I have reloaded my closing file. In the last version I had to move the mouse too many times for checking some facts of one single market. With the new version I am able to see most of a market’s characteristic in one single space.
Also I have added a probability surface for ATR, MOM, LOC, and SOT. This is the main reason why the closing file is going to be called “Commodity Scouting Report” because I will have a panoramic view of how has done the market is previous rhythms like present. For example in coffee, where we have seen a collapse of 140 to 118, MOM is suggesting that there are some probability of success if we face the bid size and holding such position for five and for twenty two sessions. Plus put/call ratio helps a little telling the the mkt’s subconscious is located. In the case of coffee calls are dominating the open interest which helps to sustain the hypothesis proposed by MOM (primitive momentum).
I have to schedule the quantification for the rest of indicators and for the rest of the markets including the new ones. Hope to have all finished around September.