ES Journal Archive (2006 - 2008)

[trackstar]

Quote from Lawrence Chan:

IF, we are reverting to the mean, then,

1. VWAP today stands at 905
2. 50% stands at 906.5

3. 15 min OR at 905
4. uptrendline from premarket lows at 904-905
5. prev resistance now should be support 905-906

 

[smilingsynic]

Quote from Lawrence Chan:

IF, we are reverting to the mean, then,

1. VWAP today stands at 905
2. 50% stands at 906.5

Don't forget 30 minute OR high! 906.

 

[BoyBrutus]

Anybody have any Christmas trading period statistics?

 

[Lawrence Chan]

Quote from smilingsynic:

Don't forget 30 minute OR high! 906.

Yeap ... the real fight begins now.

Bull must not let it slip under 900, or all hell break loose

 

[startraitor]

I don't think they let the shorts stand at the dt.

 

[Jahajee]

Quote from Lawrence Chan:

Yeap ... the real fight begins now.

Bull must not let it slip under 900, or all hell break loose

I must say very persistent market - two hourly closes at the 917/919 level.

But, if it can't get over that zone then I am afraid it must go down. Lots of energy spent in trying to get over 920.

Looks ready to collapse as far as I am concerned. But....MACD above zero, mom oscillator above zero, up trendline intact

 

[ammo]

vol,wheres your non t boys?

 

[smilingsynic]

Until recently, I never gave VWAP serious attention when trading the ES (I always saw it more as a way for MM to keep score when filling orders for stocks). Here are some interesting articles on VWAP:

1. http://newsletter.neoticker.com/2006/06/25/vwap-based-pivots/

2. http://traderfeed.blogspot.com/search?q=VWAP

3. http://alphatrends.blogspot.com/2007/11/institutional-trading-benchmark.html

 

[volente_00]

Quote from ammo:

vol,wheres your non t boys?

Day's not over yet.

 

[volente_00]

Quote from volente_00:

850 - 920 range cash

Still testing the upper end of range.