June 26, 2024

1:12 pm

GKX, the ag index, is testing its February 24 low at 363.23, but has not ventured beneath it.  Today is day 267 in the current Master Cycle and may have produced a high probability low.  Should it decline beneath that level, we may see a multi-month decline.  The Wave structure favors a multi-month rally instead, so we await the final outcome.

ZeroHedge advises, “General Mills shares plunged nearly 8% at the start of the US cash session, marking its steepest intra-day drop since May 2022. The decline followed the packaged-food company’s report of fourth-quarter sales that missed average analyst estimates, coupled with a full-year sales forecast that also fell short. This disappointing outlook signals more evidence of a consumer pullback amid elevated food prices and builds on our weak consumer theme.”

 

7:45 am  Are you praying for our country?

Good Morning!

SPX futures topped out at 5488.40 this morning, then subsided to the flat line.  This formed a possible flat correction, nearly matching the previous high at 5490.66.  Having completed its correction, it may resume its decline.  SPX may be on an aggressive sell signal.  There is a minor support near 5408.00.  Intermediate support and the 2-month trendline lie at5330.00, beyond which the sell signal may be confirmed.  The 50-day Moving Average is at 5241.00.

Today’s options chain shows Maximum Investor Pain at 5470.00.  Long gamma starts at 5500.00.  Short gamma may begin at 5450.00.

ZeroHedge reports, “Futures are trading modestly in the red near sessions lows, erasing earlier gains of as much as 0.2% even as gigacap tech stocks continue their meltup. At 8:00am ET, S&P futures were down 0.1%, while Nasdaq futures were still green, rising 0.1% but also fading their earlier gains in another quiet start to the day (volumes this week have been tracking down 10-15% vs 10dma), with the snapback in momentum yesterday looking to continue its rally this am (NVDA +2% in premarket). Bond yields are 2-4bp higher after Fed Governor Michelle Bowman reiterated her view that borrowing costs should remain elevated for some time; USD is higher as the yen plunges below 160 vs the USD, the lowest since 1986 with another BOJ intervention now imminent. Commodities are mixed: oil and Ags are higher, while base metals are lower. Today, the key macro focus will be on MBA Mortgage Applications (up 0.8%), New  Home Sales (10am, est 633k), $70bn UST 5yr note auction, Fed will release bank stress test results after the close today; Micron, Jefferies and General Mills are among companies reporting results.”

 

 

VIX futures may have reached their corrective low at 12.75 this morning.  The Cycles Model suggests a relative calm for the rest of June, but volatility may strengthen in early July.

Today’s op-ex shows calls dominating the chain above 13.00.  Long gamma may exist at 22.00, but that may not be of any significance on such a short notice.

 

TNX futures made a morning high at 42.95, while the cash market topped out at 42.90.  The Cycles Model shows TNX entering the reversal window that may last a week or more.  The Wave structure is incomplete,  favoring another probe lower.  The possible target ma be the trendline near 41.50.  The Treasury auction schedule shows $70 billion of 5-year notes being offered today.

ZeroHedge reports, “Another week of coupon auctions has begun, and with $70BN in 5Y paper due Wednesday, and $44BN in 7Ys for sale on Thursday, moments ago the Treasury sold $69BN in 2Y paper in a solid auction.

The high yield of 4.706% was “on the screws” with the When Issued which was also 4.706% ahead of the 1pm auction deadline, in fact this was the 2nd On The Screws auction this year, following a similar result in January; it was also the lowest 2Y auction yield since March and well below the 4.90% in both April and May.”

 

The USD (cash settle) market reached a morning high at 106.08.  It is very near its Master Cycle high today on day 267.  Should that be the case, we may see USD decline toward the Cycle Bottom at 101.58.

 

 

 

 

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