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Monday 18 June 2007

June 18 Block Trades

I've been watching Citigroup a lot lately because it has a high correlation with SPY.
Here is my nightly analysis of a comparison between C and YM, with Block trades circled.



Here is part of the strategy I'm working on combining NYSE A/D, NYSE TICK, and price and volume. Add in the block trade signals from C, SPY, IWM, and I might be on to something.

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