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home |
Gap Guide Archive - Futures
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Gap Guide Archive - Futures
Monday's Archive
| E-Mini S&P 500 Futures |
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| ES |
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01/30/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
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Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
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U-H |
73% |
2.17 |
58% |
1.78 |
44% |
0.66 |
39% |
0.72 |
40% |
0.54 |
40% |
0.74 |
57% |
1.33 |
48% |
1.20 |
| H |
1317.25 |
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U-HC |
86% |
4.10 |
72% |
3.45 |
60% |
0.78 |
50% |
0.83 |
65% |
0.96 |
59% |
1.36 |
70% |
1.94 |
59% |
1.82 |
| C |
1312.75 |
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U-CO |
74% |
1.41 |
61% |
1.36 |
64% |
0.87 |
42% |
0.53 |
54% |
0.77 |
38% |
0.68 |
70% |
1.21 |
54% |
1.09 |
| O |
1308.25 |
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U-OL |
47% |
0.47 |
32% |
0.34 |
36% |
0.55 |
32% |
0.50 |
80% |
2.13 |
80% |
3.45 |
46% |
0.63 |
36% |
0.65 |
| L |
1307.00 |
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U-L |
38% |
0.48 |
38% |
0.41 |
27% |
0.59 |
27% |
0.75 |
33% |
0.41 |
33% |
0.55 |
32% |
0.53 |
32% |
0.58 |
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ATR: |
14.26 |
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Stop: |
5.00 ** |
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Ext.Target: |
2.14 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| E-Mini Dow Futures |
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| YM |
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01/30/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
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Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
D-H |
45% |
0.79 |
36% |
0.69 |
43% |
0.66 |
43% |
0.75 |
43% |
0.64 |
43% |
0.69 |
44% |
0.71 |
40% |
0.71 |
| H |
12652.00 |
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D-HO |
54% |
0.65 |
38% |
0.69 |
44% |
0.55 |
38% |
0.65 |
38% |
0.52 |
31% |
0.59 |
45% |
0.57 |
36% |
0.64 |
| O |
12621.00 |
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D-OC |
66% |
0.98 |
53% |
0.90 |
63% |
0.93 |
50% |
0.98 |
64% |
0.84 |
58% |
1.11 |
64% |
0.92 |
53% |
1.00 |
| C |
12611.00 |
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D-CL |
61% |
0.59 |
56% |
0.68 |
68% |
1.15 |
50% |
0.89 |
60% |
0.80 |
45% |
0.69 |
64% |
0.89 |
50% |
0.77 |
| L |
12576.00 |
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D-L |
62% |
1.21 |
48% |
0.85 |
62% |
1.60 |
56% |
1.77 |
44% |
0.90 |
44% |
1.24 |
57% |
1.33 |
51% |
1.43 |
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ATR: |
129.01 |
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Stop: |
50.00 ** |
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Ext.Target: |
19.35 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| E-Mini NASDAQ Futures |
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| NQ |
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01/30/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
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Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
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U-H |
68% |
1.67 |
60% |
1.64 |
59% |
1.13 |
53% |
1.06 |
55% |
0.63 |
48% |
0.72 |
62% |
1.25 |
55% |
1.24 |
| H |
2464.50 |
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U-HC |
79% |
1.48 |
62% |
1.11 |
68% |
0.99 |
49% |
0.87 |
79% |
1.75 |
58% |
1.11 |
74% |
1.28 |
55% |
0.99 |
| C |
2455.50 |
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U-CO |
66% |
0.88 |
54% |
0.89 |
73% |
1.02 |
53% |
0.92 |
60% |
0.80 |
52% |
1.07 |
67% |
0.90 |
53% |
0.94 |
| O |
2447.00 |
