Sentiment Sep 5
Intermarket correlations:
- JGB yields about to make new high
- Gold bullish again
DG gamma negative
CPCE still complacent, CPC uptrend
Dow above Dec low
NAAIM 98
NDXA50 and 20 trending down
NYMO flat
VIX bearish pin
Seasonality - Sep volatility
Conclusion: VIX pop quickly suppressed, complacency even before NFP, may get volatile