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The chart you were looking at ESPD was midday before the upper distribution
formed. The attached ESPD is after the close.
By the close:
1172.25 to 1188.75 contained 70% of the ES tick volume. TS2k fed by dtn sat
doesn't have ES trade volume. ESignal now includes trade volume in the ES
and NQ.
1177..25 to1188.95 for the SPU1 has 70% of tick volume.
Mark's Profile(now005.gif) on the ES has 1179 to 1189 containing 70% of the
tick volume.
CQG has Steidlmayer's Market Profile that uses the CBOT Liquidity Data Bank
and breaks the volume into categories such as commercials, the pit, off
floor, etc.. It would be interesting to see how significant the results are
when differentiating the volume source.
When looking at Activity Bars vs Market Profiles, the main distinction is
where the value area box is located. AB's center it on the longest row of
cells. MP's position it over the user selected percentage of volume which
is typically 66.xx rounded off to 70%. The MP value area is most often not
centered on the longest row of cells since most days don't have a perfectly
symmetrical distribution. Tuesday had a "P" or short covering pattern,
Friday had a dual distribution with the top one looking like the "P" or
short covering. Perhaps if Joel M ever gets on realtime RT he will give us
the proper interpretation of MP.
bobr
----- Original Message -----
From: "Earl Adamy" <eadamy@xxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, August 25, 2001 7:35 AM
Subject: Re: [RT] Mkt - ES price distribution
> Am I reading this right ... there was little volume at the higher prices?
>
> Earl
>
> ----- Original Message -----
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Friday, August 24, 2001 9:31 AM
> Subject: [RT] Mkt - ES price distribution
>
>
> > Interesting picture of the ES price distribution after it came out of
> > rotation and went into range expansion, trade facilitation or something
> like
> > that.
> >
> > bobr
>
>
>
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Attachment:
Description: "ESPD.GIF"
Attachment:
Description: "now005.gif"
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