November 1, 2024

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!

SPX futures have risen to 5732.50 thus far, but has not exceeded Intermediate support/resistance at 5763.10.  This action suggests a possible resumption of the decline beneath the 50-day Moving Average at 5695.13, due to a likely negative payrolls print.  The next support may be the 100-day Moving Average at 5589.03.  Beneath that is the year-long Ending Diagonal trendline near 5550.00.

Today’s options chain shows Max Pain at 5770.00.  Long gamma may begin above 5800.00.  Short gamma lies beneath 5750.00.

ZeroHedge reports, “Futures are higher on the first day of the month and ahead of what may be a very poor jobs report, with MegaCap tech leading. As of 8:00am ET, S&P futures were 0.4% with the benchmark on track for its worst weekly performance in more than a year amid unease over the outlook for artificial intelligence and cloud computing following results from Microsoft and Meta;  Nasdaq futures gained 0.5%, as AMZN and INTC surged 5.8% and 5.7%, respectively, after strong earnings while AAPL is down -1% after its guidance disappointed; NVDA is rebounding and is up +2.0% this morning. Bond yields are flat, and the USD is fractionally higher. Commodities are mixed, with oil higher (WTI +2.9%) amid renewed tension in the Middle East, base metals lower, and precious metals modestly higher. The main event today is the jobs report, but we also get the Mfg ISM, US Mfg PMI, and Construction Spending.”

 

NDX futures rose to 20009.00 this morning, short of Intermediate term resistance at 20051.32.  Last night’s earnings reports were a mixed bag.  Apple slid after guiding beneath consensus.  Intel shares jumped after upbeat guidance.  AMZN jumped on record profit report and solid guidance.  The problem is, everyone is all in, yet NDX is not making a new ATH.

Today’s options chain shows Max Pain at 19880.00.  Long gamma may begin above 19900.00 while short gamma resides beneath 19850.00.

 

VIX futures pulled back to 22..17 thus far, after breaking out above the Cycle Top resistance at 22.87.  The Cycles Model suggests a likely resumption of the rally should the VIX rise back above its Cycle Top.    The key to a huge volatility swing may be the upcoming payrolls report.  Pundits advise that VIX should fade after the elections.  The Cycles model suggests otherwise.  VIX intensity may increase during elections week and trending strength remains strong through the end of the month.

The November 6 options chain shows Max Pain at 19.00.  Short gamma resides between 15.00 and 18.00.  Long gamma begins at 23.00, but doesn’t have a lot of follow-through.  This may possibly be in anticipation of “calm” seasonality through the end of the year.  It may be anything but calm.

 

TNX reacted to the payrolls report by declining to 42.34 thus far.  There is support at the mid-Cycle level at 41.92.  Should it breach that support, it may continue its decline to the trendline near 40.00.  The alternate view is that, should support hold, TNX may launce a possible panic rally starting over the weekend.

ZeroHedge comments, “In our nonfarm payrolls preview last night, we said that the October payrolls report may show the first negative print since 2020. Well, moments ago the BLS reported the highly anticipated number and… it was close: the monthly print was only 12K, a huge drop from the pre-revision 254K in October (revised naturally lower to 223K), and just 13K away from a negative print.

The print was so low it was only above the two lowest estimates (those of Bloomberg Econ for -10K and ABN Amr0 for a 0 print). That means it was a 3 sigma miss to estimates.”

 

Japanese Yen futures climbed to 65.98 this morning as it emerges from a Master Cycle low.  A buy signal may be found above the mid-Cycle resistance at 66.03.

 

 

 

 

 

 

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