ES Journal Archive (2011)

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Quote from tomahawk:

Anybody else showing strange diparity between the ES chart and settlement price? I know they're not always spot on, but last couple of sessions they seem pretty out of whack. Friday chart shows ESH2 close of 1253.75, but IB's "prior close" shows on the chart as 1253.00. CME says 1252.00.

WTF, IB's off by a whole point, or as much as 1.75, depending?!!
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2 trades closed at BE in the last 2 hours when the target limit was a point higher. I have them submitted for bullshit tades....not sure what is up. Gonna close TWS and have a couple fine ales instead of this happy comission grabbing bs.

:eek:
 
shorted sunday night and covering double bottom, never hit 1237 tg. so no bias going in for intraday. (aggressive on shorts this week, xmas rally cancelled).
 
Quote from satchel:

shorted sunday night and covering double bottom, never hit 1237 tg. so no bias going in for intraday. (aggressive on shorts this week, xmas rally cancelled).
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Nice one.

Let's see by Wed where ES is. If it gets to 1200 area by then, Christmas rally will come as a surprise to many.

op ex this week.

=)
 
Quote from GordonTheGekko:

Look how flawless the 5-minute was on that super volume spike from Thursday afternoon...
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Volume analysis on the closing minutes of the cash or futures session is inaccurate, if you're comparing the volume to other bars in the session, because the opening and closing minutes almost always have the highest volume of the day. You can point to any chart and see that the closing and opening volume is higher than the rest of the session. I know your chart is SPY, but for ES, the volume from 3:55 to 4:00pm EST on Thursday was about half the average for the last 200 sessions, which is just over 80K. Even if we double for rollover we are still only slightly above the average and get 90K. In other words, yes it was a lot of volume, but it's not really useful in any way and you will not find a correlation between closing volume and the following day's opening price. If you do, would love to hear it.
 
Quote from tomahawk:

Anybody else showing strange diparity between the ES chart and settlement price? I know they're not always spot on, but last couple of sessions they seem pretty out of whack. Friday chart shows ESH2 close of 1253.75, but IB's "prior close" shows on the chart as 1253.00. CME says 1252.00.

WTF, IB's off by a whole point, or as much as 1.75, depending?!!
More...

You're possibly confusing closing price at 4:15 EST (which was 1253.75 on Friday) to the actual settlement price, which is the VWAP from 4:14:30 and 4:15:00, which is 1253. Correct settlement is 1253.00. CME agrees with this:

http://screencast.com/t/4LZV2OXwV505
 
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