{ "schema_version": 1, "date": "2026-07-15", "generated_at": "2026-07-14T21:46:26+00:00", "sentiment_read": "A CPI-day tape sitting in CHOP across the board. NQ, ES, and GC all print overnight ranges fully contained inside their prior-day ranges, with PDC in the upper third for NQ (29794.75) and ES (7590.5) and in the middle third for GC (4058.5). EMAs are stacked tight \u2014 NQ's 9/20/50 at 29773.95/29708.06/29682.6, ES at 7584.83/7577.6/7575.34, GC at 4062.07/4054.11/4058.81 \u2014 coiled, not extended. The macro backdrop reads constructive on plumbing: a 2s10s_positive & NFCI_loose flag pair. The calendar is the story: US CPI and Core CPI at 09:30 BST inside a 09:25\u201309:35 blackout, Cleveland CPI at 12:00, and a heavy Fed speaker slate \u2014 Barr, Goolsbee, Cook, Bowman \u2014 strung across the afternoon. Headlines are quiet and off-index (crypto flows, single-name broker notes), so the tape is waiting on data, not narrative.", "the_setup": "Compressed overnight ranges into a CPI print; ATRs of 118.55 (NQ), 21.16 (ES), 19.76 (GC) frame the day's expected travel, and the 09:25\u201309:35 blackout is the pivot. NQ: acceptance above ON high 29922 puts PDH 29922 in question above; rejection at 29922 leaves it as resistance, with 29303.25 and PDL 29303.25 below as support. Acceptance below ON low 29303.25 puts PDL 29303.25 in question below; between 29303.25 and 29922, rangebound \u2014 the ON extremes are the edges to watch, with magnets at 29750, 29500, and 30000. ES: acceptance above ON high 7613.75 puts PDH 7613.75 in question above; rejection at 7613.75 leaves it as resistance, with 7531.75 and PDL 7531.75 below as support. Acceptance below ON low 7531.75 puts PDL 7531.75 in question below; between 7531.75 and 7613.75, rangebound, with magnets at 7500, 7750, and 7250. GC: acceptance above ON high 4112.6 puts PDH 4112.6 in question above; rejection at 4112.6 leaves it as resistance, with 3990.1 and PDL 3990.1 below as support. Acceptance below ON low 3990.1 puts PDL 3990.1 in question below; between 3990.1 and 4112.6, rangebound, with magnets at 4000, 4250, and 3750. Treat the CPI blackout and the afternoon Fed slate as the moments where these ON edges are tested; holds above or losses of those levels define the day.", "technical_map": { "NQ": "PDH 29922 / PDL 29303.25 / PDC 29794.75; ON range 29303.25\u201329922; ATR 118.55, regime CHOP; EMAs 9:29773.95 / 20:29708.06 / 50:29682.6; magnets 29750, 30000, 29500; PDC 29794.75 in upper third of PD range", "ES": "PDH 7613.75 / PDL 7531.75 / PDC 7590.5; ON range 7531.75\u20137613.75; ATR 21.16, regime CHOP; EMAs 9:7584.83 / 20:7577.6 / 50:7575.34; magnets 7500, 7750, 7250; PDC 7590.5 in upper third of PD range", "GC": "PDH 4112.6 / PDL 3990.1 / PDC 4058.5; ON range 3990.1\u20134112.6; ATR 19.76, regime CHOP; EMAs 9:4062.07 / 20:4054.11 / 50:4058.81; magnets 4000, 4250, 3750; PDC 4058.5 in middle third of PD range" }, "levels": { "NQ": { "symbol": "NQ", "pdh": 29922.0, "pdl": 29303.25, "pdc": 29794.75, "on_high": 29922.0, "on_low": 29303.25, "orb_anchors": {}, "emas": { "9": 29773.95, "20": 29708.06, "50": 29682.6 }, "atr": 118.55, "regime": "CHOP", "magnets": [ 28750.0, 29000.0, 29250.0, 29500.0, 29750.0, 30000.0, 30250.0, 30500.0, 30750.0 ] }, "ES": { "symbol": "ES", "pdh": 7613.75, "pdl": 7531.75, "pdc": 7590.5, "on_high": 7613.75, "on_low": 7531.75, "orb_anchors": {}, "emas": { "9": 7584.83, "20": 7577.6, "50": 7575.34 }, "atr": 21.16, "regime": "CHOP", "magnets": [ 7250.0, 7500.0, 7750.0 ] }, "GC": { "symbol": "GC", "pdh": 4112.6, "pdl": 3990.1, "pdc": 4058.5, "on_high": 