ES and NQ biggest volume per point

[sahheng]

Today ES trading range is 10 points and total volume 800k,,,, everage per point is 80,000 volume. NQ with 20,000 volume per point...............NEVER SEE THIS BEFORE !!!!!

 

[Ditch]

Quote from sahheng:

Today ES trading range is 10 points and total volume 800k,,,, everage per point is 80,000 volume. NQ with 20,000 volume per point...............NEVER SEE THIS BEFORE !!!!!

What does that tell you?

 

[Tea]

Time for ES .10 tick increment

 

[Ditch]

Quote from Tea:

Time for .10 tick increment

That's already long overdue, especially on the NQ. Let's see what happens when the Dow e-mini hits > 100k volume

 

[taodr]

Doesn't it tell you the big guys figure that's where a lot of small players have gone and they are going to jerk the minis around and take the little guys money.

 

[version77]

Quote from Ditch:



That's already long overdue, especially on the NQ. Let's see what happens when the Dow e-mini hits > 100k volume

Tuesday, May 20th, the CBOT mini-sized Dow again set a new daily record volume of 54,639 contracts traded. In addition, a daily Dow Complex open interest record was also set.

Won't be long before 100k is hit...

 

[estrader]

Quote from taodr:

Doesn't it tell you the big guys figure that's where a lot of small players have gone and they are going to jerk the minis around and take the little guys money.

Nobody is gonna take your money if you dont give it. You want smaller spread go trade stocks, see how much you will make there.

 

[stock777]

Is it really about the spread? I don't know anyone that claims they are 'making the spread' in the E-mini, except for the arbs.

And as far as gaming the little guy, from where I sit, there are very sophisticated routines being used to bag as many as possible before the real moves kick in.

Believe it.

 

[trendy]

Quote from Ditch:



What does that tell you?

Well, since it was pretty much a see saw day, one would expect the volume/point ratio to be above normal. Secondly, it says to me that buyers and sellers were equally motivated.