STUDIES

MRK (%) COMPARE

2011-03-01T05:32:00.000-08:00

MRK PROFILE (Tos/LBR)

2011-02-14T12:20:00.000-08:00

CRUDE EXPIRATION TRADE

2011-02-09T15:26:00.000-08:00

VOLUMES

2011-01-25T13:09:00.000-08:00

Add caption

SEASONALITY AAPL/LVS/GOLD

2010-12-15T14:16:00.000-08:00

http://www.bestchoicesoftware.com/

ES (daily worksheet)

2010-11-17T14:53:00.000-08:00

Hans Batra (LBR)

PRIOR DAY TICKS/LBR

2010-11-11T12:45:00.000-08:00

DX SELL OFF

2010-11-05T14:59:00.000-07:00

FRIDAY AFTER 6PM E.T. WHEN ALL OTHER FX ARE CLOSE (NEW LOW AHEAD...)

TAILS

2010-11-05T08:43:00.001-07:00

GLOBEX TREND

2010-10-15T10:31:00.000-07:00

MAY 6 /10 MRKs CORRELATIONS

2010-10-15T09:53:00.000-07:00

TIME OF DAY (ES) //MULTIPLE TIME FRAME (ZN) (LBR)

2010-10-06T14:30:00.001-07:00

FRIDAY SELL TAIL // SUNDAY OPEN BUY 6E/6S

2010-10-03T18:48:00.000-07:00

SPX/USB

2010-09-29T08:01:00.000-07:00

http://www.tradingacademy.com/lessons/20100928/stocks_article.htm
http://stockcharts.com/charts/performance/perf.html?SPX,$USB,

NYA/CPC

2010-09-15T06:01:00.000-07:00

http://www.ttheory.com/

ABC/FIRST CROSS/5MA/ANTI

2010-09-02T06:58:00.000-07:00

FX vs. FUTURES (STOPS RUN SPIKE/GAP PLAYS)

2010-07-02T07:35:00.000-07:00

ES DAILY MAP

2010-06-21T19:16:00.000-07:00

---------

OPEN YESTERDAY
OPEN TODAY
CLOSE YESTERDAY
YESTERDAY HIGH /LOW
OVERNIGHT HIGH/LOW
GAP LEFT OPEN HIGHER/LOWER
VWAP
DAILY/WEEKLY MAs10/20/50/200
LOW VOLUME NODE (first hit)
HIGH VOLUME NODE (muddy trading)
VPOC OVERNIGHT
VPOC
OPENING SWING HIGH/LOW (tick chart)
FIRST/LAST HOUR TRADING (first hour last bar-last hour first bar(15min.)
(INITIAL BALANCE LOW/HIGH)
INITIAL BALANCE SMALL/BIG?(relative to day range to decide long short positions)
NAKED VPOC
( HIGH VALUE AREA)
(OTHER TIME FRAMES)
OVERNIGHT VOLUME %
MIDPOINT SESSION 50% LINE
PREVIOUS CLOSE VS.VPOC
OPEN VS. VPOC
OPEN VS. RANGE
PROXIMITY OPEN VS. PRIOR DAYS RANGE
-------------------------
WHAT HAS IT DONE?
WHAT IS TRYING TO DO?
HOW GOOD OF A JOB IS DOING?
----------------------------------------------
SET UP X NEXT DAY:
IF OPEN IN VPOC THEN...
IF OPEN ABOVE VPOC THEN...
IF OPEN BELOW VPOC THEN...

3 POINTS OPENING RANGE (ES)

2010-06-12T18:42:00.000-07:00

AFTER THE MRK GOES THE 2.5 TO 3 POINT AFTER THE OPEN
5 POINTS TARGET SCALP ONLY DIRECTIONAL PLAY

FIRST /LAST HOUR RANGE

2010-06-12T16:51:00.000-07:00

OFTENTIMES FIRST BAR LAST HOUR AND LAST BAR FIRST HOUR
ARE RELEVANT AREAS

WOLFE

2010-06-12T16:37:00.001-07:00

ELLIOTT

2010-06-12T16:28:00.001-07:00

50% RETRACE

2010-06-04T07:59:00.000-07:00

VWAP RESIST. (SPY)

2010-06-02T04:06:00.000-07:00

ABC (MACD)

2010-06-02T03:33:00.001-07:00

FIRST/LAST HOUR

2010-06-02T02:42:00.000-07:00

LE vs. NQ LE vs. PL MRK CORRELATIONS

2010-05-21T16:16:00.000-07:00

MEAT: LEAN HOG, LIVE CATTLE, FEEDER CATTLE CORRELATE WITH EQUITIES AND PLATINUM (90%)

CONFLUENCES...

