ES Journal Archive (2011)

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Quote from kinggyppo:

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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Thanks king. I'm not really looking for one which leads, just want an accurate picture of cash volume. Due to arbitrage all of the products will have similar behavior no doubt. Someone suggested I look at SPY volume due to its volume being in the millions. Thanks for the feedback!
 
Quote from Trvlwanderer:

Out 48. Don't trust the number of short's stops or limit buys up here.

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Trvl, what happened to FLEX man. I am short, for swing trade or my ass gets handed to me, whichever comes first. :D 1248-1249
 
Quote from satchel:

Trvl, what happened to FLEX man. I am short, for swing trade or my ass gets handed to me, whichever comes first. :D 1248-1249
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sitting on it too long and missing some scalps. eur out of it's wedge and on spt NOW after I exited. No conviction for me...so dumped it.
 
long still seems to be the direction, but I'm just not sure the volume is there to really push it up, though there's not much opposing it really either. We just hit 1M contracts a few mins ago, yawn
 
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