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Emini S&P Afterhours Behaviour Part 3 – Distribution Study on AH Range

By Lawrence  

AH Range Distribution

Following is the distribution of AH range for Emini S&P since mid 2005.

ES 24 Hours 30-Min Distribution Study 4_20120212_032412

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Comments
  • skippy  June 16, 2015 at 22:49:22

    What are the histograms measuring? Specifically, to what do the numbers on the right hand y-axis refer?

  • Lawrence  June 17, 2015 at 16:53:37

    Straight from the first line “distribution of AH range” =)

    y-axis the number of occurrences at each slot. e.g. 6-7 pt range has 100+ cases

  • skippy  June 17, 2015 at 18:53:11

    Oh of course, ok. Thanks.,

  • Angel83  February 15, 2017 at 11:55:00

    Hi Lawrence, please just to confirm. A bar taken during RTH is simply a bar that starts at 9.30am and ends at 4.15pm, right? is that what you do to come up with that distribution? thanks

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