CISCO Futures
The CISCO Trader Control Package
Keywords:
1-303-306-1521 1-800 800 7227 Fax 1-303-306-1598
Internet http//www.cisco-futures.com
Email dljones@cisco-futures.com
Copyright CISCO, July 15, 2002
Market Condition, Bracket Screen, Internal Trends, Overlay Demand Curves,
Time Frames (5, 10, 15, 20 days), Commercial Capping, Trading Reference Points
The Trader Control Package (TCP) user can survey the entire market for those
futures in balance (bracketing). This permits a rapid overview of the entire
marketplace in just a minute or two.
Brackets are determined by the Overlay Demand Curves. Balance is defined as a
single distribution with the close inside the distribution. Brackets are listed
for 5, 10, 15 and 20 day balances for convenience. Actually, a market comes into
balance as a trend ends. The first day is indistinguishable from a pause in the
trend; but after several days as, the congestion aggregates, the balance emerges.
Rule of Thumb: For a market to be in balance, the intermediate Overlays must be
in balance also. If a 15 day bracket is listed, there must be balances for both
the 5 and 10 day as well.
Summary Bracket Screen December 18, 1998
-----------------------
For $ Range of Bracket (if it exists)
-------------------------------------
- if NO bracket exists for 5,10,15,20 day overlays
$ range if bracket exists for 5,10,15,20 day overlays
For Location of close in Bracket (if it exists)
-----------------------------------------------
- if NO bracket exists for 5,10,15,20 day overlays
D if bracket exists and close in lower octant for 5,10,15,20 day overlays
. if bracket exists and close in central region for 5,10,15,20 day overlays
U if bracket exists and close in upper octant for 5,10,15,20 day overlays
Location
of close
$ Range of Bracket in Bracket
(if it exists) (if exists)
Contract 5 10 15 20 5 10 15 20
========== ============================== ===========
BP 3 99 - 1375 - - - . - -
CC 3 99 2156 2812 - - . . - -
CD 3 99 350 480 580 600 D D D D
CD 12 98 250 800 800 1200 . . . .
CL 1 99 - 1320 - 1280 - . - .
CL 2 99 - - - 1240 - - - D
DJ 3 99 2400 4100 4200 - U . . -
DJ 12 98 1800 4000 - - U . - -
DM 3 99 - 1550 - - - . - -
ED 3 99 175 275 325 450 . . . .
ED 6 99 175 425 500 750 . . . .
ED 9 99 200 475 650 950 . . . .
FC 1 99 1275 1400 - - . . - -
FC 3 99 1150 1425 - - . . - -
FC 4 99 200 1000 - - D . - -
GI 3 99 475 850 850 - . . D -
HO 1 99 - - - 2184 - - - .
IX 12 98 380 620 580 - . . . -
JY 3 99 1625 2812 - - . . - -
KW 3 99 350 462 625 - . . . -
LC 2 99 720 1040 - - . . - -
LC 4 99 - 1560 - - - . - -
LC 12 98 680 720 - - . . - -
LH 4 99 700 700 - - U U - -
MB 3 99 1281 1625 1406 1406 . . D D
MW 3 99 - 500 - - - D - -
ND 12 98 - 6100 - - - U - -
NO 1 99 - - 2800 - - - U -
NO 2 99 1300 2600 2300 - U . . -
NO 3 99 950 - 1600 - . - U -
NY 3 99 575 1600 1750 1850 . . . .
NY 5 99 425 1175 1400 1550 U . . .
OX 3 99 562 1125 812 - . . . -
OX 12 98 - 562 - - - . - -
PB 2 99 980 1560 2000 2120 . . . .
PB 3 99 - 540 - - - D - -
QA 3 99 - 10000 - - - U - -
QL 1 99 - - - 2016 - - - D
SF 3 99 1125 2437 - - . . - -
SM 1 99 340 780 - 1180 U . - .
SM 3 99 290 340 - - . . - -
SM 5 99 330 400 - - . . - -
SP 3 99 - 12750 12250 12500 - . . .
SP 12 98 - 10000 12500 12500 - . . .
SV 3 99 800 - 1550 1550 . - . .
