ES Journal Archive (2006 - 2008)

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Quote from atticus:

ES closed at 1325 in Friday's session. You're married to these arbitrary constructs and waiting with glee for price to confirm once a quarter. Good luck with that, whatever works for you. A buddy mentioned it in chat and we got a chuckle.

It wasn't my prediction; it was the range implied by SPX vola, as such, I take no credit for it, regardless of the outcome. Your range was blown-out as well even with the larger margin of error.



Short 57.00 here.
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Why do you think spy options predicted a much larger range than the actual cash derivative ? I have my theories but am always looking for other answers.
 
Quote from volente_00:

Why do you think spy options predicted a much larger range than the actual cash derivative ? I have my theories but am always looking for other answers.
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Actually, looking back, I f*cked up. I believe the range implied by the atm vola was double what I posted, 170 handles. The atm strike was ~1345, so a range of 1260 to 1430 was implied.
 
i was long a few 135 puts in spy yesterday and th evolume was around 1200-1400 ,at around 1230 to 1:30 it jumed to 11,000,that is my guess a reaction to the 1361 res line holding and a bearish bet or cheap insurance at 3.20 a pop
 
Quote from atticus:

Actually, looking back, I f*cked up. I believe the range implied by the atm vola was double what I posted, 170 handles. The atm strike was ~1345, so a range of 1260 to 1430 was implied.
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And i thought I was just crazy.
we closed ~ 1350 on that day, my studies were showing a ~ 10 % range but my assumption was it would be roughly 5% up and 5 % down from 1350 area but we only went up about 3 % and down 5.5 %.
 
Quote from RsX:

Expecting ES to sink towards 1343-1344 and will closely watch the price action there. So far, probabilities are good for another leg upwards from there as long as they keep it clean above 1340 level
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Long 1343.00 , -3.50pts stop. Target around 1380.
 
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