Hi, Regarding the behaviour of the volume and volatility in US futures, is possible to define levels (pivots) where the prices will have a narrow range. Is possible to implement a trading system, in 1minute - 5 minutes graphics, as follows: 1. If the pivot is inside (or very close to the range), the price will follow the previous trend. 2. If a range exists but no very close to a pivot the price will change the trend. Here you have 06/13/2016 pivots. SPX: 2130 SPY: 204, 206 RUT: 1135, 1155, 1165, 1195 NDX: 4425, 4430, 4435, 4440, 4465, 4475, 4480, 4490, 4500 VIX: 16 VXX 15 RUT pivot 1165 near the previous close, predicts a wide day range for today.
