SPY early-vol whipsaw — all entries halted until 12:00:00 ET


signal bar: with-trade bar  ·  prior 2/4 < 3 (>0.35%/0.15%)


first tick (after delay) 55.36 @ 10:47:46 below VWAP@touch 55.37; gap -0.01%


first tick (after delay) 208.40 @ 12:02:25 above VWAP@touch 208.38; gap -0.01%


first tick (after delay) 158.25 @ 12:20:22 above VWAP@touch 158.19; gap -0.03%


first tick (after delay) 546.87 @ 12:37:45 above VWAP@touch 546.74; gap -0.02%


signal bar: with-trade bar  ·  prior 1/4 < 3 (>0.35%/0.15%)