How to continuously plot futures data
"Note that the series you are showing is the historical spot index (what you would pay to be long the index today), not the history of the futures quotes. It's like looking at the current price of a stock or commodity (like oil) versus the futures price.  The prompt futures quote will be different that the spot quote. If you graphed the history of the prompt future you might notice the discontinuity more. How do you determine when to roll from one contract to the other? Many data providers will give you a time series for the ""prompt"" contract history, which will automatically roll to the next expiring contract for you.  Some even provide 2nd prompt, etc. time series.  If that is not available, you'd have to query multiple futures contracts and interleave them based on the expiry rules, which should be publicly available. Also is there not a price difference from the contract which is expiring and the one that is being rolled forward to? Yes, since the time to delivery is extended by ~30 days when you roll to the next contract. but yet there are no sudden price discontinuities in the charts. Well, there are, but it could be indistinguishable from the normal volatility of the time series."
The difference is that for the one year time frame the data is represented based on daily data and the SMA is 20 days, whilst for the 5 year timeframe the data is automatically represented as weekly data with the SMA represented by 20 weeks not 20 days anymore. This happens due to daily data on this chart being too much data to represent over a 5 year period so the data defaults to weekly data over such a long period. If the chart is represented as weekly data then any indicators will also have to be represented in weekly data. If you use a more sophisticated charting program you can actually select to see daily or weekly data over longer periods such as 5 years or more. I looked around and I don't think there's any way to do what you want completely in Quicken.  This should get you the graph, though: Here's what mine looked like (I whited out the numbers on the vertical axis):  Once this is done, it's faster in the future to add data to this chart. I have been trading Forex and Futures as an independant Trader for almost 3 Years now, and unfortunately i have to agree with pizzlepaps statement that if you have to ask you probably should not be doing it at all.  There is a bunch of information out there on futures trading but then again im wondering which futures exactly you want to trade? Are we talking about ES contracts? Dax Contracts? Dow Contracts? Crude Contracts?  I mean im going to be honest here i really would like to be of help here but quite frankly i dont know how based on your question, so for now stay away from the futures market until you have done some heavy reading and defined your goals. R/stockmarket is probably the best.  When I have some free time I can test that strategy back as long as you would like in quantstrat, although the only problem with testing futures is joining the consolidated contracts, however I can test it with SPY as SPY returns and ES_F track very closely. "http://www.attaincapital.com/alternative-investment-education/managed-futures-newsletter/investment-research-analysis/423  http://www.cta-info.com/cta_stats.htm  I just googled ""managed futures stats"".    I'm not 100% sure what your goal is, but I wouldn't look to filter out trades.  You're better off grading returns and variance within the returns.  http://www.autumngold.com/  Poke around the ""top traders"" section and compare the returns with the drawdown of the traders.  You'll see the ""lucky"" traders, but you'll also see the high risk guys and low risk guys." You can do it graphically at zignals.com and freestockcharts.com. As a futures trader, I can tell you that the highs and lows for the ES futures diverge simply because they trade around the clock, from 6PM ET to 5PM ET the next day. The SPX is only open during market hours, as is the SPY, but the SPY also trades in the extended hours sessions for about 3.5 hours before and after the regular hours of 930 AM ET to 4PM ET ET. So bottom line, while they pretty much track each other, the difference in their trading hours results in the highs and lows being different. I was going to comment above, but I must have 50 reputation to comment. This is a question that vexes me, and I've given it some thought in the past. Morningstar is a good choice for simple, well-organized financial histories.   It has more info available for free than some may realize.  Enter the ticker symbol, and then click either the Financials or the Key Ratios tab, and you will get 5-10 years of some key financial stats.  (A premium subscription is $185 per year, which is not too outrageous.) The American Association of Individual Investors (AAII) provides some good histories, and a screener, for a $29 annual fee. Zacks allows you to chart a metric like EPS going back a long ways, and so you can then click the chart in order to get the specific number.  That is certainly easier than sorting through financial reports from the SEC.  (A message just popped up to say that I'm not allowed to provide more than 2 links, so my contribution to this topic will end here.  You can do a search to find the Zacks website.  I love StackExchange and usually consult it for coding advice.  It just happens to be an odd coincidence that this is my first answer.  