METHOD AND SYSTEM FOR EVALUATING KEY PRICE LEVELS OF TRADABLE INSTRUMENTS

摘要

The present invention provides a method and system for evaluating key price levels, highlighted by the actions of professional money, for a tradable instrument in a financial marketplace, such as a commodity or security. The method provides a process for determining statistically meaningful surges in the mathematical product of price range and trading volume, and associating the statistically meaningful surges in the product with specific price levels. The system provides a process operating on a computer system, a commonly available trading platform or data processor, and software algorithms, operable in combination to graphically represent statistically meaningful surges in the combination of price range and trading volume.