• Analytics,  Tips & Tricks,  VolFix

    EURO: Volume Analysis & Key Levels

    This analytical review is not like any other you may have read before.  Here you will not find answers as to why the market went up or down.  All we need is the data from the stock exchange on the volume of trades at each price. Simply put, we analyze which prices traders are interested in, which trend is being supported by players and which prices are being used to make large trades.  Ahead is a chart of the EURO FX futures contract, or EUR/USD if you prefer. Time frame – Day.  Period – 12/01 – 15/04/2024 Type of chart – volume profile.  Bottom and left histograms – Volume &…

  • Analytics,  VolFix

    ES JUN 23 statistical data / key levels / patterns

      This week and next week, large traders will start locking in their positions on the June S&P500 index futures contract. Having gathered statistical data for the contract, I did some research to identify trading patterns and set the right values for filters and alerts. In this article I will share some useful information with you. To understand the chart on slide 1 – a little clarification of what data is displayed, so that you can navigate and use the information for your research. The chart is a daily timeframe 12.03-02.06.2023. The chart itself displays Market Profile clusters. Each bar displays data from 08:30 to 15:15 – when the US stock exchanges and banks are active. This…

  • Training,  VolFix

    Order Book, Level I and II Market Data

    The most reliable tool that traders use to make trading decisions is Level I and Level II market data. Market data comes directly from the exchange – for example, the NYSE and the CME provide Level I and II data for stocks and futures contracts. Traders receive market data via their broker. Level I and Level II are available for futures and equities. Access to Level II data is more expensive than Level I for stocks and futures. Some brokers may provide all data streams free of charge, but usually charge higher fees as compensation. This market data includes information on current prices and recently completed trades. Level II data…

  • VolFix

    ES: details of the trade on the 19th. JUN23 > 8 CONTRACTS >

    A little bit about my trade, or rather the two I opened on the 19th this week. The first slide is a cluster chart of the ES500. Standard core levels of the week, major support and resistance levels. Also added is the VWAP weekly and daily timeframe indicator. On the chart marked with a circle in green the opening point of the first buy. How the support level in the range of 4154.5 and 4151 was established is marked in green on the slide. On the slide #2 is the 17th Monday. The m5 timeframe was chosen to approximate the picture of the buyer/seller imbalance distribution and you could see…

  • VolFix

    VWAP Strategy — How To Use VWAP

    VWAP was first used in 1984 by a trader at Abel Noser, a Wall Street trading firm.  It’s since become a core part of many trading strategies. VWAP indicator is one of the underestimated indicators, moreover, traders confuse it with moving averages or ” moving” indicators. It is easy to learn and easy to integrate into a trading strategy. Abbreviation of the indicator Volume-Weighted Average Price – weighted average price including trading volume. Institutional traders and investors have been using it since 1984. Proven over time, the indicator has been noticed by HFT companies and now in 70% of high-frequency algorithms VWAP indicator is used. Detection of intraday trend and…

  • Analytics,  VolFix

    21.02.23 S&P500-Futures

    Gestern war in den USA ein Feiertag. Heute – aktuelle Levels für Spekulationen bei E-mini S&P500-Futures für den Beginn der Trading-Woche. Wahrscheinliche Szenarien für die Entwicklung der Vermögenswerte können nach der heutigen Handelssession in Betracht gezogen werden (auf der Grundlage des Auftretens von Ereignissen mit großem Volumen und der Reaktion der Quoten auf diese).

  • Analytics,  VolFix

    DAX index – YTD

      DAX Index – volume analysis 15.02.2022 to the current day. I am now considering this particular futures contract as there is a possibility that the index is preparing to make a new high. Why not use such an opportunity. On slide №1 – the index quote has not only returned to its yearly highs, but is successfully expanding the range further. If we look at the total volume and the imbalance of each day of the last month, we can conclude that there is still room for a new high. In addition, the barometer of German economy is holding the price on the highs with a great deal of…

  • Analytics,  VolFix

    CL – continuation

    ​ The price of a barrel of oil is influenced by a huge number of factors. With the development of technology, people have adapted to take into account almost all of the available ones, except force majeure and human factors. On the second slide is a map of levels and volume profile bars for the daily timeframe. In the last review I described a scenario which is now fully worked out and the price of black gold has reached its target. The EU leaders’ summit and the decisions made could end up having a big impact on the trend. This is one of the reasons that makes oil traders slow down at…

  • Analytics,  VolFix

    CL – Day timeframe: res/sup

    Every speculator’s strategy is the same – “Buy low, sell high”. A barrel of oil was $10 cheaper – a great opportunity for speculation. From Monday to Friday, session after session the price fell, keeping its rhythm 2 productive days, then unloading and again. Let’s analyze the delta trend from January 23 to February 3 (lower histogram shows the total delta and % of imbalance for the day]. On the 23rd of January the volume activity of the sellers exceeded the activity of the buyers by 2500 contracts. 2-2.5k and the total imbalance by delta, I mean timeframe of the day, is sufficient to maintain a unidirectional trend. Also note…

  • Analytics,  VolFix

    ES – scalping trading tips & tricks by Mikhail Lemah

    You have the e-mini S&P500 in front of you and 2 scalping sell trades. But you may well have a question as to why there are 2 of them if you could not close the short and then re-send the sell orders 20-30 seconds later on the market. Using this example, I will try to show you one of the tools I use to enter a position more accurately and efficiently. Volume analysis – allows you to determine the moments when the market activity of buyers and sellers is not equal. Observing the crazy flow of trades in Time&Sales – it is possible to fix the point of critical pressure…