CISCO Futures
1-303-306-1521 1-800 800 7227 Fax 1-303-306-1572
http://www.cisco-futures.com
dljones@cisco-futures.com
Meta-Profile for Day Trading: DJ Index, May 17, 2005
May 30, 2005
Copyright CISCO Futures, 2005
Day trading with the Meta-Profile/Visual Graphic is based on these facts:
1) Overlay Demand Curve (end-of-day Visual Graphic) shows the state of
the market on a 1, 5, 10 and 20 day scale. The 5, 10 and 20 day Overlays can
be read for any balance from 2 to 20 days. Meta-Profile is the source of
the latest day's value area (short term support and resistance). Balances
for the various timeframes provide support/resistances for those timeframes.
A 1 day balance will generally have
a different support and resistance from a balance for a longer term.
Overlay Demand Curve Background
2) Meta-Profile for the latest completed day provides near term support and
resistance (value Area).
Market/Meta Profiles Background
3) Meta-Profile for the current trading day shows the markets runs and pauses.
A pause is an alert that the run may be over and so, it may be the time to exit.
4) A breakout from a balance is an early alert for the start of a directional
(trending) market. The breakout signals a potential change in value.
5) Locating the short term and longer term support and resistance pairs orients
a trader for a series of confirming breakouts when a market starts to
run. The trader thus has a roadmap of the direction of the market
movement and mileposts to mark the progress.
6) CISCO generates the auction market data required for value based trading
systems. The trader does not need a PC
program or data base, just an understanding of market dynamics and access to
the CISCO data.
Step-by-step directions for getting Profiles and Overlays from the CISCO
System are in the appendix at the bottom.
Developing a Trading Strategy
Market Strategy and one's personal Trading Strategy are discussed in detail in
the earlier article on DJ Index trading for May 18, 2005 (see References page).
We chose the 18th as an example simply because
a customer called, asking about it. What we told that customer is worth passing
on. Trading the 18th turned out to be one of
those types of days traders are warned against "never chase a market", i.e.
after a trend has started, trying to get a piece of the action can prove to
be dangerous. The point we made with the 18th was that a knowledge of value
could make entering in the middle of a trend less risky. After working out
the 18th, it occurred to us that showing the start of the trend the previous
day or sometime before could be educational. As it turned out, the trend
started on the 17th. Our job here is to develop the market strategy for the 17th..
Meta-Profile and Overlay for Day Trading
Visual Graphic
How do we find Market Condition and trading action points? Basically, we use
the Meta-Profile and it's
big brother, the Overlay Demand Curve, along with some other market reference
points at times. Value is the key. Changing value implies trend, stable value
denotes
balance. A convenient source of these data is the Visual Graphic (VG), shown
below.
VG gives an extensive survey of the last 20 market days. Change is incremental
and continuous. To understand today you must know yesterday and so on.
The Visual Graphic for the close of trading on May 16 prepares us
for trading on the 17th. There is a large amount of detail in the VG, but
we will concentrate on the Profile and the 5 and 10 day Overlays.
Profile in the form of 1/2 hour bars is shown as the solid vertical bars on the
far right of the display (30m bars). We see the first 13 half hours were stable
and balancing while the last four are directionally up. The market changed value
late in day. The Meta-Profile value (below the bars, VA U and VA L) is
102490 - 102160. But
market changed value late in the day and the profile calculation covers a day that is really
double valued. How trustworthy is the Profile as a representation of value
in this situation? Not very, since the profile calculation assumes balance.
What can the Overlays tell? The five day Overlay is just to the left of the
dashed vertical lines inside the profile. It has a single distribution, but the
close (103370) is above the distribution, so the 5 day indicates an uptrend
started at about 103200 (breakout).
Turning to the ten day Overlay (middle one); it is in balance. Upside breakout
price is 104000, if the market trades that high.
What do we know about market condition that we can use for guiding tomorrow's
trading?
