NF at 10:20:32 today

Here are the trades executed in NF today between 10:20:31 and 10:20:32 this morning.     It started at 5908 and ended at 5990 and all happened in that one second.   Notice the bid- ask spread at 10:20 :32 between 5945 – 5990 which was the reason we got that high tick.   Buyers […]

Vwap of September Revisited

A quick post with reference to a previous view on September's vwap posted here- http://vtrender.com/content/september-series-charts   We saw september as a series filled with short covering and longs and basically what we call in market profile as one time frame movement.   Such series often get to visit the vwap to test buyer/ seller strength. […]