Emini S&P Price Patterns, Trading Setups and Mechanical Trading Signals

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Day trading and trading in general are similar to other competitive games. It is important to understand the odds you are facing in every scenario you may encounter. Some people can do it by learning it through experience which may take a lifetime. Smarter way to gain expertise is to study the historical behaviours under the microscope. By knowing what to expect and then creating a plan of your own to take advantage of the situations will give you a head start over other traders.

Following is the compilation of various statistical biases (i.e. your odds) in various situations you may encounter when trading Emini S&P, Spyder (SPY) and other S&P500 related derivatives.

To utilize the information you need to study them so that you are familiar with the concepts. It is not necessary to memorize all the details because the daily reports will remind you which one is in play for the next trading day.

During real-time, the various intraday biases my be triggered anytime when the right conditions have happened. Your job is not to be an expert in all these patterns outright, but an understanding what they are and how they work in real-time. The Emini S&P Real-Time Trading Assistant will inform you what is going on so that you can deal with the current situation like a pro.

This list is updated regularly to include the latest research articles published here.

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VIX Day Long 01

This strategy is a day trading strategy for Emini S&P. It uses the VIX index to make its trading decisions. It is a robust trading strategy that only enters a trade within regular trading hours. It is a long only strategy. Features ...

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VIX Day Short 01

This strategy is a day trading strategy for Emini S&P. It uses the VIX index to make its trading decisions. It is a robust trading strategy that only enters a trade within regular trading hours. It is a short only strategy. Features robust p ...

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VIX Day Long 02

This strategy is a day trading strategy for Emini S&P. It uses the VIX index to make its trading decisions. It is a robust trading strategy that only enters a trade within regular trading hours. It is a long only strategy. Features ...

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VIX Day Short 02

This strategy is a day trading strategy for Emini S&P. It uses the VIX index to make its trading decisions. It is a robust trading strategy that only enters a trade within regular trading hours. It is a short only strategy. Features ...

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VIX Short-Term Counter-Trend Cycle and Basic Strategy

This indicator / trading strategy has multiple usages. It is based on the VIX index using only data from regular trading hours. The basic mechanical system is an always in the market strategy based on daily timeframe. Real-Time Trading Assistanc ...

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SPY NFP Play_20121011_123238
Survival Guide To Trading Nonfarm Payroll Report Week

US Nonfarm Payroll (NFP) Report is a monthly report coming from Bureau of Labor Statistics (BLS) that summarizes the employment condition within United States. The week of NFP Report has a special bias that all traders should be aware of. The Irregu ...

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SPY NFP Play_20121011_174413
Nonfarm Payroll Week Trading Models  member onlypremium content

It is well know among many professional traders that NFP week has a strong bullish bias. But as I have shown in the article, Nonfarm Payroll Report Bias, it is not that simple in utilizing this bias in reality. I am going to show you 3 trading models ...

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ES CHADTP_20130427_144354
Market Breadth Primer: CHADTP Past and Present

This article is going to show you an example on the change in characteristics of the Advance / Decline Issues affecting trading models based on the breadth data. The example system I am going to use is called Conner Hayward Advance Decline Trading Pa ...

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ES Weekly STOPD Patterns_20130514_215946
Weekly STOPD Pattern: S&P Bearish Continuation 1  premium content

There are quite a number of patterns that work around the weekly STOPD price levels giving us a solid edge. This one is a classic bearish continuation setup. Net gain chart below. The Setup Low below previous week low by 25% of ...

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ES Advance Decline Patterns_20130516_122713
Market Breadth Primer: Advance / Decline Spike Low

An interesting usage of advance / decline issues is to identify the market extremes. Here is one setup that has emerged as one of the best short term bottom picking signals since year 2000. Following chart marks the points where the signal occurred. ...

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Weekly Bias: Emini S&P Post Trend Sell Week Play  premium content

Most people like to learn ways to predict when Trend Sell Weeks are going to happen. The surprising fact is that the week after a trend sell week has predictable characteristics that are very tradable. This article will discuss the biases that are useful.

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Weekly Bias: Bullish Wednesday  member only

Expectations after Bullish Wednesday. One of the weekly biases mentioned in Market Bias Detective: S&P Daytrading Time Map Vol. 2.

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Weekly Bias: Bearish Wednesday  premium content

Expectations after Bearish Wednesday.

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S&P500 20 Days New Low Bullish Reversal  member only

Here is a breadth driven trading model based on S&P500's 20 days new low market breadth data. It is not something complex and everyone can follow easily. It performs very well with reasonable drawdown. For those who are not familiar with the con ...

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QQQ EOD 2Percent Down System_20121022_211144
NDX Down 2 Percent Daytrading Model  member onlypremium content

Many of you have read my Nasdaq 100 Down 2% Trading Setup article. Some of you complained that it is very difficult to convert the bias into an usable edge. Here is an example trading model showing you how. The Performance Followin ...