2010-05-18T08:55:00.000-07:00

.look at the confluence: IB Low + yday's high + midpoint + LVN

DIVERGENCES MRKS CONFIRMATIONS

2010-05-18T08:09:00.000-07:00

DIFFERENCE BETWENN OPEN SESSION AND AFTER HOURS

VOLUME PROFILE

2010-05-17T07:07:00.001-07:00

USO/CL/(rb//ho)/GLD/GC(si)//FXE/6E(dx)//UST/ZN(tnx) (divergences)

2010-05-13T04:34:00.000-07:00

T71 SCALE IN OUT/LOG

2010-05-10T11:23:00.000-07:00

http://www.futurestrader71.com/2009/10/chat-session-archive.html

EUR/JPY // USD/JPY // EUR/JPY

2010-05-03T09:19:00.000-07:00

AUD/JPY // SPX

2010-05-03T09:16:00.001-07:00

/TF / TICK

2010-04-29T12:17:00.000-07:00

HIGHER TICK READING THAN PREVIOUS DAY MRK WILL NOT GO DOWN
ALSO /TF HIGHLY CORRELATE TO NYA TICK (I.E.DIVERG.)

DIV. RUN OVER (CREEPING UP MOVE ABSORB SUPPLY)

2010-04-29T11:44:00.000-07:00

/ES-2*/NQ

2010-02-15T11:44:00.001-08:00

DIV. cont following day

2010-02-08T16:54:00.000-08:00

(RANGE DAY)

SEIDEN

2010-02-08T06:16:00.000-08:00

Logic:

Uptrend: When the distance between the pivot lows is decreasing, this suggests price is nearing a supply level, the trend is becoming weak, risk to buy is increasing, and profit potential for buying opportunities is decreasing. The uptrend is likely almost over.

Downtrend: When the distance between the pivot highs is decreasing, this suggests price is nearing a demand level, the trend is becoming weak, risk to sell short is increasing, and profit potential for shorting opportunities is decreasing. The downtrend is likely almost over.

Logic:
The most significant turns in price will happen at price levels where supply and demand are "most" out-of-balance. The more out-of-balance supply and demand is at a given price level, the less time price spends at that level. The less time price spends at a level, the fewer the transactions (trades) at that price level. The fewer transactions, the lower the volume. So, the larger the supply and demand imbalance at a given price level, typically, the lower the volume.

http://www.otahqtest.com/lessons/20100202/featured_article.htm

Regole Fondamentali G.V.

2010-02-05T14:10:00.000-08:00

       [1] Mai e poi mai cominciare un’operazione senza simultaneamente scrivere
ed aggiungere uno stop loss se sbagli.

   [2] Mai e poi mai cancellare o spostare lo stop loss eccetto che nella desiderata
   direzione dell’operazione.

      [3] Mai e poi mai aggiungere soldi ad una posizione perdente o fare la media.

   [4] Mai e poi mai lasciare che una piccola perdita cresca in una grande e catastrofica   perdita. Perdere soldi fa parte del trading, ma c’è una grandissima differenza
  tra sbagliare ed insistere a sbagliare restando dentro una posizione negativa.
  Esci, ci sara' sempre un altro giorno e ci saranno nuove opportunità.

     [5] Mai e poi mai permetterti di perdere più del 10% del tuo capitale in una singola
  operazione o in un singolo giorno.

   [6] Non cercare mai di prendere i tops e bottoms, lascia che si prendano da soli.
  Cosi facendo sarai sempre errato nei movimenti più alti o più bassi del mercato
…come i traders che provano a individuarli. Meglio sbagliare una volta sola …
  quando la cima o il picco si è finalmente formato.

   [7] Non metterti davanti ad un treno. Se un indice sta esplodendo in una certa
direzione, non posizionarti contro a meno che non c’è un’ovvia evidenza
  che c’è gia'stato un cambio della direzione. Non che ci deve essere o che ci
ci sara', ma che c’è stato.

     [8] Sii conservativo e diversifica. Puoi sempre sbagliare, il trend following
può sbagliare qualsiasi cosa al mondo può essere sbagliata di tanto in tanto.
  Ricorda che questo approccio si basa sulle probabilità non su certezze assolute.

