ES Journal - 2013

[ammo]

nikkei

 

[ammo]

dow

 

[RichardRimes]

Quote from ammo:

is there news for this move

Noticed big and fast moves on my (tick) screen abt that time. We have 7 trading days before default which..surprise...surprise ...happens on day SPX Oct options expire. Expect pretty sharp moves and put buying on moves up. I rolled out my short calls/puts Oct to Jan and imagine a lot of traders are using the volatility to do same.

 

[horton]

This thing is being sold relentlessly despite the market makers attempts to turn the delta for VWAP into the long bond auction.

 

[ammo]

cash tl s are at 61 and 59, the big nip is 59-47, its 53-47 on a 6 month

 

[Visaria]

Quote from Visaria:

short 1670.75, stop 73.75

out 1655

 

[Laissez Faire]

Based on the comments here I thought it was absolute carnage in the markets, but it's barely down 1% at this point, right?

 

[horton]

Quote from horton:

This thing is being sold relentlessly despite the market makers attempts to turn the delta for VWAP into the long bond auction.

Actually that is 3 year auction at noon CT.

 

[Laissez Faire]

2% down takes us to around 36, right?

Maybe?

 

[ammo]

spx all time