Monday June 21 Opening Gap Probablities








Emini S&P Future








Short Short Short Long Long
PF
100.00 1.25 1.00 0.13 100.00
PCT Prof --- 60% 57% 33% 50%
Avg Loss $0 $300 $300 $300 $0
Net Loss $0 $600 $900 $600 $0
Loose
0 2 3 2 2
Avg Win $0 $250 $225 $75 $300
Net Win $0 $750 $900 $75 $600
Win
0 3 4 1 2
Avg P/L --- $30 $0 $175 $150
Net
$0 $150 $0 $525 $600
Total
0 5 7 3 4


H HO OC CL L


H = 1116.75
O = 1113.50
C = 1110.25
L = 1109.00

I calculate this numbers on a daily basis and will share them to those who can use them. I am confident, if you are a day trader, this information is an advantage to have. Some days like today I pass on it because it is such an exceptional day, that it is hard to figure any probabilities with enough confidence. Other days they work like a charm. Stay tuned for lots of other daily info in the pipeline!
Today's sample sizes are too small to substantiate any trade.
Visit this page everyday for useful probability info relating to day trading.
Please provide criticisms and suggestions so I can constantly improve this page.

1 comment:

  1. This is not quite clear. You need to explain what each row means. What is PF?

    ReplyDelete