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  1. K

    ES Journal Archive (2009 - 2010)

    you may want to check out quotetracker, nice program and you can stream just about any broker data.
  2. K

    ES Journal Archive (2009 - 2010)

    this chart shows it as filled, does prophet know something we don't?:p
  3. K

    ES Journal Archive (2009 - 2010)

    I think it would help you to know that the spx, spy, and emini are all derivatives of the sp500 index which is a basket of 500 stocks. I don't want to insult you as this is confusing and this may help some of the lurkers. The emini future is 1/5th of the big sp contract. I like to think in terms...
  4. K

    ES Journal Archive (2009 - 2010)

    The question was about spy the exchange traded fund, not the spx.x known as the "cash" or the esz9 emini contract. There was a gap created over the weekend 10/03/2008. The closing price was 110.34 and the low of the day was 109.44. I would consider the gap closed if spy traded 109.44. Its all...
  5. K

    ES Journal Archive (2009 - 2010)

    while we are on the subject here is a vix monthly chart. LEH file bk around 9/15/08 while 10/3 was the passing of the TARP. One of our option posters DMO posted a video about how the vix index spiked to 85-90 while the futures themselves stayed around 55 or so, very astute that one. Anyhoo, it...
  6. K

    ES Journal Archive (2009 - 2010)

    No the gap has not filled, this may be a rhetorical question but the gap was like 20 es points with the close on 10/03/2008 at 110.34. We have another 20 es points to even get close to it filling. :eek:
  7. K

    ES Journal Archive (2009 - 2010)

    flat 107.85
  8. K

    ES Journal Archive (2009 - 2010)

    short spy 108.01 stop .20
  9. K

    ES Journal Archive (2009 - 2010)

    920 gap is huge, the market rejected the test at 880-860 caught alot of folks off guard. Its all how the market doesn't react to bad news, nothing is bad news anymore unless you want a loan. :p
  10. K

    Taking 320K to 3.5million by Year End 2009

    I noticed them starting roll over add JPM too which has been rolling, Neke trade options with tight spreads makes it less painful when you are wrong. Can't beat spy and qqqq for liquidity.
  11. K

    ES Journal Archive (2009 - 2010)

    if you trade spy keep an eye on 107.04 that is where the last lower high was made, double top at 108 still holding for now.
  12. K

    ES Journal Archive (2009 - 2010)

    very astute I just noticed that IHS this morning. :)
  13. K

    ES Journal Archive (2009 - 2010)

    wonder how many people they caught in this breakout, didn't get me this time. :)
  14. K

    BOX breaks rank - small market makers have a chance again

    google the paper when you get a chance. :)
  15. K

    BOX breaks rank - small market makers have a chance again

    Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance
  16. K

    ES Journal Archive (2009 - 2010)

    so far another higher low put in, short bias here.
  17. K

    BOX breaks rank - small market makers have a chance again

    I think you are bored, that is dangerous. what is the delta on a binary option prior to the event? :)
  18. K

    ES Journal Archive (2009 - 2010)

    flat 105.34 got a little lucky there will take it.
  19. K

    ES Journal Archive (2009 - 2010)

    dragon pattern thanks Suri. http://www.scribd.com/doc/8331452/Dragon-Pattern
  20. K

    ES Journal Archive (2009 - 2010)

    short spy 105.68 stop 105.90
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