Recent content by Alex_s

Hello everyone! New 09-12 futures contract has started on major indeces and currencies trading at CME, so I decided to post levels with largest volume consolidations: Dollar Index: Gold: Russel 2000: Dow Jones Index: Nasdaq:

Zerohedge presented interesting simple trading strategy: being long gold in the overnight session, and shorting it during the day. Strategy had shown a return of 143% in the last year and annualized 37.46% for the last 10 years. Research has showed that most upside movements on gold...

So Much For EURUSD Breaking 1.3800: S&P Cuts Spain To AA- From AA

The pictures below show the price dinamycs of s&p against a basket of risky assets. On a short-term basis, CONTEXT is implying that broad risk assets are not following the excitement ор pessimism in stocks as aggressively which leads to corrections. Unusual was situation on this week when s&p on...

Moody's ITA downgrade took some shine off as EUR drops 60 pips and ES now 13pts off its highs. On the basis of old news, more promises, lack of any clarity, and Dexia's dump on the Belgian government, the equity markets staged a 4% rally in the last 45 minutes to end an incredible day. Our...

The S&P cash made new lows for the year as we aggressively probed lower into the close and penetrated Doug Kass's bottom from Aug 9th with cash and futures closing below 1100 back to 13 month lows, with the pain spreading wide following rumors of hedge fund blow ups. BAC -2.7% at $5.38 (at...

While Friday's dramatic skid lower in the precious metals was later blamed somewhat on a leaked margin hike (as well as the simultaneous and anti-empirical sell-off in 30Y), it seems the liquidations that were rumored (whether hedgie or central banker) are in play once again as both gold and...

yesterdays ES vs risk basket The Treasury complex was the story of the day (30Y dropped to 2.99%). Financials are the worst performers for the month so far down around 11%. Gold, Silver, Copper, and Oil all fell after the FOMC statement with oil dropping the most and gold the least with...

todays view EUR continues to strengthen: Gold gained impressivly after oil`s decent rally this morning. Copper remains lower and silver follows oil higher. US equities broke overnight lows and are trading at support from Monday/early-Tuesday. Stocks look modestly expensive relative to...

S&P Unusually big volumes for summer Today we have big shorts just 10 minutes before USA opened: And about 4k of pure large ticks (more than 250 lots) for 10 sec on lowest prices of session:

yesterday we saw big activity on S&P on spy etf appeared biggest volumes in this month: es futures confirmed longs:

last week was intereting about eurodollar: Short of euro wasn`t seen by volumes. But it was seen that someone is buying dollar big. So dollar index: If to compare euro futures and dollar index futures, there was no big activity on euro top: In addition someone formed big long position...

Eur/usd trading by volumes