F-Forex, Diary of a quant forex trader

High Volume Nodes

Here is the overlay curve on how the market has traded in the last 10 days of action:

1214.00 hd
1213.75 ad
1213.50 hed
1213.25 bjfed
1213.00 jihed
1212.75 jihfed
1212.50 bakjihged
1212.25 bihgfed
1212.00 bjihgfed
1211.75 akjhgfed
1211.50 bajhgfed
1211.25 bajihgfed
1211.00 bajigfe
1210.75 aigfe
1210.50 bakjifed
1210.25 gaigf
1210.00 mgbajigfc
1209.75 mgbajgfc
1209.50 gakjgfc
1209.25 mgbakgc
1209.00 mgbakgc
1208.75 mlhgbakgc
1208.50 mlkgbakc
1208.25 mlkhbakgc
1208.00 mlhbalkc
1207.75 mlkhbkc
1207.50 lkhgfk
1207.25 lkhgfba0lkc
1207.00 kjhgfeck
1206.75 mlkjihfakc
1206.50 lkjhgfebk
1206.25 mlkjhfecblkc
1206.00 ljife
1205.75 mlkjfec
1205.50 mlkjifl
1205.25 mlkjifcc
1205.00 mkjifec
1204.75 miecb
1204.50 ieclcb
1204.25 miedcc
1204.00 idlc
1203.75 iecba
1203.50 idcmlca
1203.25 iedlb
1203.00 edl
1202.75 mledml0
1202.50 mledclba
1202.25 mledml
1202.00 mledcmmb
1201.75 mldclba
1201.50 mlkdcmmla
1201.25 mlkecmmlb
1201.00 kjedcmmlba
1200.75 mldmlba
1200.50 mkmmlba
1200.25 mkjdcmlb
1200.00 mlkjdcmla
1199.75 lkjemmlba
1199.50 lkjdmma
1199.25 lkjecmlma
1199.00 mlkjcll
1198.75 mlkjelaba
1198.50 kjmmbab
1198.25 mjhcba
1198.00 kjhlmbaa
1197.75 mjhbmab
1197.50 jhbmmbaba
1197.25 jhlmb
1197.00 lhmlmaba
1196.75 igblmaa0
1196.50 ihglmaba
1196.25 mihgmab
1196.00 ihgbba
1195.75 ihgaba
1195.50 migfblaba
1195.25 igfbb
1195.00 migfaba
1194.75 migfla
1194.50 mf0ba
1194.25 mlifblb
1194.00 febkc
1193.75 mgfebakcb
1193.50 lfeblkb
1193.25 mfebac
1193.00 mfebakec
1192.75 febalkeec
1192.50 feakjec
1192.25 lfebakfefe
1192.00 lbakjfeec
1191.75 mlfakjfejfec
1191.50 lebfejfc
1191.25 ledakjfjgfc
1191.00 mlakjfejifed
1190.75 ledbakjfeajhgfec
1190.50 mldalkjfejihfedc
1190.25 ldblkjejihgfd
1190.00 lclkjfejihgfedc
1189.75 dalfajihedj
1189.50 ldbljfea0jihgdj
1189.25 mdcljfdkjihedcj
1189.00 mdcljgfkjihgdcj
1188.75 dcjigfedaihgfdcj
1188.50 ldcigfdhgkj
1188.25 ldigfdajhgdki
1188.00 lcigedakhgdckji
1187.75 mcjigedajhgdcji
1187.50 dcigeakgdkji
1187.25 mldcjiedagfkj
1187.00 lcjihedlgdkf
1186.75 mdjihgdcalgkifd
1186.50 lkdcihgcajfif
1186.25 kdhgdcbkif
1186.00 dhgdcbakgkifd
1185.75 mchdcbalgkfdc
1185.50 mchgdcgkifdc
1185.25 mkjhcblkhd
1185.00 mjdhcballkihfed
1184.75 mjdcblihgfd
1184.50 kdhcbljkihfed
1184.25 kjdcbalhgc
1184.00 mkjdcballihfedc
1183.75 kjcblklihgfedc
1183.50 mkjcbaklhgfedca
1183.25 kcblklihgfedca
1183.00 kjblkjigfeb
1182.75 kjbllihgeca
1182.50 mkjblkjhgedcba
1182.25 jbkgeba
1182.00 jbkgecb
1181.75 jibklhgecb
1181.50 jlkecb
1181.25 jigcba
1181.00 jklc
1180.75 illba
1180.50 illcba
1180.25 jilkcb
1180.00 jil
1179.75 ilkba0
1179.50 ilklba
1179.25 mlba
1179.00 iklb
1178.75 jklba
1178.50 iba
1178.25 jla
1178.00 ima
1177.75 ia
1177.50 jma
1177.25 mka
1177.00 kla
1176.75 ia
1176.50 ih
1176.25 ih
1176.00 ihml
1175.75 ihml
1175.50 hgl
1175.25 hgm
1175.00 hgmml
1174.75 hm
1174.50 hgm
1174.25 hga
1174.00 m
1173.75 hg
1173.50 hmml
1173.25 ga
