ES 4-7-11


  • 3
  • BruceM
  • 7-Apr-2011 at 9:56 AM
  • Rep: 216k
  • Posts: 19.9k
ghost town today..starting short s at 34.50..Volume spike.....into old VPOC...33 is inititial target
  • 0
  • BruceM
  • 7-Apr-2011 at 11:23 AM
  • Rep: 216k
  • Posts: 19.9k
tryin a very small long off 27 ....experimenting with delta...!
  • 2
  • Lorn
  • 7-Apr-2011 at 11:26 AM
  • Rep: 16k
  • Posts: 1,406
Bruce I don't think filtering the data is useful. Reason being today's computer driven order flow doesn't bother with block trades, the trades come across machine gun style in rapid fire, one by one.

Originally posted by BruceM

thanks Lisa...and this last question is for anyone familiar with footprints etc..


Have you had any luck filtering the data as DR. Brett does...He filters so only the big traders show up of 250 or more....

Your screen shot inspired that question so thanks again Lisa
  • 0
  • BruceM
  • 7-Apr-2011 at 11:26 AM
  • Rep: 216k
  • Posts: 19.9k
1327.25 is now the new peak volume price......so we don't really know what they will do with it yet...VWAP is above price so the SKEW is now UP....ala JPEARL...targeting 28.75 as that is midrange
  • 0
  • Lisa P
  • 7-Apr-2011 at 11:30 AM
  • Rep: 6,498
  • Posts: 1,428
Bruce, I do not know what Dr. Bret does. Is he a poster here?
I am afraid that filtering data that way may mess up the M-Profile and Footprint charts, as they show accumulation, as well as big orders. In small rotations it also accumulation of buys and sells that gives you high volume numbers - just like the case yesterday you mentioned when the market spent long time rotating at certain levels. Filtering high prints will not show that.

You can easily filter Time and Sales for that.

My opinion only.
  • 0
  • palmer
  • 7-Apr-2011 at 11:35 AM
  • Rep: 415
  • Posts: 675
i am buying 1318 if we get there
  • 1
  • BruceM
  • 7-Apr-2011 at 11:38 AM
  • Rep: 216k
  • Posts: 19.9k
you could be right Lisa....I do not have enough knowledge to discuss that wisely.....Dr. Brett has been a big influence on my trading to help me take it up a few notches......he likes to trade on the side of the WHALES as he says..



Originally posted by Lorn

Bruce I don't think filtering the data is useful. Reason being today's computer driven order flow doesn't bother with block trades, the trades come across machine gun style in rapid fire, one by one.

Originally posted by BruceM

thanks Lisa...and this last question is for anyone familiar with footprints etc..


Have you had any luck filtering the data as DR. Brett does...He filters so only the big traders show up of 250 or more....

Your screen shot inspired that question so thanks again Lisa

  • 0
  • BruceM
  • 7-Apr-2011 at 11:38 AM
  • Rep: 216k
  • Posts: 19.9k
trying an agressive long at 23.75
  • 1
  • BruceM
  • 7-Apr-2011 at 11:40 AM
  • Rep: 216k
  • Posts: 19.9k
23.75 is twice the IB trade....volume building ..taking something at 25.50 print...I'm watching the whales.......have only one left to try for 27.25
  • 1
  • Lorn
  • 7-Apr-2011 at 11:40 AM
  • Rep: 16k
  • Posts: 1,406
Keep in mind those discussions from Dr. Brett are now a few years old and HFT has grown rapidly since then.

Originally posted by BruceM

you could be right Lisa....I do not have enough knowledge to discuss that wisely.....Dr. Brett has been a big influence on my trading to help me take it up a few notches......he likes to trade on the side of the WHALES as he says..



Originally posted by Lorn

Bruce I don't think filtering the data is useful. Reason being today's computer driven order flow doesn't bother with block trades, the trades come across machine gun style in rapid fire, one by one.

Originally posted by BruceM

thanks Lisa...and this last question is for anyone familiar with footprints etc..


Have you had any luck filtering the data as DR. Brett does...He filters so only the big traders show up of 250 or more....

Your screen shot inspired that question so thanks again Lisa


  • 0
  • BruceM
  • 7-Apr-2011 at 11:42 AM
  • Rep: 216k
  • Posts: 19.9k
that 23.75 is gonna be important I think...expecting a quick rejection is probably wrong..but it would be cool to see that hold
  • 0
  • Boola
  • 8-Apr-2011 at 8:26 AM
  • Rep: 50
  • Posts: 6
Thank you very much Day Trader. I will check them out over the weekend. Appreciate the sharing nature of the forums here. Have a solid trading day and a great weekend coming up!!
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