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Figure 7.1 2. On October 15, the opening trade at 9:30 a.m. eastern is 9762, producing an opening gap of +45 points. I “fade the gap” right at the open and short the YM at the market. My protective stop is 45 points away
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from my entry, at 9807, and my target is the gap fill, which is the previous day’s close at 9717. 3. The gap fill is complete once the price levels reach the previous day’s close. This occurs 35 minutes after the opening bell. This is a relatively smooth
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trade. I refer to these quick fill gaps as “Bahamas gaps” because they are relatively smooth, quick, and stress- free. This trade nets a profit of $225 per contract. Mini-Sized Dow—December 2003 Contract, October 16, 2003
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1. The market closes at 9704 on October 15 (see Figure 7.2 ).
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Figure 7.2 2. The opening trade at 9:30 a.m. eastern on October 16 is 9645, creating a 59-point gap down. I buy at these levels and place a stop at 9586. 3. Many people who play gaps would get stopped out right here at point 3, as
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they would trail up their stop to breakeven to protect their gains. For these people, the gap play is now over. 4. Yet by holding on to this play with parameters that were made especially for gaps, I end up staying in
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profitable trades that shake many other traders out (see Figure 7.3 ). The reason for this is that the other traders are using blanket types of parameters for every play, instead of utilizing specific parameters that are tailored for specific plays. Although many
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gaps are filled within the first hour, many can take a couple of hours or more. I like to set the parameters and focus on something else while the market “does its thing.” I refer to gaps of this type as “Somalia gaps.” Unlike Bahamas gaps, they tend to
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cause a lot of stress in the people who are watching them. It’s okay to feel stress; professional traders simply don’t act on it, maintaining the parameters they have set for themselves. This trade nets out a profit of $295 per contract.
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Figure 7.3 Note that one of the best signs of an amateur trader is a person who uses only tight stops or a 3:1 risk/reward ratio on every trade. Most beginning traders are taught by their brokers to use this tight stop formula, risking 1 point to get 3 points. As the traders wonder why they always get stopped out just ...
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broker is tallying up the commissions generated on the day. In general, wider stops produce more winning trades. The key with wider stops, of course, is to play only setups that have a greater than 80 percent chance of winning. The gap play I’m describing, with the parameters that I use, has a greater than 80 percent c...
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utilize. When you use a tight stop on a gap play, the probabilities of the trade’s working out fall dramatically —to less than 30 percent. In essence, one of the reasons many traders fail to make it in this business is that they are using stops that are too tight. This might seem like a contradiction, but if almost eve...
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What is also important to remember for gap plays is that an active program of trailing stops will negatively affect your win/loss ratio. Once the parameters are set in place, the best thing a trader can do is to walk away and let the orders do their job. Although tweaking is a good thing to do when giving a car a tune-...
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Figure 7.4 Mini-Sized Dow—September 2004 Contract, August 2, 2004 I’ve found that most traders get too caught up in the reasons for the gap. In reality, the reason is meaningless. Gaps happen because a flurry of emotion hits the tape at the opening bell. However, the reason for
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the gap has little significance with regard to whether or not the gap fills. On Sunday, August 1, 2004, the U.S. government issued a terrorist warning claiming that there was chatter on the airwaves about a plan to blow up a large financial institution. The markets got nervous, and the markets gapped down in a big way ...
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1. On Friday, July 30, 2004, the mini-sized Dow futures closes at 10,142. 2. On Monday, August 2, 2004, the markets open for trade at 10,091, down 51 points. I buy here right at the 9:30 a.m. eastern open. I place a stop at 10,040. The markets
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spend a good part of the day chopping around, and I talk with other traders who are nervous about the terrorist threat news. Do I let this “nervousness” get into my own trading? Should I listen to the reasons for the gap? 3. Later that same day,
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the markets grind higher, and I am out at the gap fill (see Figure 7.5 ). Gaps are the ultimate contrarian play; don’t get caught up with the crowd. This trade nets a profit of $255 per contract.
