Yesterday's Hi-Lo range on the ES: a favor

Discussion in 'Strategy Development' started by candletrader, Jul 29, 2003.

  1. I would be very grateful if someone has access to software that ranks the Hi minus Lo ranges for ES for all the trading days this year... what position did yesterday's hi-lo range come at?

    Am I right in guessing from my daily chart that yesterday's ES action was the narrowest range this year?... if so, that's consoling, cos yesterday was a lousy day for me...

    Thanks in advance...
  2. Ditch


    Day-session: 8.25
  3. How did yesterday's ES hi minus lo range compare with the other days in 2003? Was it the narrowest range day of the year (day session) ?
  4. Ditch


    i can't look it up right now, but i remember there was a half-day session this year with an even narrower range, something like 6 pts.
  5. OK thank you... I would be very interested if you could post the data and where yesterday's range stood (in terms of a ranking from narrowest range to largest range day)... whenever convenient for you... thanks in advance...
  6. One quick way to do this would be to pull up a daily chart of spx and just do a quick eyeball of the small bars. You can then see where yesterday would rank.
  7. True... it looks like one of the smallest ranges this year... if not the smallest then definitely in the smallest 5 ranges of the year...
  8. I do remember a full day session that was heading towards a 7pt or so range but broke out in the last 1/2 hour or so. Other than that I think yesterday may have been the smallest full day range this year.
  9. Definitely consoling... if days like yesterday become commonplace, I may as well hang up my shingles or become a pure tick scalper...
  10. Ditch


    here it is:

    5-27-03: h 935 l 931.5
    #10     Jul 29, 2003