Premarket Analysis: Yesterday I was unable to trade and it's a good thing we were pretty much barcoding all day and ended up right where we started. It was definitely big money positioning itself for the move on CPI numbers which release today. We topped out yesterday at 4150 which lines up with the first pivot point up today. Just before CPI we are right at the actually pivot point around 4139.58. The bottom of the range from the day before was around 4132.5. The lower pivot points are 4127.42 and then 4116.58. CPI is expected to come in at 5.6% which is slightly up from the previous number of 5.5%. If we have a number that is 5.8% and higher, I will look to short into the pivots noted above. If we come in at 5.6% or lower, this may be an indication for a long. Again I will be looking to trade based on whether we are above or below VWAP and follow the trend.
Addendum: CPI came in at expected levels which were around flat from the last report. As a result we spiked to the yearly highs and rejected strongler at 4177.75. From there the sell-off started pretty cleanly. Recently we have been gap filling any data candles and that's exactly what we did. Logically thinking though, if the Fed only raised rates 25 pts, and we maintained inflation levels, that makes you think that if they cut rates or don't raise rates the inflation numbers will rise. The VOLD opened at around 3, with the ADD at 1900 (topping at high from yesterday), and the TICK at 1308. This would appear to be a bullish day, but they all started moving down towards a mean reversion. The defensive sectors started lower and had a green move to open the day, with the offensives gapping up and gap filling down to PDC.
TRADE 1: While I was considering taking a short here this was moreso we testing how to get in "premarket" on Ninja Trader - I was risking the pivot point at 4162.5 which was a tight stop. I closed this for almost flat because we were heading into open and I did not want to risk that volatility. If I did hold I could have likely worked out well as it never tested my risk.
TRADE 2: This was a pretty picture perfect trade. Recently any time we got a data candle, we fill the data candle throughout the rest of the day. We broke below VWAP, retested, and failed below it. We then were consolidating at the 4150 level which was was the high from the day prior, as well as the +1 pivot. At the time of the trade were had broken down below the pivot and were not finding any buyers. Volume was low. ADD/TICK were crashing, and the VOLD was moving lower. I was looking for a breakdown of the key support on big volume/fast move with a risk at VWAP (4153ish - 3 pts), for a move down to fill the data candle at 4140.75 and the pivot at 4139.58. This moved perfectly to that level and then bounced.