ES Journal Archive (2009 - 2010)

[JSSPMK]

Mid to longer term trend is being decided at this juncture, have a look at this Daily ES chart. Whilst price is now above 50 it is below 200.

http://www.dormantrading.com/Trader...ACD;SMA(50);SMA(200);&density=M&cancelstudy=0

 

[Pekelo]

Another gapfill refill after the 8:30 rally, this is getting ridiculous....

 

[ammo]

pek,where are you gaps

 

[ammo]

we got back to the top of this gap 1100-1007,there is another one below

 

[Lawrence Chan]

Quote from Pekelo:

Another gapfill refill after the 8:30 rally, this is getting ridiculous....

Pek, op ex!

They will keep doing this until their positions are "fully hedged" =)

 

[home_es_trader]

it seems that something strong is pushing it down form the 95-97 area, are the bears getting ready to pulll us down?

 

[Lawrence Chan]

Quote from ASusilovic:

Maybe PUT / Call Ratio might be an indicator :

http://www.cboe.com/data/PutCallRatio.aspx

Open positions in short interests, options, etc. no longer clearly indicate the forces at work as bots, HFTs can easily push mkt one way or the other by 1% every few hours.

Hedging can be accomplished easily with ratio hedge, stat arb against other currencies, index futures, etc.

Everyone in the quant field thought they know what they are doing, until these things blow up on their faces. =P

 

[Eko_Trader]

Quote from home_es_trader:

it seems that something strong is pushing it down form the 95-97 area, are the bears getting ready to pulll us down?

Perhaps Goldman saw retail sales, and the Fed's talking points before hand.

 

[Lawrence Chan]

Quote from home_es_trader:

it seems that something strong is pushing it down form the 95-97 area, are the bears getting ready to pulll us down?

As vol indicated, it is not likely we are going to see settlement in SPX below 107 today.

But 110 is also not allowed. =D

So stuck in 1080 area, or a dip to ES 1070 is perfectly fine, as long as the agenda is not violated by close.

You need real shocker to take $ from the Opt MMs today - It is their game today.

 

[Pholeuon]

In my uptrend channel is bottom around 70. If we will go lower than it will be trend change, otherwise it is just chance to use pullback.