Intraday Bias: Emini S&P R2 And Beyond (Signal ID – R2 Day)
Statistics on RTH days where ES open above pivot, never traded at or below pivot and breakout above R2. There is a good reason why I often tell newcomers not to fade a strong market without compelling reasons. This is one of them.
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Comments
Thanks for doing this.
You are welcome. The one on S2 will be posted today. =)
Is there a preferred method for defining a “low volatility day”? ATR below its 20 day mean? VIX below a monthly moving average? Standard deviation bands on price? Any or all of the above?