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Figure 7.5 E-mini S&P—September 2004 Contract, August 24, 2004 1. On August 23, the ES closes at 1097.00 (see Figure 7.6 ).
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Figure 7.6 2. The next morning, the 9:30 a.m. opening trade prints at 1101.00, 4 points above its close. I short at the open, placing a stop at 1105.00. 3. A little over an hour later, my target is hit as the E-mini S&Ps
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fill their gap, for a total gain of $200 per contract. E-mini S&P—September 2004 Contract, August 4, 2004 1. On August 3, the ES closes at 1097.50 (see Figure 7.7 ).
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Figure 7.7 2. The next morning, the market gaps down and opens at 1094.25. This gap is 3.25 points, so I use a 1½:1 risk/reward ratio and place my stop at 1089.25. 3. I buy at the open. The market chops up, then pushes
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down to new lows. A little over an hour later, the market has firmed, and I’m out of my position at the gap fill. The markets spend a good portion of the day in a tight, choppy range, rallying only in the final half-hour of trading. On many days, the gap play is
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not only the safest, but really the only trade to take. We call the market choppy when it trades in a narrow, low-volume range because it chops up newer traders to death. This trade nets a total of $162.50 per contract.
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E-mini S&P—September 2004 Contract, July 14, 2004 1. On July 13, the E- mini S&Ps closes at 1114.75 (see Figure 7.8 ).
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Figure 7.8 2. The next morning, the market opens down 5.75 points at 1109.00. 3. I buy at the open and place a stop at 1103.25. 4. The gap fills in a little under an hour. This is another
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example of a Bahamas gap, as it is very relaxing to trade with a minimum of false moves. This trade nets a total profit of $287.50 per contract. What’s the Secret to Unfilled Gaps? One important thing to
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remember: if 80 percent of these plays win, that means that 20 percent of them lose. I actually like losing trades for one main reason: this leaves an “open gap” in the markets. An open gap is like a black hole or a tractor beam, eventually sucking prices back to their opening gap levels. Whenever the markets leave an ...
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computer. Let’s look at an example (see Figure 7.9 ). Let’s get a little more specific on how to play this, using a $100,000 account and utilizing nine contracts for a full position, or approximately one contract for every $11,100 in the account. Yes, a person can trade a lot more contracts than that in a $100,000 acc...
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will encourage a person to trade more than that. With some brokers, a trader can get enough leverage to trade 100 contracts on a $100,000 account. This is purely and simply insane. Just because people can do something doesn’t mean they should. The leverage here is far too much. Traders who are using a modest 2-point st...
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does this leave them? 2 points × $50 × 100 contracts = $10,000. Four stops in a row = $40,000. I’ve seen more than my fair share of people do this, and it is just inexcusable. There are many things people can do in life. They can drink one glass of wine or the whole bottle. They can drink one cup of coffee or the whole...
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comes down to choice. Just because people can do something doesn’t mean that it’s a good idea. Choose with your best interests in mind. Let’s go back to the example.
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Figure 7.9 On August 18, we gapped up a modest 44 points in the Dow prior to some economic numbers. I shorted at the open. We rallied, sold off into the economic numbers, and then shot higher once the numbers were released. I had a 44-point stop, and the markets rallied just through that level, producing a loss of $220...
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I headed into the next trading day knowing that there was now a “black hole” gap below. I could actually hear the sucking sound. The next day we had a modest low-volume 13-point gap higher that worked out quickly for $65 per contract ($585). The day after, we got a nice 52-point gap lower that took a few hours to fill,...
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($2,340). The next day we got a 44-point gap higher that was on moderate volume. It came close to our stop, but eventually filled the gap for $255 per contract on four contracts. I covered the first five contracts when we got to 50 percent of the gap fill level, which was 22 points. 4 contracts × 44 points × $5 = $880,...
