August 1, 2024

10:57 am

BKX fell from its Cycle Top at 114.99 this morning, through its trendline at 113.00.  It is on an aggressive sell signal.  Sell confirmation may arise beneath Intermediate support at 107.97.  The trading channel bottom lies at 102.50.  The sell signal has the capability of lasting through the end of August.

 

]10:49 am

SPX has made a key reversal and is declining rapidly.  It has crossed beneath Intermediate support at 5518.45 and round number support at 5500.00.  The 50-day Moving Average at 5447.68 is in sight.  Fear of an economic lslowdown takes precedence over hopes of a rate cut in September.

ZeroHedge remarks, “The start of the third quarter saw a deterioration in business conditions at US manufacturers as new orders declined for the first time in three months, according to S&P Global.

This makes sense as we have seen ‘hard’ US macro data serially disappoint for three months.

  • S&P Global US Manufacturing PMI falls to 49.6 in July, dropping into contraction for the first time since Dec 2023.
  • ISM Manufacturing PMI plunged to 46.8 (48.8 exp) – weakest since Nov 2023 (near post-COVID lockdown lows)”

 

7:45 am   2 Chronicles 7:14

“If my people, which are called by my name, shall humble themselves, and pray, and seek  face, and turn from their wicked ways; then will I hear from heaven, and will forgive their sins, and will heal their land.”

Good Morning!

NDX futures reached an overnight high of 19572.60, a 45% retracement.  The 50% retracement is 19428.48.  Yesterday’s action was halted at the 50-day.  A close beneath the 50-day today would be bearish.

Today’s options chain shows Maximum Investor Pain at 19320.00.  Long gamma may begin at 19400.00 while short gamma may start at 19250.00.

ZeroHedge remarks, “It is difficult to tell how much of today’s rally was:

  • AMD related which was up more than 10% and presumably helped rally almost 15% adding more than $300 billion of market cap
  • MSFT, gaining traction from the immediate post earnings reaction as their conference call did a lot to soothe investors – a nice turnaround in a market that has been punishing “misses”
  • The Fed.   Yields moved down across the curve, even though the Fed didn’t cut rates, and only signaled that September was a possibility, not a done deal.
  • Relief rally from what has been a few tough weeks for stocks, buy the dippers being enticed back in, and some chatter about money on the sidelines moving in from money funds now that rate cuts are in sight.
  • Not only are we getting buyback announcements, but as companies make it through their earnings, they are able to enter back into discretionary buybacks and may view recent dips as great buying opportunities.”

 

SPX futures rose to 5560.60 this morning, a 61.8% Fibonacci retracement.  A reversal back beneath the Intermediate support and Ending Diagonal trendline at 5510.00 would create a sell signal for the SPX.  The market did not get its wish for an announced rate cut in September, so the main support for bullish sentiment is getting ragged.

Today’s options chain shows Max Pain at 5555.00.  Long gamma starts at 5560.00 while short gamma begins at 5550.00.  The slightest nudge in either direction may produce a firestorm reaction in the options.

ZeroHedge reports, “Futures extend on yesterday’s post FOMC gains, but are off session highs, with tech outperforming and the Russell in the red, following the same trend seen late day yesterday. Futures have given up some of their earlier gains potentially on geopolitical headlines as fears of another imminent Iran-Israel conflict swirl, pushing oil to new highs. As of 8:00 am S&P futures are up 0.4% after the index recorded its biggest gain since February in the previous session; Nasdaq futures 0.5% higher led by META 7% higher following earnings with AAPL +60bps, AMZN +1.1% ahead of earnings after the close today. Semis are up small with NVDA +20bps. European stocks are mixed while in Asia, Japanese markets plunge as the yen surges following the inexplicably hawkish BOJ announcement even as Japan’s economy is once again sinking, setting up the endgame of that particular monetary experiment. Bond yields are higher by 2-3bps which is boosting the USD to its best day in 2 weeks. Commodities are bid with Energy and base metals leading. Today’s macro data focus is on ISM-Mfg, while the market is likely to ignore jobs data ahead of tomorrow’s NFP. AMZN/AAPL headline today’s earnings schedule.”

 

 

VIX futures remained flat overnight beneath the Cycle To resistance at 16.81, a mere 50% retracement.    This is noteworthy, despite seasonality which suggests elevated risk.  VIX is in a “role reversal” in which the retracement is “only 50%” while SPX retraces to 61.8%.  The opposite relationship is normal.  This tells us something is afoot.  Dealers appear to be less supportive of risk (bullish).

The August 7 options chain shows Max Pain at 16.00.  Short gamma is less consistent with holdouts at 13.00 and 14.00.  Long gamma may begin at 20.00, but not a lot of conviction above that.

 

TNX sinks lower this morning to 40.20 on day 282 of the Master Cycle.  This move is unusually long, indicating some powerful forces behind it.  The announcement of the quarterly treasury refunding just before Powell’s announcement may have set the stage for more bond complacency..

 

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