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Cleveland, OH
Market Wizard
Experience: Advanced
Platform: QST
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I did some research on ES on Fed announcement day. 2013-2015. 19 events.
This chart compares ES settlement on announcement day with prior day's ES settlement.
Most recent on left.
The average of all of these 19 times is +0.42. Range -38.50 to +43.25. No pattern and very volatile.
The five days before announcement was +31.25 total or average +1.65 for the five days.
The five days after announcement was +53.75 total or average +2.83 for the five days.
Basically no pattern.
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