For more information on the AbleMarkets Aggressive HFT Index, please click here.
For more details on the AbleMarkets Institutional Activity Index, please click here.
The institutional “oversold” price threshold appears to be $275.45.
Aggressive #HFT remained remarkably persistent from April to May 2018 across U.S. #Equities, #Commodities, #Forex and #ETFs
The average Aggressive HFT activity in the U.S. markets changed little from April 2018 to May 2018 across a range of financial instruments, including U.S. equities, commodity futures, foreign exchange and ETFs. Source: AbleMarkets Aggressive HFT Index.
Last week’s AbleMarkets Institutional Activity Index for SPY shows that institutions broadly sold SPY on most days, except Friday, when the great employment news were announced.