Looks like nitro has emptied this thread like an osama bin laden lookalike with a bomb taped to his decimals
04/02/2012 08:58:53 OFV = 1409.47 Buy to Open at 1406.46 Spread = 3 04/02/2012 10:31:07 OFV = -1076.50 Sell to Close SPX at 1415.88 In it's current version, that is the biggest win it has had so far.
04/02/2012 11:15:29 OFV = 1423.03 Buy to Open at 1419.75 Spread = 3 04/02/2012 11:54:19 OFV = 1421.36 Sell to Close SPX at 1421.11 Spread = 3
04/04/2012 09:01:57 OFV = 1405.07 Buy to Open at 1401.48 Spread = 3 04/04/2012 09:38:06 OFV = 1397.09 Sell to Close SPX at 1397.8 Spread = 3 04/04/2012 10:25:21 OFV = 1399.81 Buy to Open at 1396.74 Spread = 3 04/04/2012 10:31:28 OFV = -1058.09 Sell to Close SPX at 1396.03 04/04/2012 10:59:14 OFV = 1400.58 Buy to Open at 1397.36 Spread = 3 04/04/2012 12:44:08 OFV = 1395.96 Sell to Close SPX at 1396.01 Spread = 3 04/04/2012 13:15:13 OFV = 1401.11 Buy to Open at 1397.69 Spread = 3 04/04/2012 13:42:03 OFV = 1399.98 Sell to Close SPX at 1399.67 Spread = 3 04/04/2012 13:52:52 OFV = 1402.42 Buy to Open at 1398.84 Spread = 3 04/04/2012 15:00:00 OFV = 1406.94 Sell to Close SPX at 1398.91
04/05/2012 08:58:28 OFV = 1399.94 Buy to Open at 1396.89 Spread = 3 04/05/2012 10:31:10 OFV = -1048.45 Sell to Close SPX at 1400.14 04/05/2012 13:11:22 OFV = 1392.4277990234 Sell to Open at 1395.44 Spread = 3 04/05/2012 14:44:57 OFV = 1397.77 Buy to Close SPX at 1398.05 Spread = 3
I understand what you're doing for the most part, but what is the meaning of the anomalous OFV that tends to appear right before The Market gets a case of chop?
04/09/2012 08:52:10 OFV = 1382.11 Buy to Open at 1378.47 Spread = 3 04/09/2012 09:13:28 OFV = 1380.13 Sell to Close SPX at 1380.13 Spread = 3 04/09/2012 09:41:20 OFV = 1384.41 Buy to Open at 1381 Spread = 3 04/09/2012 10:31:07 OFV = -1064.82 Sell to Close SPX at 1379.28 04/09/2012 11:29:23 OFV = 1385.02 Buy to Open at 1382.01 Spread = 3 04/09/2012 13:00:22 OFV = -1074.99 Sell to Close SPX at 1385.55
04/10/2012 08:57:58 OFV = 1384.01 Buy to Open at 1380.53 Spread = 3 04/10/2012 09:27:43 OFV = 1375.66 Sell to Close SPX at 1376.1 Spread = 3 04/10/2012 10:38:39 OFV = 1374.95 Buy to Open at 1371.6 Spread = 3 04/10/2012 11:25:01 OFV = 1363.56 Sell to Close SPX at 1363.71 Spread = 2.5 04/10/2012 11:32:51 OFV = 1362.85 Sell to Open at 1365.38 Spread = 2.5 04/10/2012 11:44:07 OFV = 1364.64 Buy to Close SPX at 1364.85 Spread = 2.5 04/10/2012 11:51:22 OFV = 1365.73 Buy to Open at 1362.73 Spread = 2.5 04/10/2012 13:00:31 OFV = -1059.46 Sell to Close SPX at 1362.64 04/10/2012 13:07:05 OFV = 1364.30 Buy to Open at 1361.52 Spread = 2.5 04/10/2012 13:50:01 OFV = 1361.13 Sell to Close SPX at 1361.32 Spread = 2.5 04/10/2012 14:08:11 OFV = 1361.78 Buy to Open at 1358.87 Spread = 2.5 04/10/2012 14:18:53 OFV = 1358.58 Sell to Close SPX at 1358.87 Spread = 2.5 04/10/2012 14:32:38 OFV = 1358.21 Sell to Open at 1361.07 Spread = 2.5 04/10/2012 14:47:31 OFV = 1359.23 Buy to Close SPX at 1359.07 Spread = 2.5
04/11/2012 08:54:41 OFV = 1373.55 Buy to Open at 1370.35 Spread = 3 04/11/2012 09:51:58 OFV = 1372.80 Sell to Close SPX at 1373.06 Spread = 3 04/11/2012 10:16:23 OFV = 1367.18 Sell to Open at 1370.53 Spread = 3 04/11/2012 10:31:12 OFV = -1063.91 Buy to Close SPX at 1370.67 04/11/2012 12:41:14 OFV = 1368.21 Sell to Open at 1371.43 Spread = 3 04/11/2012 13:00:06 OFV = -1064.91 Buy to Close SPX at 1372.64 04/11/2012 14:29:33 OFV = 1366.06 Sell to Open at 1368.6 Spread = 2.5 04/11/2012 15:00:28 OFV = 1366.62 Buy to Close SPX at 1369.17
04/16/2012 08:55:39 OFV = 1375.70950848614 Buy to Open at 1372.64 Spread = 3 04/16/2012 09:06:59 OFV = 1372.17026920822 Sell to Close SPX at 1371.99 Spread = 3 04/16/2012 09:18:51 OFV = 1361.61 Sell to Open at 1366.18 Spread = 3 04/16/2012 10:04:32 OFV = 1370.52677963724 Buy to Close SPX at 1370.74 Spread = 3 04/16/2012 10:43:33 OFV = 1372.09 Buy to Open at 1368.08 Spread = 3 04/16/2012 10:51:18 OFV = 1368.54 Sell to Close SPX at 1368.2 Spread = 3 04/16/2012 11:04:30 OFV = 1366.13 Sell to Open at 1368.98 Spread = 2.5 04/16/2012 11:22:21 OFV = 1366.40 Buy to Close SPX at 1366.5 Spread = 3 04/16/2012 12:36:43 OFV = 1374.20 Buy to Open at 1371.05 Spread = 3 04/16/2012 12:45:37 OFV = 1373.73 Sell to Close SPX at 1373.87 Spread = 3 04/16/2012 12:47:24 OFV = 1378.07 Buy to Open at 1374.55 Spread = 3 04/16/2012 13:00:31 OFV = -1060.49 Sell to Close SPX at 1375.6 04/16/2012 13:02:22 OFV = 1379.20 Buy to Open at 1374.97 Spread = 3 04/16/2012 15:00:04 OFV = 1375.83 Sell to Close SPX at 1370.24