October 24, 2022

3:30 am

This is like reporting on a runaway train.  It is on the same track, just gone further.  I had mentioned a seventh reversal may happen instead of five.  Such is the case.  Prepare for a 12.9-market day decline.

ZeroHedge notes, “The last few days of trading have been driven the new narrative imparted by Powell’s favorite new ‘fed whisperer’ that the elites in the Eccles Building are considering “stepping down” their pace of hiking and then a subsequent pause (not a pivot, mind!).

Nomura’s Charlie McElligott is not buying what Timiraos is selling…

I’m a bit underwhelmed by the Timiraos stuff to be completely honest, as instead of a “signaling an earlier end to tightening,” I simply took it as a “Fed-tervention” to take some “left-tail” instability out of the front-end after Terminal projections touched 5.00% last week, which then too had the dual-benefit of their cause via an “impulse steepening” in curves to push-back against their infatuation with inversions (5s30s cash from -22bps to FLAT, 2s10s cash from -38bps to -24.8bps, 2s30s cash from -39bps to -13.4bps!)

Interestingly, the dovish shifts in Fed rate trajectory expectations have started to unwind today…

 

9:55 am

The Ag Index is hovering near its Friday low at 463.32, which appears to be its Master Cycle low at day 262.  Should the new Master Cycle begin , it may extend to the week of Thanksgiving.

TheEpochTimes reports, “OSCEOLA, Arkansas—Jeff Worsham is a realist regarding the weather because he believes what he sees.

That the regional drought is a bad one, getting worse, is beyond dispute. The Mississippi River is at the lowest it’s been in decades, he said.

Worse, the barges are backing up because of it, running aground, and wreaking havoc on the regional supply chain.

“There’s no relief in sight as far as rainfall,” said Worsham, port manager of Poinsett Rice & Grain’s loading facility in Osceola, Arkansas.

When will it rain next?

Worsham said, “Who knows?”

 

7:55 am

Good Moring!

NDX futures rose to 11483.90 before pulling back.  You can see the Intermediate-term resistance at 11502.90, which may be the target for this rally.  Most are reading this chart as a 5-wave decline, which would call for a rally 12100.00, the 50% retracement.  I don’t.  The Broadening Wedge identifies the pattern as an A-B-C instead, with Wave 1-2 of (C) now completing.  While the retracement is approaching the top of the Broadening Wedge at 11650.55, it is more likely to remain beneath it with Intermediate resistance close by.  Although the market seems ready for take-off, it is nowhere near the 38.2% retracement at 11693.00, the minimum retracement for this decline.  Finally, the one hard-and-fast rule of Elliott Wave is that Wave [3] cannot be the smallest.  Therefore, the minimum decline for Wave [3] is beneath 8000.00while the Cup with Handle formation has a lower target.  In the meantime analysts are calling for substantially higher highs.

ZeroHedge remarks, “Coordinated?

We had the WSJ Timiraos piece hit the wires on Friday that changed some of the bearish narrative. Shortly after that we had the BoJ intervene. We won’t speculate on whether or not this was a coordinated effort, but the market was not ready for this. The crowd is short equities, short the JPY and a lot of people see yields moving higher. Fed is in black out as of Friday, equities are exiting the buy back black out in a few days and mid terms are coming up. Got upside crash calls?”

 

SPX futures rose to 3802.30 over he weekend, making this a close call indeed.  Wave twos may fully retrace their prior decline.  While SPX has exceeded Intermediate-term resistance at 3769.10, there is the smaller Cup with Handle just above 3800.00.  Should it rise above its current Wave (B) high at 3806.91, the current rally marks the end of Wave B.  the 38.2% retracement of the decline from the June 16 high is also at 3806.21.  So, while this rally seems to have legs, it has not yet made a more substantial retracement.  Again, Wave [3] cannot be the smallest Wave.  By definition, in order to equal Wave [1], it must decline to a minimum of 3143.00, while the guideline that Wave (c) may seek equality with Wave (A) show a possible target of 3065.  This does not take into account the Cup with Handle formation and its proposed target.

The next Pivot point occurs in the next two hours, so prepared for a reversal.  A ‘limit down’ day may have the SPX testing the recent low.  Options are light, suggesting no big move is expected.

In today’s op-ex, the Maximum Pain for options investors is at 3715.00.  Long gamma starts at 3750.00 while short gamma begins at 3700.00.

ZeroHedge reports, “US stock futures steadied following a rollercoaster move earlier in the session and after Friday’s sharp rally as traders assessed moves by Chinese President Xi Jinping to tighten his grip on the nation’s leadership while keeping an eye on macro data now that the Fed is in a chatterbox blackout. Contracts on the S&P 500 edged 0.7% higher at 7:30a.m. in New York after earlier rising as much as 1.3% and dropping 0.7%, while the yield on the 10-year Treasury slipped for a second session. Nasdaq 100 futures were up 0.4% after bouncing between gains and losses earlier. Both underlying gauges are coming off their best week since June, and are entering the busiest week of the earnings season with 46% of the S&P 500’s market cap due to announce third-quarter results.

 

 

VIX futures have turned positive this morning, indicating a probable reversal may be at hand.  Should the SPX have been making new highs, the VIX would have been beneath its mid-Cycle support at 26.52.  Instead it rose to 30.95, breaking out of Friday’s trading range.

Wednesday’s options expiration shows Maximum Pain at 32.50, with long gamma starting at 32.50.  Short gamma begins at 30.00.  VIX is at the tipping point, options-wise.

 

TNX declined lower after Friday’s reversal.  It is still above the Cycle Top support at 40.53.  There is a possible Master Cycle pivot in mid-November that may mark the bottom of this correction.  The target appears to be the 50-day Moving Average currently at 34.96.  This may be due to money flows out of stocks and into treasuries.

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