Market Profile
 


The Market Profile shows the structure of the days trading
Heavier trading identifies more important trading.
The Initial Balance is approximateley the first hour of trading (y+z periods)
A wide initial balance usually denotes a quiet day


The Market Profile graphic for a particular contract and trading day 
consists of -

a price strip on the extreme left
TPO brackets on the right hand side of each price


Each set of TPO brackets represents the half-hour trading period during
which at least one trade occurred at that price. 

The TPO symbols are yzABCDEFGHIJKLM for day trading.
For example z is the trading time period of 7:30-8:00 am

Intra-day and historical reports are available.

Prices

Prices start at $25 per month plus exchange fees (if applicable) 


Example of Market Profile
 
                 
                 MARKET PROFILE* REPORT FOR 01 20 95

COMMODITY  --  NY GOLD (CEC-COMEX)   FEB 95


      Price  Brackets
       3856  K
       3855  K
       3854  K
       3853  JK
       3852  JK
       3851  JK
       3850  BJ
       3849  BGJ
       3848  BCFGHJ
       3847  BCFGHIJ
       3846  BCFGHIJ
       3845  BCFGHIJ
       3844  BCEFGHIJ
       3843  BCDEFHI
       3842  ABCDEFI
       3841  ABCDEI
       3840  yABDE
       3839  yzADE
       3838  yzADE
       3837  yzA
       3836  yzA
       3835  yzA
       3834  yzA
       3833  yzA
       3832  A
       3831  A

TPO Analysis

CENTER        3844

VALUE AREA FROM TPOS
 UPPER        3848
 LOWER        3838

TPOS UPPER      38
TPOS LOWER      50

TPO TOTAL      101
TICKS (STEPS)   26
TF FACTOR      3.9

Copyright Board of Trade of the City of Chicago 1984.  ALL RIGHTS RESERVED.
*Registered trademark of the CBOT.
 
This report may not be reproduced or retransmitted without the express
written consent of CISCO.