ES Journal Archive (2011)

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Have a good day all; I just watched this selloff to avoid doing anything stupid that would jeopardize my profitable day -- because lord knows, I've turned many profitable days into losing days in the last hour :)
 
Quote from Laissez Faire:

Interesting.

Filling the gap by the pit close perhaps?

Does not really count though, but I easily see us drop down there now.
more often than not,easier to call when the trans,oex,eur are dropping thru res or nearing it,you get a ramp on the dvol if its a down trend day,opposite if up
 

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Quote from ammo:

pretty large difference, is your's volume? i wonder how each firm adjusts for the premium diffference from month to month,this is why i prefer to use spx and subtract

Yes it's volume, as I never use TPOs; your chart has a much lower granularity, like 1 profile level for every 3 handles, whereas mine is 1 level per tick. That doesn't look like the difference here necessarily, but it is a factor in our chart differences.

Also, as you mentioned, TOS and IQFeed calculate the continuous contract differently I'm sure.
 
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