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Volatility

NQ Power Range Report with FIB Ext - 12/31/2024 SessionCME_MINI:NQH2025 - PR High: 21392.75 - PR Low: 21343.50 - NZ Spread: 110.25 No key scheduled economic events Last trading day of the year, closed Wednesday - Holding at 21365 pivot from week of 12/18 Session Open Stats (As of 12:35 AM 12/31) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 366.61 - Volume: 21K - Open Int: 249K - Trend Grade: Bull - From BA ATH: -4.7% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025Long
by mv3trader5
Trading Plan: WTI Crude OilBased on my proprietary indicators, I maintain a bearish view on WTI Crude Oil. I am anticipating a downside target of ₹5800 (target open until 15th January 2025). Current Position: Holding short positions in MCX Crude Oil January 2025 expiry futures from ₹6025 levels. Intend to add more shorts if prices move to higher levels. Risk Management: Stop-loss and risk parameters are carefully planned but not disclosed here for strategic reasons. Position sizing is aligned with my overall risk appetite and trading capital. Disclaimer: This trading plan represents my personal views and trading decisions and is shared for informational purposes only. Trading in crude oil futures involves significant risk and may not be suitable for all investors. Readers should not consider this as financial advice and must conduct their own research or consult with a certified financial advisor before making any trading or investment decisions. Past performance of proprietary indicators is not indicative of future results.
MCX:CRUDEOIL1!Short
by IndexAce
NQ Power Range Report with FIB Ext - 12/30/2024 SessionCME_MINI:NQH2025 - PR High: 21742.75 - PR Low: 21670.50 - NZ Spread: 161.75 Key scheduled economic events: 09:45 | Chicago PMI Holding auction near Friday's close - Retail sentiment, expecting unfavorable PA due to New Year's Day week Session Open Stats (As of 12:35 AM 12/30) - Weekend Gap: +0.07% (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 357.87 - Volume: 21K - Open Int: 244K - Trend Grade: Bull - From BA ATH: -3.5% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025
by mv3trader5
NQ Power Range Report with FIB Ext - 12/27/2024 SessionCME_MINI:NQH2025 - PR High: 22006.75 - PR Low: 21974.75 - NZ Spread: 71.5 No key scheduled economic events Maintaining previous session range with little change - Daily print advertising potential pivot high off ~22113 Session Open Stats (As of 12:35 AM 12/27) - Weekend Gap: +0.07% (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 346.51 - Volume: 14K - Open Int: 243K - Trend Grade: Bull - From BA ATH: -2.1% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025Short
by mv3trader5
Holy Cow, A lot of Big Option Purchases Coming In!First price target for January is $90 and it could happen soon. Be careful as spike downs tend to have a lower low formed prior to reversal, this would create bullish divergence on RSI, MACD and more which is another to double down. Options chain for calls expiring 1/10/2025 show the $90 strike has 1,522 calls bought on Friday at .87 per contract. Not huge, bot overall the bias on NVO is buy the dip. long term target of well over 100
NYSE:NVOLong
by LeapTrades
6
NQ Power Range Report with FIB Ext - 12/26/2024 SessionCME_MINI:NQH2025 - PR High: 22084.50 - PR Low: 22046.75 - NZ Spread: 84.5 Key scheduled economic events: 08:30 | Initial Jobless Claims 11:00 | Crude Oil Inventories Holding auction above Tuesday's high Session Open Stats (As of 12:45 AM 12/26) - Weekend Gap: +0.07% (filled) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 355.77 - Volume: 17K - Open Int: 246K - Trend Grade: Bull - From BA ATH: -3.2% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025Long
by mv3trader5
Risk-Managed Option Selling Strategy: Nifty50 23900 CallMarket Outlook: I hold a highly bearish view on the Nifty50 23900 Call Option with an expiry date of 26th December 2024. This outlook is based on a detailed analysis of market trends and proprietary indicators. Entry and Stop-Loss Levels: Entry Level: Ready to sell the 23900 Call option at or above ₹142.40. Stop-Loss: Maintain a strict stop-loss at ₹202.10 to manage risk effectively. Additional Criteria: This strategy involves a specific criterion that is integral to trade execution but will not be disclosed openly. Risk Management: This strategy is designed with a focus on controlling potential losses through predefined stop-loss levels. Option selling involves substantial risk, including the possibility of unlimited losses. Therefore, ensure appropriate margin and capital allocation based on individual risk tolerance. Disclaimer: This strategy is shared for informational purposes only and does not constitute financial advice. Options trading involves high risk and may not be suitable for all investors. Always conduct your own research or consult a certified financial advisor before executing trades. Past performance is not indicative of future results.
