Search Results for: S&P 500 future

S&P 500 Futures and 50-Day Moving Average Should investors buy the dip on U.S. stocks? Image: The Daily Shot

S&P 500 Future Returns After 7 New Highs in a Row Historically, after seven consecutive new all-time highs, it tends to be bullish for the S&P 500 Index over the next 12 months. Image: LPL Financial LLC

CTA Net Position in S&P 500 Futures CTAs have decreased their net long positions in S&P 500 futures. Image: Nomura

CTAs’ Net Position in S&P 500 Futures vs. the ISM PMI CTAs remain net buyers of S&P 500 futures. Image: Nomura

VIX vs. Liquidity (S&P 500 Futures Depth) Should investors expect the market depth to increase, as VIX and liquidity are highly negatively correlated? Image: J.P. Morgan

Cumulative Front Month S&P 500 Futures Returns by Time of Day Gains in S&P 500 futures have occurred after-hours since March lows. Image: Goldman Sachs Global Investment Research

Speculative Positions in S&P 500 Futures Contracts Speculative futures in S&P 500 remain net long. Image: J.P. Morgan

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

CTA’s Net Position in S&P 500 Futures vs. the S&P 500 This chart suggests that CTAs could continue their net buying of S&P 500 futures. Image: Nomura

S&P 500 Futures Market Liquidity Liquidity in U.S. equity collapsed in early 2018 and remains at low levels. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research