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Thursday, 9 September 2010

Standard Deviation Price Tables- Global Macro

In a previous post I introduced a snapshot of a series of "Support & Resistance" levels for some Exchange traded Futures.

On request, I intend to publish a Weekly post of the above, split acoss 3 Asset classses called the "Global Macro Standard Deviation Price Tables". The numbers have been derived from calculating a Standard deviation extensionS up and down from a moving average diversified across 3 different Trading time horizons (Weekly, Daily, and 30 mins).

In a future post, I will explain in greater detail this calculation and discuss the difference between two commonly used technical trading tools "Bollinger bands" and "Keltner Bands".

Please note that this is a snapshot. Prices are dynamic and in the real trading environment these values may change over time.
Also included, is my view of the current Daily trend (Posve, Negve or Neutral) and a brief comment on the rate of change of that trend ( Accelerating Up/Down or Contracting)

[Click to enlarge tables]

Enjoy


Black - Last Price at posting
Yellow - Daily median Pivot
  • Close above signals recent positive price action
  • Close below signals recent negative price action
Red - Price where market is Overbought and may experience some Reversion to Mean

Blue - Price where market is Oversold and may experience some Reversion to Mean






[Click to enlarge]

















For further information please send email to:

research@gccquantsignals.com

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