ES Journal Archive (2006 - 2008)
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thou shalt wait 27 minutes not 28 not 26. 27 minutes that is the number.
reminisces of monty pythons holy grail as it applies to the ES
reminisces of monty pythons holy grail as it applies to the ES
current chart..
P,
your observation about adj for roll, adj for premium, exactly why I started looking at spy for gap fills.
High print for SPY today on one of my data feeds, for spy 133.69, I think you have bad tick. (data I am referring to came from Trade Station feed).
SPY gapped up APril Fool's day (apr 1)
If you consider gap filled as having printed at or below the high of the previous day (Mar31 SPY HOD was 132.73), well then you might consider it closed, but I don't (although I will say that often, just a print at the high of the previous day can/will generate buying).
I like to see price touch high of the last 5-min bar, high of last 5min for Mar31 was 132.01 (within a couple of pennies)
Purists would want to see absolute fill, to the close of Mar31, which my data feed shows as 131.89,
this is opex week and leveraged positions by big money can shove prices where they want.
markets might recover some now, intraday, but INTC reports after close, and a disappointment there could force the spygap fill tomorrow early RTH. maybe. and maybe not. I don't know and you don't know.
your observation about adj for roll, adj for premium, exactly why I started looking at spy for gap fills.
High print for SPY today on one of my data feeds, for spy 133.69, I think you have bad tick. (data I am referring to came from Trade Station feed).
SPY gapped up APril Fool's day (apr 1)
If you consider gap filled as having printed at or below the high of the previous day (Mar31 SPY HOD was 132.73), well then you might consider it closed, but I don't (although I will say that often, just a print at the high of the previous day can/will generate buying).
I like to see price touch high of the last 5-min bar, high of last 5min for Mar31 was 132.01 (within a couple of pennies)
Purists would want to see absolute fill, to the close of Mar31, which my data feed shows as 131.89,
this is opex week and leveraged positions by big money can shove prices where they want.
markets might recover some now, intraday, but INTC reports after close, and a disappointment there could force the spygap fill tomorrow early RTH. maybe. and maybe not. I don't know and you don't know.
There should be some manual explaining when gap is closed and exactly name condition so nobody can doubt.
How is possible trade without exact instruction? You think that gap is closed and it is not... How is possible trade under such circumstances...
Like caver, imagine that I though that I closed descender or carabiner and it remains open? I did it only once and never more
How is possible trade without exact instruction? You think that gap is closed and it is not... How is possible trade under such circumstances...
Like caver, imagine that I though that I closed descender or carabiner and it remains open? I did it only once and never more
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