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Finally, on August 22, we got the “sucker gap” when Intel announced “cautious upside earnings revisions.” The market exploded and gapped up 62 points, right into key resistance—on low premarket volume. I shorted the gap. Six bars later, my target was hit for 62 points, or $310 per contract ($2,790). The sucking sound ...
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getting louder . During the afternoon session, we got a bear flag consolidation. I set up a sell stop at 9392 to let the market take me into a breakdown of that flag formation. I got the fill and set my stop above intraday resistance at 9455. My target was the August 18 black hole open gap at 9304. The market spent the...
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back the internal pressure. This pressure proved to be too much, and, like a freshman college student during his first year away from home, the market eventually fell over and vomited. The gap filled for an 88-point gain, or $440 per contract ($3,960). When there are open gaps left in the market, I always write them do...
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them on my chart. The markets will take them out eventually, usually within 5 to 10 trading days. What Are the Best Strategies for People Who Can’t Trade Full Time? Gaps are one of the best strategies for people who are holding down a full-time job. On the West Coast, this is particularly easy, as the
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markets are open well before most people have to head to the office. The main consideration to keep in mind is that a person will want a trading platform (see Chapter 4 ) that will automatically cancel a stop once the target is hit. Another, often overlooked alternative is to have a broker who can be called with the p...
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commissions, but it is worth it to have someone watching out for the trade. The biggest advantage of doing this trade as a part-time trader is that you won’t be prone to making the very mistakes most full-time traders make while watching the trade progress. They get antsy, they get fidgety, and they end up bailing out ...
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watch the trade actually has a big edge over most of the traders who haven’t learned to control their emotions. How Does a Trader Position Size for This Setup? One frequent question I get is, “How many contracts or shares are you trading with this strategy?” These same plays can be executed in five different markets. T...
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the mini-sized Dow and E- mini S&P futures, the SPY and DIA ETF shares, and also futures on the DIA available through One Chicago. Table 7.3 shows the different instruments and the number of shares or contracts I would trade on a $100,000 account using this setup. The DIA futures are nice if a trader is using a small...
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of leverage with the minisized Dow and E-mini S&P futures and having no leverage with the DIA and SPY stock. The example shown in Table 7.3 is with a gap that occurred on July 24. Table 7.3
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Summing Up the Gaps Gaps are the one moment of the trading day where all the players have to show their poker hand, and this creates the single biggest advantage for the short-term trader. Understanding the psychology behind the gaps is paramount for playing them successfully on a daily basis. The gaps are so
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powerful that many traders make a nice living playing these setups alone. The key is to know how they work and to develop a solid methodology and set of rules to trade them. One consideration to keep in mind while playing gaps is the 50 percent retracement level. At the beginning of this chapter, I mentioned that I wou...
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volume. The reality is, the 50 percent retracement level is the highest-probability exit on any gap. It is okay to modify your trading plan to take off half your profits on any gap that reaches the 50 percent retracement level, regardless of whether premarket volume was moderate or low. After reading about this setup a...
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specifics behind it, the serious trader will have a better foundation for a plan to trade the markets successfully on a full-time basis: a proven setup to play, markets that best fit that setup, and a plan of action to maximize the play. That is pretty much all a trader needs in order to survive and thrive in this grea...
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For updated information on gap plays, visit www.tradethemarkets.com/gaps for a series of free videos with any updates to the gap play, live gap trading videos, and current examples.
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8 Pivot Points: Why Are These Good Pausing Points for Trending Days and Great Fading Points for Choppy Days?
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What Is the Best Way to Beat Indicator-Based Traders? One of the simplest and most effective position entry techniques that I use is based on what I call the multipivot levels, which consist of the daily, weekly, and monthly pivot points, along with the midpoints between the daily levels. This is a setup I use primaril...
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futures, although they can also be utilized on some individual stocks (the big names), as well as the corresponding stock index ETFs via the DIA, SPY, QQQ, and IWM. In addition, I like to use the weekly pivots on most other futures contracts, such as gold, currencies, oil, and so forth. The daily pivots on these are ok...