T2 3 99 656 1312 1250 - . . . -
T2 12 98 375 843 937 - . . . -
TX 3 99 - 500 - - - . - -
U2 3 99 1375 1937 1875 - . . . -
U2 12 98 843 1875 1750 - . . . -
U5 3 99 - 1781 1562 - - . . -
UU 3 99 - 2500 2300 - - U U -
W 3 99 375 675 750 - . . . -
W 5 99 325 575 700 - . . . -
W 7 99 325 625 675 - . . . -
XB 3 99 1375 1843 1812 - . . . -
Item 3: The 20 Day Overlay Distribution Analysis
OVERLAY ANALYSIS: Entire Overlay
Close 12917 Ten day: Average range 31 Maximum range 120
Number prices in overlay 61 Total TPOs 1025
Trade facilitation factor (TPOs/prices/days) = 0.84
TPO Control Price (HPTP) 12924: TPOs Above and Below Control 451 526
DISTRIBUTION INFO: Minimum Dist = 4 Prices, 5 TPOs. Latest day symb = 9
There is/are 3 Distribution(s) in this Overlay
DIST# HIGH MXTPO LOW PEAKTPOs
1 13028 12924 12900 46
2 12812 12808 12800 18
3 12728 12716 12708 10
Close in Distribution # 1. Limits = 13028 12900
Quadrant 1-2 Division Pt: 13013.
Quadrant 3-4 Division Pt: 12915.
Each quadrant is approx. 15.
Distribution Below Close = 12812 12800
Item 4: Internal Trend Analysis
Two Overlays, 8 days and 4 days list the Rotation Index and Quadrant of close.
RI of 0.6 or below alerts for an internal trend, QD of 1 indicates an up
direction, 4 is down.
ROTATION INDEX AND QUADRANT OF CLOSE
8 DY CLO 4 DY CLO DAY
TRD DATE HI LO RI QD RI QD ID
12 14 98 13013 12924 0.75 2 0.67 3 5
12 15 98 13000 12905 0.83 4 0.50 4 6
12 16 98 12930 12829 0.67 3 0.75 3 7
12 17 98 12923 12903 0.83 3 0.58 2 8
12 18 98 12918 12907 0.58 3 0.83 2 9
Item 5: 20 Day Overlay Extended Overlay(tm) Analysis
None. There is no balance, so there are no Extensions.
Item 6: The 15 Day Overlay
THE CISCO TPO OVERLAY WITH THE ROTATION PROFILE
U2 3: 15 DAY OVERLAY
MAR 99 T-BOND (CBOT) DAY
11 30 98 TO 12 18 98
PRICE DYS L/F ROT PROFILE * TPOS TPO VOL OVERLAY *
13030 2 34 4 XXX
13028 2 34 6 XXXXX
13026 2 34 8 XXXXXXX
13024 3 234 13 XXXXXXXXXXX
13022 3 234 15 XXXXXXXXXXXXX
13020 4 W234 20 XXXXXXXXXXXXXXXXX
13018 5 WX234 20 XXXXXXXXXXXXXXXXX
13016 6 VWX234 21 XXXXXXXXXXXXXXXXXX
13014 6 VWX234 22 XXXXXXXXXXXXXXXXXXX
13012 7 VWX2345 27 XXXXXXXXXXXXXXXXXXXXXXX
13010 7 VWX2345 34 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
13008 7 VWX2345 37 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
13006 8 VWXY2345 39 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
13004 7 VWXY245 34 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
13002 8 VWXY1245 26 XXXXXXXXXXXXXXXXXXXXXXX
13000 10 U UVWXY12456 25 XXXXXXXXXXXXXXXXXXXXXX
12930 10 U UVWXY14567 28 XXXXXXXXXXXXXXXXXXXXXXXX
12928 10 U UVXYZ14567 31 XXXXXXXXXXXXXXXXXXXXXXXXXXX
12926 9 U UVYZ14567 41 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12924 9 U UVYZ14567 46 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12922 9 U UVYZ14678 44 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12920 9 U UVYZ14678 41 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12918 10 U9 UVYZ146789 36 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12916 9 U9 UYZ146789 28 XXXXXXXXXXXXXXXXXXXXXXXX
12914 9 U9 UYZ146789 29 XXXXXXXXXXXXXXXXXXXXXXXXX
12912 8 U9 UZ146789 39 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12910 7 U9 UZ16789 45 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12908 7 U9 UZ16789 27 XXXXXXXXXXXXXXXXXXXXXXX
12906 5 U Z1678 20 XXXXXXXXXXXXXXXXX
12904 5 U UZ178 12 XXXXXXXXXX
12902 3 U UZ7 8 XXXXXXX
12900 3 U UZ7 6 XXXXX
12830 2 U U7 3 XXX
12828 1 U U 1 X
12826 1 U U 3 XXX
12824 1 U U 4 XXX
12822 1 U U 3 XXX
12820 1 U U 2 XX
12818 1 U U 1 X
Item 7: The 15 Day Overlay Distribution Analysis
OVERLAY ANALYSIS: Entire Overlay
Close 12917 Ten day: Average range 31 Maximum range 120
Number prices in overlay 39 Total TPOs 849
Trade facilitation factor (TPOs/prices/days) = 1.45
TPO Control Price (HPTP) 12924: TPOs Above and Below Control 451 350
DISTRIBUTION INFO: Minimum Dist = 4 Prices, 5 TPOs. Latest day symb = 9
There is/are 1 Distribution(s) in this Overlay
DIST# HIGH MXTPO LOW PEAKTPOs
1 13028 12924 12900 46
Close in Distribution # 1. Limits = 13028 12900
Quadrant 1-2 Division Pt: 13013.
