AVERAGE - BARS SINCE OPEN: This moving average is based simply on the close of each 1-minute bar with a lookback of the number of completed bars during the current session. While ES was trading back to this 'neutral' area with regard to the days range (also, the 1-minute opening range in this case), market breadth as measured by ($ADD) and ($VOLD), were making new lows of day. This was a major negative divergence signal! $ES #ES #ES_F $SPY #SPY $SPX #SPX #AlgoTrading #SystemTrading #SystematicTrading #StrategyTrading #TechnicalAnalysis #VWAP #OpeningRange