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Some market structure review and analysis for today…

Below are the current MS (market structure) projections as of today. Daily and Weekly are below. These shows turn pressure from upward to downward on the Weekly (Magenta line) and very nice tracking up till today for the daily (thick white line). Tuesday to Wednesday AM projected moderately up biased from yesterday morning - looks like it could be a challenge. Nonetheless, we have learned not to ignore their potential because they have been prescient. For a many reasons, today's reaction out of yesterday's low could be a relatively sizable move.

May 27, 2015 Daily & Weekly Market Structure Projection

May 27, 2015 Daily & Weekly Market Structure Projection

Below is more granular view of the shorter term options for market structure. There is sizeable potential for a morning high and afternoon weakness, however the most probable market structure appears to be inverted QE showing in cyan. If strength continues into the 8:00 am area then its probable that we get a consolidation retrace with probability for something like a 1:00 pm high.

Keep in mind THIS IS NOT TRADING ADVICE - these tools are a representation of algorithmic analysis of past market facts and metrics distilled into structure and then referenced against today.

May 27, 2015 Intraday Market Structure Projection

May 27, 2015 Intraday Market Structure Projection

e-Tick Tools Today…example of Real-Time market eMotion analysis

This is what e-Tick Tools saw today at the open. A bearish stop run RAID of longs warned with text on the screen. A Broken confirmed selling capitulation - which usually means bulls lose. An X-Tick at the time window low and Gap indications in the first minute showing that gap was likely to extend...and fill was not likely...

We know of no other charts that can show the same kind of analysis in real time

Tick Tools Today May 26, 2015 - What our clients saw

Tick Tools Today May 26, 2015 - What our clients saw

MS Projection Update – Down Monday AM as expected…A look at what could be next

[dropcap]A[/dropcap]s posted on Friday, Daily market structure implied a projection for downward bias into early this week. Indeed, this has played out nearly exactly. Market structure projections, by the looks of things, would seem to be coming off an unprecedented run of correctly anticipating daily directionality. However, this is not the case from our perspective, as this is consistent with the level of tracking and probability coherence that we general experience.

Also, keep in mind that, though the Green 9 and 10 notations on the chart below might seem to indicate potential prices, in fact, they are only demonstrating directional bias, there is virtually no viable information to assimilate for the scale of any up move. In our case, we use other tools for that assessment or traditional technical analysis/symmetry can be helpful.

May 25, 2015 Daily and Weekly MS Projections

May 25, 2015 Daily and Weekly MS Projections

Yesterday’s Projections vs Today’s Reality

Comparison of intraday projections from yesterday's posts compared to today's reality...

May 20, 2015 projection A/B comparison

May 20, 2015 projection A/B comparison

Correlation match to model market structure projection posted yesterday evening and early AM

Yesterday we posted an update to projections putting into perspective the options for the after hours drop. All the time-windows discussed did identify the key areas for inflection points in the S&P 500 market. And though the option of a 8 am high was quickly virtually eliminated at around 6:00 am to 7:00 am - it was simple to setup the bimodal steps to the best alternate structure - which was for a fairly strong rally into 1:00 pm time windows and a decent pullback attempt with the possibility of closing highs or sideways action into the close.

May 20, 2015 Intraday Market Structure Projection

May 20, 2015 Intraday Market Structure Projection

Below is the for the daily and weekly market structure which has been highly accurate.

May 20, 2015 Daily and Weekly Market Structure

Intraday Update – Timing Window Approaching

Daily Directionality Projections were prescient so far today. Also, comments regarding the intra-day have proven out with a significant SPX low for the day at 11:52 am - right in the middle of the 11:30 am to 12:00 pm time window. We are now approaching timing for around 2:30 to 3:00 pm highs.

Also, note that the accumulation indexes performed strongly all day.

Daily Market Structure Projections see the market retaining upside bias into tomorrow morning...possibly topping out premarket in the time window of around 7:00 am. as we can see the inverted (CYAN) market structure presented as most probable had indeed tracked.may 20, 2015 intraday market structure projections

 

Projections – a View Back & Forward

[dropcap]P[/dropcap]erspective is sometimes quite useful. As a last post in this series discussion the Daily and Weekly market structure projection toolkit, we thought a look at the historical projection compared to actuals and combined with a longer-term forward view might be enlightening in some way for context and an overview of this unique work.

Please keep in mind what this tool is NOT:

  • not attempting to project market scale or symmetry.
  • not attempting to project a trend.
  • not a neural networks guessing system
  • not based on anything indicators/lagging calculations - only detailed historical trade data and geometrics

However, the objective IS to project structural Directional Change over the analysis period on a week by week, day by day basis. Any view to stringing a bunch of projection elements together is distorting their value. A new high projection is not meaningful. Neither is a new Low projection. However, the fact that the market structure is pointing upwards or downwards for the analysis periodicity is the objective and of value.

