Author Archive
Jul
23
Last week’s program trading report revealed 46.5% of total program volume was executed as principal, for member firms’ own accounts. Above-average program activity is…
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Jul
22
Signal Summary for July 22nd, 2010
Posted byJul
22
Signal Summary for July 21st, 2010
Posted byJul
22
Insight from the SPX 65-minute Chart
Posted byThanks to Bob Barnes (BZBTrader) for this recent post that highlights the concept of utilizing 65-minute bars for intraday analysis. With 390 minutes in a trading day, 65-minute bars are a better fit than traditional hourly bars, in which the final bar of each day is really only 30 minutes. I’ve been examining these 65-minute bars with the S&P500 and noted something interesting this evening…
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Jul
21


Two-day Cumulative TICK Just Under +200k, Highest since Last July
Posted by Rennie on Sunday, July 25th, 2010 at 8:19 pmThe S&P500 followed through from Thursday’s 90% up volume day with another strong session. Cumulative TICK closed in the +100,000 range for the third time in the last five sessions, a bullish cluster that normally leads to…
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