NSE:NIFTYShort
by IndexAce
NQ Power Range Report with FIB Ext - 12/23/2024 SessionCME_MINI:NQH2025 - PR High: 21683.00 - PR Low: 21566.00 - NZ Spread: 262.25 Key scheduled economic events: 10:00 | CB Consumer Confidence Weekend gap up back to Friday's highs - North of daily Keltner average cloud - Friday session set pivot low, front running 21000 - QQQ gap below Dec 2 session filled - Market sentiment, expecting low participation for Christmas week Session Open Stats (As of 12:40 AM 12/23) - Weekend Gap: +0.07% (open < 21552) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 370.87 - Volume: 31K - Open Int: 237K - Trend Grade: Bull - From BA ATH: -3.2% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025
by mv3trader5
Swing Trading Strategy: HDFC Bank (HDFCBANK)Stock Outlook: I maintain a bullish outlook on HDFC Bank (HDFCBANK) with a swing trade target of ₹1913.15 by February 27, 2025. This target aligns with the current technical and market trends indicating upward momentum. Stop Loss Strategy: To manage downside risk, ₹1600 has been identified as a crucial support level. Any daily settlement below this level will signal a potential breakdown, and positions should be exited accordingly. Key Notes: Risk Management: Ensure position sizing aligns with your overall risk tolerance. Timeframe: This strategy is based on a swing trading approach and is meant to capitalize on short- to medium-term market movements. Disclaimer: This trading strategy is for informational purposes only and does not constitute financial advice. Market conditions are subject to change, and all trades carry risks. Please consult a financial advisor or conduct your own research before making any investment decisions. Past performance does not guarantee future results.
NSE:HDFCBANKLong
by IndexAce
Intraday Levels for Nasdaq 100 Futures - 12/20/2024This analysis focuses on the Nasdaq 100 Futures, aiming to identify potential support and resistance levels where the price could experience intraday bounces or trend reversals, as well as zones where the price might potentially break higher or move lower. Considerations The range used in this analysis serves only as a reference for broader-level insights. For intraday operations, it is advisable to utilize a lower timeframe to refine entry and exit points more accurately. To confirm the validity of these levels, it is essential to evaluate real-time conditions as the price approaches these zones. Factors such as pressure, trading volume, and Order Flow will play a critical role in determining whether these supports hold or are likely to be broken.
CME_MINI:NQ1!
