F-Forex, Diary of a quant forex trader

Normal variation in the s&p market profile chart

High of the day: 1291.75
Low of the day: 1278.75

Amplitude:13 handles

1291.75 k
1291.50 km
1291.25 km
1291.00 klm
1290.75 klm
1290.50 klm
1290.25 klm
1290.00 klm
1289.75 jklm
1289.50 hjlm
1289.25 ijlm
1289.00 hijm
1288.75 hijm
1288.50 hijm
1288.25 fhj
1288.00 fghij
1287.75 fghi
1287.50 fghi
1287.25 cfg
1287.00 cefg
1286.75 cefg
1286.50 cde
1286.25 cdef
1286.00 cde
1285.75 cde
1285.50 bde
1285.25 de
1285.00 bde
1284.75 bd
1284.50 bd
1284.25 b
1284.00 b
1283.75 b
1283.50 b
1283.25 ab
1283.00 a
1282.75 ab
1282.50 b
1282.25 a
1282.00 a
1281.75 a
1281.50 a
1281.25 a
1280.75 a
1280.25 a
1279.50 0a
1279.00 a
1278.75 a

Download this profile

Tags: market profile chart, normal variation, normal variation day, normal variation trading

double distribution day in the s&p

Today we saw a double distribution day, the market opened at friday value, traded at that value in the first trading hours showing balance. For the noon the market moved up and traded at new value closing in the highs and creating the double distribution.

High of the day: 1280.00
Low of the day: 1262.50

Amplitude: 17.5 handles

1280.00 k
1279.50 k
1279.25 kl
1279.00 kl
1278.75 kl
1278.50 jklm
1278.25 jklm
1278.00 jlm
1277.75 jlm
1277.50 jlm
1277.25 jl
1277.00 jm
1276.75 jm
1276.50 jm
1276.25 jm
1276.00 m
1275.75 jm
1275.50 jm
1275.00 m
1274.75 f
1274.50 h
1274.25 fgh
1274.00 fgh
1273.75 efghi
1273.50 efghi
1273.25 efghij
1273.00 cefghi
1272.75 cefhi
1272.50 cdfhi
1272.25 cdei
1272.00 bcdehi
1271.75 bcdei
1271.50 bcdei
1271.25 ce
1271.00 bcde
1270.75 bd
1270.50 bd
1270.25 bde
1270.00 de
1269.75 d
1269.50 bd
1269.25 b
1268.75 ab
1268.50 a
1268.25 ab
1268.00 ab
1267.75 a
1267.50 b
1267.25 ab
1267.00 ab
1266.75 a
1266.50 a
1266.25 a
1265.75 a
1264.50 a
1264.25 0a
1264.00 a
1263.75 a
1263.50 a
1262.75 a
1262.50 a

Download this profile

Tags: double distribution, double distribution day, market profile charts

Normal variation day in the ES

A new normal variation was formed today in the ES. All trading was done inside yesterday range showing us a very balanced market.

High of the day: 1278.25
Low of the day: 1261.50

Amplitude:16.75 handles

1278.25 a
1278.00 0a
1277.00 a
1276.75 a
1276.50 a
1276.25 a
1275.75 a
1275.50 a
1275.25 a
1275.00 a
1274.75 a
1274.25 ab
1274.00 ab
1273.75 ab
1273.50 a
1273.25 a
1273.00 b
1272.75 b
1272.50 b
1272.25 b
1271.25 b
1271.00 b
1270.00 ce
1269.75 c
1269.50 cef
1269.25 cef
1269.00 bcef
1268.75 cef
1268.50 bcefg
1268.25 bdefi
1268.00 bdefgi
1267.75 bcdefgi
1267.50 cdefgij
1267.25 bcdfgi
1267.00 bcdefgik
1266.75 cdfhij
1266.50 bcdfijk
1266.25 cdhijk
1266.00 cdghijk
1265.75 cdijkm
1265.50 cghijkm
1265.25 ghijk
1265.00 cghjklm
1264.75 ghjklm
1264.50 dghjlm
1264.25 hjklm
1264.00 hlm
1263.75 ghlm
1263.50 hlm
1263.25 hlm
1263.00 lm
1262.75 lm
1262.50 m
1261.50 m

Download this profile

Tags: market profile charts, market profile trading, normal variation day

Another Neutral Day in the EMini SP

As we expected from yesterday, the market traded lower and it formed today a new neutral day. this time the close was in the up of the range, this could lead to some up action in tomorrow early market.

High of the day: 1279.25
Low of the day: 1257.75

Amplitude: 21.5 handles. Big amplitude compared to last days.

1279.25 m
1278.50 m
1278.25 m
1278.00 m
1277.50 m
1277.25 m
1277.00 l
1276.75 lm
1276.25 m
1276.00 l
1275.75 l
1275.50 lm
1275.25 l
1275.00 l
1274.50 l
1274.25 lm
1274.00 l
1273.75 l
1273.50 m
1273.25 l
1272.75 lm
1272.50 m
1272.25 lm
1272.00 l
1271.75 m
1271.50 m
1271.25 m
1270.75 m
1270.50 lm
1270.25 ilm
1270.00 i
1269.75 i
1269.50 il
1269.25 il
1269.00 hi
1268.75 i
1268.50 hil
1268.25 hijk
1268.00 hi
1267.75 hj
1267.50 hi
1267.25 0hij
1267.00 hi
1266.75 hij
1266.50 j
1266.25 ghij
1266.00 aghj
1265.75 gjk
1265.50 fgjk
1265.25 afjk
1265.00 afjk
1264.75 abefgj
1264.50 abfgjk
1264.25 abfgj
1264.00 abeg
1263.75 befgk
1263.50 abefk
1263.25 abefgk
1263.00 acegk
1262.75 befk
1262.50 abefgk
1262.25 bceg
1262.00 abcgk
1261.75 abdfg
1261.50 ad
1261.25 cd
1261.00 bcd
1260.75 abcd
1260.50 acd
1260.25 abcd
1260.00 bcd
1259.75 acd
1259.50 d
1259.25 ac
1259.00 c
1258.50 c
1258.25 c
1258.00 c
1257.75 c

