The NQ set the Pivot beautifully but didn’t trigger, so no triggers for the session, which was much flatter than the prior day but still traded about 3/4 of average daily range on the ES. Volume closed at 1.65 billion NASDAQ shares. Friday is triple expiration, so we probably won’t have any calls, and the next two weeks will be light.
Net ticks: +0 ticks.
As usual, let’s start by taking a look at the ES and NQ with our market directional lines, VWAP, and Comber on the 5-minute chart from today’s session:


ES: