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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: Brian Hornby who wrote (13398)1/22/1999 1:13:00 PM
From: Patrick Slevin   of 44573
 
<I wonder if the gap closing statistics refer to the cash or S&P?>

Which stats, mine? Mine are based on the spoo. It's on a database that I have.

Cash closes are more of a "guarantee", using True Gap theory. But Cash True Gaps are rare, although this is the third one I have seen in the past 2 or 3 weeks.
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