Quadrant 3-4 Division Pt: 12915.
Each quadrant is approx. 15.
Item 8: Internal Trend Analysis
Same as for 20 day.
ROTATION INDEX AND QUADRANT OF CLOSE
8 DY CLO 4 DY CLO DAY
TRD DATE HI LO RI QD RI QD ID
12 14 98 13013 12924 0.75 2 0.67 3 5
12 15 98 13000 12905 0.83 4 0.50 4 6
12 16 98 12930 12829 0.67 3 0.75 3 7
12 17 98 12923 12903 0.83 3 0.58 2 8
12 18 98 12918 12907 0.58 3 0.83 2 9
Item 9: 15 Day Overlay Extended Overlay(tm) Analysis
Extended Overlay(tm) Analysis for:
15 U2 3 99 Preferred Dir = L
Location Price $Pot $Risk
Upper Limit 13028
Octant 13021 718 239
Sextant 13018 625 312
Quadrant 13013 468 468
Mid Dist 12930
Quadrant 12915 468 468
Sextant 12910 625 312
Octant 12907 718 239
Lower Limit 12900
Item 10: The 10 Day Overlay
THE CISCO TPO OVERLAY WITH THE ROTATION PROFILE
U2 3: 10 DAY OVERLAY
MAR 99 T-BOND (CBOT) DAY
12 07 98 TO 12 18 98
PRICE DYS L/F ROT PROFILE * TPOS TPO VOL OVERLAY *
13030 2 34 4 XXXX
13028 2 34 6 XXXXXX
13026 2 34 8 XXXXXXX
13024 3 234 13 XXXXXXXXXXXX
13022 3 234 15 XXXXXXXXXXXXXX
13020 3 234 18 XXXXXXXXXXXXXXXXX
13018 3 234 17 XXXXXXXXXXXXXXXX
13016 3 234 15 XXXXXXXXXXXXXX
13014 3 234 14 XXXXXXXXXXXXX
13012 4 2345 16 XXXXXXXXXXXXXXX
13010 4 2345 17 XXXXXXXXXXXXXXXX
13008 4 2345 14 XXXXXXXXXXXXX
13006 4 2345 16 XXXXXXXXXXXXXXX
13004 3 245 18 XXXXXXXXXXXXXXXXX
13002 4 1245 13 XXXXXXXXXXXX
13000 5 12456 10 XXXXXXXXX
12930 5 14567 11 XXXXXXXXXX
12928 6 Z Z14567 15 XXXXXXXXXXXXXX
12926 6 Z Z14567 20 XXXXXXXXXXXXXXXXXXX
12924 6 Z Z14567 23 XXXXXXXXXXXXXXXXXXXXX
12922 6 Z Z14678 24 XXXXXXXXXXXXXXXXXXXXXX
12920 6 Z Z14678 23 XXXXXXXXXXXXXXXXXXXXX
12918 7 Z9 Z146789 23 XXXXXXXXXXXXXXXXXXXXX
12916 7 Z9 Z146789 22 XXXXXXXXXXXXXXXXXXXX
12914 7 Z9 Z146789 25 XXXXXXXXXXXXXXXXXXXXXXX
12912 7 Z9 Z146789 37 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12910 6 Z9 Z16789 43 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12908 6 Z9 Z16789 26 XXXXXXXXXXXXXXXXXXXXXXXX
12906 5 Z Z1678 20 XXXXXXXXXXXXXXXXXXX
12904 4 Z Z178 11 XXXXXXXXXX
12902 2 Z Z7 7 XXXXXXX
12900 2 Z Z7 4 XXXX
12830 1 7 2 XX
Item 11: The 10 Day Overlay Distribution Analysis
OVERLAY ANALYSIS: Entire Overlay
Close 12917 Ten day: Average range 31 Maximum range 120
Number prices in overlay 33 Total TPOs 550
Trade facilitation factor (TPOs/prices/days) = 1.67
TPO Control Price (HPTP) 12910: TPOs Above and Below Control 437 70
DISTRIBUTION INFO: Minimum Dist = 4 Prices, 3 TPOs. Latest day symb = 9
There is/are 1 Distribution(s) in this Overlay
DIST# HIGH MXTPO LOW PEAKTPOs
1 13030 12910 12900 43
Close in Distribution # 1. Limits = 13030 12900
Quadrant 1-2 Division Pt: 13015.
