Sentiment Sep 6
Intermarket correlations:
- JGB yields about to make new high
- Gold bullish again
DG gamma negative
CPCE still complacent
Dow above Dec low
NAAIM turning down
NDXA50 and 20 trending down
NYMO +ve
VIX inverted hammer
Seasonality - Sep volatility
Conclusion: VIX pop quickly suppressed, complacency even before NFP, may get volatile