I might even have added that aside in a comment, but again, I can't comment as of yet.) It's problem, however, that the universe of free financial information is a graveyard of good resources that no longer exist.  It seems that eventually everyone who provides this information wants to cash in on it.  littleadv, above, says that someone should be paid to organize all this information. However, think that some basic financial information, organized like normal data (and, hey, this is not rocket science, but Excel 101) should be readily available for free.  Maybe this is a project that needs to happen.  With a mission statement of not selling people out later on. The closest thing out there may be Quandl (can't link; do a search), which provides a lot of charts for free, and provides a beautiful and flexible API.  But its core US fundamental data, provided by Sharadar, costs $150 per quarter.  So, not even a basic EPS chart is available there for free. With all of the power that corporations have over our society, I think they could be tabulating this information for us, rather than providing it to us in a data-dumb format that is the equivalent of printing a SQL database as a PDF!  A company that is worth hundreds of billions on the stock market, and it can't be bothered to provide us with a basic Excel chart that summarizes its own historical earnings?  Or, with all that the government does to try to help us understand all of these investments, they cannot simply tabulate some basic financial information for us? This stuff matters a great deal to our lives, and I think that much of it could and should be available, for free, to all of us, rather than mainly to financial professionals and those creating glossy annual reports. So, I disagree that yet another entity needs to be making money off providing the BASIC transparency about something as simple as historical earnings. Thank you for indulging that tangent.  I know that SE prides itself on focused answers.  A wonderful resource that I greatly appreciate. There are Patterns inside of Patterns. You will see short term patterns (flags / pennants) inside of long term patterns (trend lines, channels) and typically you want to trade those short term patterns in line with the direction of the long term pattern.  Take a look at the attached chart of GPN. I would like to recommend two excellent books on Chart Patterns. Richard W. Schabacker book he wrote in the 1930's. It is the basis for modern technical pattern analysis.  Technical Analysis and Stock Market Profits  Peter Brandt Diary of a Professional Commodity Trader. He takes you through analysis and trades. There is a great 3rd party application out there that I use (I am a broker) along with my internal analysts and other 3rd party sources.  VectorVest has a LOT of technical information, but is very easy to use.  It will run any kind of screen you like, including low 52 week numbers.  (No, I don't get anything for recommending them.) FreeStockCharts.com keeps some intra-day trading history.  You have to create an account to look up individual stocks.  Once you create a free account you can get intra-day trading history for the last month (Hourly for past month, 15 minutes for past week, 1 minute for past day).  Going back past one month and it only keeps daily close history. Here is Family Dollary's (FDO) hourly intra-day chart for the past month: even in Bloomberg intraday data you're limited to 140days. If you want more you need cash, a lot of cash. Just the sheer size of data is ridiculous. Unless you're Blackrock or some big firms like that then probably can't afford to buy it and store it - it won't fit on one Excel file haha One of the most obvious uses of SMAs is the detection of a trend reversal. A trend reversal happens when a short term SMA crosses over a longer term SMA.  For example, if a 20 day moving average was, previously, above a 200 day moving average, but has crossed over the 200 day and is currently below the 200 day then the security has performed a 'death cross' and the trend is for lower and lower prices.  Stockcharts.com has excellent 'chart school' for the beginning chart user. They also provide excellent charts.  Here is a link: http://stockcharts.com/school/doku.php?id=chart_school I  like to use a 20 day SMA, a 200 day SMA, and a 21 day EMA. The curved lines (on my screen orange, yellow and pink) are simple moving averages.  The fuchsia and blue straight lines are automatically generated trend lines.  Those lines are attempting to show how a stock is trending by showing potential bounce points and are commonly used in technical analysis (TA). "Most of your money doesn't exist as physical cash, but simply as numbers in a ledger. At any given time, banks expect their clients to withdraw a certain percentage of their balances... For instance, checking accounts are frequently drawn down to zero, savings accounts might be emptied once our twice a year, CDs are almost never withdrawn, etc. To cover those withdrawals, banks keep a certain amount of physical cash on hand, and an additional amount remains on the ledgers. The rest gets loaned out to their customers for use in buying homes, cars, credit cards,etc. Anything they can't loan out directly gets deposited with the federal reserve or loaned directly to other institutions who need it. However, those last two options tend to be short term (ie overnight) loans. With debit cards functioning 24/7, you could get cash at an atm or make a purchase anytime of the day our night. The weekend has nothing to do with it. Which is a long way of saying ""No, they do it all the time, not just on weekends"" ;)"