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ES 3-16-2011


Thought I'd post profile for Monday/Tuesday along side last weeks profile. These are RTH only profiles. Quite a few unfilled gaps over the last several trading days. Have we found an important bottom here or more downside to come?


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es30min03162011
Originally posted by koolblue

You know as a man who has been in love with an Asian girl(vietnamese)for 15 years now (my roommate,ex-wife), this stuff going on in Japan really tugs at the heartstrings. I may actually pray for them tonite!(first time in a LONG time!)
love ya baby!...
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thu
buying 1241.75, but scared to death!
im gonna sell here ,this stall 1247.75...one only
short one at 1248.25...stop 1251.00
!@!@ gave back another 2.75 and deserved it!... impulsive trade!... thats it for me!...good luck gang!
gn kool, have a good one
Another look at the VWAP visual. You can see how extended prices are and you can also see the HVN (green) and LVN (red) showing up in the profile. No real clear sign this fall is over but we all know it takes peaks and valleys for prices to get where they want to go.


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esvwap03162011b
My cumulative delta number shows as the price low (1243.25) in the ES was touched at 2:20 pm the cumulative delta reading was -165K contracts net short , thats a big red number.
Bruce, you asked me to post M-Delta large order. I am new to this forum and cannot figure out how to send an attachment - will try after hours. Meanwhile I sent you a private e-mail with the attachment. Please check your e-mail and let me know if you would like to see more. Please post for everyone, if you wish
Very big number. And even bigger when you accumulate the delta over all periods rather then just on an intra-day basis.

Originally posted by pt_emini

My cumulative delta number shows as the price low (1243.25) in the ES was touched at 2:21 pm the cumulative delta reading was -165K contracts net short , thats a big red number.
look at that right down into that 47.50 in the O/N session......perfect magnet