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better on these other commodities. Like the gap play, the pivot play hasn’t changed much since this book first came out, and I’ve left the examples here intact that still ring true today. The main advantage of this system is that it is price- based rather than indicator- based. By the time most indicators generate a bu...
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already well under way. By following this price-based methodology, I will get into a trade before the indicator- based traders, and I usually end up handing off my position soon after a buy or sell signal is being generated on a stochastic or other oscillator type of system. This is especially true on choppy days. Just...
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my position and looking for the next setup. On choppy days, it’s the indicator-based traders who get taken out back and shot. Their buy signals get them in at the top of the move, and their sell signals get them in at the dead lows, leading to a frustrating day with a negative P&L. Pivots are set up to naturally take a...
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from these trading accounts into your own. This is also a good system for traders who don’t have time to stare at the charts all day long or, not surprisingly, for traders who have a bad habit of chasing the market higher and lower. Playing the pivots automatically creates trader discipline, because the entries and exi...
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day even starts. The other thing I like about the pivots is that they can be used as a tool to quickly determine what kind of trading day it’s going to be. On a trending day, markets will move to a pivot level, consolidate for 15 to 20 minutes, and then continue to march in the direction of the trend. On these days, I ...
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move through the pivot level and then buy the first pullback to that level. On choppy days, however, the markets will move up to a pivot level, hang around for a short time, and then drift back in the direction whence they came. Many traders get “chopped up” during these types of trading days, losing money and making t...
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up to be faded on these days and are one of the few profitable ways to trade the low-volume, narrow-range chop. There are two very easy ways to tell whether the market is trending or chopping. The first is to look at how the market reacts to the pivot levels once it reaches them. The second is to set up a five-minute c...
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of the E-mini S&Ps and see what kind of volume is coming into the market after 10:00 a.m. eastern (see Chapter 6 ). If the volume is more than 25,000 contracts on each bar, then the market has power and volatility behind it. These types of days usually have wide ranges and strong trends. However, if the volume after 10...
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contracts on a five-minute chart, then there is little power to move the beast, and the end result will be a slow, choppy day. On the first type of day, I wait for the markets to move through pivot levels, and then I set up an order to get in on the first retracement. On the choppy days, I place open buy and sell order...
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the day. There is nothing to watch on these types of days, so I generally let my orders do the work for me while I spend some quality time at the driving range. Is there a bonus play? On a choppy day, a high or low $TICK reading (+1,000 or –1,000) right into a pivot level. That is, the market rallies right into a key p...
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exhausting all of the buying pressure. Bingo. That is the short setup of the day. Why Aren’t All Pivots Created Equal? So what exactly are the pivots? There is no big mystery or secret to them, and many readers will have heard about them and have used them in their own trading on a regular basis.
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For the uninitiated, I explain how I set them up and why they work, and then we can jump into the setups that I use with them. Pivots are readily available and have been around for a long time. They are support and resistance levels calculated by floor traders using a simple mathematical formula. These levels became wi...
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and have moved off the floor. Today many traders are aware of them and try to use them, but in my experience, they are using them incorrectly. To add to the confusion, there are different formula versions and different time frames that are used when calculating pivots. So, to get started, let’s look at what I use, whi...
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Once a trader has this formula, then the key data needed are the high, low, and
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close of the previous session. For my own trading, I like to utilize 24 hours’ worth of data to capture the highs and lows. However, it is absolutely imperative to use the settlement price for the close, as this is the only closing price that matters. Often a 24-hour setting on a chart means “midnight to midnight,” and...
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more detail shortly. Once I get this high, low, and close, I plug them into an Excel spreadsheet with the formulas listed previously. This information generates seven important levels for the next trading day: a central pivot, then three levels above (R1, R2, and R3) and three levels below (S1, S2, and S3). The central...
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levels. In addition to these daily levels, I also utilize the midpoints between these levels. Finally, I like to know where the weekly and monthly levels are located. These are calculated by taking the high, low, and close of the previous weekly or monthly bar. While the daily pivots change each day, the weekly pivots ...