Quadrant 3-4 Division Pt: 12915.
Each quadrant is approx. 15.
Item 12: Internal Trend Analysis
Same as for 20 day.
ROTATION INDEX AND QUADRANT OF CLOSE
8 DY CLO 4 DY CLO DAY
TRD DATE HI LO RI QD RI QD ID
12 14 98 13013 12924 0.75 2 0.67 3 5
12 15 98 13000 12905 0.83 4 0.50 4 6
12 16 98 12930 12829 0.67 3 0.75 3 7
12 17 98 12923 12903 0.83 3 0.58 2 8
12 18 98 12918 12907 0.58 3 0.83 2 9
Item 13: 10 Day Overlay Extended Overlay(tm) Analysis
Extended Overlay(tm) Analysis for:
10 U2 3 99 Preferred Dir = L
Location Price $Pot $Risk
Upper Limit 13030
Octant 13023 750 250
Sextant 13020 656 328
Quadrant 13015 500 500
Mid Dist 12931
Quadrant 12915 500 500
Sextant 12910 656 328
Octant 12907 750 250
Lower Limit 12900
Item 14: The 5 Day Overlay
THE CISCO TPO OVERLAY WITH THE ROTATION PROFILE
U2 3: 5 DAY OVERLAY
MAR 99 T-BOND (CBOT) DAY
12 14 98 TO 12 18 98
PRICE DYS L/F ROT PROFILE * TPOS TPO VOL OVERLAY *
13013 1 5 5 2 XX
13012 1 5 5 3 XXX
13011 1 5 5 5 XXXXX
13010 1 5 5 6 XXXXXX
13009 1 5 5 6 XXXXXX
13008 1 5 5 6 XXXXXX
13007 1 5 5 4 XXXX
13006 1 5 5 8 XXXXXXXX
13005 1 5 5 9 XXXXXXXXX
13004 1 5 5 11 XXXXXXXXXXX
13003 1 5 5 9 XXXXXXXXX
13002 1 5 5 8 XXXXXXXX
13001 1 5 5 6 XXXXXX
13000 2 5 56 7 XXXXXXX
12931 2 5 56 3 XXX
12930 3 5 567 8 XXXXXXXX
12929 3 5 567 9 XXXXXXXXX
12928 3 5 567 10 XXXXXXXXXX
12927 3 5 567 10 XXXXXXXXXX
12926 3 5 567 11 XXXXXXXXXXX
12925 3 5 567 12 XXXXXXXXXXXX
12924 3 5 567 13 XXXXXXXXXXXXX
12923 3 678 11 XXXXXXXXXXX
12922 3 678 13 XXXXXXXXXXXXX
12921 3 678 13 XXXXXXXXXXXXX
12920 3 678 12 XXXXXXXXXXXX
12919 3 678 9 XXXXXXXXX
12918 4 9 6789 12 XXXXXXXXXXXX
12917 4 9 6789 11 XXXXXXXXXXX
12916 4 9 6789 13 XXXXXXXXXXXXX
12915 4 9 6789 17 XXXXXXXXXXXXXXXXX
12914 4 9 6789 16 XXXXXXXXXXXXXXXX
12913 4 9 6789 21 XXXXXXXXXXXXXXXXXXXXX
12912 4 9 6789 27 XXXXXXXXXXXXXXXXXXXXXXXXXXX
12911 4 9 6789 31 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12910 4 9 6789 32 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12909 4 9 6789 30 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
12908 4 9 6789 17 XXXXXXXXXXXXXXXXX
12907 4 9 6789 13 XXXXXXXXXXXXX
12906 3 678 14 XXXXXXXXXXXXXX
12905 3 678 13 XXXXXXXXXXXXX
12904 2 78 7 XXXXXXX
12903 2 78 7 XXXXXXX
12902 1 7 5 XXXXX
12901 1 7 3 XXX
12900 1 7 3 XXX
12831 1 7 2 XX
12830 1 7 2 XX
12829 1 7 1 X
Item 15: The 5 Day Overlay Distribution Analysis
OVERLAY ANALYSIS: Entire Overlay
Close 12917 Ten day: Average range 31 Maximum range 120
Number prices in overlay 49 Total TPOs 521
Trade facilitation factor (TPOs/prices/days) = 2.13
TPO Control Price (HPTP) 12910: TPOs Above and Below Control 372 116
DISTRIBUTION INFO: Minimum Dist = 4 Prices, 3 TPOs. Latest day symb = 9
There is/are 1 Distribution(s) in this Overlay
DIST# HIGH MXTPO LOW PEAKTPOs
1 13012 12910 12900 32
Close in Distribution # 1. Limits = 13012 12900
Quadrant 1-2 Division Pt: 13001.
Quadrant 3-4 Division Pt: 12911.
Each quadrant is approx. 11.
