Info!! Relative Book Update: How Much Book As Well As Drive Tin Nosotros Await During The Day?

How much volume--and how much movement--can nosotros hold off inwards the S&P 500 Index during each segment of the marketplace day? Relative volume tells us how the electrical current book compares alongside recent norms. Below nosotros meet each one-half hr inwards the ES futures, the median publish of contracts transacted during that half-hour catamenia over the prior xxx trading sessions, in addition to the median high/low cost arrive at for that period.

Note how book in addition to volatility correlate highly. Over the concluding xxx sessions, the correlation betwixt one-half hr book in addition to one-half hr high/low ranges has been a meaning .81.

Seeing whether nosotros are doing closed to concern compared alongside normal tin state us how much campaign to expect: really helpful inwards gauging cost targets in addition to destination loss levels. See the links below for to a greater extent than detail.

Time (CT)	Volume	Range (%)
8:30	244,194	0.64
9:00	200,849	0.48
9:30	148,298	0.45
10:00	125,114	0.34
10:30	88,967	0.27
11:00	71,072	0.29
11:30	69,160	0.29
12:00	63,483	0.24
12:30	63,198	0.28
13:00	73,900	0.28
13:30	83,595	0.3
14:00	91,348	0.29
14:30	203,454	0.37
15:00	90,451	0.17

More:

Who Is In The Market? Understanding Volume in addition to Volatility

Important Post on Tracking the Market's Largest Traders

Relative Volume in addition to Price Movement

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