we must be the only ones trading b/c i exited my long there at about that exact time. Wish I had the fortitude to hold to new highs but I need to get some sleep.
So, seeing there was some discussion on ES vs MES prices and having been curious myself about how close they track each other - I decided to take a quick look at prices for the last 3 days in RTH. I look at 1-Minute Data for OHLC readings, so 1190 rows of data. Conclusion: They seem to follow each other fairly well most of the time, but there can be some short term differences. Short sample size, but I bet it's fairly indicative. Open: Equal values = 719 / 1190 = 61 % Difference ranging from - 1 to + 2 ticks. Equal +/- 1 tick = 1163 / 1190 = 98 % High: Equal values = 864 / 1190 = 73 % Difference ranging from - 7 ticks to + 20 ticks. + 20 ticks was an anomaly and not representative. It happened the 23rd of April 15:51 and was a spike on ES which did not happen on MES. Equal +/- 1 tick = 1161 / 1190 = 98 % Low: Equal values = 872 / 1190 = 73 % Difference ranging from - 2 ticks to + 5 ticks. Equal +/- 1 tick = 1165 / 1190 = 98 % Close: Equal values = 678 / 1190 = 57 % Difference ranging from - 2 to + 2 ticks. Equal +/- 1 tick = 1162 / 1190 = 98 %