S&P 500 e-mini Collaboration Market Behavior Research

December 17th, 2016, 04:10 PM

Hey guys,
I wanted to see if this is something people would like to contribute to.
I thought starting a thread about Market behavior on specific markets using group collaboration
would be beneficial for everyone interested in mastering a specific market.

While the information provided on the thread others can Verify by other collaborators if the information is valid or invalid.

I am currently studying the S&P 500 e-mini and reading everything I can on it. Putting together my own market research at the moment.

Let me know what you think?

December 18th, 2016, 04:26 PM

For my research report for the S&P 500 I have decided to break down the months and weeks of probabilities.
Here is some information I have concluded for the month of December.

starting from 2001 - 2015
that there is an 80% probability of a gain in December
20% possible loss

If there is a gain the average gain is 1.93%
averaging 23 points (this is based on holding the trade from beginning of the month to end of month)
having a volatility points average from low-high of 68 points.

Week 1 their is a 66.67% of a possible gain
averaging 37 points of volatility from low / high

Week 2 their is a 40% of a possible gain
averaging 39 points of volatility from low / high
Week 3 their is a 80% possible gain
averaging 48 points of volatility from low / high

Week 4 their is a 60% possible gain
averaging 26 points of volatility from low / high

Week 5
if there are 5 weeks in the month
its a 75% of possible gain
averaging 48 points of volatility from low / high

Using this information and using Daniel P Riley's information report of
Turn around Tuesday & Counter-trend Friday.

any Thoughts? or verification?

February 9th, 2017, 09:41 PM

knowing stats is one thing,, trading on that info is another ... if you are day trading the ES it moves in 10 point moves an 20. on the daily chart when price moves 50 points from the 20 EMA it will have a snap back. the traders that trade the globex are wrong 65% of the time and the gap will fill. the average stop run for day traders is 8 ticks. when the market moves 10 to 12 tickets there will the a 4 to 6 tick rotation 80% of the time. that is the micro structure. if the ym is leading the ES that is barish. if it sells of in the morning and there has not been a reversal by 11 it will not come in most cases. what ever the trend was in the morning if you get a pull back between 12 and 2 it should trade in the direction of the morning trend in to the close.. and it is crawling with stop hunting algos hope it helps

February 15th, 2017, 09:51 PM

MiNMLTR8DR

Hey guys,
I wanted to see if this is something people would like to contribute to.
I thought starting a thread about Market behavior on specific markets using group collaboration
would be beneficial for everyone interested in mastering a specific market.

While the information provided on the thread others can Verify by other collaborators if the information is valid or invalid.

I am currently studying the S&P 500 e-mini and reading everything I can on it. Putting together my own market research at the moment.

Let me know what you think?

I am a new trader. I have been paper trading the S&P mini. I am interested.

S&P 500 e-mini Collaboration Market Behavior Research

Discussion in Emini and Emicro Index

S&P 500 e-mini Collaboration Market Behavior Research