       [9] Il trend following può fare consistenti guadagni in mercati direzionali e
   consistenti perdite in mercati non direzionali. Dopo una serie di perdite smetti
  immediatamente. Esci. Ritorna quando la tua mente ed emozioni sono fredde.

     [10] Alcune persone hanno un bisogno psicologico di perdere o giocano d’azzardo.
Quando operi in borsa chiediti se per te è più importante avere ragione o
guadagnare soldi. Sii sempre disciplinato nella gestione del rischio.

   G.V.

EU MRKS APPROACHING SUPPORT

2010-02-05T09:59:00.000-08:00

4/2/10
5/2/10 (click on charts)

ES 5.30 PRE MRK 1MIN HIGH VOLUME BAR

2010-02-04T13:40:00.000-08:00

4/2/2010

HSI LEADING SPX (DIVERGENCES)

2010-02-02T17:03:00.000-08:00

MAY2009 END 5 WAVE

2010-01-26T15:24:00.000-08:00

FESX/SPX

2010-01-20T12:34:00.000-08:00

YM predicts mrk turns(ES,NQ,TF)

2009-12-22T15:48:00.000-08:00

3 PUSHES/MACD/MOVE TO FOLLOW

2009-12-07T13:32:00.000-08:00

NEXT DAY UP MOVE FOLLOWS

Price Distribution/rally /base/ drop

2009-11-27T11:13:00.000-08:00

ES/DX/SEIDEN

2009-11-18T11:10:00.001-08:00

MACD/24/PIT/HOURS

2009-11-12T08:25:00.000-08:00

MACD/SLOWLINE/FASTLINE/DIV

2009-11-03T12:52:00.001-08:00

TICK/TICKQ/MACD/KE

2009-11-03T10:23:00.000-08:00

2009/1938/ BEAR/MRKS ?

2009-11-01T20:39:00.000-08:00

UNCHANGED ISSUES

2009-11-01T15:41:00.001-08:00

UNWEIGHTED INDEXES/ vs WEIGHTED

2009-10-30T05:18:00.000-07:00

ndxe/spxew/rsp/rwl/rwj/rwk

15/30MIN/BAR.CONFERMATION

2009-10-30T05:03:00.000-07:00

DX leads ES

2009-10-21T16:57:00.001-07:00

30 MIN. LINEBAR SUP/RES

2009-10-19T12:06:00.001-07:00

NOISE REDUCTIONS

2009-10-17T13:31:00.000-07:00

TIME

2009-10-16T08:45:00.001-07:00

VOLs

2009-10-15T06:18:00.000-07:00

DECN/DECN/Q SUP/RES (DIVERG.) ES/NQ

2009-10-09T13:08:00.000-07:00

MONITORING SUP/RES. LEVELS(AS WELL AS DIVERGENCES)

OF DECLINING ISSUES IN RELATION

TO ES/NQ, CAN FORECAST IMMINENT MRK TURNS, A

HIGH VOL. BAR 1MIN 45k/6.5K END OF RUN

2009-10-08T09:37:00.000-07:00

30K 1MIN BAR UP TREND 10 POINTS

36k 1MIN.BAR EXHAUSTION AFTER 14 POINTS

DIVERGENCE ON MACD ADX

35K DOWN 32K UP END OF RUNS

NOTICE THE MACD AS MOMENTUM INDICATOR FAILS:

NO FURTHERS LOWS, OSCILLATORS DO NOT WORK ON

EXHAUSTION MOVES

23K 1MIN BAR RUN EXHAUSTION

1MIN TIME FRAME OR DAILY CHART

TRENDS TENT TO FINISH WITH AN EXHAUSTION MOVE

BEFORE THEY TURN OR STOP THE ASCENT

15MIN. BAR CLOSE CONF.

2009-10-08T09:14:00.001-07:00

BAR vs. LINE CHART

2009-10-08T06:56:00.000-07:00

FLAT TICK WITH PRICE HIGH

2009-10-06T17:19:00.000-07:00

http://blog.afraidtotrade.com/october-6-midday-internals-and-gold-rally/

UVOL-DVOL***(DIVERGENCES)

2009-10-06T05:20:00.000-07:00

NOTE THE POS. HIGH VOL SPREAD ON A LOW VOLUME DAY

MARKED THE TURNING POINT---

ALSO DIVERGENCES PRICE VOLUME ON HIGH VOL DAY

MARKED TOPS AND BOTTOMS---

DJI/DJT CONFNON CONF

2009-10-04T21:50:00.000-07:00

ES/NQ 1MIN BAR CONFER./NON CONF

2009-10-04T21:40:00.000-07:00

COMP/NDX

2009-09-20T15:06:00.001-07:00

SPDRS sect.INTRADAY conf /non conf

2009-09-17T14:14:00.000-07:00

/NQ did not confirm the lower double bottom of the /ES @10,30

in addition the the SNP sectors did not confirm the top

(3 out of 9) and we rolled over

and the bottom (4 out of 9 did not confirm the lower bottom;

also we were at the end of a 5th elliott

I find that more non-confirmations--the greater the number of indexes and sectors not following ES to a new high or low--the more likely it is that we will see a reversal, creating a false breakout move.