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U-OL |
52% |
0.66 |
44% |
0.78 |
64% |
1.17 |
60% |
1.67 |
44% |
0.51 |
22% |
0.31 |
56% |
0.85 |
47% |
1.09 |
| L |
2446.50 |
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U-L |
40% |
1.00 |
40% |
1.04 |
57% |
1.54 |
57% |
1.72 |
13% |
0.12 |
13% |
0.16 |
37% |
0.89 |
37% |
0.96 |
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ATR: |
27.39 |
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Stop: |
12.50 ** |
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Ext.Target: |
4.11 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| Russell 2000 Mini Futures |
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| TF |
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01/30/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
| |
Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
U-H |
60% |
1.15 |
48% |
1.22 |
52% |
0.86 |
50% |
1.15 |
45% |
0.59 |
39% |
0.68 |
53% |
0.90 |
46% |
1.04 |
| H |
798.00 |
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U-HC |
83% |
1.86 |
51% |
0.92 |
60% |
0.88 |
43% |
0.75 |
65% |
1.33 |
46% |
1.29 |
69% |
1.34 |
47% |
0.95 |
| C |
796.30 |
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U-CO |
67% |
0.89 |
52% |
0.86 |
63% |
0.63 |
47% |
0.71 |
61% |
0.61 |
47% |
0.70 |
65% |
0.76 |
50% |
0.78 |
| O |
787.60 |
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U-OL |
62% |
1.29 |
52% |
1.49 |
44% |
0.76 |
33% |
0.69 |
64% |
1.05 |
64% |
1.71 |
56% |
1.05 |
48% |
1.25 |
| L |
787.10 |
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U-L |
14% |
0.13 |
14% |
0.20 |
0% |
0.00 |
0% |
0.00 |
0% |
0.00 |
0% |
0.00 |
8% |
0.07 |
8% |
0.11 |
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ATR: |
11.25 |
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Stop: |
3.38 |
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Ext.Target: |
1.69 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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Tuesday's Archive
| E-Mini S&P 500 Futures |
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| ES |
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01/31/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
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Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
U-H |
49% |
0.88 |
41% |
0.94 |
44% |
0.66 |
39% |
0.72 |
41% |
0.60 |
36% |
0.72 |
44% |
0.68 |
38% |
0.76 |
| H |
1310.00 |
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U-HC |
69% |
1.10 |
58% |
1.28 |
60% |
0.78 |
50% |
0.83 |
77% |
2.04 |
59% |
1.58 |
69% |
1.33 |
55% |
1.22 |
| C |
1309.00 |
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U-CO |
69% |
1.12 |
54% |
1.01 |
64% |
0.87 |
42% |
0.53 |
65% |
1.13 |
48% |
1.02 |
66% |
1.05 |
48% |
0.87 |
| O |
1300.75 |
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U-OL |
38% |
0.48 |
33% |
0.59 |
36% |
0.55 |
32% |
0.50 |
60% |
1.39 |
47% |
1.22 |
46% |
0.88 |
38% |
0.82 |
| L |
1296.00 |
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U-L |
52% |
1.13 |
48% |
1.26 |
27% |
0.59 |
27% |
0.75 |
56% |
1.18 |
56% |
1.53 |
44% |
0.95 |
43% |
1.16 |
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ATR: |
15.01 |
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Stop: |
5.00 ** |
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Ext.Target: |
2.25 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| E-Mini Dow Futures |
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| YM |
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01/31/2012 |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
| |
Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
U-H |
57% |
1.03 |
50% |
1.02 |
46% |
0.84 |
37% |
0.71 |
35% |
0.40 |
29% |
0.46 |
44% |
0.71 |
37% |
0.68 |
| H |
12608.00 |
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U-HC |
68% |
1.18 |
53% |
1.22 |
88% |
