Buy signal at 14:50, filled at 2524.25.  Although the equity futures had been sideways up to this point the dollar index had been rallying during this time, suggesting some underlying strength in the equities.  This was a decent entry, market rallied up to as far as 2539, taking out my limit order for a 10 point gain;



A couple of days ago traders started rolling from M series contracts (June expiry) to U series contracts (September expiry).  Contracts are quarterly, expiring on the third friday of each contract month.  I'm trading the M series until volume moves over to the U series.