No change in market dynamics as the equities rallied after being down about 1.5% from the all-time high hit last Friday. We continue to see some momentum traders backing off – then pressing the gas pedal as the tapering jitters in front of Fridays employment data roll through the indices.
OPEN 1785.50 – 1786.00
Closing imbalance: very small $89M to buy, but at 2:00 it was a small – modest $285M to the sell side.
Volume: 2.1M ESZ & 4k SPZ
A little sumthin for the swingers out there
(From the Collective Intelligence — http://bit.ly/1da1NHZ )
Sam_E (14:54) 1795, 1799.25, 1800.75, 1808.50 all shortable.