Mérovingien

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ES пара слов



Balance target 2096. По данной цене целесообразно закрыть 1/2 покупок. Support lvls 2086, 2078. Не исключен dip под закрытие. В случае неожиданного резкого снижения на фундаментальных факторах или технически в начале следующей недели может представиться возможность покупок в р-не 2078. Sentiment пока вверх.
В случае импульсного роста первая цель есть 2109.

Kind regards.

UPD 19:52 CEST: closed 1/2 at 2096.

UPD: Несмотря на trend day, возможно как закрытие наверху, так и некий dip на close. Соблюдайте осторожность.

FOMC Statement


Release Date: April 29, 2015

For immediate release

Information received since the Federal Open Market Committee met in March suggests that economic growth slowed during the winter months, in part reflecting transitory factors. The pace of job gains moderated, and the unemployment rate remained steady. A range of labor market indicators suggests that underutilization of labor resources was little changed. Growth in household spending declined; households' real incomes rose strongly, partly reflecting earlier declines in energy prices, and consumer sentiment remains high. Business fixed investment softened, the recovery in the housing sector remained slow, and exports declined. Inflation continued to run below the Committee's longer-run objective, partly reflecting earlier declines in energy prices and decreasing prices of non-energy imports. Market-based measures of inflation compensation remain low; survey-based measures of longer-term inflation expectations have remained stable.

Consistent with its statutory mandate, the Committee seeks to foster maximum employment and price stability. Although growth in output and employment slowed during the first quarter, the Committee continues to expect that, with appropriate policy accommodation, economic activity will expand at a moderate pace, with labor market indicators continuing to move toward levels the Committee judges consistent with its dual mandate. The Committee continues to see the risks to the outlook for economic activity and the labor market as nearly balanced. Inflation is anticipated to remain near its recent low level in the near term, but the Committee expects inflation to rise gradually toward 2 percent over the medium term as the labor market improves further and the transitory effects of declines in energy and import prices dissipate. The Committee continues to monitor inflation developments closely.



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В настоящий момент следует открыть небольшие покупки по цене 2097-2098 в размере 1/2 рабочего объема.
На данную сделку установлены cl lmt 2109, st 2087. Цель 2117 сохраняется для второй половины, оставленной со вчерашнего дня.
Сообразно вашим рискам, может оказаться целесообразным закрыть позицию перед публикацией statement.

ES пара слов

Kind regards.

UPD 22:10 CEST: CAUTION! Overnight support lvls 2094, 2091. Приказы на закрытие позиций целесообразно изменить на cl 1/2 2104, cl 1/2 2112. Можно пробовать осторожную покупку buy lmt 2094.50 малым объемом, сопроводив установкой st 2087.

UPD 4/30/2015 15:59 CEST: «Стоп» исполнен по 2087. Будет сделана новая покупка.

UPD 16:05 CEST: Повторная покупка. BOT now 2085.50. Support 2082.50.

UPD: В случае прохода поддержки 2082-2082.50 возможно снижение до 2076 (gap hole).

UPD 5/1/2015 16:48 CEST: Balance target 2096. По данной цене целесообразно закрыть 1/2 покупок. Support lvls 2086, 2078. Не исключен dip под закрытие. В случае неожиданного резкого снижения на фундаментальных факторах или технически в начале следующей недели может представиться возможность покупок в р-не 2078. Sentiment пока вверх.

ES пара слов

По вчерашней сделке получен stop, тем не менее, повторные покупки целесообразны сейчас, по цене 2089-2090.
Выход частями cl lmt 1/2 2110 и cl lmt 1/2 2123.
В преддверии завтрашней публикации FOMC Statement имеются цель нового ATH 2130 и поддержки на случай падения 2080, 2068.
Соблюдайте риски и будьте осторожны. В связи с возобновлением публикации заметок, отмечу, что работа внутри дня и тем более на среднесрочном горизонте предполагает запас капитала из расчета 15,000-20,000 на один контракт ES. В этом случае вы вольны следовать своей системе и объективным факторам рынка, не беспокоясь о принудительном снижении объема входа в следующий трейд после взятого stop или их череды.

Kind regards.

UPD: Balance target 2117 при удержании LOD 2088.25 и росте выше 2104.

UPD: В рамках uptrend практически еженедельно мы наблюдаем модель, при которой понедельнк закрывается нейтрально или в красной зоне, вторник дает LOD ниже понедельника, но имеет последующий рост к вечеру. Ожидание позитива вчерашнего отчета AAPL заставило меня отступить от данной структуры начала недели, что повлекло stop. Основным сценарием в текущей ситуации остается продолжение роста.

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AAPL earnings

  • EPS: $2.33 versus $2.16 expected
  • Revenue: $58.01 billion versus $56.03 billion expected
  • iPhone units: 61.2 million versus 58.1 million expected
  • iPad units: 12.62 million versus 13.6 million expected
  • Mac units: 4.56 million versus 4.7 million expected
  • Gross margin: 40.8% versus 39.5% expected
  • Q3 revenue forecast: $46-$48 billion versus $47 billion expected

BLOOMBERG.

Также озвучены планы по увеличению buyback.


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BOT 2114, ST 2104 (next support at 2098), cl lmt (target) 2025.


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AAPL earnings AMC (after market close), be careful.

Kind regards.

UPD 18:53 CEST: приближение к цифре stop, указанной в заметке. В зависимости от ваших рисков, следует выйти по stop и повторно зайти в сделку при превышении 2109 либо сдвинуть stop на 2095 (support -3 целых). Sentiment остается позитивным в преддверии отчета AAPL. Потенциальный new ATH сдвигается на 2130, но данное не догма, соблюдайте риски и осторожность.