1) Meta-Profile is in balance (102350 - 101800).
2) Five day Overlay is in balance (103350 - 101300).
3) Ten day Overlay is in balance (104000 - 101300).
3) Twenty day Overlay is in balance (103950 - 100600).
Recap: Market Condition from Visual Graphic: DJ End of Day May 17, 2005:
Meta-Profile 5 Day Overlay 10 Day Overlay
Resistance 102350 103350 104000
Support 101800 101300 101300
Close: in balance
Market condition: in balance
Meta-Profile: in balance
Five Day Overlay: in Balance
Ten Day Overlay: in Balance
Twenty Day Overlay: in Balance
Meta-Profile
Trading above 102350: breakout, alert for upward directional move
Trading below 101800: breakout, alert for downward directional move
Five Day Overlay
Trading above 103350: confirmation of upward directional move
Trading below 101300: confirmation of downward directional move
Ten Day Overlay
Trading above 104000: 2nd confirmation of upward directional move
Trading below 101300: 2nd confirmation of downward directional move
Twenty Day Overlay
Trading above 104000: 3rd confirmation of upward directional move
Trading below 100600: 3rd confirmation of downward directional move
Step two examines the overnight market as precursor to the open.
Premarket
Commodity: YMM - MINI DJ 5 (CBOT)A/C/E
Trading Date: 20050517
Start Time: 00:00
Stop Time: 07:19
Profile Type: 30 minute
CISCO Meta-Profile
-------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
-------------------------------------------------
10242 n 1 n
10241 n 3 n
10240 n 5 n
10239 n 8 n
10238 lmnp 10 lmnp
10237 lmnp 11 lmnp
10236 *jlmnp 17 j lmnp
10235 jklmnp 16 jklmnp
10234 jklmnp | 16 jklmnp
10233 kmnp | 8 k mnp
10232 pq | 8 pq
10231 pq | 12 pq
10230 pqr | 13 pqr
10229 qrZ | 6 qr Z
10228 qrZ* | 7 qr Z L
10227 qrxZ | 9 qr xZ
10226 qrswxZ | 14 qrs wxZ
10225 qrswxZ | 27 qrs wxZ F
10224 qrstwxZ > 22 qrst wxZ
10223 rstwxZ | 16 rst wxZ
10222 rstwx | 13 rst wx
10221 rstvw | 10 rst vw
10220 rstuvw | 15 rstuvw
10219 stuvw | 21 stuvw
10218 stuvw | 22 stuvw
10217 stuvw | 24 stuvw
10216 stuvw | 13 stuvw
10215 tw 6 t w
10214 w 3 w
10213 w 1 w
Commentary: Premarket
Market traded within the previous day value area. Still balance going
into the trading day.
Step three: It is now 7 AM, May 17. We will collect our market knowledge and
use it to set our trading strategy for the day.
Intra-Day Trading on May 17: From CMaPS Meta-Profile
First 1.5 Hours: 7 to 8:30 AM (Z, $, A)
-----------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 08:30
Profile Type: 30 minute
CISCO Meta-Profile
---------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
---------------------------------------------
102350 Z$ | 3 Z$
102330 Z$ | 1 Z$
102320 Z$ | 2 Z$
102300 Z$ | 6 Z$
102280 Z$A > 5 Z$A
102270 *Z$A | 4 Z$A
102260 Z$A | 3 Z$A F
102250 Z$A | 7 Z$A
102230 $A* | 2 $A L
102220 $ 1 $
102210 $ 1 $
102200 $ 4 $
102180 $ 1 $
102160 $ 2 $
102150 $ 1 $
Commentary: First 1.5 hours of the trading day
No primary reference points have been breached. The value trader
has no position.
