September 17, 2024

7:45 am

Good Morning!

The DJIA futures have made another all-time-high this morning at 41746.10 with more room to move higher, though limited by the Cycle.  The possibility exists that the Dow may make a run to the upper trendline at 42500.00.  This has analysts salivating that the Dow may continue its run through October.  However, the Cycles Model indicates that this may be the last hurrah for stocks.  Why is this happening now?  There are multiple reasons for this breakout.  The first is that the Dow has been underperforming until now and is a perfect target for rotation out of tech.  The second is that it has the least exposure to overseas markets that are now falling.  Finally, there is room for domestic growth while Europe stagnates, or worse.

 

SPX futures have risen to a morning high at 5658.00, breaking out above the August 26th high at 5651.62.  It has not yet broken above the July 16 high at 5669.70.  Today is day 256 in the Master Cycle, leaving just this week to make a new all-time high.  Should it break above it, the next resistance is the Cycle Top at 5750.69.  Today is another day of trending strength, suggesting the breakout may occur.  A warning, though.  Thursday may be a high volatility Pivot Day.  The decline that follows may not be a “correction.”  The Cycles Model suggests a decline to follow that may not end until late November, suggesting political turmoil may rear its ugly head.  We await the retail sales report for a reaction, one way or the other.  A potential sell signal waits beneath the 50-day Moving Average at 5513.00.

Today’s options chain shows Max Pain (the least payout to investors) at 5625.00.  Long gamma may begin from 5650.00 to5670.00.  Short gamma occupies the zone beneath 5600.00.

ZeroHedge reports, “US equity futures gain, and trade just shy of all time highs, led by Tech (especially Mag7 and Semis) as global markets trade higher ahead of the FOMC tomorrow as traders continue to increase probability of 50bps cut (~70% chance now) prompted by another Nick Timiraos WSJ article saying the decision between at 25 vs 50bps rate cut is complicated but withholding a larger cut could raise awkward questions. As of 8:00am ET, S&P futures are up 0.4%, rising for a 7th consecutive day, while Nasdaq 100 futs gain 0.5%, with INTC (+6.9%) the standout and MSFT +1.9% on a new $60 billion buyback. European stocks are also broadly higher as Asian markets are mixed and Japan stocks tumbled 2% after reopening from holiday and getting dragged lower by the surging yen.  Bond yields are lower across the curve as the 10Y TSY yields drop to 3.60%, a new 2024 low ahead of tomorrow’s Fed rate decision where odds are now 70% of a 50bps rate cut. The USD remains under pressure, dropping for a fifth consecutive session, falling 0.1% to the lowest since January. Commodities are mixed: crude down, natgas up, precious down, base up, and Ags higher. For the US session, focus is on retail sales this morning, with the market looking to firm up expectations for tomorrow’s FOMC meeting (currently ~-40bps priced). The latest BofA card spending data suggests retail sales will miss estimates (est are for headline retail sales at -0.2%, control group +0.3%) reflecting mixed card spending and a moderation from the 7.7% annualized pace of retail control growth over the prior two months, but a potential boost from back-to-school shopping. Also this morning we have IP, NAHB housing market data and pre-recorded remarks from FOMC non-voter Logan (note, her remarks will not address monetary policy or the economy, reflecting the FOMC’s blackout period).”

 

NDX futures rose to 19556.70 (Friday’s high) and awaits the retail sales release.  NDX now appears to be the laggard, which may limit the scope of the rally beneath the all-time high.  Retail sales may produce less of a reaction in the NDX than the interest rate outlook.  Should (when) the decline begin(s), a sell signal may be found at the 50-day Moving Average at 19347.01.

Today’s options chain shows Max Pain at 19490.00.  Long gamma may begin at 19500.00 while short gamma may be found beneath 19480.00.

 

VIX futures are consolidating inside yesterday’s range.  There is little warning of the turmoil that exists just beneath the surface.  Today is day 250 of the Cycles Model.  The directional change may occur at any time.

Tomorrow’s monthly op-ex shows Max Pain highly populated in both directions from 17.00, which is Max Pain.  Short gamma is loaded with over 1.5 million contracts at 17.00 and below.  Long gamma is populated with over 3.5 million call conttracts (100 shares each) from 17.00 to 45.00.

 

TNX made a new Master Cycle low this morning and a pivot, on day 265 of the Master Cycle.  Rising interest rates may dominate the markets for the next month, putting pressure on equities.  A buy signal may be made above the Cycle Bottom resistance at 36.81.

 

The Japanese Yen lies threateningly above its Cycle Top at 70.99.  The Cycles Model calls for another 3 weeks of rally before it is exhausted.  The rally in the yen may have wiped out any gain made by those who have borrowed at the BOJ window at .1%.  Borrowers must now pay back the loans at the appreciated value of the yen.  As more borrowers buy back the yen (repaying the loans), the demand may cause the payback to skyrocket higher.  Note the Head & Shoulders formation which suggests another 11% appreciation to come.  Those owing their debt in yen need an exit plan, fast.

 

 

 

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