Market Structure Projection - A Historical and Longer-term View Forward

Market Structure Projection - A Historical and Longer-term View Forward

 

 

Market Structure charts for S&P500

As a test of some new post functionality and a public service, we are re-posting the market structure charts in this post for easy viewing...please refer to the previous posts for details

Current Daily Market Structure Projection

Daily Market Structure Projection

Daily Market Strcuture Projection History

Reference Daily Market Structure Projection History as of April 1st, 2015

for May 19th, 2015

Intraday Market Structure Projection for May 19th, 2015

Today’s Intra-day market structure projection

[dropcap]Below[/dropcap] is an example of intraday market structure projection for today. Key timing at 4 am and 10:00 am to 11:00 am for a potential day high. Only the inverted QE market structure suggests the possibility for a stronger close. This market structure is not playing in the key overnight session and, therefore, is relegated to not high probability at this moment.  So far, 20 year and QE market structure are tracking best and score the highest probability at this point. Time windows are very similar for both - pulling back after a 4:00 am high and then rebounding into the open.

As this market continues to wind higher in this Federal Reserve and central bank inspired inflation - it continues to follow the market structure/timing that their large footprints leave behind.

Intraday market structure projection for May 19th, 2015

Intraday market structure projection for May 19th, 2015

e-Tick Tools

e-Tick Tools – Get inside the market

e-Tick Tools is a proprietary approach and technology that enables an unprecedented and deep analysis of exhaustive and emotional behavior in key markets. e-Tick Tools is fundamentally different from most any other analysis, in that it is not designed to analyze a series of prices, but rather analyze market facts, behavior and events. The toolset then represents its detailed analysis in the form of key prices and confirmation feedback at key event-driven areas of significance. The results are unparalleled and enlightening: The methodology generates relatively few signals/data points but highly relevant and revealing real-time feedback. Even on very short term time-frames, the result is deep and unprecedented market clarity.


Get Inside e-Tick Tools



Get Into It on your PC, Mac, Linux, iOS or Android

The core area of focus of e-Tick Tools technology is: streaming real-time analysis, measurement, ranking and representation of market participant emotions, behavior and market impact. e-Tick Tools provides a unique edge with which to view and interpret the markets, understanding that certain traders/firms may require instant accessibility.

Please keep in mind that e-Tick Tools and its supporting applications are formidable tools in that they require significant computer resources in order to function properly in real-time. In addition, they require databases to be maintained and updated on an ongoing basis in order to function correctly. These are complex professional tools and have significant and specific requirements and needs to run.

One of the reasons that we implemented a web distribution mechanism for this data is because of the complexity of maintaining the supporting databases, data feeds and quality, upgrades, and hardware requirements.

Join the Live Streaming Web Sessions with mcm e-Tick Tools charts/signals from your PC, Mac, Linux, iOS or Android!

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e-Tick Tools

e-Tick Tools – Get inside the market

e-Tick Tools is a proprietary approach and technology that enables an unprecedented and deep analysis of exhaustive and emotional behavior in key markets. e-Tick Tools is fundamentally different from most any other analysis, in that it is not designed to analyze a series of prices, but rather analyze market facts, behavior and events. The toolset then represents its detailed analysis in the form of key prices and confirmation feedback at key event-driven areas of significance. The results are unparalleled and enlightening: The methodology generates relatively few signals/data points but highly relevant and revealing real-time feedback. Even on very short term time-frames, the result is deep and unprecedented market clarity.


Get Inside e-Tick Tools



Get Into It on your PC, Mac, Linux, iOS or Android

The core area of focus of e-Tick Tools technology is: streaming real-time analysis, measurement, ranking and representation of market participant emotions, behavior and market impact. e-Tick Tools provides a unique edge with which to view and interpret the markets, understanding that certain traders/firms may require instant accessibility.

Please keep in mind that e-Tick Tools and its supporting applications are formidable tools in that they require significant computer resources in order to function properly in real-time. In addition, they require databases to be maintained and updated on an ongoing basis in order to function correctly. These are complex professional tools and have significant and specific requirements and needs to run.

One of the reasons that we implemented a web distribution mechanism for this data is because of the complexity of maintaining the supporting databases, data feeds and quality, upgrades, and hardware requirements.

Join the Live Streaming Web Sessions with mcm e-Tick Tools charts/signals from your PC, Mac, Linux, iOS or Android!