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Emini SP Tick Index Blind Short_20130316_231647
Trading with Tick Index: Blind Short Day Trading Model  member only

I am going to present the first example trading model in this series that exploits the characteristics of the NYSE Tick Index. Most people focus on the intraday behaviour of the Tick Index and forget that it is a great summary statistics tell us what ...

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ES Bullish Price Driver. DaytradingBias.com
The One Bullish Setup Everyone Must Know Daytrading Emini S&P  premium content

If I am going to tell you that there is one simple day trading setup that works all these years you will probably think that I am kidding. What if I tell you that this setup is long only, strictly day trade from open to close? I must be joking, right ...

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ES Gap Driver_20130508_192037
The One Bearish Setup Everyone Must Know Daytrading Emini S&P  premium content

This trading setup is kind of complement pattern of the one presented in The One Bullish Setup Everyone Must Know Daytrading Emini S&P. It is short only, strictly day trade from open to close. It has been profitable all these years. Yet no one ev ...

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ES VIX Bullish Core Driver_20130509_124803
The VIX Bullish Bias Play  premium content

The Volatility Index from Chicago Board Option Exchange (VIX) is used to be a great tool for short term timing. It has many excellent properties that are useful for trading. Since the introduction of the VIX Future, however, many of these characteris ...

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ES VIX Bearish Core Driver. DaytradingBias.com
The VIX Bearish Bias Play  premium content

The bearish property of VIX that no one talks about. If you need background information about the Volatility Index (VIX) please read The VIX Bullish Play. It has more background information about VIX that I do not want to repeat here. I am going to ...

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ES TRIN Driver_20130527_184455
The TRIN Bullish Bias Play  premium content

TRIN is also called the Arms Index. It is often used as a swing term indicator. It can be used that way but it is a waste of the information provided by the index. First, net gain from day trading this TRIN bias.   The Setup ...

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ES TRIN Driver_20130529_211324
The TRIN Bearish Bias Play  premium content

TRIN bearish bias is different from its bullish bias for the same reason that bull market behaviour is different from bear market. Short term overbought condition in TRIN has more requirements than its counterpart. First, net gain from day trading t ...

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Intraday Bias: Higher High Pivot Failure  premium content

Expectations after Higher High Pivot Failure on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Intraday Bias: Lower Low Pivot Failure  premium content

Expectations after Lower Low Pivot Failure on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Intraday Bias: Gap Up Not Filled Type 1  premium content

Expectations after Gap Up Not Filled Type 1 on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Intraday Bias: Gap Up Not Filled Type 2  premium content

Expectations after Gap Up Not Filled Type 2 on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Intraday Bias: Gap Down Not Filled Type 1  premium content

Expectations after Gap Down Not Filled Type 1 on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Intraday Bias: Gap Down Not Filled Type 2  premium content

Expectations after Gap Down Not Filled Type 2 on Emini S&P (ES), Nasdaq 100 (NQ) and Dow (YM)

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Emini Trading Statistical Bias - DaytradingBias.com
Intraday Bias: Option Expiration Friday  member only

Option expiration Friday is unique from other normal Friday. It has a reliable bias to lean on for day trading. I will explain what it is and presenting 2 trading models, one aggressive and one conservative, as demonstration.

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Emini Trading Statistical Bias - DaytradingBias.com
Intraday Bias: Option Expiration Tuesday  premium content

Option expiration week Tuesday is different from regular Tuesday. Regular Tuesday does not produce noticeable bias throughout the history of Emini S&P. Option expiration Tuesdays, however, has very strong statistical bias that somehow no one mentions it anywhere, including many famous option trading gurus.

Maybe they are keeping the goodies for themselves?

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Intraday Bias: Month End Play  premium content

Month end is often depicted as the day that certain players would conduct window dressing to push the stock market higher. I have debunked the myth in the Survival Guide To Trading The Stock Market Month Ends. Now, we are looking into useful biases t ...

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Intraday Bias: Emini S&P R2 And Beyond (Signal ID - R2 Day)  member only

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. (Member-only conte ...

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Falling
Intraday Bias: Emini S&P S2 And Beyond (Signal ID - S2 Day)  member only

Statistics on RTH days where ES open below pivot, never traded at or above pivot and breakdown below S2. There is a good reason why I often tell newcomers not to pick bottom hastily . This is one of them. (Member-only content follows) [DTBMember ...

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ES Intraday Bias_20130815_211459
Intraday Bias: Emini S&P Easy Top (Signal ID - Easy Top)  premium content

Easy Top is a chart pattern on Emini S&P RTH 5-minute that works well as a scalping setup. It is also a strong entry for other intraday trading styles. I will explain how this pattern works and what it can do for you. (Premium member content bel ...