4112.6, "on_low": 3990.1, "orb_anchors": {}, "emas": { "9": 4062.07, "20": 4054.11, "50": 4058.81 }, "atr": 19.76, "regime": "CHOP", "magnets": [ 3750.0, 4000.0, 4250.0 ] } }, "options": { "NQ": { "symbol": "NQ", "proxy_etf": "QQQ", "spot": 719.69, "expiry": "2026-07-15", "dte": 0, "expected_move": 6.69, "expected_move_pct": 0.009296, "expected_move_1w": 18.175, "expected_move_1w_pct": 0.025254, "atm_strike": 720.0, "max_pain": 715.0, "gamma_flip": 679.9015, "call_wall": 720.0, "put_wall": 715.0, "net_gex": -593267296.12, "pcr_oi": 1.0173, "pcr_volume": 1.1551, "heavy_call_oi": [ [ 720.0, 8600.0 ], [ 730.0, 6010.0 ], [ 725.0, 4242.0 ], [ 750.0, 2853.0 ] ], "heavy_put_oi": [ [ 700.0, 5853.0 ], [ 645.0, 4340.0 ], [ 690.0, 4041.0 ], [ 500.0, 3520.0 ] ], "note": "Retail GEX estimate from QQQ ETF options as a proxy for NQ; dealer short-call/long-put sign assumption; QQQ \u2260 index \u2260 future \u2014 positioning map, not a measured dealer book." }, "ES": { "symbol": "ES", "proxy_etf": "SPY", "spot": 751.83, "expiry": "2026-07-15", "dte": 0, "expected_move": 3.675, "expected_move_pct": 0.004888, "expected_move_1w": 9.89, "expected_move_1w_pct": 0.013155, "atm_strike": 752.0, "max_pain": 750.0, "gamma_flip": 697.7198, "call_wall": 757.0, "put_wall": 750.0, "net_gex": -768472865.54, "pcr_oi": 0.7606, "pcr_volume": 0.887, "heavy_call_oi": [ [ 757.0, 42348.0 ], [ 769.0, 39301.0 ], [ 750.0, 8579.0 ], [ 755.0, 7410.0 ] ], "heavy_put_oi": [ [ 745.0, 27805.0 ], [ 728.0, 14620.0 ], [ 740.0, 7256.0 ], [ 750.0, 6843.0 ] ], "note": "Retail GEX estimate from SPY ETF options as a proxy for ES; dealer short-call/long-put sign assumption; SPY \u2260 index \u2260 future \u2014 positioning map, not a measured dealer book." }, "YM": { "symbol": "YM", "proxy_etf": "DIA", "spot": 524.69, "expiry": "2026-07-17", "dte": 2, "expected_move": 4.795, "expected_move_pct": 0.009139, "expected_move_1w": 8.225, "expected_move_1w_pct": 0.015676, "atm_strike": 525.0, "max_pain": 520.0, "gamma_flip": 479.2406, "call_wall": 530.0, "put_wall": 520.0, "net_gex": -128317604.64, "pcr_oi": 0.7512, "pcr_volume": 0.5522, "heavy_call_oi": [ [ 535.0, 5925.0 ], [ 530.0, 4835.0 ], [ 537.0, 3801.0 ], [ 550.0, 2712.0 ] ], "heavy_put_oi": [ [ 475.0, 3310.0 ], [ 480.0, 3259.0 ], [ 490.0, 3209.0 ], [ 520.0, 3203.0 ] ], "note": "Retail GEX estimate from DIA ETF options as a proxy for YM; dealer short-call/long-put sign assumption; DIA \u2260 index \u2260 future \u2014 positioning map, not a measured dealer book." }, "RTY": { "symbol": "RTY", "proxy_etf": "IWM", "spot": 294.51, "expiry": "2026-07-15", "dte": 0, "expected_move": 2.285, "expected_move_pct": 0.007759, "expected_move_1w": 5.655, "expected_move_1w_pct": 0.019201, "atm_strike": 295.0, "max_pain": 295.0, "gamma_flip": 235.4593, "call_wall": 296.0, "put_wall": 293.0, "net_gex": 62527503.66, "pcr_oi": 1.387, "pcr_volume": 1.2241, "heavy_call_oi": [ [ 300.0, 3928.0 ], [ 301.0, 3498.0 ], [ 298.0, 3314.0 ], [ 297.0, 2424.0 ] ], "heavy_put_oi": [ [ 292.0, 5070.0 ], [ 293.0, 4526.0 ], [ 285.0, 3100.0 ], [ 291.0, 2938.0 ] ], "note": "Retail GEX estimate from IWM ETF options as a proxy for RTY; dealer short-call/long-put sign assumption; IWM \u2260 index \u2260 future \u2014 positioning map, not a measured dealer book." }, "GC": { "symbol": "GC", "proxy_etf": "GLD", "spot": 372.15, "expiry": "2026-07-15", "dte": 0, "expected_move": 4.08, "expected_move_pct": 0.010963, "expected_move_1w": 9.875, "expected_move_1w_pct": 0.026535, "atm_strike": 372.0, "max_pain": 371.0, "gamma_flip": 370.9854, "call_wall": 372.0, "put_wall": 