"The only thing I watch is ES and YM. The indexes, stocks, Advancers, Decliners, Ticks, Trin, etc. ad infinitum usually follow and are useless as far as I can tell, when trading either on a very short term basis. If anyone can demonstrate otherwise I will be happy to eat my words." they are not useless as far as my result said. here is what i watch (generally) first, i have a background set by having looked at yearly, quarterly, weekly, and daily market profile charts. so, i know areas of general price acceptance and rejection, etc. and where hi volume nodes are building, where single prints are, etc. i know all the past gaps that have yet to be filled. i also know the ATR, whether it is expanding or contracting, and how recent volatility has been (VIX, etc.) those give me a background. but intraday i pay close attention to TICK, AD, and some key sectors and stocks. TRIN is useful as a background, as is putcall level. TICK helps me finetune my entries. AD is more of a basic reference, but i find TICK immensely useful, and it is part of several of my setups. TICK also helps me get out @ market extremes, and in at the better price points. also, i have found it useful to know the program buy/sell levels for ES (even tho i trade YM) and monitor the divergences between futures and cash indexes. futures tend to lead cash, and ES tends to lead YM. knowing when a buy or sell program is likely to hit can be helpful in fine tuning scalps, or exiting a position that is on the opposite side of a fresh buy/sell program. again, use what works for u. sometimes, by simplifying, one can greatly increase the skills by eliminating stuff. i would LIKE to be able to trade using solely tape, at least for focus purposes. but i haven't done that yet.