Below is a composite of the net character of all September Biased Market Structure. Each day is netted out to just one imaginary day for each of the databases: 24 QE Era data (Magenta), Inverse Market Structure (Cyan), 20 Year Market Structure (Red) and Bear Market Structure (Gold). What we can see is that if any progress is made in September it generally happens in short bursts of strong days and more than likely very strong overnight sessions. Other than that the general tendency is towards weakness during the day session. Highs like to form int he pre-market between 3:00 AM and 6:00 AM EST and lows like to form in the afternoon in the 1:00 PM to 2:00 PM timing. So, this makes the pulse of the market in September orient around a timing window of 5:00 AM and 1:30 PM with generally only two timing points. This is unusual as it is more usual to have three. However, these structures may be quite useful for trading the rest of the month. We will post additional details for members.
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