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Old 03-16-2008, 05:47 PM   #1

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Longer Term MP

Hey does anyone have market profile charts of the INDU or S&P over the last couple years? Something like a blended profile, or a series of them?
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Old 03-19-2008, 09:08 PM   #2

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Re: Longer Term MP

MrPaul,

When you say "Longer Term Profiles", are you referring to profiles of a 1 day duration, but of days 2 years back? or a single profile built off all the 30-minute bars of the last couple years (and encompassing the last couple years)? And when you say INDU and S&P, are you referring to indices or futures? I may be able to help you with any or all of the above combinations, I just need you to clarify.
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Old 03-19-2008, 09:16 PM   #3

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Re: Longer Term MP

Quote:
Originally Posted by LS_Chad »
MrPaul,

When you say "Longer Term Profiles", are you referring to profiles of a 1 day duration, but of days 2 years back? or a single profile built off all the 30-minute bars of the last couple years (and encompassing the last couple years)? And when you say INDU and S&P, are you referring to indices or futures? I may be able to help you with any or all of the above combinations, I just need you to clarify.
Chad,

Thanks for your reply, I was looking for something like a single profile built off all the 30-minute bars of the last couple years (and encompassing the last couple years).

Really a set of 6 month profiles over 2 years ( 4 profiles ) is exactly what I was looking for.

I wasn't sure whether the cash or futures data was the most accessible so either would work.

Thanks a lot!

Paul
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Old 03-19-2008, 09:33 PM   #4

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Re: Longer Term MP

Here's an example of 6-month profiles on ES, but built with daily data:

http://www.charthub.com/images/2008/...thProfiles.png



I'm only able to go back 1.5 years on 1-minute data on ES currently, but I'll see if I can dig up intraday data back to 1/1/6 tomorrow and share those charts with you.
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Old 03-19-2008, 10:32 PM   #5

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Re: Longer Term MP

Chad this is exactly what I was looking for. Thank you so much for your time! I look forward to anything else you have indeed...


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