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Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:49 pm
by SB73
SB73 wrote:Ok so I have dumped more data into my analysis. Pardon the poor column alignment
# Gap Up # Gap Down % Up Gap Up Avg Gap Down Avg Gaps > 1% Gaps < -1%
Last 10 6 4 60.0% 0.75% -0.44% 2 -
Last 25 16 8 66.7% 0.64% -0.41% 4 -
Last 50 26 23 53.1% 0.88% -0.53% 10 3
Last 100 52 47 52.5% 0.88% -0.78% 21 13
Last 250 130 118 52.4% 0.65% -0.64% 29 28
Last 500 267 230 53.7% 0.57% -0.58% 43 42
Last 750 407 340 54.5% 0.60% -0.62% 70 69
Last 1000 534 461 53.7% 0.66% -0.72% 98 111
Columns are # of Gap Up, # of Gap Down, % of time Gap Up, Gap Up Avg %, Gap Down Avg %, Gaps > 1%, Gaps < -1%
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:50 pm
by BullBear52x
50cents day.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:51 pm
by jarbo456
that VIX update spoke of a guy buying an april/march strangle worth $34MM. big money betting on VIX popping or dropping big.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:53 pm
by Al_Dente
climbera5 wrote:Market internals say it all. Today's NYSE breadth is up but weak as is the A/D, both reflected in the price action. Sentiment is bullish so I think the market will continue upward until buyers are exhausted, but it won't be a rhino horn spike, but probably a rounded top, gasping for a few days or weeks until it crashes. If this bull run lasts into Feb. or longer, then I'll look for a single or double divergence on the 60 or daily to go short.
This is deja vu; market is ignoring bad news and jumping on the good. Until that changes its best to buy on the dip (higher highs, lower lows for now) . . .
climbera5
Do you have any pretty internals charts u could post?
Folks getting pretty sick of Al’s same ol’ stuff…. old Al could “give it a rest”…..
Thanks VERY much
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:54 pm
by TraderGirl
jarbo456 wrote:that VIX update spoke of a guy buying an april/march strangle worth $34MM. big money betting on VIX popping or dropping big.
Do you remember which portion of his strangle was for april? Anyways, good video... Hope we get upside volatility....
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:54 pm
by climbera5
Very interesting. That's a big bet
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:55 pm
by zudec
FYI - I just got notice on xlf for '51400 sell share imbalance going into close'. Never seen this before.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:55 pm
by TraderGirl
What do you think Cobra? up day tomorrow or down?
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:56 pm
by joeynickels
$NYLOW now 64. Who is in control? Good luck to all who are jumping aboard the bullship prior to blastoff. Here is Major Tom to help you settle in.
http://www.youtube.com/watch?v=jL3LB650plw
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:57 pm
by TraderGirl
zudec wrote:FYI - I just got notice on xlf for '51400 sell share imbalance going into close'. Never seen this before.
What does that mean?
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:57 pm
by Cobra
well, guess that's if for today. Let's see how people react to ER in AH. Key time. Thank you guys, I'll see you tomorrow.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:57 pm
by janez
What is your reading now? reduce longs? or reduce shorts? I am really confused at this moment.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:57 pm
by FinancePhD
jarbo456 wrote:that VIX update spoke of a guy buying an april/march strangle worth $34MM. big money betting on VIX popping or dropping big.
Yes, the market will only embrace binary outcomes before the greek bond redemption on March 20.
Either PSI succeed, market rallies to 1450.
Or PSI fail, markets retreats to 11xx.
The big money's logic is quite convincing.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 4:57 pm
by jarbo456
TraderGirl wrote:jarbo456 wrote:that VIX update spoke of a guy buying an april/march strangle worth $34MM. big money betting on VIX popping or dropping big.
Do you remember which portion of his strangle was for april? Anyways, good video... Hope we get upside volatility....
the 28 call was the april side of it - bought for $3.05.
march 22 puts...
a strangle diagonalized i believe is the term when the expirations are different months.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:00 pm
by FinancePhD
jarbo456 wrote:that VIX update spoke of a guy buying an april/march strangle worth $34MM. big money betting on VIX popping or dropping big.
Based on my reading of several european political and economic blog sites written by the europeans, I would say most likely (>65% of chance) the PSI will fail. Let's wait and see.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:00 pm
by HappyFriday
Let the yo-yo swing ....
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:01 pm
by SB73
TraderGirl wrote:What do you think Cobra? up day tomorrow or down?
My guess is a fully hedged position and wait for the breakout to tell you. Interesting that we only had a dime squeeze at the end. It is usually more agressive.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:02 pm
by SWalsh
Al_Dente wrote:SWalsh wrote:Al_Dente wrote:After weeks
Spray something on those vocal chords!
The guy who markets the HFT program has a primary indicator called the accumulator. I have never seen a divergence like this before.
Could u explain just a bit....what is that?
I have no idea what it is as it's an oscillator not built on price. So I guessing some indicators and volume as he claims it says is they are buying or selling.
It crossed back over at 3:02 and now is sitting right on price on the scale. So it's essentially neutral now. Sometimes it does trend and signal a turn that day as it's 5 min. Just wasn't much of a turn today.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:02 pm
by FinancePhD
TraderGirl wrote:zudec wrote:FYI - I just got notice on xlf for '51400 sell share imbalance going into close'. Never seen this before.
What does that mean?
Co-ask.
Re: 01/19/2012 Intraday Watering
Posted: Thu Jan 19, 2012 5:03 pm
by zudec
TraderGirl wrote:zudec wrote:FYI - I just got notice on xlf for '51400 sell share imbalance going into close'. Never seen this before.
What does that mean?
I really don't know for sure, but I think it means that they sold more than bought and the market maker will have to buy back into balance.