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Thanks. That helps from the "narrative" perspective.
Michael
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, July 20, 2001 10:41
Subject: Re: [RT] Dynamic Midpoint
> You are probably referring to the cboe trins, will have to dig that chart
> out. In the meantime here is the CBOE $C/($C+$P) during the swing (OEX
and
> ES are similar) as well as that for the PSE, PHLX, AMEX. During the first
> swing down, the PSE(techs) and the PHLX(techs) rose to the 0.7 level and
the
> Amex dropped to the 0.25 level and the CBOE dropped to 0.35. Now that the
> AM expiration has passed all are converging towards neutrality at 0.5.
The
> post lunch period especially last hour will probably see another
> perturbation.
>
> bobr
>
>
> ----- Original Message -----
> From: "Michael Ferguson" <wl7bdn@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Friday, July 20, 2001 8:09 AM
> Subject: Re: [RT] Dynamic Midpoint
>
>
> > so is it possible to say (correctly) that the formula served as a target
> > price in the ES upswing beginning approx 0900?
> >
> > second question, Bob,
> >
> > would you verbally describe the interplay of ES and CBOE breadth data
> during
> > that swing? how did it differ (or not) from non-expiration moves?
> >
> > I am wondering along the lines of: was there hedging in the index
followed
> > by liquidation of puts followed by some liquidation of calls? Is this
WAY
> > OFF BASE?
> >
> > Michael
> >
> > PS: my fills were slower than normal today, suspect east coast issues in
> > play still
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Friday, July 20, 2001 08:41
> > Subject: Re: [RT] Dynamic Midpoint
> >
> >
> > correction, the pivot code is of course (highD(1)+lowD(1)+closeD(1))/3
and
> > not the (0) as on the chart, was too early in the AM.
> > ----- Original Message -----
> > From: BobR
> > To: realtraders@xxxxxxxxxxxxxxx
> > Sent: Friday, July 20, 2001 5:15 AM
> > Subject: Re: [RT] Dynamic Midpoint
> >
> >
> > Could you be more specific? It sounds like you might be referring to
> the
> > classical pivots or support resistance levels. The white resistance
> dotted
> > lines and the yellow line on the chart are the classical resistance and
> > pivot levels that are quite popular that use the H,L,C in their
> > calculations. Are you referring to moving averages or
support/resistance
> > lines?
> >
> > bobr
> > http://www.oextrader.com/sigma_trader
> >
> > ----- Original Message -----
> > From: r2d2
> > To: realtraders@xxxxxxxxxxxxxxx
> > Sent: Thursday, July 19, 2001 9:11 PM
> > Subject: [RT] Dynamic Midpoint
> >
> >
> > Bob,
> >
> > What I will ask is not quite a midpoint but have you heard of moving
> > averages of today's High + Low - Close ? and any of its applications
> .
> >
> > Serge
> >
> >
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> >
> >
> >
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