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Intraday Bias: Emini S&P Runaway Long (Signal ID - Runaway Long)  premium content

Runaway Long is a chart pattern on Emini S&P 5-minute that works well as a scalping setup on the long side. It is also a pattern to watch out for if you are playing counter-trend against a strong up day. It gives you early warning that your count ...

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Volatility Snap: VIX Based Always In Trading Model (Signal ID - VSnap)  premium content

Volatility Index (VIX) has been called a market leading indicator by many yet we seldom see any working trading model based on the index available online. This example model shows you what can be done with VIX. It is based on VIX only meaning that it ...

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Trading With Tick Index: Early Detection Of Trend Buy Day (Signal ID - TICK Trend Buy)  premium content

Trend buy day are the days where the stock market indices just keep going higher. Day traders are often trapped on the wrong side of the market on such days due to various price based measures telling them the up moves are over extended. What they fa ...

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trendbuyday
Emini S&P Day Trading Pattern: Trend Buy Day (Signal ID - Trend Buy)  premium content

Trading Emini S&P can be difficult at times because of trend days. Trend days are those trading days that move in one direction with little or no pullbacks. Traders whose strategies mainly focused on scalping or intraday counter-trend methods are ...

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trendsellday
Emini S&P Day Trading Pattern: Trend Sell Day (Signal ID - Trend Sell)  premium content

Emini S&P is famous for its very unforgiving trend sell days. The day starts out dropping quickly similar to many other days that make their low first. Yet, bottom pickers are trapped with a stair steps of flushes making new low after new low. By ...

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Market Breadth Primer: Advance / Decline Issues Bull Charge (Signal ID: AD Bull Charge)  premium content

Advance / Decline Issues Bull Charge is a day trading model based on real-time advance / decline issues only. It is not only a very consistent mechanical trading model. It is also a very useful trading setup because it helps the traders to realize th ...

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Market Breadth Primer: Advance / Decline Issues Bear Strike (Signal ID: AD Bear Strike)  premium content

Advance / Decline Issues Bear Strike is a day trading model based on real-time advance / decline issues. It is a very consistent mechanical trading model and a useful trading setup for discretionary traders. Similar to the Advance / Decline Issues Bu ...

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Intraday Tool: NYSE Advance Issues Percentage  premium content

The intraday NYSE Advance / Decline Issues Percentage readings are useful for day trading in many ways. Specific day trading techniques using advance decline issues will be presented in their own reports. This article is a short introduction on the t ...

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Intraday Tool: Emini S&P Average Volume Percentage  premium content

The intraday Emini S&P Average Volume Percentage is a great filter for choosing the right day trading strategy for any particular trading day. Specific day trading techniques will be presented in their own research reports. This article is a shor ...

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Intraday Bias: Emini S&P R1 Reversal  premium content

Morning Reversal from R1 is a short only trading system that works on Emini S&P RTH 5-min timeframe. It is simple and has been working consistently for well more than 10 years. You can read about the basic concept behind from my article, Emini Da ...

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Intraday Bias: Gap Framework  premium content

The intraday biases of the gap framework from Master Emini S&P Gap Trading Techniques are reported in multiple stages within the Emini Real-Time Trading Assistant as time approaches the open time for the regular trading session. I am going to cov ...

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Intraday Bias: Emini Strong Close Gap Down  premium content

The trading models presented in this article is direct application of the gap classification framework from Master Emini S&P Gap Trading Techniques. I am talking about trading models because there are multiple ways to take advantage of the bias, ...

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Intraday Bias: Emini Weak Close Gap Up  premium content

Trading models derived from the gap classification framework from Master Emini S&P Gap Trading Techniques. Topics Covered Basic Setup Trading Strategy High Probability Variations Good Old Days Summary (premium member only content below) ...

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Intraday Bias: Emini Weak Close Gap Below  premium content

The trading models presented here are created to deal with the Weak Close Gap Below scenario in the gap trading framework described in Master Emini S&P Gap Trading Techniques.   Topics Covered Basic Setup Trading Strategy Lowe ...

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Intraday Bias: Emini Strong Close Gap Above  premium content

The trading models presented here are created to deal with the Strong Close Gap Above scenario in the gap trading framework described in Master Emini S&P Gap Trading Techniques. Topics Covered Basic Setup Trading Strategy Lower Risk ...

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Overnight Bias: Emini Night Owl Long Play  premium content

Emini Night Owl Long Play trading system is designed to take advantage of the overnight range expansion behaviour mentioned in the Emini S&P Afterhours Behaviour series. This model has strict control on risk and performed very well over the past ...

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Overnight Bias: Emini Night Owl Short Play  premium content

Emini Night Owl Short Play trading system is designed to take advantage of the overnight range expansion behaviour mentioned in the Emini S&P Afterhours Behaviour series. This model has strict control on risk and performed very well over the past ...

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