by Giovanni_Bandini
Using Trendlines on ATR for Trading Strategy:Average True Range: Volatility Resistance: The ATR oscillating at a resistance line suggests that the market volatility has reached a point where it has been repeatedly unable to break through to higher levels. This can mean that despite attempts, the volatility hasn't sustained at higher levels, potentially indicating a stabilization or a ceiling on how volatile the market might get in the short term. Market Sentiment: This oscillation can also reflect a market where there's a tug-of-war between buyers and sellers, leading to a stabilization of price movement range. When volatility hits a resistance level, it might indicate that the market is preparing for a significant move or a breakout, or conversely, that it might revert back to lower volatility after some consolidation. Breakout Strategy: Signal for Breakout: If the ATR breaks above the resistance line where it has been oscillating, it could signal an upcoming increase in volatility, potentially leading to a significant price movement. Traders might consider this a signal to prepare for a breakout trade, either buying or selling depending on the price trend. Trade Entry: Following a breakout, traders could use this ATR trendline break as a cue to enter a trade in the direction of the breakout, expecting that increased volatility will lead to a more substantial price move. Stop Loss and Profit Taking: Stop Loss: The resistance line where ATR oscillates can be used to set dynamic stop losses. If the ATR moves above this line, indicating higher volatility, a trader might adjust their stop loss to be a multiple of the ATR away from the current price to account for the increased risk. Profit Targets: Similarly, profit targets can be set based on ATR levels. For instance, if the ATR is oscillating near resistance, traders might aim for a profit target that's one or two ATRs away from the entry point, anticipating where volatility might push the price. Trend Confirmation: Confirming Trends: ATR's behavior at resistance can confirm trends. If the price is trending upward but the ATR fails to move above its resistance, it might indicate that the trend lacks strong momentum or that a reversal could be on the horizon. Risk Management: Adjusting Position Size: High ATR levels near resistance could suggest increasing market noise, prompting traders to reduce position sizes or adjust their risk management strategies to account for potential whipsaws or false breakouts. Counter-Trend Strategy: Reversal Signals: If the ATR repeatedly fails to break through resistance, it might signal that the market is overstretched, potentially leading to a decrease in volatility or even a trend reversal. Traders could look for bearish signals if this happens in an uptrend or bullish if in a downtrend. Incorporating these strategies requires careful observation and should ideally be combined with other forms of technical analysis or indicators for confirmation. Remember, while ATR provides insights into volatility, it does not indicate the direction of price movement, so it should be part of a broader trading strategy.
Education
by stocktechbot
NQ Power Range Report with FIB Ext - 12/20/2024 SessionCME_MINI:NQH2025 - PR High: 21429.25 - PR Low: 21363.00 - NZ Spread: 148.25 Key scheduled economic events: 08:30 | Core PCE Price Index (YoY|MoM) Value decline continues below daily Keltner avg cloud - QQQ gap filled - Maintaining vols since FOMC triggered selling - Next key pivot, 20920 zone from Nov 27 Session Open Stats (As of 12:40 AM 12/20) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 345.51 - Volume: 51K - Open Int: 237K - Trend Grade: Bull - From BA ATH: -5.2% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025Short
by mv3trader5
NQ Power Range Report with FIB Ext - 12/19/2024 SessionCME_MINI:NQH2025 - PR High: 21546.50 - PR Low: 21453.75 - NZ Spread: 207.0 Key scheduled economic events: 08:30 | Initial Jobless Claims GDP Philadelphia Fed Manufacturing Index 10:00 | Existing Home Sales FOMC driven 960+ point value decline - Return to daily Keltner avg cloud - Auctioning between pivots from Nov 11 & Nov 25 Session Open Stats (As of 12:45 AM 12/19) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 338.33 - Volume: 50K - Open Int: 226K - Trend Grade: Bull - From BA ATH: -4.4% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025
by mv3trader5
NQ Power Range Report with FIB Ext - 12/18/2024 SessionCME_MINI:NQH2025 - PR High: 22309.25 - PR Low: 22206.00 - NZ Spread: 230.75 Key scheduled economic events: 10:30 | Crude Oil Inventories 14:00 | FOMC Economic Projections - FOMC Statement - Fed Interest Rate Decision 14:30 | FOMC Press Conference AMP raised margins for expected FOMC volatility spikes - Retraced 50% of Monday's ATH breakout range - +100 point value decline at session open - Auctioning long above previous session close Session Open Stats (As of 12:25 AM 12/18) - Weekend Gap: N/A - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 287.63 - Volume: 24K - Open Int: 196K - Trend Grade: Bull - From BA ATH: -0.5% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025
by mv3trader5
