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Strategies & Market Trends : SPY & QQQ intraday chart observations by rimshot -- Ignore unavailable to you. Want to Upgrade?


To: rimshot who wrote (60)12/8/2021 11:03:27 PM
From: rimshot  Read Replies (2) | Respond to of 1309
 
/ES 4712.00 = Dec 8th all-sessions HOD, printed in Globex
( basis the December 2021 S&P 500 emini futures contract )

for /ES -- 70% of the total Volume by Price actually traded
in the past are bound within specific /ES price upper & lower boundaries
as calculated by software:

the upper boundary of the 70% of total Volume actually transacted
is shown below, I am not bothering to post the lower boundary -

4709.25 for 30-day look back

4692.50 for 10-day look back

4604.50 for 5-day look back

the 3 price levels cited above updated after Tuesday's Dec 7 close

4692.50 = /ES HOD printed in the Tuesday Dec 7 RTH day session,
even though /ES moved even higher after the cash market close