Great posts, all make perfect sense. I trade the ES first, then the YM, er and nq in that order, basically whatever is moving the most. I like the ES as i can watch the tape and follow the pros slamming multi thousand contracts and ride along for a few ticks to an easy point. The YM spreads are friendlier and you can have wider stops plus you can look at the 30 individual stocks in the cash market and use that as a guide on another monitor. the ER is wild and if you trade tight stops you'll most often be taken out but when its running you can make a bundle fast. Not really an NQ fan but the NQ follows technicals really well, it loves to test the
POC almost daily unless its a big trending day. Moves a bit too slow for me. Only gripe on the ES is that at $12.50 per tick, any slippage and your playing catch up. on 5 contracts you're -62.50 from the beginning. I use limit orders on 95% of ES trades to avoid that. Market only when its flying.