1173.00 gfaml
1172.75 gfa
1172.50 f
1172.25 gfm
1172.00 gfe0
1171.75 gfe
1171.50 feam
1171.25 feam
1171.00 fem
1170.75 eam
1170.50 feam
1170.25 fem
1170.00 feamm
1169.75 feda
1169.50 fedam
1169.25 feda
1169.00 eamm
1168.75 edba
1168.50 ed
1168.25 dba
1168.00 bam
1167.75 dam
1167.50 dbm
1167.25 dbm
1167.00 da
1166.75 dbm
1166.50 dmm
1166.25 db
1166.00 b
1165.75 bm
1165.50 dmm
1165.25 dcbm
1165.00 mm
1164.75 cbm
1164.50 cmm
1164.25 dc
1164.00 dcbmm
1163.75 c
1163.25 c
1163.00 cm
1162.75 dcb
1162.50 dc
1162.25 cb
1162.00 c
1161.75 c
1161.50 cbm
1161.25 cb
1161.00 c
1160.50 c
1160.25 b
1160.00 b
1159.75 cb
1159.50 b
1158.75 b
1158.00 m
1157.75 b
1157.25 bm
1157.00 m
1156.50 m
1155.00 m
1154.50 m
1154.25 m
1153.75 m
1153.50 m
1153.00 m
1152.25 m
1151.50 m
1151.00 m
1150.75 m
1150.50 m
1149.50 m
1149.25 l
1149.00 ml
1148.75 ml
1148.50 l
1148.25 m
1148.00 ml
1147.75 ml
1147.50 l
1147.00 l
1146.75 l
1146.50 l
1145.75 l
1145.50 l
1145.25 l
1144.00 lk
1143.75 kfe
1143.50 k
1143.25 ke
1143.00 kfe
1142.75 ke
1142.50 kfe
1142.25 ke
1142.00 kf
1141.75 gfa
1141.50 kgf
1141.25 kjgfe
1141.00 kjgfe
1140.75 kgfe
1140.50 ga
1140.25 jgf0
1140.00 jgfea
1139.75 jgfe
1139.50 jf
1139.25 kjfeda
1139.00 kjfa
1138.75 jea
1138.50 jda
1138.25 jeda
1138.00 da
1137.75 kjgda
1137.50 jgd
1137.25 hgea
1137.00 je
1136.75 gda
1136.50 igd
1136.25 jgd
1136.00 ihgda
1135.75 iga
1135.50 ihgd
1135.25 bjjhga
1135.00 jihda
1134.75 bida
1134.50 ih
1134.25 ihd
1134.00 bihd
1133.75 cjiihc
1133.50 cbjhca
1133.25 ciihca
1133.00 jidihda
1132.75 cdihc
1132.50 cjiihd
1132.25 cjihc
1132.00 baj
1131.75 cbiecba
1131.50 cmjidba
1131.25 cbamifdc
1131.00 mjidb
1130.75 bmed
1130.50 cmjfb
1130.25 cigfedc
1130.00 cbamjfcb
1129.75 amljdcb
1129.50 cblfecb
1129.25 bmlifdccb
1129.00 amljgfc
1128.75 dcbljedccb
1128.50 ecbagfdcb
1128.25 cmlkigfecb
1128.00 gbamligfedcc
1127.75 dakjgfedb
1127.50 hebamlkgfacb
1127.25 geamlkjigedcb
1127.00 gedamkjigfedab
1126.75 gedalkjifedb
1126.50 gedljgfedacb
1126.25 hgeda0mlkjihedcb
1126.00 jhedbalkihgfebcb
1125.75 hgedbakhecbcb
1125.50 hebalkjhgeab
1125.25 mdbakhgc
1125.00 medaihgecb
1124.75 hedkihgac
1124.50 gedihcbab
1124.25 gedlkc
1124.00 mjhgedbkhcba
1123.75 mgdbahca
1123.50 dahga
1123.25 hedkgca
1123.00 mhgealgcb
1122.75 hfbcb
1122.50 heh
1122.25 mjhhcba
1122.00 hgfhcba
1121.75 mkhgfaa
1121.50 hgf
1121.25 kihfbc
1121.00 kjgfaca
1120.75 mjgfcb
1120.50 mkihfba
1120.25 kjihf
1120.00 kifb
1119.75 kifb
1119.50 mkihfb
1119.25 mkifba
1119.00 kjifba
1118.75 mkhfba
1118.50 kfb
1118.25 kia
1118.00 mifb
1117.75 kifa
1117.50 f
1117.25 mkba
1117.00 k
1116.75 i
1116.50 mib
1116.25 mki
1116.00 mlk
1115.75 lkia
1115.50 kj
1115.25 l
1115.00 j0
1114.75 mjia
1114.50 lja
1114.25 mlji
1114.00 mlj
1113.75 lj
1113.50 l
1113.25 lj
1113.00 lj
1112.50 lj
1112.25 lj
1112.00 mlj
1111.75 mlj
1111.50 ml
1111.25 m
1111.00 m
1110.75 l
1110.25 l
1110.00 l
1109.50 l
1109.25 l
1108.25 l
1107.50 l
1107.25 l

