason.

Investors also shed stocks, with equity funds recording weekly outflows of $3.3 billion. U.S. equity outflows resumed, while European equities concluded their 34th week of outflows – the longest streak since 2016.”

 

TNX jumped at the jobs report, challenging the Cycle Top resistance at 38.65, making a new high at 39.00.  TNX is in the midst of a double dose of trending strength, opening the possibilities of a new high in the nest few days.  The Cycles Model suggests the rally in yields may continue to mid-November.

 

USD futures surged ahead to test Cycle Top resistance at 112.98.  The next Master Cycle high is due in about 2 weeks, so it is likely that we may see new highs in that time.  The third week of October appears to have a lot of strength up to the Master Cycle pivot.

 

Crude oil advanced this morning to 89.42, crossing above the 50-day Moving Average at 88.38.  Crude may be seeing the last of its retracement strength today as it may be due for a lower low by the end of October.

OilPrice.com opines, “A couple of weeks ago, when the rumors started about the production cuts that OPEC+ confirmed yesterday, I wrote that, from a long-term perspective, the cuts didn’t alter my bearish view on oil. That view, I said, was based on economic data that suggested the US, maybe even the world, was entering into a period of stagflation. Well, OPEC+ not only confirmed the rumors of cuts, but set them at the upper end of expectations. After trading lower for a couple of days after I wrote that, oil bounced back strongly as those rumors gained legitimacy, and is higher now than it was then as a result. However, the economic data is, if anything, worse now than it was then, and with the Fed indicating more rate hikes to come and earnings that are generally anticipated to be disappointing getting underway next week, the rally doesn’t look sustainable.”

 

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