Download this profile

Tags: market profile charts, neutral day, neutral day trading, sp market profile

ES Neutral Day

A neutral day was developed today. Initial balance period was extended to both sides. The close of a neutral day can be important for next day. As this neutral day closed on the lows of the day we can expect some more down side action in tomorrow opening and first 90 minutes of trade. A neutral day also can identify the end of a trend but market is not trending in this case.

High of the day: 1293.25
Low of the day: 1281.50

Amplitude: 11.75 handles
Trading Range: from 1281.50 to 1292.25

Initial Balance: from 1285.00 to 1291.25

1293.25 c
1293.00 j
1292.75 d
1292.50 dj
1292.25 cdegij
1292.00 cdeghij
1291.75 degij
1291.50 cdeghij
1291.25 bdeghij
1291.00 befghj
1290.75 cefghjk
1290.50 abcefghjk
1290.25 abcfgjk
1290.00 acfg
1289.75 abcfgk
1289.50 abcfk
1289.25 abcfgk
1289.00 abfkl
1288.75 abgkl
1288.50 bgkl
1288.25 akl
1288.00 bgkl
1287.75 akl
1287.50 abkl
1287.25 abklm
1287.00 kl
1286.75 akl
1286.50 a
1286.25 a
1286.00 0am
1285.75 m
1285.50 am
1285.25 m
1285.00 am
1284.75 m
1284.50 m
1284.25 m
1284.00 m
1283.75 m
1283.50 m
1283.25 m
1283.00 m
1282.00 m
1281.75 m
1281.50 m

Download this profile

View with Wordpad in windows, cat or vi in linux.

Tags: Market Profile, neutral day, neutral day properties

ES Normal variation closing in it highs

Again as yesterday another normal variation day closing in it highs. We conclude yesterday that the buyers were winning the battle for price at the close. Today the market traded higher than the whole range of yesterday in the first 90 minutes of the session.

High of the day: 1292.25
Low of the day: 1277.55

Amplitude: 14.5 handles

Trading Range: from 1277.55 to 1292.25

1292.25 k
1292.00 k
1291.75 kl
1291.50 klm
1291.25 ekl
1291.00 eklm
1290.75 elm
1290.50 eklm
1290.25 efm
1290.00 efjkm
1289.75 efjklm
1289.50 defgjkm
1289.25 defghjm
1289.00 dfghjm
1288.75 dfghjm
1288.50 dghjm
1288.25 dhj
1288.00 dhj
1287.75 dhij
1287.50 dhij
1287.25 dhi
1287.00 dhi
1286.75 cdi
1286.50 cdi
1286.25 cdi
1286.00 c
1285.75 c
1285.50 c
1285.25 c
1285.00 bc
1284.75 c
1284.50 bc
1284.25 bc
1284.00 bc
1283.75 bc
1283.50 b
1283.25 b
1283.00 b
1282.75 b
1282.50 b
1281.25 a
1281.00 a
1280.75 ab
1280.50 a
1280.25 a
1279.50 a
1279.25 a
1279.00 0a
1278.75 a
1278.50 a
1278.25 a
1278.00 a
1277.75 a

Download this profile

* view with wordpad in windows cat or vi in linux.

Tags: es trading, futures trading, Market Profile, normal variation, trading range

ES Normal Variation market profile day

Normal variation day, initial range was extended to the upside. Market closed in its highs meaning a win of the buyers at the close. this could lead to buying action tomorrow at the open.

High of the day: 1275.25
Low of the day: 1262.00

Day range: 13.25 handles.

1275.25 fg
1275.00 fg
1274.75 fgk
1274.50 efg
1274.25 efgk
1274.00 efgklm
1273.75 efikm
1273.50 efghiklm
1273.25 fghiklm
1273.00 efhiklm
1272.75 efghilm
1272.50 ehijkm
1272.25 ehijkm
1272.00 dehjklm
1271.75 dhijl
1271.50 cdeijkm
1271.25 cijl
1271.00 cijl
1270.75 cjlm
1270.50 cdl
1270.25 clm
1270.00 clm
1269.75 d
1269.50 cd
1269.25 cd
1269.00 cd
1268.75 cd
1268.50 c
1268.00 c
1267.50 ab
1267.25 ac
1267.00 ab
1266.75 a
1266.50 ab
1266.25 b
1266.00 ab
1265.75 ab
1265.50 a
1265.25 a
1265.00 ab
1264.75 ab
1264.50 a
1264.25 b
1264.00 a
1263.75 a
1263.50 a
1263.00 a
1262.75 a
1262.50 a
1262.00 a
1261.75 0

Download profile
* Recommended software for profile view. In Windows: Microsoft WordPad. In Linux: cat, vi.

Tags: es trading, initial range extension, market profile charts, normal variation, normal variation day