Vwap

[Vwap]

The reason I asked was because a blog I follow, he mentioned a 20 period vwap for the ES. Yest. his was 4 pts. higher than mine at the end of the day.

[Vwap]

Hello, What is the typical period setting for the vwap on an intraday ES chart? i.e. 10, 15, 20 etc. Specifically on the 5 min. chart.

 

Thanks.

[Fib. Placement]

Hi, I trade the ES off a 5 min. and am trying to get a feel for Fibonacci levels. Where is the most effective placement of this study with regard to the start of the day? Meaning 15:30 the day prior or midnight the actual day. For example, my chart software is automatically placing today's low at midnight. I would think it would be 15:30 yest.

 

Thanks much.

[Tape Reading and The DOM]

Good question. It used to be under articles but when you click on that it takes you to forums. I can't find any of the videos. Maybe James can answer us.

 

Thanks.

[Tape Reading and The DOM]

I dont quite follow what difference it would make on the YM for the CBOT, CME merger. How would the tape show information differently from the past?

 

 

 

With the YM now on the Globex, they are going to consolidate trade data rather than each individual trade. How will that affect your tape reading?

 

I'm sorry. The first sentence in this post is a quote from SoulTrader.

[Value Area Lines]

The reason I'm asking is because a newsletter I receive is giving me numbers for today of 12918 - 13180 which I have no idea how they came up with. I've contacted them but no response.

[Value Area Lines]

I would like to apply value area lines on my 5 min. mini dow chart. My question is are they based on 70% of the volume of prior day's 24 hour period or 8:30 to 3:00 central time?

 

Thanks.

[Tape Reading and The DOM]

I just viewed the tape reading videos by James. Very well done and very informative. I have a couple of questions. James, or anyone else, do you ever use the order book, (DOM), in combination with the tape? My other question is regarding trade size on the tape. The Globex consolidates their trade messaging to the data vendors. I have to believe that since the CBOT and the CME merged everything will go over to the Globex. How can you trade the tape if you see prints of say 45, 62, 80, etc. and know if they are a group of 1 lots or a single trade?

 

Thanks in advance.