Past Price Action Stats For: $ES_F $NG_F $NQ_F $RTY_F
Data Set Days: Last 12 Thursdays
Data Set Times: 12P to 1P PST (3P to 4P EST)
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Instrument ES 06-22 NG 04-22 NQ 06-22 RTY 06-22
% Up↑ 25 58.33 16.67 33.33
% Down↓ 75 41.67 83.33 66.67
MaxUp↑ 187 39 674 253
MaxDown↓ -274 -45 -1064 -403
MinUp↑ 23 1 277 42
MinDown↓ -2 -4 -19 -5
AvgUp↑ 95.33 14.14 475.5 107
AvgDown↓ -72.67 -21.2 -308.7 -129.63
Σ Mean -30.67 -0.583 -178 -50.75
1 SD 104.71 22.35 402.15 159.94
2 SD 209.41 44.7 804.29 319.88
3 SD 314.12 67.05 1206.44 479.82

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Please Note:

  1. Flat price is ignored thus Up/Down% may not equal 100%. Stocks/ETFs are calculated in whole points, futures in whole ticks, currencies in minimum tick size. Stats are generated by Price Action Harvester™. 
  2. Past price action stats posts are the sole property of Pinnacle Quant, LLC and is for informational and educational purposes only. This information is not a solicitation or recommendation to buy or sell any security, futures, cryptocurrency, or foreign exchange contract. Futures, commodity, and foreign currency trading involves substantial risk of loss and is not suitable for all investors. Past results are not necessarily indicative of future results.
  3. Past price action may give you a statistical edge based on historical price movement, but by itself past price action is approximately half the battle; you still need to observe current price action, filter the trade though technical analysis, and backtest your entries and exits (highly important to manage exits properly). That is why for day trading purposes, we strongly recommend using an automated trading system that has money management features, and has been backtested for a minimum of 3 years, on a minimum of 750 trades (no Renko bars or Heikin-Ashi candles, as those bars cannot be accurately backtested, because backtests rely on OHLC data). If you would like a live Zoom demonstration of our unique, quant-based, professional grade, fully automated trading system designed for NinjaTrader 8, please request a Zoom demo below↓. 

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