5-8-14 NQ Trading

A reversal UP is expected for tonight. We want to long @ good lelong price.

P_arrow

ARIMA reveals 3856 as the lelong LONG price. LINE 6 is 3850. Thus safer long pt is 3850.

NQ 15min
======

NQ_5-8-14_15min

> ArimaModel.2

Call:
arima(x = Dataset$NQ, order = c(1, 1, 0), seasonal = list(order = c(0, 0, 0),
period = 1), include.mean = 1)

Coefficients:
ar1
0.0420
s.e. 0.0371

sigma^2 estimated as 9.53: log likelihood = -1840.85, aic = 3685.7

> predar3(ArimaModel.1,fore1=20)
pred lower upper
1 3883.5 3877.444 3889.556
2 3883.5 3874.936 3892.064
3 3883.5 3873.011 3893.989
4 3883.5 3871.388 3895.612
5 3883.5 3869.959 3897.041
6 3883.5 3868.666 3898.334
7 3883.5 3867.478 3899.522
8 3883.5 3866.372 3900.628
9 3883.5 3865.333 3901.667
10 3883.5 3864.350 3902.650
11 3883.5 3863.415 3903.585
12 3883.5 3862.522 3904.478
13 3883.5 3861.665 3905.335
14 3883.5 3860.841 3906.159
15 3883.5 3860.046 3906.954
16 3883.5 3859.277 3907.723
17 3883.5 3858.531 3908.469
18 3883.5 3857.807 3909.193
19 3883.5 3857.103 3909.897
20 3883.5 3856.418 3910.582

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