373.0, "net_gex": -25100014.87, "pcr_oi": 0.629, "pcr_volume": 0.8306, "heavy_call_oi": [ [ 390.0, 1978.0 ], [ 380.0, 1430.0 ], [ 372.0, 1087.0 ], [ 378.0, 1067.0 ] ], "heavy_put_oi": [ [ 365.0, 1516.0 ], [ 360.0, 651.0 ], [ 373.0, 619.0 ], [ 359.0, 468.0 ] ], "note": "Retail GEX estimate from GLD ETF options as a proxy for GC; dealer short-call/long-put sign assumption; GLD \u2260 index \u2260 future \u2014 positioning map, not a measured dealer book." } }, "congress": { "window_days": 50, "asof": "2026-07-15", "trade_count": 447, "purchase_count": 256, "sale_count": 190, "exchange_count": 1, "purchase_notional_est": 9031632.0, "sale_notional_est": 10538097.0, "net_notional_est": -1506465.0, "index_purchase_count": 9, "index_sale_count": 15, "index_net_notional_est": -364003.0, "index_tickers": [ "NVDA", "MSFT", "AAPL", "AMZN", "GOOGL", "GOOG", "META", "TSLA" ], "top_tickers": [ [ "HUBB", 10, 87005.5, 10, 0 ], [ "AAPL", 7, -32500.5, 3, 4 ], [ "LPLA", 6, 48003.0, 6, 0 ], [ "BEP", 5, 64502.5, 5, 0 ], [ "BIIB", 5, 59001.5, 4, 1 ], [ "ENTG", 5, 40002.5, 5, 0 ], [ "TDG", 5, 40002.5, 5, 0 ], [ "BSX", 5, 24001.5, 4, 1 ] ], "notable": [ { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "NVDA", "type": "sale", "amount": "$100,001 - $250,000", "amount_mid": 175000.5, "txn_date": "2026-05-08", "disclosure_date": "2026-06-02", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "NVDA", "type": "sale", "amount": "$100,001 - $250,000", "amount_mid": 175000.5, "txn_date": "2026-05-08", "disclosure_date": "2026-06-02", "notable": true }, { "name": "Tim Moore", "chamber": "House", "ticker": "T", "type": "purchase", "amount": "$50,001 - $100,000", "amount_mid": 75000.5, "txn_date": "2026-06-04", "disclosure_date": "2026-06-04", "notable": true }, { "name": "Daniel Meuser", "chamber": "House", "ticker": "SPCX", "type": "purchase", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-06-15", "disclosure_date": "2026-06-16", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "AAPL", "type": "sale", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-06-24", "disclosure_date": "2026-07-08", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "AAPL", "type": "sale", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-06-24", "disclosure_date": "2026-07-08", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "NVDA", "type": "sale", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-06-30", "disclosure_date": "2026-07-08", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "COHR", "type": "purchase", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-06-25", "disclosure_date": "2026-07-08", "notable": true }, { "name": "Sheldon Whitehouse", "chamber": "Senate", "ticker": "ORCL", "type": "sale", "amount": "$15,001 - $50,000", "amount_mid": 32500.5, "txn_date": "2026-05-07", "disclosure_date": "2026-06-02", "notable": true }, { "name": "Tim Moore", "chamber": "House", "ticker": "DASH", "type": "sale", "amount": "$1,001 - $15,000", "amount_mid": 8000.5, "txn_date": "2026-06-09", "disclosure_date": "2026-07-08", "notable": true }, { "name": "Josh Gottheimer", "chamber": "House", "ticker": "ADC", "type": "sale", "amount": "$1,001 - $15,000", "amount_mid": 8000.5, "txn_date": "2026-06-01", "disclosure_date": "2026-07-07", "notable": true }, { "name": "Josh Gottheimer", "chamber": "House", "ticker": "BABA", "type": "sale", "amount": "$1,001 - $15,000", "amount_mid": 8000.5, "txn_date": "2026-06-01", "disclosure_date": "2026-07-07", "notable": true } ], "chambers": [ "House", "Senate" ], "note": "Parsed STOCK Act disclosures (House + Senate), House, Senate chamber(s) with data in the last 50d. Disclosures LAG the actual trade by up to ~45 days (reporting window) \u2014 this is a map of what was FILED, not live positioning. Amount ranges are DISCLOSURE BUCKETS; all notional figures are midpoint ESTIMATES, not exact dollars. Descriptive only \u2014 no directional inference." }, "scenarios": { "NQ": [ "Acceptance above ON high 29922 puts PDH 29922 in question above.", "Rejection at 29922 leaves it as resistance, with 29303.25 and PDL 29303.25 below as support.", "Acceptance below ON low 29303.25 puts PDL 29303.25 in question below.", "Between 29303.25 and 29922, rangebound \u2014 the ON extremes are the edges to watch." ], "ES": [ "Acceptance above ON high 7613.75 puts PDH 7613.75 in question above.", "Rejection at 7613.75 leaves it as resistance, with 7531.75 and PDL 7531.75 below as support.", "Acceptance below ON low 7531.75 puts PDL 7531.75 in question below.", "Between 7531.75 and 7613.75, rangebound \u2014 the ON extremes are the edges to watch." ], "GC": [ "Acceptance above ON high 4112.6 puts PDH 4112.6 in question above.", "Rejection at 4112.6 leaves it as resistance, with 3990.1 and PDL 3990.1 below as support.", "Acceptance below ON low 3990.1 puts PDL 3990.1 in question below.", "Between 3990.1 and 4112.6, rangebound \u2014 the ON extremes are the edges to watch." ] }, "charts": { "NQ": "NQ.png", "ES": "ES.png", "GC": "GC.png", "NQ_gamma": "NQ_gamma.png", "ES_gamma": "ES_gamma.png", "YM_gamma": "YM_gamma.png", "RTY_gamma": "RTY_gamma.png", "GC_gamma": "GC_gamma.png" }, "catalyst_timeline": [ "07:00 BST \u2014 NFIB Small Business Optimism (blackout 06:55\u201307:05)", "09:15 BST \u2014 ADP Employment Change Weekly (blackout 09:10\u201309:20)", "09:30 BST \u2014 Core CPI (blackout 09:25\u201309:35)", "09:30 BST \u2014 Core CPI (blackout 09:25\u201309:35)", "09:30 BST \u2014 Core CPI Index (blackout 09:25\u201309:35)", "09:30 BST \u2014 CPI (blackout 09:25\u201309:35)", "09:30 BST \u2014 CPI (blackout 09:25\u201309:35)", "09:30 BST \u2014 CPI Index, n.s.a. (blackout 09:25\u201309:35)", "09:30 BST \u2014 CPI Index, s.a (blackout 09:25\u201309:35)", "09:30 BST \u2014 CPI, n.s.a (blackout 09:25\u201309:35)", "09:30 BST \u2014 Real Earnings (blackout 09:25\u201309:35)", "09:55 BST \u2014 Redbook (blackout 09:50\u201310:00)", "12:00 BST \u2014 Cleveland CPI (blackout 11:55\u201312:05)", "13:40 BST \u2014 Fed Vice Chair for Supervision Barr Speaks (blackout 13:35\u201313:45)", "14:00 BST \u2014 Fed Goolsbee Speaks (blackout 13:55\u201314:05)", "14:30 BST \u2014 Fed Governor Cook Speaks (blackout 14:25\u201314:35)", "15:55 BST \u2014 FOMC Member Bowman Speaks (blackout 15:50\u201316:00)", "17:00 BST \u2014 US Foreign Buying, T-bonds (blackout 16:55\u201317:05)", "17:00 BST \u2014 Overall Net Capital Flow (blackout 16:55\u201317:05)", "17:00 BST \u2014 TIC Net Long-Term Transactions (blackout 16:55\u201317:05)", "17:00 BST \u2014 TIC Net Long-Term Transactions including Swaps (blackout 16:55\u201317:05)", "17:30 BST \u2014 API Weekly Crude Oil Stock (blackout 17:25\u201317:35)" ], "material_filings": [], "overnight_digest": [ "Strategy Leaves Bitcoin Holdings Unchanged [Yahoo]", "'Dirty Jobs' host Mike Rowe: We have become untethered from the definition of work [Yahoo]", "Stablecoin Market Cap Declines By $10 Billion [Yahoo]", "UBS keeps GSK at 'neutral' with focus on chief executive's strategy update [Yahoo]", "What to Expect From Williams Companies' Q2 2026 Earnings Report [Yahoo]" ], "data_quality_notes": [], "instruments": [ "NQ", "ES", "GC" ] }