Daily Flow Deep Dive — July 13, 2026
Market Pulse
SPY holds its 21 EMA streak at 10 straight closes above despite today’s 0.77% pullback. Price sits at 749.17, just above the 8 EMA at 748.48. The stack remains bullish with the 8 over 21 over 50 over 200. Trend intact until the 21 EMA at 744.7 breaks.
QQQ dropped 1.90% and posted its first close below the 21 EMA. Price at 711.74 is now under the 8 EMA (718.23), the 21 EMA (718.97), and hovering near the 50 SMA at 715.61. This is the weaker index today. Watch the 50 SMA as the next line of support.
VIX 17.16 (+14.17%)
Opening
Net bullish premium of $315.7M with $580.2M bull against $264.5M bear. Memory and semis led the tape, headlined by MU at $103.2M and TSM at $47.5M. NVDA topped the bearish side at $27.2M, showing some rotation within the chip complex.
Options Flow Heat Map
Dark Pool Heat Map
Dark Pool Side Accuracy
The prints shown here represent filtered institutional block activity from the raw SIP tape. Extended-hours clearing prints, broker-matched crosses, and post-close settlement noise are removed before scoring. Side direction is classified using execution price relative to the live bid/ask at each print — the AGG% score shows how decisively price crossed the spread: 100% swept the ask, 0% hit the bid.
Prints marked ◆ carry the highest conviction. A corresponding options hedge was detected on the same name within 30 seconds, independently confirming both the block and its direction via Black-Scholes delta matching. Where the options tape and dark pool agree on the same name simultaneously, the signal is institutional across both markets.
For unconfirmed prints, side is a strong inference. Confidence is highest in liquid, tight-spread names. In wide markets or lower-ADV names, treat direction as context rather than conviction until corroborated by the options tape or the technical picture.
