Direxion Daily Semiconductor Bear 3X (SOXS) Futures market data

Long setups on breakouts of the 24-hour high, with targets and stop. 1 in the last 24 hours, 2 in 7 days.

• Oct 7, 09:00 Setup LONG · 2/10 Breakout of the 24h level · entry 30.35
• Oct 5, 08:45 Setup LONG · 3/10 Breakout of the 24h level · entry 30.06

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 1 in 7 days.

• Oct 1, 13:40 Volatility spike 5m range 3.19% — 4.8× average, move −0.21%

Single futures trades large enough to matter, and bursts of them, with side and size. 0 in the last 24 hours, 2 in 7 days.

• Oct 1, 17:48 Whale sell $2.82M at 31.07
• Oct 1, 05:25 Whale sell $1.07M at 30.88

Five-minute candles with volume well above the recent average while the price moves. 1 in the last 24 hours, 13 in 7 days.

• Oct 7, 13:40 Volume spike $10.2M in 5m — 8.6× average, price +1.15%
• Oct 6, 13:50 Volume spike $2.72M in 5m — 2.2× average, price +1.04%
• Oct 5, 13:50 Volume spike $3.43M in 5m — 3.2× average, price +1.02%
• Oct 5, 13:30 Volume spike $2.46M in 5m — 5.2× average, price −1.18%
• Oct 5, 11:05 Volume spike $1M in 5m — 2.0× average, price +1.06%
• Oct 2, 14:05 Volume spike $3.91M in 5m — 2.1× average, price −1.11%
• Oct 2, 12:35 Volume spike $6.41M in 5m — 11.9× average, price −1.96%
• Oct 1, 14:05 Volume spike $6.65M in 5m — 2.8× average, price +1.61%
• Oct 1, 13:35 Volume spike $22.4M in 5m — 24.3× average, price −1.03%
• Oct 1, 08:10 Volume spike $2.43M in 5m — 1.8× average, price +1.27%

Large bid and ask orders close to the price that held for at least 30 seconds. 57 in the last 24 hours, 220 in 7 days.

• Oct 7, 18:41 Bid wall $301K at 30.92 (−0.59% from price), 8.6× median level
• Oct 7, 18:21 Ask wall $251K at 31.13 (+0.37% from price), 6.2× median level
• Oct 7, 18:01 Bid wall $257K at 31 (−0.40% from price), 6.7× median level
• Oct 7, 17:50 Ask wall $251K at 31.14 (+0.34% from price), 8.1× median level
• Oct 7, 17:27 Bid wall $404K at 30.81 (−0.37% from price), 9.3× median level
• Oct 7, 16:57 Ask wall $251K at 31.22 (+0.37% from price), 6.0× median level
• Oct 7, 16:43 Bid wall $257K at 31.09 (−0.43% from price), 5.5× median level
• Oct 7, 16:22 Ask wall $334K at 31.19 (+0.14% from price), 8.0× median level
• Oct 7, 16:12 Bid wall $256K at 30.93 (−0.47% from price), 6.2× median level
• Oct 7, 15:37 Bid wall $267K at 30.99 (−0.37% from price), 5.6× median level

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 2 in the last 24 hours, 7 in 7 days.

• Oct 7, 16:25 Open interest down −5.72% Shorts closing · OI $25.2M · price +0.18% in 15m
• Oct 7, 14:34 Open interest down −5.01% Longs closing · OI $26.9M · price −0.30% in 15m
• Oct 6, 12:23 Open interest up +5.93% New longs entering · OI $25.3M · price +0.20% in 15m
• Oct 2, 15:21 Open interest up +7.80% New longs entering · OI $22.7M · price +1.55% in 15m
• Oct 2, 13:52 Open interest up +5.44% New shorts entering · OI $19.2M · price −0.95% in 15m
• Oct 2, 12:40 Open interest up +5.37% New shorts entering · OI $18.5M · price −2.38% in 15m
• Oct 1, 13:38 Open interest down −6.81% Shorts closing · OI $18.9M · price +0.56% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 2 in 7 days.

• Oct 4, 22:20 Funding spike −0.0513% per 8h — shorts pay longs
• Oct 2, 12:39 Price / funding divergence +0.0301% per 8h — longs pay shorts

Crowded positioning and fast shifts between longs and shorts. 3 in the last 24 hours, 7 in 7 days.

• Oct 7, 09:25 Extreme long positioning 75.0% of accounts long · long/short ratio 3.00
• Oct 7, 04:30 Extreme long positioning 75.1% of accounts long · long/short ratio 3.02
• Oct 6, 23:35 Extreme long positioning 75.2% of accounts long · long/short ratio 3.03
• Oct 6, 16:35 Extreme long positioning 76.5% of accounts long · long/short ratio 3.25
• Oct 6, 12:35 Extreme long positioning 75.0% of accounts long · long/short ratio 3.00
• Oct 2, 12:35 Extreme long positioning 75.4% of accounts long · long/short ratio 3.07
• Oct 2, 08:30 Extreme long positioning 75.1% of accounts long · long/short ratio 3.02

Forced closes of long and short positions, grouped when several hit at once. 0 in the last 24 hours, 2 in 7 days.

• Oct 5, 08:38 Shorts liquidated $139K at 29.9061
• Oct 1, 03:52 Longs liquidated $248K at 32.0517