ES NQ RTY Market Profile

Discussion in 'Technical Analysis' started by ET180, Mar 18, 2021.

  1. ET180

    ET180

    My 2 cents...

    NQ's drop was stopped today right at last Friday's low. Absent further negative catalyst, I suspect it will try to test the 12882 level tonight / tomorrow. Would be bullish if it can finish tomorrow above it and get back into this week's range.

    upload_2021-3-18_13-31-38.png

    The ES has some minor technical damage. It just made a new ATH a few days ago so nothing major yet. Might be able to get to 3925 tomorrow. Bullish if it closes above.
    upload_2021-3-18_13-31-45.png

    The most amount of technical damage was done to RTY in my opinion. Once it broke below the pre-FOMC overnight low, it really took off to the downside. Would be bullish if it can close above 2300, but somewhere around 2290 might be the best hope for end of day tomorrow.
    upload_2021-3-18_13-31-26.png
     
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    Relentless likes this.
  2. Is there a backtest to these 'if close above X' sort of things?
     
  3. SunTrader

    SunTrader

    I'd say it will likely be awfully hard for RTY to get back to and close near, at and especially above 2300.

    A lot of contracts traded in the last two hours from just above (2320) and into the closing low today.
     
  4. ET180

    ET180

    Good question. I've been thinking about how to do that...won't be easy, but I'll see if I can come up with something. For now, I'm going off the work of James Dalton who talks about balance areas / areas of acceptance and rejection.

    https://tradingriot.com/market-profile/

    Agree. Russell looks the worst of the 3. Only thing going for it is that without a major downward catalyst like today, single-prints usually lead to retests.
     
    stockpredictor likes this.
  5. SunTrader

    SunTrader

    Only single prints I see, on 1 hour chart, are for the most part are in the upper part of the 3pm (EDT) bar. Got a whole lotta positions in between here and there to get through.

    We'll see.
     
  6. There are a decent amount of market profile users and related concepts. I suspect there has been information posted somewhere on the topic, just gotta hunt it down.
     
  7. geth03

    geth03

    i, too, read daltons market profile books and also have a few of his courses.
    what he emphasizes is, that market profile is a way of organizing data, not a trading system. it shows the auction process.
    one study, contacted by Donald L. Jones, concluded that there is no day to day correlation. the most benefit from that concept is the multiday market profile, i.e. if you see multiple days of profiles as one, they tend to give more information.

    i did a manual backtest with levels derived from the MP, to see if price bounced off (rejected) previous levels. i could not find any level to be consistend. personally, i do not see any benefit from market profile, other than the naked point of control or naked high volume node if multiple days overlap and price retest that level after a breakout.
     
  8. ET180

    ET180

    With about 2.5 hours to go until the close. Will be interesting to see if RTY can close 2300, NQ and ES to hold current levels.

    ES
    upload_2021-3-19_10-39-18.png
    NQ
    upload_2021-3-19_10-39-28.png
    RTY
    upload_2021-3-19_10-42-34.png
     
  9. ET180

    ET180

    RTY
    RTY.png
    NQ
    NQ.png
    ES
    ES.png
     
  10. SunTrader

    SunTrader

    Do you also look at combined (Globex+RTH) profile?
     
    #10     Mar 19, 2021