ES Journal Archive (2009 - 2010)

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Quote from ASusilovic:

Trading session can be described in 5 High Frequency stages :

1) 09:00 27158 lots sold in 1 min from 978.75 -975.75
2) 10:36 17101 lots bought in 1 min from 966.75-967.50
3) 12:54 16234 lots bought in 1 min from 971.50-973.50
4) 01:30 p.m. 20671 lots bought in 1 min from 974.50 - 976.75
5) 01:34 p.m. 13402 sold in 1 min from 977.25 - 975.00


5 min of trading have decided course of the day. Voila !
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Just for the record : search trading day for volume > 13k / min. Follow !
 
Quote from Anna K.:

LC, what constitutes a failure? thanks!
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Weekly trend change comes from daily trend change.

Daily trend change today is one of my favorite - pp failure.

Better yet - twice!

Confirmed failure means we close below ORL by 4 pm =P
 
For anyone watching month end markups - today is the last day to buy to show on your books for T+3 prior to friday. Maybe helping out a bit on the bid side. It matters a lot more at end of quarters but given the run this month it could be an issue.
 
Quote from riskymove:

For anyone watching month end markups - today is the last day to buy to show on your books for T+3 prior to friday. Maybe helping out a bit on the bid side. It matters a lot more at end of quarters but given the run this month it could be an issue.
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End of month op ex too.

I can tell a lot of the "touch or die" OTC ops wanted NDX 1600 very bad =)
 
Quote from satchel:

Watch for that big day end run Up.
Starts with NQ.
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a) It's consistent with the current trend.
b) There's a sweet inverted H&S forming.
c) Everything comes down to probablities, and that's a high prob call.
 
Quote from Lawrence Chan:

Weekly trend change comes from daily trend change.

Daily trend change today is one of my favorite - pp failure.

Better yet - twice!

Confirmed failure means we close below ORL by 4 pm =P
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ORL defended ... will wait for another day then.
 
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