First 2.0 Hours: 7 to 9:00 AM (Z, $, A, B)
-----------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 09:00
Profile Type: 30 minute
CISCO Meta-Profile
----------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
----------------------------------------------
102480 B* 2 B L
102450 B 6 B
102440 B 2 B
102430 B 7 B
102420 B 7 B
102410 B 3 B
102400 B 13 B
102390 B 2 B
102380 B | 4 B
102370 B | 4 B
102360 B | 3 B
102350 Z$B | 10 Z$ B <== VAU
102330 Z$B | 3 Z$ B
102320 Z$B | 5 Z$ B
102300 Z$B | 9 Z$ B
102290 Z$B | 1 Z$ B
102280 Z$AB > 8 Z$AB F
102270 *Z$AB | 5 Z$AB
102260 Z$AB | 4 Z$AB
102250 Z$AB | 9 Z$AB
102230 $A | 2 $A
102220 $ 1 $
102210 $ 1 $
102200 $ 4 $
102180 $ 1 $
102160 $ 2 $
102150 $ 1 $
Commentary: First 2.0 hours of the trading day
Price moved above the upper value area at 102350, period B. Assume the
value trader entered long at 102360. There is no congestion in view.
First 2.5 Hours: 7 to 9:00 AM (Z, $, A, B, C)
-----------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 09:30
Profile Type: 30 minute
CISCO Meta-Profile
-----------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
-----------------------------------------------
102480 BC 3 BC
102450 BC 8 BC
102440 BC 2 BC
102430 BC 9 BC
102420 BC 9 BC
102410 BC 3 BC
102400 BC 24 BC
102390 BC 2 BC
102380 BC 13 BC
102370 BC 6 BC
102360 BC | 6 BC
102350 Z$BC | 17 Z$ BC <== VAU
102340 Z$BC | 1 Z$ BC
102330 Z$BC | 3 Z$ BC
102320 Z$BC | 8 Z$ BC
102310 Z$BC | 1 Z$ BC
102300 Z$BC | 14 Z$ BC
102290 Z$BC | 3 Z$ BC
102280 Z$ABC > 11 Z$ABC
102270 *Z$ABC | 6 Z$ABC
102260 Z$ABC | 4 Z$ABC
102250 Z$ABC | 12 Z$ABC
102240 $AC | 1 $A C
102230 $AC | 2 $A C
102220 $C* | 3 $ C FL
102210 $C | 1 $ C
102200 $C | 6 $ C
102180 $ 1 $
102160 $ 2 $
102150 $ 1 $
Commentary: First 2.5 hours of the trading day
B period peaked at 102480. C period traded steadily down. Assume
the value trader exited at 102350 for no gain. C period ended near
it's lows.
First 3.5 Hours: 7 to 10:30 AM (Z, $, A, B, C, D, E)
------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 10:30
Profile Type: 30 minute
CISCO Meta-Profile
-------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
-------------------------------------------------
102480 BC 3 BC
102470 BCE 1 BC E
102450 BCE 10 BC E
102440 BCE 2 BC E
102430 BCE 10 BC E
102420 BCE 10 BC E
102410 BCE 4 BC E
102400 BCE 28 BC E
102390 BCE 2 BC E
102380 BCE | 18 BC E
102370 BCE | 7 BC E
102360 BCE | 7 BC E
102350 Z$BCE | 24 Z$ BC E <== VAU
102340 Z$BCE | 1 Z$ BC E
102330 Z$BCE | 7 Z$ BC E
102320 Z$BCDE | 11 Z$ BCDE
102310 Z$BCDE | 2 Z$ BCDE
102300 Z$BCDE | 21 Z$ BCDE
102290 Z$BCDE | 5 Z$ BCDE
102280 Z$ABCDE* > 20 Z$ABCDE FL
102270 *Z$ABCDE | 14 Z$ABCDE
102260 Z$ABCDE | 7 Z$ABCDE
102250 Z$ABCDE | 28 Z$ABCDE
102240 $ACDE | 4 $A CDE
102230 $ACDE | 5 $A CDE
102220 $CDE | 11 $ CDE
102210 $CD | 4 $ CD
102200 $CD | 15 $ CD
102180 $D 2 $ D
102170 $D 1 $ D
102160 $D 3 $ D
102150 $D 2 $ D
Commentary: First 3.5 hours of the trading day
Price broke above VAU in E period. Assume the value trader entered long.
