ES Journal Archive (2006 - 2008)

Discussion in 'Journals' started by Buy1Sell2, Mar 2, 2006.

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  1. Or that we could possibly open gap down below 885, no? How does that possibility enter into your game plan? BTW there's a name for that: Island Reversal.
     
    #49961     Dec 10, 2008
  2. This is what I'm leaning towards as well. The 870-880 ES zone still has yet to be tested. If we go down to test this area tomorrow morning, watch for a sharp reversal... if you miss it then jump in on a deep retrace (50-80%) with stop under the low and hold for much higher. High probability trade with sick R/R.
     
    #49962     Dec 10, 2008
  3. webbma

    webbma

    Quick question for you guys....What does SMA refer to? Moving Average? If so, what time period moving average do you look at. 7 day?
     
    #49963     Dec 11, 2008
  4. Please explain --- 275ish?

    We have to close below the SMA (275ish) to have a confirmed reversal


    ME: I think it tries to breakout of 920 and fails -- market acts as if very tired and scared to go higher after brutal experiences in similar attempts
     
    #49964     Dec 11, 2008
  5. Pekelo

    Pekelo

    #49965     Dec 11, 2008
  6. webbma

    webbma

    Pekelo,

    Thank you. Why do you choose 9? Is that period more accurate than others?
     
    #49966     Dec 11, 2008
  7. #49967     Dec 11, 2008
  8. I have been reviewing a 5 minute chart of the S&P 500 cash.

    Can someone out there please look at cash S&P 5min on Friday Dec 5 and tell me whether you see a gap near 2:40 or 2:45 that afternoon. in the 853-851 area

    thank you
     
    #49968     Dec 11, 2008

  9. In both Multicharts and TOS, the MArch ES and NQ contracts are almost the same as the DEC 2008 ES and NQ contracts -- NO PREMIUM! even negative premium!
    THis is bearish....

    Seems to me the issue now is not whether to short or not, but
    when to short, at what levels?

    898 & 909 are two probable levels...
     
    #49969     Dec 11, 2008
  10. No premium is a function of the interest rate used in the fairvalue formula. For programs that use a 3 month t-bill as the cost of borrowing funds to buy the indexes, well, that rate is virutally zero. so premium to the March 09 contract is zero, too. (Might be bearish, too, but more likely a function of incredibly -zero- 3 month rates.

    Has anyone seen a gap in the intraday chart from Friday afternoon (as described above)
     
    #49970     Dec 11, 2008
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