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Day Trading Engine Flow 2
Copyright CISCO Futures August 10, 2009
The Auction Market Flow Table, Example 2
A critical asset for any day trader is market understanding. While this statement
may seem self-evident, the simple fact is that very few traders have even a passing
feel for the markets they trade. This is evidenced by so much reliance on charts,
on technical indicators and on esoterics like Gann, Fibonacci and Elliott Wave.
Any trading methodology that is not based on market features, market elements, is
doomed. This is evidenced by the quoted failure rate for new traders of 95 percent. Virtually everyone
starts out with indicators and charts. Virtually everyone fails. Those who spend
the time and effort to understand value stand a far better chance, as our Testimonials
confirm.
CISCO Testimonials
Value Based trading is rooted in market understanding, a significant part of which
is the ability to discern the market's 'flow'. The data for our flow measures
comes from the CISCO Visual Graphics analytical tool. VG for trade set-up is the most
used of all CISCO trading tools.
This article is about the actual practice of
flow recognition. The companion article is on the details of capturing 'Flow'.
daytradingengine_flow_example1
The ability to recognize Flow, as obtained from the Visual Graphics reference
points, gives a trader guidance for "staying with the market". The Flow
measurements' utility is in increasing the odds for making a successful
trade. A measure of Flow predictive success can be found in Table 2 and
Table 2H. It is clear from these two tables that the flow algorithm, based on the Visual Graphic has a
strong predilection for divining Flow correctly.
This exercise lists a set of Flow Tables starting with Table 1 from the
Example 1 report and going through the movement of the Emini SP through the
spectacular recovery that, coincidentally, began about when the Day Trading
Engine was taking shape.
To join the two reports, start with the two Visual Graphic reports for the
first Flow Table (Table 1) in Example 1. This is followed by a series of
succeeding Flow Tables. These tables are for practice of reading the Flow
from the Flow Tables (which comes from the Day Trading Engine via the Visual
Graphic Report).
Visual Graphic: UU 20090710
Visual Graphic: UU 20090713
Examples of reading/deciphering the Flow Tables is in Example 1.
The game: Find the net flow on the last three days, predict the
direction of the market for the next day.
From Table 1.
Ex: Date Directional UP DN Activity GT SM
Jul 9 8 3 1 4
10 3 8 4 1
13 7 4 3 2
Two days prior to Jul 13: Directional is net 0, Activity is net 0.
As of July 10 the market is in balance (info from Advice Engine).
There is no preferential flow direction, so await a breakout on Jul 13.
Ex: Date Directional UP DN Activity GT SM
10 3 8 4 1
13 7 4 3 2
14 8 2 2 3
Net Directional: 18 up, 14 down: Activity 9 GT, 6 SM
Net Flow Preference: Up.
Table 1.
Market Flow from Visual Graphic: UU 09 09
07 13 09 07 10 09 07 09 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 89550 87425 87900
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir U U D
VAr Dir H L H
Goal of Market Flow Table:
To gain a subjective view of the recent market.
1. Reference points for market directionality.
2. Information on gain or loss of market activity.
3. Near term (1 day) market tendencies.
Legend: (Data from Visual Graphic)
Group 1. Directional: Price higher, H: Price lower, L.
From prev day except IB - POC (same day).
Group 2. Activity: Greater, G: Smaller S.
From prev day.
Group 3. Predictive: Attempted direction, U = up, D = down.
Value Area: H, A = up: Z, L = down.
