ES Journal Archive (2006 - 2008)

[volente_00]

Quote from Lawrence Chan:

Gap filled. T-day crew hiding until afternoon?

H and S and 10:30 crew put the whip on em.

 

[kinggyppo]

Quote from kinggyppo:

shorts overdue looking for 85 on spy today

OK 85.02 intraday

 

[Pekelo]

2nd gap ruled, SMA line is around 840, if we go down there, I expect a bounce....

 

[ammo]

Quote from ammo:

sh 63,stop hod plus 1,target 42

out 50, sh 847.25 , 55 stopo, out 42

 

[ammo]

sh 41, gs fallin out of bed,add 43,48 stop, out 44

 

[Pekelo]

Quote from Pekelo:

SMA line is around 840, if we go down there, I expect a bounce....

LOD was 40, bounced 8 pts from there...

 

[newbie463]

Ammo and the gang,

why does esz8 sometimes trade at a discount to cash, while other times it trades at a premium?

Is this just a function of volatility, demand for the mini contract vs the index, and time to contract expiration, etc?

thanks,
newbie463

 

[startraitor]

short 51, adding to 54.50 scaling out to 46 and new low.

 

[ammo]

its only a guess and lc probably has the right answer but they are selling es ,buying baskets of stock and i think with the trading firms dropping like flies ,the markets are thinner for baskets,thats why we are getting 10 and 20 point moves in es

 

[ammo]

somewhere on the net ,there is a sight which gives the cash/future sprd daily and its based on interest til exp,i dont know what the correct sprd is,maybe someone knows the site