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Market Delta charts from today

From: Thomas Torf <ttorf@torfnet.com>
To: 'Emini Addict'
Cc: 'Thomas Torf'
Received: Friday, May 15, 2009 01:41 AM

Hi David,

 

I like your trade room a lot, keep up the good work it is great to hear how you help the more inexperienced traders. I have attached the footprint charts I use from Market Delta, they are the perfect match

for the Ambush trading method. My two main directional tools are based on Market Profiles and the Pitchfork, just as a trick, when you turn the long term profiles to the side that they look like a mountain...focus on the peaks and tales, that is where is action is.

 

Chart1: Market Profiles with VA + POC+ Volume distribution, 20D, 10D, 5D an actual day split by time, I use an excel chart for the 30min range bars (H-L) (120 days average), 10 day ATR, so on average the move at 701 to 730am is 7.25 points…at 7am today we are at 880.5 add the 7.25… target max 887.75 ..we hit 888 at 7:17am. Two other examples, J period 890.5 plus 6.2 = 896.70, we made 895…M period 894.25 minus 8.47 = 885.75, we made 888.5….I use it for guidance how far it should go

Chart2: Institutional Investors, 2000tick top screen all trades, below only trades >199 contracts and with a Delta between bid / ask of 600, bottom is the momentum based on Bid/Ask Delta (blue up, red down) Look at the 896 level from today….You can spot with that method when the big guys are not participating or they are moving the market....look at chart 2a, today in the morning....no one there..look at the 5 day volume sell battle zone from those guys are at 882 (long red bar volume profile to the right) rides on the standard deviation SD1 band! Low volume & TPO’s below rejected and up we go!!!


Chart3: My day to day chart, I use VWAP (volume weighted standard deviation bands) 0 neutral (red), SD 1 (68% price range blue), SD 2 (95.7% price range green), SD 3 (99.8% price range orange), again look at the tops and bottoms and the actual bid / ask action (delta blue up/red down)


Chart4: Orange PTfk, around 2am median line broke down to lower channel, look at the pink PTfk all action was clear at 2am down move to the median line, based on orange it will hit the outer channel, pink zoomed down to its lower channel, at the low red PTfk  was developed, its move had to be the median line (80%) rule, in case it will miss, next move is down to the lower channel...remember 896 !...I will watch very close 884 those intersections are jump boards..

 

I love those charts, but my main directional day tool is the pitch fork..from my point of view the only leading indicator besides fib ret / ext. 80%  of the time the median line is hit, either price zooms through or retraces and touches the opposite outer channels again to close to 80 %. It blows me away  ..it is like a magnet ! Had a couple of good ones today...you should map that with the Ambush trades...unbelievable when you see it. By the way I liked your comment about TTM today, I really liked them in the early days when they started the service, but right now it is too commercial... buy that or these etc..stayed with them for close to three years. I learned a ton from Donald Jones about market auctions and profiles..www.cisco-futures.com, old school and a really good guy.

 

See you tomorrow morning

 

Greeting from the Monterey Bay

 

Thomas