Getting Interesting …

S&P futures are certainly getting more “interesting” these days, with volatility ticking up and a wider trading range. This morning, S&Ps were down 150 at 1467.50. We had a 1000-point range overnight, with a 1473.70 high and a 1463.90 low on good volume of over 3000 contracts.

On the upside we see 1472.50, 1473, 1475, a key area at 1476.50, another key at 1479.50, and major objective at 1480.50. On the downside, we see 1464, a major at 1463.50, key at 1460, and critical at 1457.50. If we take out 1457.50, look for 1450, with 1453.50 on the way.

The morning pivot will be a range between 1468 and 1472. If we can get above this area, look for the upside; below, look for the downside.

Yesterday, JDSU was included in the S&P 500. On the close, we saw heavy selling in S&P cash and Dow cash to make room for JDSU in the index portfolio. Managers had to sell stock to get JDSU in.

One of the reasons we closed with a good premium to fair value in the futures was because this was a technically isolated event — not an indication of the health of the market. Also, volatility ticked up again yesterday, rising more than 50 cents.

NASDAQ was trading down 62 at 3805. The high was 3875, and the low was 3787. Good volume of 1200 contracts on Globex. The market is being hurt by AMZN downgrades. The stock is called to open $5 lower.

For today’s session, the key will be whether or not this index can shake off the Amazon news. If it can, it should move higher; if it can’t, it should move lower. However, it is worth noting that rarely can one stock keep a market down.

Meanwhile, taking the 1,160-point rally from 2975 to 4153, 3692 is a 38.2% retracement. For today, we see 3870-3880 as an important upside number. If we can get above that, we think this market will go to 3950. 3910 will be the key area on the way up to 3950. Resistance should be seen around 3820.

If we cannot get over 3820 in the first 15 minutes of trading, look for a test and break of the lows for the week, which come in at at 3772 — probably taking us down to 3750.

We have support between 3750-3740. If this area does not hold, we should test the retracement number at 3692, and possibly spike down to crucial support at 3650.

The Dow was the weakest performer of the session yesterday. After yesterday, we have spiked through key moving averages in the DJU. We see the 10,520-10,470 zone for support. If we close below that, it should signal a run as low as 10,000.

On the way up, the market needs to find some stability. If it can, and close above 10,750, it would bode well for the upside.