Follow up

ES and TF (SPX and Russell 2000 futures) are now both at the 3C highs of the day, this started in the DIA and then the other averages, then the futures.

The DIA intraday chart I showed last post is also now at the high of the day, the IWM chart has added a lot, nearly double and the SPY is now moving.


I can't find much to explain it, not in TICK or a few other places, I did find something in Volatility futures, a negative and the SPY Arb has gone positive as I thought it might have been(I didn't know because of the 30 min delay).

I know rates have been cooperative, I'm not sure volatility alone would do it unless the signal was much bigger, it may be in currencies, but someone seems to clearly have known something in advance.