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month. As a side note, indicators can also be programmed with these formulas so that the pivots are set up automatically on your charts without the need for you to do it all manually each morning—though doing it all manually does make you remember where those pivots are located. It is important to note that it is rare ...
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hit its daily R3 or S3 level. This is important to know because if a market rallies to R2 or sells off to S2, that usually ends up being the dead high or the dead low for the day. This knowledge will help temper a trader’s emotions and keep him on track to follow this system. This is, of course, under normal market con...
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at 40.00 and the markets are incredibly volatile, regularly testing the R3 and S3 levels. The lower the $VIX, the tighter the ranges. How Exactly Should I Set Up the Pivots on My Charts? I’m going to go through the process of how I update the pivots on my charts each day. This is based on updated
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exchange trading hours as of September 29, 2011. To calculate the daily pivot numbers, I use the following data to generate my high, low, and close numbers: • YM: Start Wednesday at 4:30 p.m. eastern; end 4:15 p.m. on Thursday • ES: Start Wednesday at 4:30 p.m. eastern; end 4:15 p.m. on Thursday
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• NQ: Start Wednesday at 4:30 p.m. eastern; end 4:15 p.m. on Thursday • TF: Start Wednesday at 8:00 p.m. eastern; 6:00 p.m. on Thursday This range of data gives me all the price action for when these markets are trading, allowing both pre- and postmarket price action to be factored into the next
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trading day’s numbers. The times are slightly different on the different contracts because of the times they are traded on the exchange. The settlement price is the key. If traders are ever unsure about the settlement price, they can check it for the YM, ES, and NQ at www.cmegroup.com . For the TF, go to www.theice.co...
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accurate high, low, and close is to just set up a daily chart with the time frames listed for each contract. In TradeStation, this is very easy to do. Just enter the continuous symbol, such as @YM or @ES, and set it on a daily chart. The data will default to the “regular session,” which refers to the times listed earli...
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in and set this up manually, as many of them default to the regular stock market session from 9:30 a.m. to 4:00 p.m. eastern. Once the chart is set up, just wait for the 4:15 p.m. eastern close on the ES, NQ, and YM and wait until after 6:00 p.m. eastern on the TF. After these times, the markets will then reopen shortl...
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daily bar generated for that trading day to get the correct numbers. This closing price will almost always match the settlement price, although I like to check to make sure. For Monday, then, I want the high, low, and close for Friday. Let’s take a look (see Figure 8.1 ).
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Figure 8.1 On Friday, March 18, 2005, we have a daily bar on the YM that started after the 4:15 p.m. eastern close (it starts again when the market reopens at 4:30 p.m. eastern) on Thursday, March 17, and ended at 4:15 p.m. eastern on Friday, March 18. This range gives us the following numbers:
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• High: 10,679 • Low: 10,579 • Close: 10,635 By changing the chart to a weekly time frame, I can also take the high, low, and close of the completed weekly bar and get the numbers I will use for the weekly pivots. • High: 10,870 • Low: 10,579
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• Close: 10,635 On Monday, the daily and weekly close will be identical, since they are both based on Friday’s close. In this instance, the lows are also identical because the lows on Friday were also the lows of the week. The process can be repeated with the monthly levels, but I won’t need new monthly inputs until th...
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day in April. Now that I have my key levels, I want to figure out the key pivot points that I’ll be using for Monday, March 21, 2005. The first thing I do is take these high, low, and close figures and plug them into the formula. To figure out the daily pivot, I take the high + low + close and divide by 3: . We now ha...
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point for the day. To figure out R1, which is the next level above the pivot, I multiply the pivot by 2, and then subtract the low. So we take – the low at . We continue this process until we are done, and we come up with the following levels: • R3: 10,783
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• R2: 10,731 • R1: 10,683 • Pivot: 10,631 • S1: 10,583 • S2: 10,531 • S3: 10,483 Once I have these levels, I place them on my chart. I also like to note the midpoints between the daily pivot levels. These are
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calculated very simply, as they are literally the midpoint. The pivot is 10,631, and R1 is 10,683, 52 points away. Half of 52 is 26. I add that to the pivot, and I get a midpoint of 10,657. These are all formulas that can be set up in Excel, making this a very quick and easy process. I don’t calculate the midpoints for...
