ES Journal Archive (2011)

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Quote from JoshDance:

While I'm bored..

Do any of you watch intraday volume on SPY to get a different picture from what ES is doing?

I am considering monitoring all 500 SP symbols and doing a minute-by-minute summation of their volume to get an accurate representation of true volume. I'm curious as to how this would compare with the SPY volume.
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you could watch 1 minute charts on spy, pay attention when 1 million shares are printed in a minute.
 
fib extension on spx and es S1 providing a ceiling. Not sure where (if) the push will come from, but it's not gonna be as easy as chili and pale ales with a side of cabbage. :cool:
 
Quote from kinggyppo:

you could watch 1 minute charts on spy, pay attention when 1 million shares are printed in a minute.
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So in your opinion, does the SPY provide a good proxy for the actual cash volume, better than ES?
 
If it's not too much trouble could someone with a real-time SPX chart post a 1-minute chart showing some of today's activity? I'd like to do a comparison.
 
Quote from gmst:

Alright, thanks....only one thing is in my head these days - and that is Europe. I was thinking of every damn politician and central banker from Europe and missed the skinny guy with big ears!

LOL
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Quote from JoshDance:

So in your opinion, does the SPY provide a good proxy for the actual cash volume, better than ES?
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Its hard to say what leads what, lots of debate. Both the spy and current month es are very liquid. Spy has a very tight spread .01 and very liquid options. But yes due its inherent liquidity its a good proxy for sp products. You may want to poke around et there are some threads on this. I should add that the institutions trade spx also known as the big due to its large tick size. If Lawrence Chan is around maybe he can give his opinion.
 
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