If they get "neutralized" the jump up is likely to be epic. Or should I say WHEN they get neutralized?. Actually a good question is: Can the price have a large move up before the "inventory gets neutralized"?. JW
From what I understand the resistance at 47-49 and 57 area gets weaker each time it's tested so i'm suprised it's now blown thru by now.
I have just started reading this thread & have few doubts on T&S ,Tick data 1. How is tick data & time & sales data different? 2. If i draw a10 tick chart does that mean that last 10 trade prices are used to construct OHLC bar? 3. If we add up all T&S data for a session would it equal to total volume of the session? 4. If If T&S shows 100lots traded at 900, are all thses scenarios possible: a. 1 trade of 100 lots with 1buyer & 1seller b. 100 trades of 100lots with 1 buyer/seller & 100 seller/buyers. c. 10 trades of 10 lots done at the same time with 10 buyers & 10 sellers Is scenario c possible? 5. In very fast moving market like opening 10 mins , is T&S data complete? 6. last one is realted to algos i guess, i saw this in Schatz contract but am sure is equally likely for ES There were 1200 lots at offer, next trade was 300 lots at offer & offer price changed to bid, So is it possible that while those 300 lots were being exceuted the rest 900 lots were pulled out, is such speedy pulling of order possible. e.g. lets say someone is showing fake big size on bid 10000 lots at 100 ,if i give an order to sell 10000 lots at 100 , will my order get exected for 10000 lots? I hope i am clear in my questions. Thanks for a informative read. Naveen
Where on this thread did you see a post of any kind of detail about Time & Sales... and about bluffing and faking in the DOM ladders... Can you point it out i must have missed it... thanks...
The only hint is that dividends on the basket do not cover the interest charges for carrying the basket, by precisely that amount +/- 1 tic. IMO. JW