intraday statistics for Tuesday, 30th June 2020

Short post with just some numbers for Tuesday, enjoy!

End of the month – shorten periods on some instruments!

Intraday statistics

  • DAX 19-year period: 53% long ; 10-year period: 60% short
  • FTSE100 10-year period: 60% long ; 10-year period: n/a
  • WIG20 13-year period: 85% short (!!) ; 10-year period: 80% short (!)
  • Eurostoxx50 10-year period: 50/50 ; 10-year period: n/a
  • Nikkei225 18-year period: 56% long ; 10-year period: n/a
  • gold 24-year period: 0 ; 10-year period: 50/50
  • Brent 16-year period: 56% short ; 10-year period: n/a
  • WTI 19-year period: 53% short ; 10-year period: n/a
  • DXY 6-year period: 67% long
  • S&P500 9-year period: 56% short ; 10-year period: n/a
  • NASDAQ 9-year period: 67% short ; 10-year period: n/a
  • Dow Jones 9-year period: 56% long ; 10-year period: n/a
  • EURUSD 9-year period: 56% long ; 10-year period: n/a
  • NatGas 15-yers period: 73% long (!) ; 10-year period: n/a

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

Phoenix

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