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Emini S&P 500: Black Swan This Week?

Published 10/16/2017, 01:18 PM
Updated 07/09/2023, 06:31 AM
ESZ24
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Pre-Open Analysis


Last week was a small bar on the weekly candlestick chart after a big bull-trend bar. It is therefore bad follow-through after a buy climax. Hence, it is a sell signal bar for this week.

In addition, the weekly chart has never been this overbought in the history of the Emini. Consequently, the context is good for a pullback. Furthermore, the odds are against a big rally this week.

Since most of the trading over the past 6 days has been within trading ranges, the odds are that this week will also have a lot of trading range trading. However, because a pullback on the weekly and monthly charts will probably begin within the next few weeks, traders should be ready to swing trade if a strong selloff begins on the 5-minute chart.

Overnight Emini Globex Trading


The Emini is up 2 points in the Globex market. However, the trading over the past 6 days has been mostly sideways. The odds favor more trading range days.

Friday was the 3rd leg up in a 6-day wedge. Also, the wedge followed an extreme buy climax in October on the daily chart. Finally, the weekly and monthly charts have even more extreme buy climaxes. This increases the odds of a surprisingly big bear trend day coming at any time.

In addition, since a big bull trend day should be unlikely within this context, the odds are actually greater than they appear. This is because traders will bet against it as it unfolds, and the results can be a Black Swan day. “Low” probability events are more common than “logic” would have traders believe.

In conclusion, while another trading range is most likely, there is an increased chance of either a very big bull or bear trend day this week.

Friday’s Setups

5-Minute Emini S&P 500

Here are several reasonable stop entry setups from Friday. I sometimes also show limit order entries and entries on the close of bars.

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