ES swing statistics - Emini Index Futures Trading | futures io social day trading
futures io futures trading

ES swing statistics
Updated: Views / Replies:802 / 2
Created: by marketvoyager Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

ES swing statistics

  #1 (permalink)
Elite Member
Trading Experience: Beginner
Platform: NinjaTrader
Favorite Futures: ES
Posts: 110 since Sep 2014
Thanks: 60 given, 20 received

ES swing statistics

I am interested in learning about swing statistics for the ES. I would like to find out what are the range values for each swing on a five minute chart for every day for a year or more, then the averages weekly. I think a good filter would be to smooth the swing values to a 10-12%, so for example if one finds there are x amounts of swings in a year between 4.8 and 5.30, then make an average in that 10-12% range of variation, then get an average for that and how many times is happened, then from there one could analyze the averages for weekly or monthly periods.

I found some numbers in a book when the ES was around 1,500 for the average swings. I have 5.4, 6.85, 8.7, 10.8, 16.2, and 21.6 points. I want to know if this is still relevant and if the averages have changed. I think that finding these statistics could give some perspective in terms of the average risk/reward to take for a given swing based on certain patterns. Maybe then from there one could work on a indicator to sort these swing values on a real time basis. I am not suggesting that there is an edge in this thou.

Reply With Quote
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

  #3 (permalink)
Site Administrator
Manta, Ecuador
Trading Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
Big Mike's Avatar
Posts: 46,939 since Jun 2009
Thanks: 29,921 given, 87,020 received

Use the main thread for discussing or gathering statistics, it has already been done:

For a lagging indicator, use ZigZag or its many variations including PriceActionSwing if you are on NT:


Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:


futures io > > > > ES swing statistics

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

Day Trading Oil Futures: Reducing Risk & Increasing Profits w/DTN IQFeed

Mar 26

Similar Threads
Thread Thread Starter Forum Replies Last Post
Automatically plot lines "x ticks/pts" below swing highs/above swing lows skiguy NinjaTrader Programming 4 April 7th, 2015 05:50 PM
Statistics indicator thomasblake NinjaTrader 2 December 10th, 2013 02:11 PM
Investment and Statistics redratsal Psychology and Money Management 2 October 4th, 2012 07:06 AM
Trade Statistics GentleTrader Psychology and Money Management 0 October 22nd, 2010 09:31 PM
ES Statistics Laserdan Emini Index Futures Trading 27 October 6th, 2010 05:24 PM

ai, elite, es, futures, index_futures, indicator, indicators, information, ninja, ninjatrader, patterns, priceactionswing, real time, reward, risk/reward, statistics, swing, values, zigzag

All times are GMT -4. The time now is 02:21 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432 WhatsApp Business,
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2019-03-22 in 0.18 seconds with 14 queries on phoenix