Australian (ASX) Stock Market Forum

Trading The SPI - NON-Gann Techniques

good morning all
today's road map
have a great day, and good trades
ac;)
 

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good morning all
today's road map
have a great day and good trades
ac;)
 

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good morning all
today's road map
have a great day, and good trades
ac;)

ps: will update eod chart at the weekend
for those interested , to keep you in the loop
ac
 

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good morning all
Monday's road map
have a great weekend and take care
ac;)
 

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the updated spi eod chart to keep you in the loop..

as you can see on this daily chart
we have a gap fill above at 5082

the break of 4830 will not be
a good look for longs..lower nos will be tested
i would think

as you can see that the 4734 was tested on the daily chart
at 4728....and as you can see it was 21 cd's from the test of sycom at 4735
to the test of price printed on the daily chart..

have a great day, and take care
ac;)
 

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fragmentation - data reporting
The SFE reports trades as component parts. Where 20 lots of 1 are in the queue, and a commercial trader hits them in a single trade, the SFE system reports 20 separate trades of 1 lot each. Where 1 lot of 20 is in the queue and 20x1 lot sellers hit simultaneously, the SFE system reports 20 separate trades of 1 lot each. In essence the SFE sells kitset furniture in kitset form. It needs to be assembled to be useful.
...
We have examined data feeds from the exchange transmitting the dow mini, russel mini and S&P500 e-mini.
(http://www.camron.com.au/section5.htm)


Can anyone confirm this? Are any of you defragmenting T&S? or are you reading it, as is?


(1min chart - historical data, nothing recent).
untitled.png


To me this looks like people suckered into the flag breakout and then getting out too late after the reversal.

I have yet to see, out of the few days I've been watching tape, '1' lot orders shown separately all with the same timestamps. Is that what fragmented smart selling should look like?
 
The item referred to was first identified and reported in 2001, and published in the public domain in 2003.

We specialise in robotics and low-level data analysis. The information is obtained at the packet level using a commercial feed (not a retail feed) straight from the SFE without pre-processing. Some retail trading platforms pre-process their data transmission for reasons of bandwidth and speed.

The 2 published examples were extreme to make a specific point.

Some verifiable data from August 2008.

Selecting only sequential 1 x lot trades with the same time stamp
The list below are only those that meet the criteria
"same minute" time stamp, with 9 sequential 1 x lot trades or more

The number of examples with less than 9 were too many to list

04/08 at 11:47 am 9 ticks
04/08 at 13:40 pm 10 ticks
04/08 at 14:06 pm 9 ticks
04/08 at 14:25 pm 10 ticks
08/08 at 12:37 pm 9 ticks
11/08 at 10:44 am 9 ticks
14/08 at 11:18 am 11 ticks
18/08 at 15:01 pm 12 ticks
19/08 at 11:58 am 9 ticks
21/08 at 11:08 am 9 ticks
21/08 at 11:09 am 9 ticks

For 22/08 there were
22/08 at 10:38 am 8 ticks
22/08 at 10:47 am 7 ticks
22/08 at 15:54 pm 8 ticks
 
good morning all
today's road map
have a great day, and good trades
ac;)
 

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good morning all
today's road map
have a great day, and good trades
ac;)
 

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good morning all
today's road map
have a great day and good trades,
ac;)
 

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good morning all
today's road map
have a great day, and good trades
ac;)
 

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good morning all
Monday's road map
have a great weekend, and take care
ac;)
 

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good morning all
today's road map
have a great day and good trades
ac;)
 

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updated eod chart...

had tested the 5152 area, 4 times..so was well weakened..to break through
as you can see i have out a blue set of ML's on the chart..
hope your day is going well
ac;)
 

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good morning all,
there is no point in posting today's road map,
as it
is so similar to yesterdays road map,so just refer to that one.
upside nos are the same..most of the downside are
as well..
so above 5133 you are long, below you are short
have a great day
ac;)
 
good morning all
today's road map
have a great day and good trades
ac;)
 

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good morning all
today's road map
have a great day, and good trades
ac;)
 

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