First 4.0 Hours: 7 to 10:30 AM (Z, $, A, B, C, D, E, F)
---------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 11:00
Profile Type: 30 minute
CISCO Meta-Profile
--------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
--------------------------------------------------
102580 F 1 F
102570 F 1 F
102550 F 5 F
102530 F 4 F
102520 F 1 F
102500 F 6 F
102480 BCF 7 BC F
102470 BCEF 4 BC EF
102460 BCEF 2 BC EF
102450 BCEF* 18 BC EF L
102440 BCEF 6 BC EF
102430 BCEF 14 BC EF
102420 BCEF | 17 BC EF
102410 BCEF | 5 BC EF
102400 BCEF | 30 BC EF
102390 BCEF | 2 BC EF
102380 BCEF | 18 BC EF
102370 BCEF | 7 BC EF
102360 BCEF | 7 BC EF
102350 Z$BCEF | 25 Z$ BC EF <== VAU
102340 Z$BCEF | 1 Z$ BC EF
102330 Z$BCEF | 7 Z$ BC EF
102320 Z$BCDEF | 12 Z$ BCDEF
102310 Z$BCDEF | 2 Z$ BCDEF
102300 Z$BCDEF | 22 Z$ BCDEF
102290 Z$BCDEF | 5 Z$ BCDEF
102280 Z$ABCDEF > 20 Z$ABCDEF
102270 *Z$ABCDEF | 14 Z$ABCDEF
102260 Z$ABCDEF | 7 Z$ABCDEF
102250 Z$ABCDEF | 29 Z$ABCDEF F
102240 $ACDE | 4 $A CDE
102230 $ACDE | 5 $A CDE
102220 $CDE | 11 $ CDE
102210 $CD 4 $ CD
102200 $CD 15 $ CD
102180 $D 2 $ D
102170 $D 1 $ D
102160 $D 3 $ D
102150 $D 2 $ D
Commentary: First 4.0 hours of the trading day
At the end of F period (10:30 to 11:00), price dropped below VAU. Assume
the value trader exited with no gain.
First 4.5 Hours: 7 to 10:30 AM (Z, $, A, B, C, D, E, F, G)
------------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 11:30
Profile Type: 30 minute
CISCO Meta-Profile
--------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
--------------------------------------------------
102580 F 1 F
102570 F 1 F
102550 F 5 F
102530 F 4 F
102520 F 1 F
102500 F 6 F
102480 BCFG 9 BC FG
102470 BCEFG 4 BC EFG
102460 BCEFG 3 BC EFG F
102450 BCEFG 20 BC EFG
102440 BCEFG | 6 BC EFG
102430 BCEFG | 16 BC EFG
102420 BCEFG | 18 BC EFG
102410 BCEFG | 6 BC EFG
102400 BCEFG* | 36 BC EFG L
102390 BCEFG | 5 BC EFG
102380 BCEFG | 23 BC EFG
102370 BCEFG | 9 BC EFG
102360 BCEFG | 8 BC EFG
102350 Z$BCEFG | 26 Z$ BC EFG <== VAU
102340 Z$BCEF | 1 Z$ BC EF
102330 Z$BCEF | 7 Z$ BC EF
102320 Z$BCDEF | 12 Z$ BCDEF
102310 Z$BCDEF | 2 Z$ BCDEF
102300 Z$BCDEF | 22 Z$ BCDEF
102290 Z$BCDEF | 5 Z$ BCDEF
102280 Z$ABCDEF > 20 Z$ABCDEF
102270 *Z$ABCDEF | 14 Z$ABCDEF
102260 Z$ABCDEF | 7 Z$ABCDEF
102250 Z$ABCDEF | 29 Z$ABCDEF
102240 $ACDE | 4 $A CDE
102230 $ACDE 5 $A CDE
102220 $CDE 11 $ CDE
102210 $CD 4 $ CD
102200 $CD 15 $ CD
102180 $D 2 $ D
102170 $D 1 $ D
102160 $D 3 $ D
102150 $D 2 $ D
Commentary: First 4.5 hours of the trading day
Price again passed upward through VAU in G period. Assume the value
trader went long, again.
