Bought 2% YM futures (the DJ e-minis which trade at all hours) at 10,271. The futures markets were non-trending. Here is the raw I1:
20100701 24.67989
20100702 22.35137
20100705 21.57711
20100706 21.9467
20100707 22.73956
20100708 24.07844
20100709 26.13671
20100712 28.78697
20100713 30.21966
20100714 31.80805
20100715 33.66239
20100716 35.20112
20100719 36.13145
20100720 36.27178
20100721 36.41742
20100722 36.30637
20100723 34.96335
20100726 33.57488
20100727 32.35731
20100728 31.96437
20100729 31.80197
20100730 31.94768
20100802 33.12613
20100803 34.77583
20100804 36.69522
20100805 38.74793
20100806 40.58552
20100809 42.17691
20100810 43.32631
20100811 44.65306
20100812 45.70546
20100813 46.2804
20100816 45.8179
20100817 44.81092
20100818 44.02602
20100819 41.4094
20100820 38.54031
20100823 35.95889
20100824 33.82167
20100825 31.94079
If SP futures can break 1096 on a 30-minute close then the market should break through to new highs. This is the 30-minute M/A.
Subscribe to:
Post Comments (Atom)
How far out do you run the raw data? I think you said you run it on a 3 month running basis. Could you give us a run as far out as you think it has meaning.? Thanks. BAR
ReplyDelete