Intraday Bias: Emini S&P R2 And Beyond (Signal ID – R2 Day)

By Lawrence

iStock_000010312950XSmallStatistics on RTH days where ES open above pivot, never traded at or below pivot and breakout above R2. There is a good reason why I often tell newcomers not to fade a strong market without compelling reasons. This is one of them.

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  • smilingsynic August 6, 2013 at 10:32 pm

    Thanks for doing this.

  • skippy May 16, 2019 at 4:14 pm

    Is there a preferred method for defining a “low volatility day”? ATR below its 20 day mean? VIX below a monthly moving average? Standard deviation bands on price? Any or all of the above?

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