Once we got buying off the lows and moved back into the day's range, a trade for a move to at least VWAP had sound risk/reward.

It's a nice illustration of how volume flow information within a single index, such as ES, is helpful, but does not replace a broader market view that takes in a variety of indexes and sectors.

ADVN-DECN//UVOL-DVOL (MRK BREADTH)

2009-09-04T14:03:00.000-07:00

Market breadth tends to be a lagging function, so the absolute level of market breadth is
not as important as the TREND in the market breadth. A strong trend in the morning
breadth, either up or down, indicates good money flows, and the market will likely then
have a higher degree of trendiness. Days that have a good trend in breadth are the best
trading days. On days where the breadth is flat and volume is light, the market is
expected to stay in a contained range. If there is a good trend in breadth after 10 AM, use
the ticks as a momentum oscillator. However, if flat breadth indicates a trading range day,
use the ticks to set up countertrend trades.
Extreme breadth in the morning means little, since the market can have a mid-day reversal
and come back in the afternoon. Heavy breadth in the afternoon, especially when there is
also good market volume, is indicative of a trend day. Respect an extreme reading in the
breadth in the late afternoon.
The bias in the TICK readings for the day will tend to be highly correlated with the breadth

TICK(nyse)/133tick

2009-08-31T06:28:00.000-07:00

8/27/09 (missed trade: rounded reversal)

2009-08-28T05:49:00.000-07:00

ABCDE XYZ

2009-08-19T13:51:00.000-07:00

PUT/CALL (INTRADAY VOLUME)

2009-08-19T13:49:00.000-07:00

NDX MONTHLY 50 MA (RES)

2009-08-17T08:52:00.000-07:00

/NQ leads /ES (breakdown)

2009-08-17T08:50:00.001-07:00

/NQ-/ES (MRK TOP)

2009-08-07T05:03:00.000-07:00

(normally the /NQ outperformed the /ES in this rally we now have the opposite happening)

HEDGING (CCI /Woodies Pivots)

2009-07-16T04:56:00.000-07:00

INDEXS CONF./ NON CONF. WITH TICK

2009-07-12T08:52:00.000-07:00

Reading the tape: if on a consolidation day the tick rally from 0-700 and you short then the tick cames down to 200 or 0 but the ES are not coming down, that a sign of non confirmation = get out.

Also we can see from the above that a high probability trade develop when we have one indx making new high /lows and the other indx making lower high/lows.

----------------------------------------------------------------

Williams% (60)

2009-07-09T05:53:00.000-07:00

MY GRIDS (tape reading)

2009-07-08T12:34:00.000-07:00

-------------------------------------------------------
Buy only the very choicest pullbacks, after a market makes new momentum highs.

To determine what a new momentum high is, make sure that momentum has to have made a higher reading then a 30 bar look back period AND price has to have traded through the Keltner Channels, (new price high/ low, at the same time , with new momentum high/ low) this is a very durable and robust concept to use for new momentum highs or lows.

--------------------------------------------------

Watch the opening price relative to the previous day high/ lows,

and Globex high /lows

--------------------------------------------------

PERSON'S PIVOTS (tos)

2009-07-04T08:40:00.000-07:00

ADM-/ZS (MON)

2009-07-04T08:18:00.000-07:00

Williams % (30) /Accelleration Bands (tos)

2009-07-03T17:35:00.000-07:00

SPX-DJX/SPX-NDX (-SPX)

2009-07-03T16:59:00.000-07:00

SPX VERY STRONG IN THE RALLY LEAD BY THE FINANCIALS

STREGTH DIVERGENCES BETWEEN INDEXS

YTD vs. 1YD EMAs

2009-07-03T14:52:00.000-07:00

GUPPY

2009-06-27T14:15:00.001-07:00

3,5,7,10,12,15EMAs.