A and Z are 'weakly'
Market Flow from Visual Graphic: UU 09 09
07 16 09 07 15 09 07 14 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 93575 92725 90150
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir U U
VAr Dir A H A
Market Flow from Visual Graphic: UU 09 09
07 21 09 07 20 09 07 17 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 95350 94900 93700
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir D U
VAr Dir A H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
07 24 09 07 23 09 07 22 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 97775 96900 94950
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir U U U
VA Dir H A
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
07 27 09 07 24 09 07 23 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 98000 97775 96900
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D U U
VA Dir A H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
07 29 09 07 28 09 07 27 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 97500 97600 98000
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D
VA Dir Z A
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 03 09 07 31 09 07 30 09
Directional H L H L H L
Open x X x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 100050 98450 98225
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U U U
VA Dir H Z H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 04 09 08 03 09
Directional H L H L
Open x x
High x x
Low x x
Close x x
PT of CTL x x
V-A UPR x x
V-A LWR x x
IB UPR x x
IB LWR x x
IB POC UPR x x
IB POC LWR x x
EOD CLOSE 100475 100050
Activity G S G S
TPO TOTAL x x
Volatility x x
IB Range x x
TDE FACIL x x
V-A Range x x
Directionally Predictive
Att Dir U
VA Dir A H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 10 09 08 07 09 08 06 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 100750 100650 100075
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U U D
VA Dir Z H Z
08 07 09 08 06 09 08 05 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 100650 99500 100075
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U D D
VA Dir H Z Z
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 12 09 08 11 09 08 10 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 100225 99300 100750
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U D U
VA Dir H L Z
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 13 09 08 12 09 08 11 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 101350 100225 99300
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U D
VA Dir A H L
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 14 09 08 13 09 08 12 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 100575 101350 100225
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D U
VA Dir L A H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 18 09 08 17 09 08 14 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 98950 97825 100575
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U D D
VA Dir H L L
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 19 09 08 18 09 08 17 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 99700 98950 97825
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir U U D
VA Dir A H L
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 24 09 08 21 09 08 20 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x ....
IB POC LWR x x x
EOD CLOSE 102450 102525 100475
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D U U
VA Dir A H H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 27 09 08 26 09 08 25 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 102925 102675 102600
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D U D
VA Dir Z Z A
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
08 31 09 08 28 09 08 27 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 101975 102750 102925
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D D D
VA Dir L A Z
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
09 03 09 09 02 09 09 01 09
Directional H L H L H L
Open x X X
High x X X
Low x X X
Close x X X
PT of CTL x X X
V-A UPR x X X
V-A LWR x X X
IB UPR x X X
IB LWR x X X
IB POC UPR x X X
IB POC LWR x X X
EOD CLOSE 100175 98975 99200
Activity G S G S G S
TPO TOTAL x X X
Volatility x X X
IB Range x X X
TDE FACIL x X X
V-A Range x X X
Directionally Predictive
Att Dir D U D
VA Dir
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
09 04 09
Directional H L
Open x
High x
Low x
Close x
PT of CTL x
V-A UPR x
V-A LWR x
IB UPR x
IB LWR x
IB POC UPR x
IB POC LWR x
EOD CLOSE 101400
Activity G S
TPO TOTAL x
Volatility x
IB Range x
TDE FACIL x
V-A Range x
Directionally Predictive
Att Dir U
VA Dir H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
09 08 09 09 04 09
Directional H L H L
Open x x
High x x
Low x x
Close x x
PT of CTL x x
V-A UPR x x
V-A LWR x x
IB UPR x x
IB LWR x x
IB POC UPR x x
IB POC LWR x x
EOD CLOSE 102500 101400
Activity G S G S
TPO TOTAL x x
Volatility x x
IB Range x x
TDE FACIL x x
V-A Range x x
Directionally Predictive
Att Dir D U
VA Dir A H
Market Flow from Visual Graphic: UU 09 09
A SUBJECTIVE view of Market Activity
09 11 09 09 10 09 09 09 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
V-A UPR x x x
V-A LWR x x x
IB UPR x x x
IB LWR x x x
IB POC UPR x x x
IB POC LWR x x x
EOD CLOSE 104150 104175 103250
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
V-A Range x x x
Directionally Predictive
Att Dir D U U
VA Dir A H H
Testing the Flow
Table 2.