UPD 19:23 CEST: attn now! 2104.25 цифра показала rejection, что не отменяет возможного дальнейшего спуска (как было указано выше), но подчеркивает поддержку и покупки среднесрочных игроков. Near LOD.

UPD 19:33 CEST: current resistance at 2111.75.
Great opportunities in NQ if you have enough risk space to open and hold after close.
(Настоящее дневное сопротивление 2111.75. Хорошее ожидание при покупке NQ по рынку, если вы можете открыть позицию и держать ее после закрытия регулярной сессии сообразно вашим рискам. NQ ST на 12 ниже LOD. Прибыль по NQ в случае позитива на ваше усмотрения, я не успею написать AMC.)

FOMC Statement

Release Date: March 18, 2015

For immediate release

Information received since the Federal Open Market Committee met in January suggests that economic growth has moderated somewhat. Labor market conditions have improved further, with strong job gains and a lower unemployment rate. A range of labor market indicators suggests that underutilization of labor resources continues to diminish. Household spending is rising moderately; declines in energy prices have boosted household purchasing power. Business fixed investment is advancing, while the recovery in the housing sector remains slow and export growth has weakened. Inflation has declined further below the Committee's longer-run objective, largely reflecting declines in energy prices. Market-based measures of inflation compensation remain low; survey-based measures of longer-term inflation expectations have remained stable.

Consistent with its statutory mandate, the Committee seeks to foster maximum employment and price stability. The Committee expects that, with appropriate policy accommodation, economic activity will expand at a moderate pace, with labor market indicators continuing to move toward levels the Committee judges consistent with its dual mandate. The Committee continues to see the risks to the outlook for economic activity and the labor market as nearly balanced. Inflation is anticipated to remain near its recent low level in the near term, but the Committee expects inflation to rise gradually toward 2 percent over the medium term as the labor market improves further and the transitory effects of energy price declines and other factors dissipate. The Committee continues to monitor inflation developments closely.

To support continued progress toward maximum employment and price stability, the Committee today reaffirmed its view that the current 0 to 1/4 percent target range for the federal funds rate remains appropriate. In determining how long to maintain this target range, the Committee will assess progress--both realized and expected--toward its objectives of maximum employment and 2 percent inflation. This assessment will take into account a wide range of information, including measures of labor market conditions, indicators of inflation pressures and inflation expectations, and readings on financial and international developments. Consistent with its previous statement, the Committee judges that an increase in the target range for the federal funds rate remains unlikely at the April FOMC meeting. The Committee anticipates that it will be appropriate to raise the target range for the federal funds rate when it has seen further improvement in the labor market and is reasonably confident that inflation will move back to its 2 percent objective over the medium term. This change in the forward guidance does not indicate that the Committee has decided on the timing of the initial increase in the target range.



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ES пара слов

Сейчас, по цене 2087, я закрываю 2/3 покупок, сделанных в р-не 1976. Перед новым годом возможно достижение 2095-2096, но низкая ликвидность не способствует уверенности. Приятно отметить замечательный рынок декабря, позволивший получить большую прибыль и работавшим от продаж в начале месяца, и работавшим от покупок тогда же (пусть и через пару стопов).

Наблюдая в комментариях к своим заметкам сложившийся контингент трейдеров американского рынка, должен поделиться впечатлением, что для всех вас год был успешным. Поздравляю!

Une bonne et heureuse année!


FOMC Statement

Release Date: December 17, 2014

For immediate release

Information received since the Federal Open Market Committee met in October suggests that economic activity is expanding at a moderate pace. Labor market conditions improved further, with solid job gains and a lower unemployment rate. On balance, a range of labor market indicators suggests that underutilization of labor resources continues to diminish. Household spending is rising moderately and business fixed investment is advancing, while the recovery in the housing sector remains slow. Inflation has continued to run below the Committee's longer-run objective, partly reflecting declines in energy prices. Market-based measures of inflation compensation have declined somewhat further; survey-based measures of longer-term inflation expectations have remained stable.

Consistent with its statutory mandate, the Committee seeks to foster maximum employment and price stability. The Committee expects that, with appropriate policy accommodation, economic activity will expand at a moderate pace, with labor market indicators moving toward levels the Committee judges consistent with its dual mandate. The Committee sees the risks to the outlook for economic activity and the labor market as nearly balanced. The Committee expects inflation to rise gradually toward 2 percent as the labor market improves further and the transitory effects of lower energy prices and other factors dissipate. The Committee continues to monitor inflation developments closely.

To support continued progress toward maximum employment and price stability, the Committee today reaffirmed its view that the current 0 to 1/4 percent target range for the federal funds rate remains appropriate. In determining how long to maintain this target range, the Committee will assess progress--both realized and expected--toward its objectives of maximum employment and 2 percent inflation. This assessment will take into account a wide range of information, including measures of labor market conditions, indicators of inflation pressures and inflation expectations, and readings on financial developments. Based on its current assessment, the Committee judges that it can be patient in beginning to normalize the stance of monetary policy. The Committee sees this guidance as consistent with its previous statement that it likely will be appropriate to maintain the 0 to 1/4 percent target range for the federal funds rate for a



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Получив намедни стоп по цене 2011 (ES MAR), считаю целесообразными покупки по ценам 1998-1999 сейчас на фоне паузы в падении нефти и интенсивного роста индексных фьючерсов в ходе азиатской и европейской сессий. Leverage низкий, стоп ниже Globex low по вашим рискам. Цель пока не определена (LH или new ATH), но временной горизонт прежний.
Напоминаю, что объем перетек в мартовский контракт, тем самым rollover состоялся и актульны котировки нового фьючерса.

Kind regards.

P.S. Gratz Тимофей Мартынов, Kos_01, Brus с прибылью от продажи.

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