S&P Change 10 Minute

Table of Contents

These filters describe how quickly the market as a whole is moving, and in which direction.

These filters are different from most filters, because they are not specific to any one stock.  At any given time all stocks get the same answer for these filters.

The NASDAQ Up filters track the changes in the NASDAQ 100.  The S&P Up filters track the S&P 500.  The Dow Up filters track changes in the Dow Jones Industrial Average.

These filters compare the current price of the index to the price 5, 10, 15, or 30 minutes ago.  There is also a daily version which compares the current price to the previous day’s close.  The historical price is always precise to the minute.  The current price is based on the most recent print.

Use a positive number to see a market which is moving up.  Use a negative number to see a market which is moving down.  For example, set the max to 0.05 and the min to -0.05 to see a market which is very flat.  Use a min of 0.15 to see a market which is moving up.  Use a max of -0.15 to see a market which is moving down.

These filters are all measured in percent, not dollars.  Some people use an index to watch the market.  Other people use the futures, the e-mini futures, or an ETF.  These will all have different values, but the percent change will be the same for all of them.

These filters are primarily meant for use with the OddsMaker and other forms of automated trading.  This allows you to set up multiple types of strategies in advance.  You can run some strategies when the market is going up, and others when the market is going down.

These filters are available before, after, and during regular market hours.

Filter Info for S&P Change 10 Minute [Spy10]

  • description = S&P Change 10 Minute
  • keywords = Fixed Time Frame  
  • units = %
  • format = 1
  • toplistable =
  • parent_code = Qqqq5