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Once I have created the chart and added the appropriate pivot levels, the first thing I will note is where the daily pivot is in relation to where the market closed. The daily pivot is at 10,631, and the market closed at 10,635. The second thing I will be watching for is where the markets are trading at 9:30 a.m. easte...
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This will work in relation to the gap play. The markets test their daily pivot level at some point during the day 90 percent of the time. I will always fade the first move to the daily pivot. For example, if the markets are trading above the central daily pivot, and they sell off to this level, I will fade the move by ...
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moment. By setting up these formulas in an Excel template, I can quickly obtain all the key levels for the YM, ES, NQ, and TF. I did that, and all I do today is just enter the high, low, and close. Once this is done, the spreadsheet fills in the rest of the numbers for me automatically. It takes me just a few minutes t...
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the high, low, and close and then plug them into this spreadsheet. I then instantly have my levels for the next trading day. Of course, I have to update the weekly pivots only once a week, and the monthly pivots once a month. The spreadsheet for the chart we are working on is shown in Figure 8.2 .
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Figure 8.2 I also like to note where the extreme levels are, because it is very rare for the stock indexes to hit their R3 or S3 level. This is important to know because if the markets rally to R2 or sell off to S2, that usually ends up being the dead high or the dead low of the day. This knowledge will help temper a t...
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market is going up, it is easy to think that it will go up forever. On this same note, when the market is heading down quickly, it is easy to assume that it’s the end of the world. The emotion of greed is, of course, a disaster for anyone who succumbs to it because of the surge of adrenaline that runs through the body....
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levels, a trader will be able to stay more objective and take the money away from the people who are panicking. The pivots help to keep a trader grounded. Instead of getting overexcited and hoping for a market crash, the pivot trader knows that there is a 90 percent chance that the markets will not close above R2 or be...
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that level signals a time for the trader to take profits instead of pyramiding into a bigger position that will lead to disaster. Let’s take a look at the pivot levels that we calculated for Monday, March 21, 2005, on a five- minute chart (see Figure 8.3 ). This chart looks very busy, with the daily pivot levels label...
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midpoints of the daily levels in the middle, and the weekly pivot levels on the right. For the sake of space, I left the monthly levels off. I like to take a look at this wide view first in order to see where the extreme levels are located for Monday’s trading. Once I’ve done that, I will then reduce the chart to a mor...
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In this chart, I’ve zoomed in so that I can see where the key close levels are for Monday’s trading. The Psychology Behind the Pivots—Who Is Getting Burned? Before I jump into the rules and specific setups that I use to trade the pivots, I want to cover briefly why they work. The first, and most obvious,
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reason is that a lot of traders watch these daily levels, so there is a self-fulfilling prophecy involved. However, the same can be said for Fibonacci levels, but they do not hold nearly as well as the pivots. Why? I elaborate on this in the next two points.
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Figure 8.3
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Figure 8.4 On the floor, it is generally a trader’s goal to grab smaller moves, typically 2 points in the S&P 500, which is about 20 points in the Dow, or smaller depending on what is going on in the pit. The floor traders all operate in a big circle, with the brokers standing on the first step that surrounds the pit....
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them the best view of all the locals so that they can get the best price for their customers. Since it is easier to trade with someone who is right in front of you, the prime space for locals to stand is just inside the top rail that separates the top- step brokers from the locals. Experience, politics (whom you know),...
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local a prime position near the top-step brokers. Usually this space is determined by how long the local has “held the spot” and his ability to continue to make markets. New traders must find space where available. This is usually at the farthest point from the brokers, which is the center of the pit. Because of this l...
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