Intraday ES 22nd March - Gamma + Options + Darkpool analysis
GEX: Positive
Price above Gamma Flip Point - decreased Volatility
Structure of Gamma: Mostly negative, spread across multiple strikes
Expected Range: 3991 - 4077
Most probable end-of-day outcome: Price close above most negative gamma spikes (3990, 3940, 3840). Therefore Key Support is at 3940.
Gamma Spikes chart from my AI Data Analysis software
Yesterday's session was skyrocketing and honestly despite observing incoming Supply to the market near Resistance, price reacted weak to this area and after couple of hours continued to increase. As the result, we fulfilled most probable end-of-day outcome, but plan wasn't met accordingly to my expectations. Well, this is market magic 🙂
For today's session, we have similar expected end-of-day outcome where Support at 3940 is below bottom level of expected trading range at 3991. In general, on 3990 we see gamma spike, so this level works as significant support too. After climbing up, any supports are much lower than level of current price so seems the market can start shifting into Bullish sentiment. It's too early to confirm that, but something is happening. Let's keep observing.
From Resistance perspective, we have spike at 4040. Plan for today's trades I marked on second chart attached to analysis. Good luck!
Price above Gamma Flip Point - decreased Volatility
Structure of Gamma: Mostly negative, spread across multiple strikes
Expected Range: 3991 - 4077
Most probable end-of-day outcome: Price close above most negative gamma spikes (3990, 3940, 3840). Therefore Key Support is at 3940.
Gamma Spikes chart from my AI Data Analysis software
Yesterday's session was skyrocketing and honestly despite observing incoming Supply to the market near Resistance, price reacted weak to this area and after couple of hours continued to increase. As the result, we fulfilled most probable end-of-day outcome, but plan wasn't met accordingly to my expectations. Well, this is market magic 🙂
For today's session, we have similar expected end-of-day outcome where Support at 3940 is below bottom level of expected trading range at 3991. In general, on 3990 we see gamma spike, so this level works as significant support too. After climbing up, any supports are much lower than level of current price so seems the market can start shifting into Bullish sentiment. It's too early to confirm that, but something is happening. Let's keep observing.
From Resistance perspective, we have spike at 4040. Plan for today's trades I marked on second chart attached to analysis. Good luck!
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