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Congestive Market Timing: The Run-Pause Profile (TM)
Sample Data
Copyright December 18, 2006
The Run-Pause Profile (TM) tool is designed to give the day trader a here-and-now reading of the short term market
condition. The method begins a day assuming a congesting market on the time frame you have chosen (5, 10
or 15 minutes). If the congestion range paramater is exceeded within the first four time periods, non-
congestion is assumed and the search for congestion is restarted. In the first, five minute, example
the congestion parameter was exceeded by the second timeframe (08:35). That occasioned a restart at
08:40 and so on for the first four tries (through 09:25). As a trader, imagine that it is 09:40. You
see the first four Non-Congest lines followed by a line starting at 09:30, ending with 09:40 and
Congest will be in the Con/No-Con column, and so on through 09:55. Then at 10:00 a new congestion starts.
You will be asked to input the trading symbol (UC for the SP, DJ for the Dow, etc.), the delivery, the
data date and the time length of the market measure (5, 10 or 15 minutes).
Output:
1. Header line: Symbol, delivery month and year, trading date, minutes in a step and tick count.
2. Time begin, high and low for beginning period, time end, high and low for ending period, congestion and
total number of ticks from TimeB through TimeE.
Run-Pause Profile (TM)
Congestion Periods UC 06 06 20060505 5m TIKS
TimeB High Low TimeE High Low Con/No-Con
08:30 132500 132250 08:35 132620 132450 Non-Congest 85
08:40 132570 132450 08:50 132500 132310 Non-Congest 142
08:55 132480 132300 09:10 132470 132200 Non-Congest 143
09:15 132500 132390 09:25 132410 132220 Non-Congest 99
09:30 132320 132220 09:55 132480 132330 Congest 152
10:00 132490 132400 10:30 132650 132560 Congest 182
10:35 132710 132600 12:00 132620 132530 Congest 323
12:05 132580 132550 12:50 132820 132750 Congest 95
12:55 132790 132770 13:20 132880 132770 Congest 106
13:25 132900 132830 13:45 133120 132970 Congest 98
13:50 133100 133060 15:10 132900 132860 Congest 271
Run-Pause Profile (TM)
Congestion Periods UC 06 06 12060505 10m TIKS
TimeB High Low TimeE High Low Con/No-Con
08:40 132570 132420 09:00 132500 132280 Non-Congest 255
09:20 132490 132220 10:20 132540 132450 Congest 381
10:30 132710 132560 12:00 132620 132530 Congest 363
12:10 132670 132590 13:10 132870 132730 Congest 172
13:20 132900 132770 13:40 133120 132920 Non-Congest 117
13:50 133100 133000 15:10 132900 132860 Congest 271
Run-Pause Profile (TM)
Congestion Periods UC 06 06 20060505 15m TIKS
TimeB High Low TimeE High Low Con/No-Con
09:30 132410 132220 10:00 132490 132350 Non-Congest 230
10:15 132540 132400 10:30 132790 132560 Non-Congest 170
10:45 132780 132650 12:00 132660 132530 Congest 274
12:15 132700 132630 13:15 132900 132770 Congest 202
13:30 132970 132830 13:45 133120 132970 Non-Congest 115
14:00 133000 132950 15:00 133020 132860 Congest 236