ES Journal Archive (2011)

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Quote from Laissez Faire:

I look at the 04:00 close, not the 04:15 close, in case that could be the reason we got different numbers?

I`m also looking at the close on ES. :)
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Ok. I'm looking at 4:15 on the ES.
 
Quote from tortoise:

Ok. I'm looking at 4:15 on the ES.
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Not saying that either is right or wrong and usually they do not diverge that much, but I generally weigh the cash session much more, since that is when NYSE is trading. :)
 
Quote from Laissez Faire:

Some prefer SPX for long-term gaps, but I only use ES.
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Well I've never heard of anyone who plots ES this way, so I'm not surprised that your gap fills aren't visible on anyone else's chart. I have heard lots of people who plot the cash, but then they use the cash in real time to see where it's hitting. To each his own, and whatever works!
 
Quote from Laissez Faire:

Very interesting. I think being a nut is mandatory in this business. :)

Do you perform your work in Excel or do you use some other mathematical platform?

I plan on starting with some number crunching myself, so it would be interesting to hear how you do it. :)
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Sorry, slow posting on this busy morning.

Yes I use Excel. Basically it's just been a matter of logging the OHLC and range for ES at the end of each day, and using a coding system to mark things like unfilled gaps, 1-way trend days, and such.
 
Quote from tomahawk:

Sorry, slow posting on this busy morning.

Yes I use Excel. Basically it's just been a matter of logging the OHLC and range for ES at the end of each day, and using a coding system to mark things like unfilled gaps, 1-way trend days, and such.
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Looks like the algos have taken note of your 19.50 level
 
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