Tags: high volume nodes, market composite, Market Profile, overlay demand curve

Overlay Demand Curve

Here is the overlay demand curve of the last 5 days of trading:

1202.75    d
1202.50    d
1202.25    d
1202.00    d
1201.75    d
1201.50    dc
1201.25    e
1201.00    ec
1200.75    ed
1200.50    d
1200.25    ed
1200.00    ed
1199.75    ec
1199.50    edc
1199.25    ed
1199.00    edc
1198.75    ec
1198.50    ec
1198.25    ec
1198.00    hgec
1197.75    heca
1197.50    khgc
1197.25    khgec
1197.00    lkhgf
1196.75    mkhfa
1196.50    lkhfcb
1196.25    mlkhgf
1196.00    mlkhgfeba
1195.75    lkhfba
1195.50    mlkjhfa
1195.25    mlkhgfba
1195.00    lihfeba
1194.75    mljhgfcb
1194.50    mjhgfeba
1194.25    mljigf
1194.00    mljgf
1193.75    mjgfeba
1193.50    mjigb
1193.25    gfba
1193.00    mifb
1192.75    mihifa
1192.50    mjhgfa
1192.25    mihba
1192.00    jiha
1191.75    ihib
1191.50    ihba
1191.25    ihia
1191.00    ihja
1190.75    ihgiba
1190.50    igjib
1190.25    igjba
1190.00    hgmj0
1189.75    hgj
1189.50    hgmjb
1189.25    jia
1189.00    gmjib
1188.75    feji
1188.50    gfemkji
1188.25    fedmkib
1188.00    fedmkji
1187.75    fdmkj
1187.50    femlkj
1187.25    fedmkji
1187.00    edlkji
1186.75    edmk
1186.50    dmlkji
1186.25    dmlki
1186.00    lj
1185.75    dmlk
1185.50    dbmlkj
1185.25    bm
1185.00    bmlj
1184.75    dbl
1184.50    dcbl
1184.25    dbl
1184.00    cb
1183.75    cb
1183.50    dcbl
1183.25    dcbl
1183.00    dcbal
1182.75    cbal
1182.50    cal
1182.25    ca
1182.00    ca
1181.75    ca
1181.50    ca0
1181.25    a
1181.00    a
1180.50    a
1180.25    a
1180.00    a
1179.75    a
1179.25    a
1179.00    a
1178.75    a
1178.50    a
1178.25    a
1168.50    c
1168.25    dc
1168.00    c
1167.75    c
1167.25    ca
1167.00    c
1166.75    ca
1166.50    dc
1166.25    cb
1166.00    cb
1165.75    dc0
1165.50    mdcb
1165.25    db
1165.00    dcb
1164.75    dcb
1164.50    db
1164.25    ba
1164.00    mcba
1163.75    dcba
1163.50    mba
1163.25    ba
1163.00    mdba
1162.75    ba
1162.50    mjba
1162.25    ba
1162.00    jdba
1161.75    jba
1161.50    jdba
1161.25    kjda
1161.00    kjdb
1160.75    kjba
1160.50    mkjda
1160.25    kda
1160.00    mk
1159.75    mj
1159.50    kj
1159.25    mkd
1159.00    mk
1158.75    mka
1158.50    mk
1158.25    kjid
1158.00    mj
1157.75    kjie
1157.50    mki
1157.25    mjid
1157.00    kji
1156.75    ke
1156.50    mkjie
1156.25    ljed
1156.00    lkjied
1155.75    em
