This page has been archived and commenting is disabled.
9:54:58 ES Tick Hopscotch & Mid-day Market Internals
As S&P 500 futures gently probe the other side of 1070, a look under the hood at [1] how far US equity indices have fallen from their recent peak, [2] mid-day market internals and [3] an egregious intra-second iteration of HFT-induced stop-hunting (i.e. electronic rape).
Percent Change of the DJIA, S&P 500 & NASDAQ since their recent peak
Market Internals - UVOL / DVOL, NYSE Tick, VOLD, VIX, ADD
Fugly but nowhere near extremes.
Minute-by-minute Advance-Decline Lines of each US Equity Market
At mid-day, DJIA shows 100% decliners, S&P and NDX-100 94%, R2K 86%, NASDAQ 70%, NYSE 64%, AMEX 46%.
S&P 500 E-mini (ESU10) - 1 minute
Yellow ~ proprietary ZMA, Red ~ 50 EMA, Cyan ~ 13 EMA
@ES 30-minute
Fibo EMA pinball within 1070 - 1100 range.
S&P 500 cash - Daily
Hovering within the 50 - 76.8 % retracement zone.
9:54:58 ES Tick Hopscotch
From 1079.25 to 1077.75 on a single tick. Laughable.
9:54:58 ES Tick Hopscotch II
From 1079.25 to 1076.75 and back to 1078.00 within a single second.
And about as legit as an online poker algo.
Unprecedented? Nope.
Utterly egregious electronic stop-hunting? Yup.
Disclosure: no position at the time of publication. During any given session we may trade any instrument bi-directionally.
- advertisements -










This current down leg will continue into next week.
http://stockmarket618.wordpress.com
I thought they used ALL those yesterday?
Hum let me think what trick will the crooks play today in the last 20 minutes, hummmmmm. I'm sure CNBC will have some breaking rumor or some freaking lie to cause a run off the lows.
What data feed are you using dude? The Time & Sales data looks as if its been consolidated.