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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: $Mogul who wrote (73923)11/9/2006 12:36:32 PM
From: Real Man  Respond to of 110194
 
These 10 points happen in 1/2 hour or less. On 5-min, 15-min, or 30-min charts they look strange.



To: $Mogul who wrote (73923)11/9/2006 12:41:49 PM
From: dipanjanc  Respond to of 110194
 
10 ES points daily is not 10 Std. deviations

Daily it is not, but most of the intra-day index gains take place over a very short-time period - 15-30 minutes and that I think is unusual. During most of the day indexes trade within a very narrow range except those sharp bursts particularly around 7-7:30 am and 11-11:30 am. These can be clearly seen on days where there is bad macro news, indexes start to go down and all of a sudden very sharp V bottom and reversals. It may not be manipulation per se, it could be 'free market' program trading by a very large player or multiple big players sharing same algorithm, but the action is really weird.



To: $Mogul who wrote (73923)11/14/2006 2:55:32 PM
From: Real Man  Read Replies (4) | Respond to of 110194
 
8 SP points UP in 7 minutes, just now.
20 Standard deviations on 1-min chart. 1-point gaps on 1-min chart. (5 standard deviations on 15-min chart, 3 st dev on
60-min chart)
Probability of happening by chance = 0
Guess how many times we had 8 SP points DOWN in 7 mins? -g-