1155.50    ld
1155.25    le
1155.00    le
1154.75    lhhm
1154.50    lihd
1154.25    lihfem
1154.00    mlhfh
1153.75    mlihfm
1153.50    mlhfh
1153.25    mlifm
1153.00    mlhgf
1152.75    mlhgh
1152.50    ligfm
1152.25    lihgfh
1152.00    lighe
1151.75    ihgh
1151.50    hgf
1151.25    hgfehe
1151.00    gfemhge
1150.75    gfebihfe
1150.50    hgfhb
1150.25    febmie
1150.00    femhgfm
1149.75    febmjife
1149.50    emiem
1149.25    ebihfeb
1149.00    edbjihfeb
1148.75    dmih
1148.50    edbmjifb
1148.25    edmjihgfm
1148.00    edmjifma
1147.75    dbajifemb
1147.50    edbkieb
1147.25    bkjigemba
1147.00    emjigfmb
1146.75    dakjigfb
1146.50    dmkjgf
1146.25    akjigm
1146.00    bakjgfb
1145.75    ajgb
1145.50    dblkgb
1145.25    dclkjg
1145.00    dmljgma
1144.75    damkgb
1144.50    cbamlm
1144.25    dbamlkba
1144.00    dcbalkeb
1143.75    dblke
1143.50    dcamlkgmba
1143.25    dbalke
1143.00    dbalkkeba
1142.75    cbakmeb
1142.50    blkmeba
1142.25    bmeb
1142.00    baedcb
1141.75    calmdcb
1141.50    calkedcb
1141.25    camc
1141.00    cafea
1140.75    clkfec
1140.50    mledca
1140.25    cakfeda
1140.00    cgca
1139.75    lkfeca
1139.50    clkhfedc
1139.25    ckhgfdca
1139.00    khfdc
1138.75    ckgfdc
1138.50    lkhfca
1138.25    0hfca
1138.00    hfdca
1137.75    kfdc
1137.50    hfca
1137.25    khgfdc
1137.00    khgda
1136.75    lkgdca
1136.50    lkhgfdc
1136.25    lhgda
1136.00    lkihgda
1135.75    lhg
1135.50    lkihgdca
1135.25    ligdc
1135.00    jigd
1134.75    lkid
1134.50    li
1134.25    lia
1134.00    lkjia
1133.75    lkj
1133.25    ji
1133.00    kji0
1132.75    i
1132.50    kji
1132.25    i
1132.00    ji
1131.75    kji
1131.50    ji
1131.25    j
1131.00    ji
1130.75    j
1130.50    j
1130.25    j
1130.00    j
1129.75    j
1129.50    j

Tags: es trading, index trading, Market Profile, market profile composite, overlay demand curve

Overlay Demand Curve

Cisco Futures call it overlay demand curve, other textbooks can call it composite. It is several days of market profile graphics put it together in the same vertical price axis. This tell us where the most volume area is, extremes of the curve and other key reference areas. It also help traders determine the state of the market. The states can be:

- trend.
- balance.
- to volatile.

Here is the overlay demand curve for the last 5 days of trading including today. This days are: 2011-06-24, 2011-06-27, 2011-06-28, 2011-06-29 and 2011-06-30.

