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Yesterday we saw that slow, narrow days lead to unfavorable expectations over the near term. Sure enough, today we saw a late drop today tha...

Monday was a very narrow range, slow day in SPY. Volume was approximately 60% of the 60-day average volume and the entire range for the day ...

This poster graces my office, thanks to Despair.com . Yesterday's entry found that there was greater follow through to the upside when ...

If you've followed the Trading Psychology Weblog , you know I place great emphasis upon whether or not rising markets expand the number ...

Yesterday's entry looked at occasions when small caps outperform large caps on the upside and found that such a scenario leads to short-...

A couple of readers suggested that I take a look at what happens with the S&P market as a function of strength in the small cap (Russell...

How much territory does a market cover in a day? I decided to add up all the one minute ranges in ES from 11/1/05 - present (N = 57 days). I...

Note: My personal site will be adding additional information re: my volatility research and will be updating over the next few days. Google...

I couldn't wait to add this to the blog. Check my personal site tomorrow for details. This is a measure of institutional presence in the...

Note: I recently submitted an article to Trading Markets regarding the recent downward volatile trade. That should appear Monday AM. Also se...

I took a more detailed look at what happens after high volume large declines, and the findings are interesting. Since January, 1998 (N = 202...

Friday's market moved sharply lower, with SPY down 1.82% on volume that was 136% of its 20 day average volume. What typically happens af...

I recently submitted an article to Trading Markets that looks at the relationship between the size of the overnight moves in the major indic...

Wednesday's market opened down, but was up from open to close. Since January, 2004 (N = 514), we've had 52 occasions in which the ma...

Today's market gapped lower at the open and closed lower. Now it appears likely that we'll gap lower tomorrow AM on the NASDAQ 100 I...

As we found earlier, bond and stock prices have been positively correlated over longer time frames in the market (40 days) since 2003, but n...

Yesterday's entry looked at strong days in the stocks since 2003 and found a tendency for near-term reversal, especially when bonds were...

Today's entry on the Trading Psychology Weblog mentioned an interesting relationship between bonds and stocks from 2003 to the present. ...

A reader suggested to me that I take a multidimensional approach to historical patterns and investigate intermarket relationships such as be...

I just submitted an article to Trading Markets that should appear tomorrow. It takes a look at occasions since March, 2003 when we've ha...