I think you need to be careful seems like you are just running a screen that shows you results of stocks that moved a certain % of their ATR. You're not taking into consideration the opening range or time confirmation. Of the list of A ups you posted only three actually made A ups.
Mav, you ever play any of the CL/NG spreads during roll? any strategies or things you look for (Vol/OI) to trade the roll days? Also, do you tend to watch the opening range levels for calendars also? I've been listening to the traders audio CL squawk the past few months, the guy said he use to work for Fisher a few years ago, he has some interesting floor commentary (he usually has a lot of good info about clearport trades and the gamma scalpers down there). Interesting to see this thread still going strong since the last time I looked at it months ago....its nice to see Fishers' method keeps staying relevant!
I don't trade the rolls. Too many guys who have more info then me to do that. I also don't look at OR for calendars. I'm sure there is some value there, I just haven't done it.
Disregard my post Robert I thought your list was for daily A ups. What OR are you using for monthly levels I've been using first day.
Hello DT3, Everything I have per ACD is stolen from Master Mav. Per his previous posts, the first day of the month establishes the Monthly A up and down levels and they don't get the up or down signal until the entire daily bar is above or below that line. (Also, we all know he's a tape reader and isn't so driven by exact up or down rules but for my scans and analysis I needed to create firm rules.) Yesterday was the first day of January that the entire bar of the listed six were above their A up level established on January 2nd. Mav has made it clear in many posts that he doesn't rely much on monthly A ups this late in the month and that makes sense. What I'm doing here however is tracking the entire market net A up and downs to see if there could be a little edge to help me move my real money retirement mutual funds around per certain signals. For some time I've used the P&F bullish percents as a general guide: http://stockcharts.com/h-sc/ui?s=$BPNYA&p=D&yr=1&mn=0&dy=0&id=p34909035389
So here is the March/April natty strip which was .10 last week and printed .97 today. This entire curve is underpriced if natty is to hold these levels. April/May is still at .10 http://tos.mx/VHjeKx