Hi,
For a given market, let’s say one of the U.S index futures. What data do we have at our disposal for analyzing such a market intraday?
1. Price and time.
2. Volume.
3. Time & Sales
4. Compiled data (day range, time of high/low during the day, etc.)
5. Indicators such as NYSE TICK, Advance/Decline, TRIN, etc.
There might also be sentiment indicators and also seasonality perhaps, but not sure what the value could be for intraday trading.
Have I forgotten anything?
PS: The usefulness…