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pekelo, an absolute fill is not really necessary. In terms of the ES, I am content with a price print that represents within .75 pts of an absolute fill. This is the product of being frustrated by waiting for an absolute fill only to have aggressive buyers come in and bid prices up despite...

Thanks, JSSPMK

Let me do some minor reiteration on the gap down study. (I'll consolidate all this later) RAW overview: I filtered prices for 2 consecutive gap down days (when the gap on the first day was never filled in RTH Regular Trading Hours being 9:30am to 4:00pm East Coast Time) RAW OVERVIEW...

It was pretty late last night when I wrote the post that included my first look at the 2 consecutive gaps down and I have to review the spreadsheet to make sure I didn't get a little confused. The data is right, I just have to double check the basic observations. I have been in the process of...

I've always been curious about the conditions that precede a gap fill. I took the time to go back over the past 10 years (until 1st quarter of 1998) Here's what I scanned for : 2 consecutive gap openings. This was simply a comparison of the open of the regular futures session (9:30ET)to the...

Since there's no one making ANY comments on here, that's good enough for me. The trade day is over. Enjoy the 4th of July holiday.

Thanks for taking the time to post your observations. I have a question, when you identify a gap, are you using the 4:00pm close of the previous day's price (regular day session for equities), or are you using the 4:15pm close (regular day session for futures).

I just signed up for the data feed (Eurex), but I have not been unable to find some info on the futures. I opened an account at IB, waiting for check to clear, I have an account at Tradestation (which is where I signed up for the eurex) but I cannot find any information on margin and how...

Way to go JSS. :D

I agree with steve46, in such a thinkly traded market it does not take many like minded entities to shove prics around. the sideways price action since 13:45 must have created a lot of buy-stop (to cover) shorts just above the 1530.25 level. There is still a price gap open from 1533-1535...

Has the holiday weekend begun? volume now, for the past 14 minutes incredibly low. I'm off to soak up some rays:cool:

Is anybody out there? Is anyone thinking that the gap at today's open will close? Anything can happen, but I read somewhere that gaps on the first day of the month often go unfilled. (I don't remember where I read it, what the time period of the study was or what percentage of the time a gap...

JSSPMK, Thanks for posting the charts. The histograms may be similar, but one item is not: the location of the MACD lines relative to the -0- line.

Spectre2007, does "OR" stand for Opening Range?

This is the last trading day of the quarter. I watch advancers minus decliners on NYSE. This number is huge today. (Hugely positive). These markets could be seeing the beneficial effects of window dressing.

Is Chicago PMI out already? I thought it wasn't released until 9:45?

Since there remains a decided lack of postings, I'll post my fibs and pivots clusters again. Yesterday, the first fib cluster (resistance) was 1525.50-1528.00, that proved to be pretty solid resistance. Unfortunately, I didn't run these numbers until about 7:30, I don't want to be accused of...

tomahawk, what length bar are you using to define 1st candle?

Since many of the traders who usually post seem to be on vacation, I decided to post the following 60min RTH (close=4:15pm) with a fib projection from yesterday. I run multiple price projections on another chart (that would just look too cluttered to put up), and the fib clusters of...

for anyone who is interested in an intraday retrospection of recent price action on FOMC days, Mypivots.com has a collection of intraday charts. http://www.mypivots.com/articles/articles.aspx?artnum=11 at the bottom of the page there are page numbers that you can choose to select different...