5.72 |
71% |
3.99 |
79% |
2.56 |
55% |
1.79 |
78% |
2.96 |
58% |
2.18 |
| C |
12602.00 |
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U-CO |
75% |
2.10 |
50% |
1.08 |
68% |
1.51 |
54% |
1.17 |
78% |
2.89 |
59% |
1.58 |
73% |
2.11 |
55% |
1.30 |
| O |
12515.00 |
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U-OL |
44% |
0.49 |
33% |
0.50 |
61% |
1.38 |
48% |
0.98 |
56% |
0.83 |
52% |
0.86 |
55% |
0.93 |
46% |
0.81 |
| L |
12476.00 |
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U-L |
43% |
1.30 |
43% |
1.06 |
33% |
0.53 |
27% |
0.35 |
38% |
0.82 |
31% |
0.65 |
38% |
0.87 |
33% |
0.68 |
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ATR: |
136.08 |
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Stop: |
50.00 ** |
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Ext.Target: |
20.41 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| E-Mini NASDAQ Futures |
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| NQ |
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01/31/2012 |
| |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
| |
Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
U-H |
63% |
1.24 |
59% |
1.68 |
59% |
1.13 |
53% |
1.06 |
68% |
1.83 |
60% |
1.89 |
65% |
1.55 |
58% |
1.64 |
| H |
2465.50 |
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U-HC |
67% |
0.93 |
50% |
0.89 |
68% |
0.99 |
49% |
0.87 |
74% |
1.16 |
61% |
1.27 |
71% |
1.07 |
55% |
1.08 |
| C |
2462.25 |
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U-CO |
71% |
0.98 |
63% |
1.25 |
73% |
1.02 |
53% |
0.92 |
71% |
1.16 |
59% |
1.15 |
71% |
1.11 |
59% |
1.13 |
| O |
2439.00 |
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U-OL |
71% |
1.30 |
50% |
0.99 |
64% |
1.17 |
60% |
1.67 |
60% |
0.82 |
56% |
1.11 |
63% |
1.00 |
56% |
1.26 |
| L |
2429.25 |
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U-L |
38% |
0.54 |
25% |
0.33 |
57% |
1.54 |
57% |
1.72 |
50% |
1.23 |
42% |
1.01 |
49% |
1.15 |
41% |
1.00 |
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ATR: |
28.19 |
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Stop: |
12.50 ** |
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Ext.Target: |
4.23 |
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(** - indicates a max or min stop instead of 30% of ATR) |
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| Russell 2000 Mini Futures |
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| TF |
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01/31/2012 |
| |
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Market Condition |
Patterns |
Seasonality |
Weighted Average |
| |
Gap  |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
Gap Fill |
Extended |
| |
ZoneSM |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
Win % |
PF |
| |
D-H |
78% |
2.75 |
67% |
2.18 |
43% |
0.96 |
36% |
0.75 |
70% |
2.29 |
70% |
3.09 |
61% |
1.85 |
55% |
1.85 |
| H |
793.90 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
D-HO |
50% |
0.58 |
32% |
0.54 |
58% |
0.79 |
45% |
0.79 |
47% |
0.60 |
34% |
0.63 |
52% |
0.66 |
37% |
0.67 |
| O |
790.30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
D-OC |
53% |
0.67 |
44% |
0.83 |
57% |
0.97 |
36% |
0.73 |
55% |
0.65 |
55% |
1.27 |
55% |
0.79 |
44% |
0.92 |
| C |
790.10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
D-CL |
56% |
0.40 |
33% |
0.40 |
82% |
2.07 |
64% |
1.87 |
59% |
0.72 |
48% |
0.99 |
67% |
1.14 |
51% |
1.20 |
| L |
784.60 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
D-L |
78% |
3.74 |
72% |
4.13 |
34% |
0.63 |
34% |
0.87 |
38% |
0.49 |
35% |
0.67 |
44% |
1.20 |
42% |
1.45 |
| |
ATR: |
11.22 |
|
|
|
Stop: |
3.37 |
|
|
|
Ext.Target: |
1.68 |
|
|
|
|
| |
|
(** - indicates a max or min stop instead of 30% of ATR) |
|
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|
Wednesday's Archive
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