Saturday, June 16, 2012

06/15/12 session playback at 600x speed

Playback of the OMXS30 index futures session 06/15/12 at 600 times speed (510 minutes as 51 seconds). Red vertical line (middle left) and turquoise profile (right) represents volume traded since 06/07/12. Red streamer profile (right) represents volume traded since 05/16/12. Light blue vertical line (middle) and multi coloured profile (right) represents volume traded since 09/23/11 (last swing low). Lower panes marked VB (volume breakdown) represents the bid/ask transaction ratio (Delta). This is a rare session since the range traded the first hour (In Balance) held for the whole session which only occured 3 out of 205 trading days during the period 08/18/11-06/08/12 (Chart by Investor/RT, Linn Software, Inc. www.linnsoft.com).