Now that AH is Closed...

Just to have these on record with the appropriate scaling at the time in case I want to show it later...

 ES 1 min @ 8:20 p.m.


NQ (NASDAQ 100 futures) same time

Considering the SPY closed at 0.02%, the SPY arbitrage (or what we call "Pulling the lever" of intraday manipulation) had to see a lot of work (a $1.15 SPY differential) just to keep the SPY closing flat.

CONTEXT continues to widen, I'll be interested to see if they adjust the model to reflect the craziness in currencies, but I'm not sure that they will, it's not like a carry trade closed.