First 5.5 Hours: 7 to 10:30 AM (Z, $, A, B, C, D, E, F, G, H, I)
------------------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 12:30
Profile Type: 30 minute
CISCO Meta-Profile
----------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
----------------------------------------------------
102580 F 1 F
102570 F 1 F
102550 F 5 F
102530 F 4 F
102520 F 1 F
102500 F 6 F
102480 BCFG 9 BC FG
102470 BCEFG 4 BC EFG
102460 BCEFG 3 BC EFG
102450 BCEFG 20 BC EFG
102440 BCEFGI 7 BC EFG I
102430 BCEFGI 17 BC EFG I
102420 BCEFGI | 19 BC EFG I
102410 BCEFGI | 6 BC EFG I
102400 BCEFGHI | 39 BC EFGHI
102390 BCEFGHI* | 7 BC EFGHI L
102380 BCEFGHI | 25 BC EFGHI
102370 BCEFGHI | 12 BC EFGHI
102360 BCEFGHI | 11 BC EFGHI
102350 Z$BCEFGHI | 33 Z$ BC EFGHI <== VAU
102340 Z$BCEFHI | 2 Z$ BC EF HI
102330 Z$BCEFHI | 11 Z$ BC EF HI
102320 Z$BCDEFHI | 13 Z$ BCDEF HI
102310 Z$BCDEFHI | 3 Z$ BCDEF HI
102300 Z$BCDEFHI | 28 Z$ BCDEF HI
102290 Z$BCDEFHI | 5 Z$ BCDEF HI
102280 Z$ABCDEFHI > 24 Z$ABCDEF HI
102270 *Z$ABCDEFHI | 19 Z$ABCDEF HI
102260 Z$ABCDEFHI | 10 Z$ABCDEF HI
102250 Z$ABCDEFHI | 37 Z$ABCDEF HI
102240 $ACDEHI | 8 $A CDE HI
102230 $ACDEHI | 7 $A CDE HI
102220 $CDEHI | 13 $ CDE HI F
102210 $CDHI 4 $ CD HI
102200 $CDHI 18 $ CD HI
102180 $DI 2 $ D I
102170 $DI 2 $ D I
102160 $D 3 $ D
102150 $D 2 $ D
Commentary: First 5.5 hours of the trading day
H period (11:30 - 12:00) price dropped through VAU. Assume the value
trader exited with no gain.