Flow Test Validation: UU Sep 2009
O H L C DIR ACT NET FLOW
7/ 9/ 9 88100 88450 87425 87900 5 -3 2 Y 1
7/10/ 9 87175 88025 86875 87425 -5 3 -2 Y 2
7/13/ 9 87525 89775 86550 89550 3 1 4 Y 3
7/14/ 9 90300 91275 89250 90150 7 -5 2 Y 4
7/15/ 9 91175 93075 90850 92725 5 -1 4 Y 5
7/16/ 9 92475 94075 92100 93575 7 -1 6 Y 6
7/17/ 9 93050 93875 92800 93700 3 -5 -2 N 1
7/20/ 9 94250 94925 93700 94900 7 3 10 Y 7
7/21/ 9 95275 95550 94925 95350 9 3 12 Y 8
7/22/ 9 95025 95675 94450 95000 1 1 2 Y 9
7/23/ 9 95450 97650 95025 96900 5 5 10 Y 10
7/24/ 9 97150 97900 96250 97775 5 -3 2 Y 11
7/27/ 9 97825 98400 96900 98000 7 -3 4 Y 12
7/28/ 9 97275 98150 96600 97600 -5 5 0
7/29/ 9 97000 97500 97350 97500 -7 -3 -10 N 2
7/30/ 9 98175 99400 97600 98225 9 1 10 Y 13
7/31/ 9 98600 99050 97825 98450 -3 -1 -4 Y 14
8/ 3/ 9 99450 100175 98325 100050 9 -1 8 Y 15
8/ 4/ 9 99275 100525 100400 100475 9 -1 8 N 3
8/ 5/ 9 100375 100075 99725 100075 -3 -3 0
8/ 6/ 9 100450 99575 99425 99500 -1 3 2 Y 16
8/ 7/ 9 99375 101600 99000 100650 5 1 6 Y 17
8/10/ 9 100450 100775 99825 100750 -3 -3 -6 Y 18
8/11/ 9 100375 99325 99175 99300 5 3 8 Y 19
8/12/ 9 99150 101125 98375 100225 9 5 14 Y 20
8/13/ 9 101225 101400 101250 101350 9 -3 6 Y 21
8/14/ 9 101325 101575 99225 100575 -3 1 -2 Y 22
8/17/ 9 98225 99825 97550 97825 -7 -5 -12 Y 23
8/18/ 9 98375 99000 97775 98950 1 5 6 Y 24
8/19/ 9 98025 99700 99600 99700 -1 3 2 Y 25
8/20/ 9 100150 100775 99425 100475 8 -5 3 N 4
8/21/ 9 101000 102700 100900 102525 7 3 10 Y 26
8/24/ 9 102750 103500 102125 102450 9 1 10 Y 27
8/25/ 9 103025 103800 102475 102575 5 1 6 Y 28
8/26/ 9 102400 103200 102025 102650 -5 -1 -6 Y 29
8/27/ 9 102650 103275 101475 102925 1 5 6 Y 30
8/28/ 9 103400 103875 102200 102725 5 1 6 N 5
8/31/ 9 102050 102150 101325 102050 -9 -3 -12 Y 31
9/ 1/ 9 101500 102775 99525 99675 -1 5 4 Y 32
9/ 2/ 9 99600 99975 99100 99375 -9 -5 -14 Y 33
9/ 3/ 9 100200 100350 99125 100175 7 1 8 Y 34
9/ 4/ 9 100625 101625 100000 101375 5 5 10 Y 35
9/ 8/ 9 102550 102575 101900 102450 5 3 8 Y 36
9/ 9/ 9 102600 103625 102325 103225 7 5 12 Y 37
9/10/ 9 103250 104400 102750 104125 5 1 6 Y 38
9/11/ 9 104350 104825 103800 104125 7 -3 4
Legend
O, H, L, C: Open, Hi, Lo, Close
DIR: Directional count: H - L
ACT: Activity count: G - S
NET: Sum of DIR + ACT
Predicted Flow: UP if NET positive, DN if NET negative
Measured Flow Agreement with Prediction: FLOW = Y or N
If NET is +, Then Y if next High greater than current Close.
If NET is -, Then Y if next Low is less than current Close.
NET count for Table 2: Y = 38, N = 5
NET count for Table 2H: Y = 13, N = 5
SUM for 6/16 - 9/11 Y = 51, N = 10
Percent Correct Predictions: 83%
Table 3.
Five Day Balances from Advice Engine
Date ULIM LLIM
090709 89600 86700
0710 89200 86650
0722 95500 93100
0810 101400 99200
0811 101400 99100
0812 101400 99100
0813 101400 99100
0814 101100 99100
0828 103550 102100
0829 103550 101450
Note on balances: A balance point is one of the few 'knowns'
available to a trader. At balance the bulls and bears are in
agreement. The Visual Graphic reference points are most
meaningful here and change of condition (breakout) is most
trustworthy.