Item 16: Internal Trend Analysis
Same as for 20 day.
ROTATION INDEX AND QUADRANT OF CLOSE
8 DY CLO 4 DY CLO DAY
TRD DATE HI LO RI QD RI QD ID
12 14 98 13013 12924 0.75 2 0.67 3 5
12 15 98 13000 12905 0.83 4 0.50 4 6
12 16 98 12930 12829 0.67 3 0.75 3 7
12 17 98 12923 12903 0.83 3 0.58 2 8
12 18 98 12918 12907 0.58 3 0.83 2 9
Item 17: 5 Day Overlay Extended Overlay(tm) Analysis
Extended Overlay(tm) Analysis for:
5 U2 3 99 Preferred Dir = L
Location Price $Pot $Risk
Upper Limit 13012
Octant 13007 531 177
Sextant 13005 468 234
Quadrant 13001 343 343
Mid Dist 12922
Quadrant 12911 343 343
Sextant 12907 468 234
Octant 12905 531 177
Lower Limit 12900
Item 18: Commercial Analysis
Commercial analysis identifies unusual commercial activity at the day's extreme
prices, the high and the low. Three measures are used: VOL/PRICE TIC, VALUE AREA
and QUADRANT. If distributions were ideal bell shapes, either of the first two
measures would be sufficient. All three measures are explained in detail in the
text on pages 33 through 46.
Two tables of commercial activity list the actual calculations for the trader who
wishes to keep track and develop an alternate measure with the lower table summarizing
the upper for quick analyis.
The CISCO Commercial Traders Volume Analysis
VOL/PRICE TIC VALUE AREA QUADRANT
DATE HIGH LOW CLOSE CTI V-AB V-VA V-BL %TOT %ABV %VA %BLO %QD1 %QD4
12 18 98 12918 12907 12918 2 36 100 2 7.7 2.1 5.6 0.0 14.9 4.6
12 17 98 12923 12903 12923 2 26 100 23 8.5 1.5 6.4 0.7 8.9 18.2
12 16 98 12930 12829 12925 2 50 100 4 6.9 2.0 5.0 0.0 14.1 26.5
12 15 98 13000 12905 12909 2 34 100 20 6.6 0.5 4.9 1.3 33.8 3.6
12 14 98 13013 12924 13002 2 6 100 40 5.7 0.0 4.2 1.5 30.3 10.9
12 11 98 13030 12910 12920 2 5 100 59 6.1 0.0 4.6 1.5 31.2 18.1
12 10 98 13100 13006 13019 2 3 100 26 7.7 0.0 6.3 1.3 34.1 4.0
12 09 98 13025 13000 13018 2 15 100 25 6.1 0.3 4.8 1.0 20.1 12.2
12 08 98 13003 12904 13003 2 26 100 6 7.1 1.8 5.3 0.1 9.9 28.5
12 07 98 12929 12900 12900 2 0 100 60 6.8 0.0 5.2 1.6 28.4 21.0
AVERAGE 2 20 100 26 6.9 0.8 5.2 0.9 22.6 14.7
12 18 Upper Comml Action: 12918 VALUE AREA
12 17 Upper Comml Action: 12923 VALUE AREA
12 16 Upper Comml Action: 12930 VALUE AREA
Lower Comml Action: 12829 QUADRANT
12 15 Upper Comml Action: 13000 QUADRANT
12 14 Upper Comml Action: 13013 QUADRANT
Lower Comml Action: 12924 VALUE AREA
12 11 Upper Comml Action: 13030 QUADRANT
Lower Comml Action: 12910 VALUE AREA
12 10 Upper Comml Action: 13100 QUADRANT
Lower Comml Action: 13006 VALUE AREA
12 09 Lower Comml Action: 13000 VALUE AREA
12 08 Upper Comml Action: 13003 VALUE AREA
Lower Comml Action: 12904 QUADRANT
12 07 Lower Comml Action: 12900 VALUE AREA
Commercials
Item 19: Day Market Review of Reference Points
The basic five reference points are listed above (Limits, Octants, Middle, commercial
activity and Internal Trend. A sixth basic reference point is the pauses in a trend.
