Futures Instrument: $ES_F (E-mini S&P 500 Futures)
The last 30 Mondays Price Action Stats Between 6:30A to 7:30A PST (9:30A EST to 10:30A EST)
Percent Price Went Higher: 66.67%
Percent Price Went Lower: 30%
Maximum Ticks Up: 82
Maximum Ticks Down: -474
Minimum Ticks Up: 1
Minimum Ticks Down: -6
Average Tick Move When Price Higher: 36.9
Average Tick Move When Price Lower: -98.89
Note: flat price is ignored.
DISCLAIMER: Futures trading involves substantial risk of loss and is not suitable for all investors. Past results are not necessarily indicative of future results.
Price action stats posts are the sole property of Pinnacle Quant, LLC and the information provided is for informational and educational purposes only. This information is not a solicitation or recommendation to buy or sell any security, futures, or foreign exchange contract. Pinnacle Quant, LLC will never place a trade solely based on this information. Trading properly involves significantly more work:)
Pinnacle Quant, LLC is a Commodity Trading Advisor and a registered vendor with NinjaTrader®.
[̲̅$̲̅(̲̅ ͡° ͜ʖ ͡°̲̅)̲̅$̲̅]
Looking for a NinjaTrader Fully Automated Trading System? Check out Market Volatility Harvester™ – a fully automated long-short trading strategy built for Emini ES traders searching for an algo based automatic or quant trading system. Market Volatility Harvester™ automated trading strategy is designed to run exclusively on the NinjaTrader platform. Download the trial version of this automated strategy today, and run backtests with it going back to 2008; you can even use the trial version of this automated system to trade with live cash (not just SIM mode), assuming you have a NinjaTrader license!