NQ Power Range Report with FIB Ext - 12/17/2024 SessionCME_MINI:NQH2025 - PR High: 22412.50 - PR Low: 22376.50 - NZ Spread: 80.5 Key scheduled economic events: 08:30 | Retail Sales (Core|MoM) ATH raised nearly 250 points - Volume shifting into contract month H25 - Holding previous session highs Session Open Stats (As of 12:25 AM 12/17) - Weekend Gap: N/A - Session Gap 12/13 +0.42% (open < 21640) - Gap 10/30/23 +0.47% (open < 14272) - Session Open ATR: 290.00 - Volume: 14K - Open Int: 145K - Trend Grade: Bull - From BA ATH: -0.2% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22667 - Mid: 21525 - Short: 19814 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQH2025
by mv3trader5
Beta is not right indicator to pick high volatile stocksI have done extensive analysis on lot of stocks to see, which group of stocks gives more returns compared to market, index or any other household branded companies. Before i get into alternative to beta, here i will try to get into the details of beta calculation to understand ourselves why beta may not represent true nature or momentum of a stock. How is beta calculated? Beta is multiplication of two numbers, Correlation and volatility. If any one number out of these two are less, the result will be a low beta number. Correlation: If a stock moves in same +ve or -ve direction as that of market, it will have good correlation. On a given window of 48 prior days from now, how many days(or whatever timeframe) the stock matches up/down movement with respect to market, will give us correlation number. This value will be in the range +1 to -1. If price moves as per market direction, it will be 0 to +1. If price moves in opposite direction of market( that is stock goes up when market goes down or stock goes down when market goes up), the correlation will be 0 to -1. Usually in practice, all stocks are mostly positively correlate with market, so they end up having values between 0 and +1. This means, stocks with close to +1 correlation will have high beta and low correlation( say 0.5) will result in low beta. So correlation will play big role in beta value of a stock. However there will be few stocks, which doesn't move exactly as that of market but still are high volatile. I will explain volatility in short. If one is filtering stocks based on beta, they will loose out gains on these high volatile stocks. Instead of measuring an expected amount of return on a stock with respect to beta, we could simply use volatility to monitor a list of high volatile stocks to reap good returns over time. Volatility: If market moves +0.5%, say stock x moves 1%, conversely if market moves -0.5%, stock x moves -1%, it is safe to say stock x is high volatile. In statistics/math terms, how much the stock is deviating from its mean compared to market, gives a relative value of volatility with respect to market. Standard deviation of stock versus market gives the volatility of the stock. Higher the volatility, higher the gains or losses on the stock. Expecting returns on a stock based on the standard deviation is difficult. Instead, I will simply use a different calculation(explained below), that helps you easily see the expected returns in layman terms. Say, if you buy a stock at the lowest price on a specific month, and sell at highest price in that same month, the profit can be measured in percentage wise. That same number averaged over 12 months gives a rough idea of how much profit one can expect if timed properly every month. Selecting and timing on these high percentage profit returning stocks will amplify the returns over long time, compared to investing or trading in the low volatile stocks. The indicator(free) of mine sangana beta table will list the stocks sector wise, how much percentage a stock moves low to high in a month. It works for S&P500 and Nifty 500 stocks. Happy trading !!!
NASDAQ:TSLAEducation
by JKReddyLin
Little bull call spread on StellantisI believe we are in the end of an accumulation. We had bad news lately about this company and his CEO. I don't want to own the stock, specially in this part of the economic cycle. This is purely a speculative trade. There is a divergence in the awesome oscillator marking a possible end of the bear trend and right after, a period of low volatility characteristic of accumulations as we can see in the multiple historical volatility oscillator below. A spring a few days ago confirmed there were strong buyers. Now we are against the trendline. So, I believe it's cheap (from ~€25 went down to ~€12,50) and it should make a bullish move shortly. Strategy: Bull call spread Expiration: 17 JAN 2025 (45 days to expiration) Legs = +2 calls 13 and -2 calls 14 Premium = 0.27 * 100 stocks * 2 q per leg = €54 Max gain= €146 Risk / Reward = 2.7 Commissions= €1.5 (only open) Break-even = From 13.27 (lower call + premium) Historical Volatility (45 days) = 35,85% Implicit Volatility = ~31% In English: If the underlying (the stock) arrives at 13.27 I start earning money. If it gets to 14 or if it surpasses this price, I get to the max reward. I can lose at the most €54 + commisions even if the stock goes to €1. The blue lines in the chart represent Breakeven, Max reward price and Expiration so I can follow the underlying. Now it's time to follow the DOM for each option. I hope this process of thought helps you in your trades, specially if you are now to options.
EURONEXT:STLAPLong
by NicolasRZ