First 6.5 Hours: 7 to 10:30 AM (Z, $, A, B, C, D, E, F, G, H, I, J, K)
------------------------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 13:30
Profile Type: 30 minute
CISCO Meta-Profile
------------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
------------------------------------------------------
102580 F 1 F
102570 F 1 F
102550 F 5 F
102530 F 4 F
102520 FK 2 F K
102500 FK 8 F K
102490 FK 1 F K
102480 BCFGK 10 BC FG K
102470 BCEFGK 6 BC EFG K
102460 BCEFGK 5 BC EFG K
102450 BCEFGK 24 BC EFG K
102440 BCEFGIJK | 9 BC EFG IJK
102430 BCEFGIJK | 18 BC EFG IJK
102420 BCEFGIJK* | 22 BC EFG IJK L
102410 BCEFGIJK | 6 BC EFG IJK
102400 BCEFGHIJK | 47 BC EFGHIJK
102390 BCEFGHIJK | 8 BC EFGHIJK
102380 BCEFGHIJK | 27 BC EFGHIJK
102370 BCEFGHIJK | 14 BC EFGHIJK
102360 BCEFGHIJK | 13 BC EFGHIJK
102350 Z$BCEFGHIJK | 37 Z$ BC EFGHIJK <== VAU
102340 Z$BCEFHIJK | 3 Z$ BC EF HIJK
102330 Z$BCEFHIJK | 16 Z$ BC EF HIJK
102320 Z$BCDEFHIJK | 14 Z$ BCDEF HIJK
102310 Z$BCDEFHIJK | 7 Z$ BCDEF HIJK
102300 Z$BCDEFHIJK | 36 Z$ BCDEF HIJK F
102290 Z$BCDEFHIJK | 6 Z$ BCDEF HIJK
102280 Z$ABCDEFHIJK > 25 Z$ABCDEF HIJK
102270 *Z$ABCDEFHIJK | 22 Z$ABCDEF HIJK
102260 Z$ABCDEFHIJK | 12 Z$ABCDEF HIJK
102250 Z$ABCDEFHIJK | 40 Z$ABCDEF HIJK
102240 $ACDEHIJ | 10 $A CDE HIJ
102230 $ACDEHIJ 7 $A CDE HIJ
102220 $CDEHIJ 13 $ CDE HIJ
102210 $CDHIJ 4 $ CD HIJ
102200 $CDHIJ 20 $ CD HIJ
102180 $DI 2 $ D I
102170 $DI 2 $ D I
102160 $D 3 $ D
102150 $D 2 $ D
Commentary: First 6.5 hours of the trading day
I period (12:00 - 12:30) saw an upside breakout, followed by a drop below
VAU in J period. Again assume a no-gain trade. Later K period price rose
through VAU, assume the value trader ended K period long at 102360.
All 8.5 Hours: 7 to 15:30 AM (Z, $, A, B, C, D, E, F, G, H, I, J, K, L, M, N, O)
---------------------------------------------------------------------------------
Commodity: DJM - DJIA (CBOT) DAY
Trading Date: 20050517
Start Time: 07:00
Stop Time: 15:30
Profile Type: 30 minute
CISCO Meta-Profile
------------------------------------------------------
V Tick 30 minute
Price TPOs A Count Tick Bars
------------------------------------------------------
103440 N 2 N
103430 N 1 N
103400 NO 7 NO
103390 NO 3 NO
103380 NO 8 NO
103370 NO* 6 NO L
103360 NO 6 NO
103350 NO 17 NO <== 5 ULIM
103340 NO 4 NO
103330 NO 6 NO
103320 NO 4 NO
103310 NO 3 NO
103300 NO 13 NO F
103290 NO 1 NO
103280 NO 5 NO
103270 N 1 N
103250 N 6 N
103240 N 3 N
103230 N 4 N
103220 N 3 N
103210 N 3 N
103200 N 9 N
103190 N 3 N
103180 N 6 N
103170 N 2 N
103160 N 1 N
103150 LN 3 L N
103140 LN 1 L N
103130 LN 3 L N
103120 LMN 3 LMN <== Congestion alert
103100 LMN 13 LMN
103090 LM 6 LM
103080 LM 9 LM
103070 LM 8 LM
103060 LM 3 LM
103050 LM 21 LM
103040 LM 4 LM
103030 LM 3 LM
103020 LM 11 LM
103010 LM 3 LM
103000 LM 22 LM
