CME_MINI:NQZ2022 - PR High: 11199.00 - PR Low: 11159.25 - NZ Spread: 89.0 Evening Stats (As of 12:35 AM) - Weekend Gap: N/A - 10/18 Session Gap: +0.25% (open < 11138) - 8/29 Weekend Gap: -0.18% (open > 13125) - 8/19 Session Gap: -0.04% (open > 13540) - Session Open ATR: 363.73 - Volume: 52K - Open Int: 270K - Trend Grade: Bear - From ATH: -32.3%...
Crude Oil Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 7.44%, rising from 7.04% of the last week. At the same time, its currently place on the 83th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle...
GOLD/ XAU Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 2.73%, falling from 2.85% of the last week. At the same time, its currently place on the 91th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle...
Nasdaq/ QQQ Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 5.11%, falling from 5.3% of the last week. At the same time, its currently place on the 85th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle...
SPX/SPY Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 4.44%, falling from 4.48% of the last week. At the same time, its currently place on the 90th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle...
EURO STOXX 50 Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 4.14%, falling from 4.33% of the last week.(using DAX volatility, which is highly correlated with euro stoxx 50/600) At the same time, its currently place on the 75th percentile based on the ATR calculations. With this in mind, around this percentile,...
DAX Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 4.14%, falling from 4.33% of the last week. At the same time, its currently place on the 85th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle of: In...
BTCUSD Weekly Volatility Forecast 17-21 October 2022 We can see that currently the volatility is around 8.91%, falling from 9.57% of the last week. At the same time, its currently place on the 61th percentile based on the ATR calculations. With this in mind, around this percentile, we can expect an average weekly movement from the open price of the candle of: In...
Volatility on bitcoin is still very low, so there is no real interest in the crypto space which is normal in a risk-off environment. Keep in mind that everything is linked to FED policy, which is in a hawkish cycle right now, so higher yields, mean higher costs, thus its less free cash to be invested into the cryptos, stocks, etc. However, this hawkish cycle may...
CME_MINI:NQZ2022 - PR High: 10802.50 - PR Low: 10705.00 - NZ Spread: 217.25 Evening Stats (As of 1:00 AM) - Weekend Gap: N/A - 8/29 Weekend Gap: -0.18% (open > 13125) - 8/19 Session Gap: -0.04% (open > 13540) - Session Open ATR: 349.65 - Volume: 42K - Open Int: 278K - Trend Grade: Bear - From ATH: -35.5% (Rounded) Key Levels (Rounded - Think of these as...
bbwp on large time frames signaling incredibly low levels , pointing towards a very large volatility expansion .
A very volatile week as expected with CPI 8.2% print causing whipsaw action - melt down, squeeze up, sell off ... so now what ? Well with : - The short trade being over crowded by retail - Institutional inflows - The recent down leg and currently being "in the hole" - Technical support -Mean reversion to 100WMA (blue line) -Record number of long puts -CPI...
Moon to Earth … it’s Cosmo 😃 again and I developed a brand new technical indicator for Swing Trading - the "STI". USE INSTRUCTIONS: - Wait for New Up or Down Trend. You may set two alerts accordingly (Alerts: "STI", New Up Trend or New Down Trend, Once Per Bar Close, Open-ended if you have TV premium). - Do NOT enter any trade yet! - In Up Trend wait for Down...
CME_MINI:NQZ2022 - PR High: 11085.75 - PR Low: 11057.50 - NZ Spread: 63.25 Evening Stats (As of 1:45 AM) - Weekend Gap: -0.23% ( filled ) - 8/29 Weekend Gap: -0.18% (open > 13125) - 8/19 Session Gap: -0.04% (open > 13540) - Session Open ATR: 343.58 - Volume: 61K - Open Int: 277K - Trend Grade: Bear - From ATH: -33.5% (Rounded) Key Levels (Rounded - Think of...
By indexing the BTC price on SPX futures, we have a breakout. Whereas BTC itself is lagging behind this, that is, it hasn't had the third touch on diagonal resistance yet. On the right side, volatility indicators signal important momentum. The RSI signals a bullish move, but in a resistance zone. The breakout of this zone on the RSI and the resistance of the...
CME_MINI:NQZ2022 - PR High: 10865.00 - PR Low: 10851.00 - NZ Spread: 31.5 Evening Stats (As of 12:05 AM) - Weekend Gap: -0.23% ( filled ) - 8/29 Weekend Gap: -0.18% (open > 13125) - 8/19 Session Gap: -0.04% (open > 13540) - Session Open ATR: 313.58 - Volume: 19K - Open Int: 271K - Trend Grade: Bear - From ATH: -35.2% (Rounded) Key Levels (Rounded - Think of...
CME_MINI:NQZ2022 - PR High: 10878.00 - PR Low: 10852.25 - NZ Spread: 57.75 Evening Stats (As of 12:05 AM) - Weekend Gap: -0.23% ( filled ) - 8/29 Weekend Gap: -0.18% (open > 13125) - 8/19 Session Gap: -0.04% (open > 13540) - Session Open ATR: 328.77 - Volume: 35K - Open Int: 277K - Trend Grade: Bear - From ATH: -35.1% (Rounded) Key Levels (Rounded - Think...
Bidding $VNQ (or $XLRE, real estate ETFs) down to $30.10. In information theory, the entropy of a random variable is the average level of "information", "surprise", or "uncertainty" inherent to the variable's possible outcomes.