Runs (trends) and pauses (balances) are irregular, driven by
varying market forces. Most traders have an implicit belief
in the underlying regularity of markets, a belief that is not
borne out by observation. This leads to bad trading habits (the
market was at point B and so will return to B as iron filings to
a magnet). A look at a 3 year run of a real world market with
many runs and pauses (EminiSP) will display the market irregularities.
The Market Unit
Addendum
Table 1H.
Market Flow from Visual Graphic: UU 09 09, History
06 16 09 06 15 09
Directional H L H L
Open x x
High x x
Low x x
Close x x
PT of CTL x x
v-A UPR x x
v-A LWR x x
IB UPR x x
IB LWR x x
IB UPR POC x x
IB LWR POC x x
EOD CLOSE 89550 91950
Activity G S G S
TPO TOTAL x x
Volatility x x
IB Range x x
TDE FACIL x x
v-A Range x x
Directionally Predictive
Att Dir D D
VAr Dir Z L
06 19 09 06 18 09 06 17 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 91575 91325 90525
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir D U U
VAr Dir A H Z
06 24 09 06 23 09 06 22 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 89800 89025 88850
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir U D
VAr Dir H Z L
06 29 09 06 26 09 06 25 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 92125 91400 91650
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir U U U
VAr Dir H A
07 02 09 07 01 09 06 30 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 89325 91925 91550
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir D U D
VAr Dir L H L
07 08 09 07 07 09 07 06 09
Directional H L H L H L
Open x x x
High x x x
Low x x x
Close x x x
PT of CTL x x x
v-A UPR x x x
v-A LWR x x x
IB UPR x x x
IB LWR x x x
IB UPR POC x x x
IB LWR POC x x x
EOD CLOSE 87375 87925 89550
Activity G S G S G S
TPO TOTAL x x x
Volatility x x x
IB Range x x x
TDE FACIL x x x
v-A Range x x x
Directionally Predictive
Att Dir D D U
VAr Dir L Z L
Table 2H.
Flow Test Validation: UU Sep 2009, History.
06/12/09 - 07/08/09
O H L C DIR ACT NET FLOW
6/12/ 9 93750 94275 93125 94075
6/15/ 9 91975 92000 91900 91950 -7 5 -2 Y 1
6/16/ 9 90800 90850 90675 90775 3 3 6 N 1
6/17/ 9 90550 90675 90525 90525 5 1 6 Y 2
6/18/ 9 91225 91375 91200 91325 9 -1 7 Y 3
6/19/ 9 91500 92300 91075 91575 11 -3 8 N 2
6/22/ 9 88875 88925 88775 88850 -3 5 2 Y 4
6/23/ 9 89050 89425 88425 89025 -3 -1 -4 Y 5
6/24/ 9 89800 90650 88950 89800 9 5 14 Y 6
6/25/ 9 91700 91725 91575 91650 1 5 6 Y 7
6/26/ 9 91300 91900 90850 91400 7 -5 2 Y 8
6/29/ 9 92150 92200 92125 92125 7 1 8 N 3
6/30/ 9 91575 91600 91525 91550 5 5 10 Y 9
7/ 1/ 9 91575 92825 91350 91925 7 -3 4 N 4
7/ 2/ 9 91700 91875 88900 89325 9 -1 8 Y 10
7/ 6/ 9 89575 89600 89500 89550 -9 -1 -10 Y 11
7/ 7/ 9 87950 87975 87775 87925 1 -1 0
7/ 8/ 9 87400 87600 87375 87375 -3 -1 -4 N 5
7/ 9/ 9 87875 88450 87425 87900 5 -3 2 Y 13
Legend
O, H, L, C: Open, Hi, Lo, Close
DIR: Directional count: H - L
ACT: Activity count: G - S
NET: Sum of DIR + ACT
Predicted Flow: UP if NET positive, DN if NET negative
Measured Flow Agreement with Prediction: FLOW = Y or N
If NET is +, Then Y if next High greater than current Close.
If NET is -, Then Y if next Low is less than current Close.
Table 3H.
Five Day Balances from Advice Engine, History
ULIM LLIM
090619 92500 90300