I was just wondering...On average each day how many times would you say the emini s&p 500 moves up and down. What I mean by this, is like how many ticks does it go upwards and then holds at and then drops again to a low. So on average throughout pit trading hours how many times does this happen each day? Or tell me please from experience how many times do you see each day the market moving to 4 ticks and then down by 4 ticks and repeating again, how many times does this happen each day?
How many times a day does the emini s&p 500 move up and down?
DionysusToast
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With all due respect - this is something you could find our yourself by opening a chart.
This site is not supposed to be a substitute for doing the fairly easy work required to figure out such things.
You are on the right track looking at stuff like this but anyone that has a good grip on the behaviour of this market to the extent that they are profitable is NOT going to just dish useful information out on teh interweb.
This site is not supposed to be a substitute for doing the fairly easy work required to figure out such things.
You are on the right track looking at stuff like this but anyone that has a good grip on the behaviour of this market to the extent that they are profitable is NOT going to just dish useful information out on teh interweb.
Many thanks for your reply
I don't view this site as a substitute for the easy work. I had been looking in a chart. But thought there might be some websites that actually update this information on a daily basis. So thought I will post on here and see what your replies would be.
bnaimy
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Best you could do is find the Average true range also knows as the ATR.
Building a method around x move this and x move that and some pattern
around that, i think its a dead end m8 idea. Believe me i have been around
the es long enought to tell you that right away, i hope i dont come out to negative her.
Regards
bashir naimy
Hello,
Many thanks for this information...I have been looking for this ATR but cannot find much talk of this indicator, is this something you use in a charting software?
timsk
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Yo sop'
I can't imagine where you've been looking!
Always check out the Articles section of the site and Traderpedia first. Between them, they cover most trading related terms and concepts.
The Average True Range Indicator
Additionally, try Google. Punch in 'Average True Range' and you'll get get more talk about it than than anyone could ever want!
Tim.
the only way you can find this out is from the tick data, ATR's or charts aren't going to help you unless you want to count the changes by hand on a tick chart.
Still, from 2003 (because thats the data I have loaded at the mo):
Number of ticks UP or DOWN (i.e. price changes):
Mar 1,245,573
Jun 1,342,132
Sep 1,094,676
Dec 970,973
Number of 4 tick changes (i.e. 4 ticks UP or 4 ticks DOWN)
Mar 11,932
Jun 10,968
Sep 8,633
Dec 6,229
and lastly for a bit of excitement, number of consecutive 4 ticks up or down:
Mar Jun Sep Dec
1 4384 3720 3268 2276
2 1635 1530 1189 862
3 664 659 476 359
4 303 291 194 125
5 121 98 76 78
6 51 40 39 23
7 14 23 12 10
8 8 7 4 4
9 0 5 2 1
10+ 0 3 1 0
Still, from 2003 (because thats the data I have loaded at the mo):
Number of ticks UP or DOWN (i.e. price changes):
Mar 1,245,573
Jun 1,342,132
Sep 1,094,676
Dec 970,973
Number of 4 tick changes (i.e. 4 ticks UP or 4 ticks DOWN)
Mar 11,932
Jun 10,968
Sep 8,633
Dec 6,229
and lastly for a bit of excitement, number of consecutive 4 ticks up or down:
Mar Jun Sep Dec
1 4384 3720 3268 2276
2 1635 1530 1189 862
3 664 659 476 359
4 303 291 194 125
5 121 98 76 78
6 51 40 39 23
7 14 23 12 10
8 8 7 4 4
9 0 5 2 1
10+ 0 3 1 0
arabianights
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I looked at this for a while figureing if I could capture every up or down tick then I could be a gazillionaire in one afternoon... sadly it not work like that 
