Tuesday, June 8, 2021

Russell 2000 Bear Scalp




This is a very unusual opportunity for my blog. I normally don't have time to post on a scalp trade in progress. But thanks to the 17:00 - 18:00 ET break in the equity futures market right in the middle of my scalp trade, I do have time.

Above is a 3 minute chart of the RTY (Russell 2000) June Futures. We had almost a straight line move up from 2312.50 to 2347.80. In so doing, we crossed the weekly 1 Standard Deviation (thick orange horizontal line; based on the $VIX and June RTY closes this past Friday 6/11/21). While not perfect, the 1SD is a great resistance level to trade off of (please excuse the poor grammar).

Using the downward angled move from 2337.60 - 2312.50 for a possible symmetrical move (diagonal yellow line segment), I copied it and dropped it from the new swing high at 2347.80. I calculated the end point as  2347.80-(2337.60-2312.50)=2322.70.

I also pulled Fibonacci levels from the new swing high at 2347.80, which shows a 61.8% retracement as 2326.00.

So, given 2322.70 and 2326.00 as possible targets, I chose 2326.20, which is 2 ticks above the higher target.

I entered short at 2344.70 because we had a close below the 8ema followed by a continuation.

Because I believe there is a high probability we will close this week below the 1SD at 2338.77, I picked a Stop far away, and used the mini-contract ($5/pt instead of $50/pt). Specifically the Stop is well over the 2SD level (2390.84) at 2427. This yields a terrible Risk:Reward ratio, but the probability is so high, it would take a black swan event to hit that Stop.

Summary:

Entry 2344.70
Stop 2427.00
Target 2326.20

Its currently 17:36 ET. Market opens at 18:00. Can't wait to see what happens!


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