Quick EOD Update

I'm going to update all my software and start the daily wrap after that. This is what I saw in to the close, what was interesting was earlier when I looked at the actual VIX futures, the intraday were positive and the 15 min were neutral coming from very negative so an improvement, the 5 min were pretty much in line though, it wasn't clear until after 3 p.m. that from 2-4 p.m. there was VERy strong accumulation there, futures' 3C signals don't hold the next day like they do in the market, overnight they tend to get lost if they are 1 min, this is why I usually don''t consider anything under 5 min, I was surprised to see this because it formed so quick almost out of no where, if you look at the market averages during that period, 2-4 p.m., you can see they get even worse, suggesting heavy accumulation of protection and distribution of risk assets, of course the bond market was closed today so while bonds were away, stocks could play, it will be interesting to see how that plays tomorrow, also the gold/Treasury flight to safety relationship, who gets the potato?

 VXX green / SPY blue, there should be a mirror inverse correlation here, you can see I tried to draw in what the VXX "should" have looked like, it refused as there was obviously a bid for protection.

This is the VIX futures I showed earlier, they went positive in the afternoon, but the more important 5 min chart...

Saw a huge, very fast leading positive between 2-4 p.m.

You notice that timeframe a lot, this is the VXX making a new leading positive in to the close and note the flat range we often see with accumulation.

UVXY also is giving a leading positive signal.

XIV is the inverse of VXX, it should give the exact opposite signal, its 3 min chart is leading negative so it confirms all of the charts above.

And intraday, leading negative at the 2-4 pm area.

The DIA leading negative intraday at a new low at the close

 IWM at a new leading low 1 min

look at the 2 min between 2-4 pm

And the SPY at a new leading negative at the close...

More to come after I update.