ES Journal Archive (2009 - 2010)

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Quote from ASusilovic:

ES now 61 handles afar from daily SMA. Time for a strangle play.

That's the kind of thought I had about 6 weeks ago, when ES didn't touch a daily SMA other than the 9,10, or 12 for about 150 pts. Plays based on that didn't work out too well. :)

Edit: Clarifying, I meant directional plays (mean reversion) ... don't know about strangles.
 
I can not believe that certain high frequency trading moments occur simultanously quasi isochronic.

My personal opinion :

prior agreements/arrangements between certain parties involved with the fire power of multi billion USD by triggering volume spikes.

But one has to admit very intelligently executed when breaking important technical resistance / support levels.

By the way, there is a very easy code to break this behavior :

if HFT volume > 13k then countermove 26k.

That's computer language every machine understands. :)
 
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