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intraday statistics for Monday, 29th June 2020

Short post with just some numbers for Monday, enjoy!

End of the month – shorten periods on some instruments!

Intraday statistics

  • DAX 23-year period: 52% short ; 10-year period: 70% short
  • FTSE100 16-year period: 56% long ; 10-year period: 60% long
  • WIG20 22-year period: 55% short ; 10-year period: 50/50
  • Eurostoxx50 17-year period: 71% long (!) ; 10-year period: 70% long
  • Nikkei225 28-year period: 54% long ; 10-year period: 60% short
  • gold 38-year period: 61% long ; 10-year period: 70% long
  • Brent 25-year period: 56% long ; 10-year period: 50/50
  • WTI 31-year period: 55% long ; 10-year period: 50/50
  • DXY 11-year period: 82% short (!)
  • S&P500 17-year period: 59% short ; 10-year period: 50/50
  • NASDAQ 17-year period: 53% short ; 10-year period: 50/50
  • Dow Jones 17-year period: 59% short ; 10-year period: 50/50
  • EURUSD 15-year period: 80% long (!!) ; 10-year period: 80% long (!)
  • NatGas 24-yers period: 54% short ; 10-year period: 70% short
     

If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.

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