Weekly forecast for S&P 500 cash 2011

[Atilla]

Early days yet dude and going 7pts offside is hardly criminal is it........

It's a bear trap... That's all... German and Chinese pincer movement in play.

Nuts will be crushed pretty soon :cheesy:

Euro and US will bounce pretty rapidly. Markets just digesting and crapping out the old news...

Totally irrelevant..

 

[N Rothschild]

hope so, daddy needs a new ferrari

 

[N Rothschild]

vix has barely moved

 

[Jerry Westerby]

watwatwat??????

 

[robster970]

hope so, daddy needs a new ferrari

If only to do that Ferrarigate gag again on someone else

 

[N Rothschild]

lol, good times

 

[N Rothschild]

i smell some fed easing tomorow

 

[robster970]

Time to get the new car on order?

 

[N Rothschild]

i wish, be a while before that!

nice call on breaking those lows, *******

 

[N Rothschild]

transports .7% off their lows.. indexs to follow?

 

[robster970]

I'm sensing the 7pm double bottom on the hourly forming. For NQ it will be a triple bottom as it's been non-confirming for most of the session.

Here you might know this NM.

On rollover weeks, it's difficult to spot SP and ES volumes because people are calendar spreading the contracts. Does money typically use this time to get repositioned because it's difficult to spot what they are doing?

Outside of rollover, especially on SP, you can tell when the money flips direction usually IMO.

 

[N Rothschild]

on the cme site it should tell you how much of the vol is spreads, i think? the pit guys always seem to know how much is being rolled obviously. i know about 22,000 bigs got rolled into mar from dec..

 

[robster970]

Do you mean here - http://www.cmegroup.com/daily_bulletin/preliminary_voi/VOIREPORT.pdf

Where? It just reports OI and contracts traded - page 14 for SP

 

[N Rothschild]

CFTC Commitments of Traders Long Report - CME (Futures Only)

dunno if that helps?

 

[N Rothschild]

i wouldnt worry about it to much, keep an eye on open intrest that should tell you if knew positions are coming into the market or just being rolled

 

[robster970]

OK - you get it off COT. I use COT for net long/short monitoring of SP commercials. I didn't realise spreading was reported. Cool. Thanks man.

 

[Jerry Westerby]

on the cme site it should tell you how much of the vol is spreads, i think? the pit guys always seem to know how much is being rolled obviously. i know about 22,000 bigs got rolled into mar from dec..

(all from here is AFAIK)

No. The calendar spread on index futures is not exchange quoted, so the exchange can't tell explicitly which trades are being rolled and which aren't. For instance there isn't an impled roll price that is improved upon, which would indicate the exchange honoring the spread price as if they were traded in their own right (as is the case in IR contracts).

Anything you hear about how much is being rolled is likely to be flow or educated guesses.

 

[N Rothschild]

fair enough, i imagine the guys in the roll pit have a pretty acurate guess for the bigs tho

 

[Jerry Westerby]

ignore what I said in last post. it is quoted (but don't get no implied prices) and does some volume (~450k)

 

[N Rothschild]

dont worry i did