MrTopStep Closing Print 11-26-2013

Brian Shepard
November 26, 2013

The opening range was 1802.00 to 1802.80. The S&P got up to 1807.30 before slowly retracing to close at 1802.00 on a very slow day.

Half of the traders in the pit are already on vacation and it should be even slower tomorrow and Friday (half day).

S&P futures pit session trading range:
OR 1802.00 – 1802.80
High 1807.30
Low 1799.20

The cash close traded last at 1803.16
Volume 900k/ESZ 3 k/SPZ

Closing imbalance/MOC
MSCI 2.6 billion to sell