In the Market Review we find additional reference points using volume, volatility
TPO's and various other factors for reading the direction and conviction of the
traders in the market.
MARKET REVIEW T-BOND (CBOT) DAY
U2 03 99
CURRENT DAY 12 18 98 PREVIOUS 12 17 98
OPEN 12915 lower 12921
HIGH 12918 lower 12923
LOW 12907 higher 12903
CLOSE 12918 lower 12923
HIGH VAL PRICE (POC) 12912 higher 12911
VALUE AREA 12913 - 12909 l h 12917 - 12908
TPO`s, TOTAL 81 106
TPO`s, ABOVE POC 30 58
TPO`s, BELOW POC 37 36
TRADE FACILITATION FACTOR 6.75 higher 5.05
SHAPE FACTOR 4.81 lower 7.14
VOLATILITY: CV = 5.79 lower 7.57
TOTAL VOLUME 168488 lower 336484
COMMERCIAL VOLUME 13033 lower 28765
PUBLIC VOLUME 53211 lower 90967
HI/LO (% HIGH IN 60 DAYS) 48%
INITIAL BALANCE 12915 12909
I-B RNG, CLO/IB, PCT/TOT 6 ABV-IB 54%
VALUE AREA RANGE 4 even 10
ATTEMPTED DIR U, D or blank D D
VALUE AREA DIR H, A, Z or L or bl
Todays Point of Control is higher.
Todays attempted direction is down. Yesterdays was down.
The Value Area direction is no change.
Shape-Distribution: Minimum Distrib = 4 Prices, 1 TPO.
There is/are 1 Distribution(s) on this day.
DIST# HIGH POC LOW POC-TPOs
1 12918 12912 12907 13
ACCUMULATION/DISTRIBUTION BY PERIOD
The half-hour periods are: yzABCDEFGHIJKLM
The first pd is 10 min; the rest are 30.
The market was balancing (accumulating) for 12 half-hour period(s)
from 3 to 14 (A to L).
The accumulation price region was 12917 12908.
Item 20: Half-Hour Tick Bars
Half-hour periods are the minimum times used in auction analysis. The TPO's are
along the top, identifying the periods (y = 7:00 to 7:30, z = 7:30 to 8:00, A = 8:00
to 8:30 and so on throughout the trading day. The tick counts help validate the
activity in each period.
HALF-HOUR AUCTIONS FOR THE DAY.
y z A B C D E F G H I J K L M
12918 4 5 3
12917 10 8 15 5
12916 18 4 17 4
12915 2 11 4 15
12914 2 8 5 4 8
12913 10 22 1 13 14 5 1 5 4 1
12912 23 27 7 21 20 8 7 1 2 2 6 4 5
12911 15 22 28 18 12 5 12 14 6 9 12 8
12910 15 36 9 7 14 5 6 15 11 4 20 8
12909 5 21 2 9 1 6 6 13 3
12908 8 1 3 3
12907 1
** The names Overlay Profile, Rotation Profile and Rotation Index
are trademarks of CISCO 1989. All rights reserved.
This report may not be reproduced or retransmitted without the express
written consent of CISCO.
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