30,35,40,45,50,60EMAs.
http://www.startraderreport.com/Articles/GuppyMMA/GMMAArticle1.html

http://tradermike.net/2009/06/june_25_2009_stock_market_recap
-----------------------------------------------

10H/20H/10L/20L

2009-06-24T05:03:00.000-07:00

10H/20H USED FOR SHORT

10L/20L USED FOR LONG

10/20/50/ DAILY

2009-06-23T14:03:00.000-07:00

Can see the support and resistance on the smaller time frame,

dictated by moving averages on the Daily higher time frame

--------------------------------------------------------

30emaH/30emaL/10emaH20emaH

2009-06-23T13:55:00.000-07:00

RUSSELL Value/Growth/Large/Small

2009-06-18T13:22:00.000-07:00

Growth IWO made lows on 5/21/09

Value IWN made lows on 5/22/09

however the high were further apart, (better at signaling top vs. bottoms)
Growth IWO made the high on 6/11/09

Value IWN made the high on 6/5/09

IWM high 6/5/09 lows 5/26/09

---------------------------------------
Russell Large Growth /rlg
SP Large growth /splg
Rlg=IWF
Rl=IWB
Rlv=IWD
SPlg=IVW
SPl=IVV
SPlv=IVE

Rmg=IWP
Rm=IWR
Rmv=IWS
SPmg=IJK
SPm=IJH
SPmv=IJJ

Rsg=IWO
Rs=IWM
Rsv=IWN
Rmicro=IWC
SPsg=IJT
SPs=IJRSPsv=IJS

----------------------------------------------

http://www.dows.com/Publications/growth_versus_value_investing.htm

http://www.smartmoney.com/investing/basics/value-vs-growth-17591/

SP600 Leading Indicator

2009-06-16T13:07:00.000-07:00

Small cap topped on 6/4/09

Large cap topped on 6/11/09
-------------------------------------------------

DARVAS

2009-06-14T11:38:00.001-07:00

TECHNICAL Concepts

2009-06-13T16:20:00.000-07:00

When last down swing greater than the previous up swing, or down swing short the first reaction up (ABC)
Gap up/down after a trend day buy first push down below the opening price, sell first push up above the opening price(consolidation type day) close position as the price approach the opening price
Use Tick with MACD 3/10 for confirmation / non confirmation 5min chart, look for new tick lows after first hour range
/SMC on range day often lead the/ES
00, numbers 25, 35 ... at sup/res
MRKs confirmation non confirmation (between indexes)at turning points
Range bound day: buy /sell ticks high / low, relative to ATR
Compare: Trading hours chart/Extended hours charts
Theme of the day?
VWAP
Provide liquidity to the MRK as oppose to take liquidity from the MRK
Second retest of support on lower volume
Oscillator do not work well on low momentum day , and in steady higher high or lower lows, like on a trend day, up or down
How much buying power has each swing? volume group(8k)
New momentum high / price high on 1 min. precede new mom. high /price high on 5min.
Tick mom. indicator make new lower lows, keep shorting
First hour H/L, first push outside look for retest inside
Monitor price (tape read) as it approaches sup/res is it loosing
or gaining momentum?
If you define exit prior entry, there is no reason to be esitant
How extended is the slow line momentum(macd) look for big moves in the slow line
1 contract overnight on oversold /overbought
2 points up/down from opening (if only up 2 or down 2 on one side) often define the type of strenght and direction
stock up big in volume, look for continuation move the next day
new lows/new high (5 points run or more short or buy fades for scalp only)
first day of month rally...?
-------------------------------------------------------------

/6A /6E(lbr-sem.)

2009-06-11T15:26:00.000-07:00

EU ABC pattern + mom. high on the left

AUD lower H.and S. + res. at the value areas (not the two spike lows)

----------------------------------------------------

MRKs CORRELATIONS 6/09

2009-06-11T15:17:00.001-07:00

https://www.lbrgroup.com/index.asp?page=FuturesLive
----------------------------------------------------

Dow Jones (10ma) Conf./No Conf.

2009-06-09T11:16:00.000-07:00

lack of participation in the $DJT resulted small gain inthe SPY

***Distribution- Day Concept

2009-06-09T10:09:00.000-07:00

The clearest signal that a market uptrend is in distress is a buildup of distribution days.
When a major index drops more than 0.2% in higher volume than the previous session, that's a distribution day. It suggests institutional investors are selling their holdings.
If you see three to five distribution days accumulate on any one index within four to five weeks, chances are good the market is set to take a tumble.

http://www.investors.com/NewsAndAnalysis/Article.aspx?id=478428&Ntt=