WTF Chart of the Day: Emini S&P vs Nasdaq 100

By Lawrence

What happened so far this week on ES and NQ in RTH.

ES vs NQ_20130725_174409

Blue lines mark the top zone from the week before.

Yellow lines mark the bottom zone from the week before.

After ES and NQ touch their respective reference price zones again at the same time, the awkward arb actions will go away.

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