1317.00 m
1316.75 m
1316.50 mf
1316.25 me
1316.00 mfe
1315.75 mfed
1315.50 mhgfed
1315.25 mhgfedb
1315.00 mkhgfed
1314.75 mkjhgedb
1314.50 mkjhgd
1314.25 lkjihgdcb
1314.00 lkjihgcb
1313.75 lkjihc
1313.50 lkjihdc
1313.25 lkihcba
1313.00 lihdcb
1312.75 lihcb
1312.50 lcb
1312.25 lb
1312.00 cba
1311.75 ba
1311.50 ba
1311.25 a
1311.00 ba
1310.75 a
1309.50 a
1309.25 a
1309.00 a
1307.50 a
1307.25 a
1307.00 a
1306.75 a0
1306.25 a
1306.00 a
1304.50 h
1304.25 mih
1304.00 ih
1303.75 mihf
1303.50 mihf
1303.25 mihf
1303.00 mlhgfd
1302.75 mlhgfed
1302.50 mihgfd
1302.25 mjihgfed
1302.00 mljihgfed
1301.75 mljed
1301.50 ljied
1301.25 ljed
1301.00 ledc
1300.75 ljec
1300.50 c
1300.25 lkj
1300.00 lkjc
1299.75 lkj
1299.50 lk
1299.25 kjc
1299.00 kc
1298.75 kc
1298.50 kjca
1298.25 kjc
1298.00 kjca
1297.75 kj
1297.50 kca0
1297.25 ca
1297.00 cba
1296.75 cba
1296.50 cba
1296.25 ba
1296.00 ba
1295.75 ba
1295.50 ba
1295.25 a
1295.00 ba
1294.75 ba
1294.50 b
1294.25 b
1294.00 b
1293.75 b
1293.50 b
1293.25 b
1292.75 b
1291.75 k
1291.50 mk
1291.25 mk
1291.00 mlk
1290.75 mlk
1290.50 mlk
1290.25 mlk
1290.00 mlk
1289.75 mlkj
1289.50 mljh
1289.25 mlji
1289.00 mjih
1288.75 mjih
1288.50 mjih
1288.25 jhf
1288.00 jihgf
1287.75 ihgf
1287.50 ihgf
1287.25 gfc
1287.00 gfec
1286.75 gfec
1286.50 edc
1286.25 fedc
1286.00 edc
1285.75 edc
1285.50 edb
1285.25 ed
1285.00 edb
1284.75 db
1284.50 db
1284.25 b
1284.00 b
1283.75 b
1283.50 b
1283.25 ba
1283.00 a
1282.75 ba
1282.50 b
1282.25 a
1282.00 a
1281.75 a
1281.50 a
1281.25 a
1280.75 a
1280.25 a
1280.00 k
1279.50 a0k
1279.25 lk
1279.00 alk
1278.75 alk
1278.50 mlkj
1278.25 mlkja
1278.00 mlja0
1277.75 mlj
1277.50 mlj
1277.25 lj
1277.00 mja
1276.75 mja
1276.50 mja
1276.25 mja
1276.00 m
1275.75 mja
1275.50 mja
1275.25 a
1275.00 ma
1274.75 fa
1274.50 h
1274.25 hgfba
1274.00 hgfba
1273.75 ihgfeba
1273.50 ihgfea
1273.25 jihgfea
1273.00 ihgfecb
1272.75 ihfecb
1272.50 ihfdcb
1272.25 iedcb
1272.00 ihedcb
1271.75 iedcb
1271.50 iedcb
1271.25 ecb
1271.00 edcbb
1270.75 db
1270.50 db
1270.25 edb
1270.00 edec
1269.75 dc
1269.50 dbfec
1269.25 bfec
1269.00 fecb
1268.75 bafec
1268.50 agfecb
1268.25 baifedb
1268.00 baigfedb
1267.75 aigfedcb
1267.50 bjigfedc
1267.25 baigfdcb
1267.00 bakigfedcb
1266.75 ajihfdc
1266.50 akjifdcb
1266.25 akjihdc
1266.00 kjihgdc
1265.75 amkjidc
1265.50 mkjihgc
1265.25 kjihg
1265.00 mlkjhgc
1264.75 mlkjhg
1264.50 amljhgd
1264.25 a0mlkjh
1264.00 amlh
1263.75 amlhg
1263.50 amlh
1263.25 mlh
1263.00 ml
1262.75 aml
1262.50 am
1261.50 m

This profile show the trader market is trending. It could be trending inside a bracket, what we know is that for the last 5 days the market is in clear upside trend, we can clearly see the nodes. In trend markets value is undefined and extremes too. Trading tactics in trending and bracket markets are different. Trader chip should be changed.

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Tags: bracket markets, composite market profile, overlay demand curve, trending markets