The ACD Method

Thanks for sharing. By the way, it will be interesting to see if similar anomalies is evident in individual stocks as well.

 

Ok so I'd say there's a similar effect in individual stocks, attached are all plots of the SP100 stocks (maybe the constituent list is not really up2date, but that doesn't change the picture)

 

Interesting intraday A Down on ES today. By my calculation, the A Down point was right on top of the pivot, which would in theory make it a pretty juicy trade if it holds.

 

that is really interesting, can you break down a few of the majors like spy, uso, etc by high and low. I would think that this phenomena would be fund driven.

 

I don't have etf data at hand right now, but using futures instead (i.e. ES instead spy, CL instead uso) gives the following picture:

(I think attaching all futures exceeds the size limit here, so I just attached ES and CL for now)

 

thanks that is really really interesting, pop a couple more in if you get a chance thanks for your time...

 

Many Thanks,

Interesting analysis. I appreciate the work.

Cheers,

 

mav when you get a chance can you explain why copper is so important to the global economy, especially China. I know some lurkers would benefit from that, thanks. By the way Joe Terranova a fisher protege is always talking about this.

 

THanks Flip. Good stuff

 

Awesome stuff flip. This phenomenon comes as a huge surprise to me.