102990 LM 4 LM
102980 LM 7 LM
102970 LM 5 LM
102960 LM 3 LM
102950 LM 11 LM
102920 L 1 L
102900 L 4 L
102880 L 2 L
102870 L 3 L
102860 L 3 L
102850 L 6 L
102800 L 2 L
102790 L 1 L
102780 L 1 L
102770 L 1 L
102750 L 1 L
102700 L 4 L
102690 L 1 L
102680 L 3 L
102670 L 3 L
102650 L 4 L
102640 L 1 L
102630 L 1 L
102600 L 3 L
102590 L 1 L
102580 FL 2 F L
102570 FL 2 F L
102550 FL 6 F L
102540 FL 1 F L
102530 F 4 F
102520 FK 2 F K
102500 FK 8 F K
102490 FK 1 F K
102480 BCFGK | 10 BC FG K
102470 BCEFGK | 6 BC EFG K
102460 BCEFGK | 5 BC EFG K
102450 BCEFGK | 24 BC EFG K
102440 BCEFGIJK | 9 BC EFG IJK
102430 BCEFGIJK | 18 BC EFG IJK
102420 BCEFGIJK | 22 BC EFG IJK
102410 BCEFGIJK | 6 BC EFG IJK
102400 BCEFGHIJK | 47 BC EFGHIJK
102390 BCEFGHIJK | 8 BC EFGHIJK
102380 BCEFGHIJK | 27 BC EFGHIJK
102370 BCEFGHIJK | 14 BC EFGHIJK
102360 BCEFGHIJK | 13 BC EFGHIJK
102350 Z$BCEFGHIJK | 37 Z$ BC EFGHIJK <== VAU
102340 Z$BCEFHIJK | 3 Z$ BC EF HIJK
102330 Z$BCEFHIJK | 16 Z$ BC EF HIJK
102320 Z$BCDEFHIJK | 14 Z$ BCDEF HIJK
102310 Z$BCDEFHIJK | 7 Z$ BCDEF HIJK
102300 Z$BCDEFHIJK | 36 Z$ BCDEF HIJK
102290 Z$BCDEFHIJK | 6 Z$ BCDEF HIJK
102280 Z$ABCDEFHIJK > 25 Z$ABCDEF HIJK
102270 *Z$ABCDEFHIJK | 22 Z$ABCDEF HIJK
102260 Z$ABCDEFHIJK | 12 Z$ABCDEF HIJK
102250 Z$ABCDEFHIJK | 40 Z$ABCDEF HIJK
102240 $ACDEHIJ | 10 $A CDE HIJ
102230 $ACDEHIJ | 7 $A CDE HIJ
102220 $CDEHIJ | 13 $ CDE HIJ
102210 $CDHIJ | 4 $ CD HIJ
102200 $CDHIJ | 20 $ CD HIJ
102180 $DI | 2 $ D I
102170 $DI | 2 $ D I
102160 $D | 3 $ D
102150 $D | 2 $ D
Commentary: All 8.5 hours of the trading day
The value trader stayed long until the close at 103370.
Recap of Value Trading Activity
Appendix
End-of-day Profiles give you previous day value area
(short term support and resistance).
Intra-day Profiles display the run, pause, run, pause market behavior.
To reach the Meta-Profile page from main CISCO page:
Under the waving flag
Pointer on Data
Pointer to Intra-Day Data
Pointer to Intra-Day Main
Click
On Intra-Day page: Pointer to Intra-Day Profile
Click on Download Data
Fill in Ticker Symbol Box (e.g. DJ)
Fill in Delivery Month (e.g. U for Sept.)
Set Start and Stop times (must be of form 08:00)
Profile Type Button on 30, you can change to 15
You can uncheck OHLC Bars and/or Include Reference Points
if you wish.
Put in Username (e.g. 499mmm)
Put in Password (e.g. pardon)
Click Submit button
Overlays give you longer term value (multi-day support and resistance).
To reach the Overlay (Visual Graphics) page from main CISCO page:
Under the waving flag
Pointer on Data
Pointer to End-of-Day Data
Click
At blue box reading End-of-Day Visual Graphics ONLY
Pointer to Download Data
Click
Select future (s) and delivery and check
Scroll to bottom
Put in Username (e.g. 499mmm)
Put in Password (e.g. pardon)
Click Get Data button