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Strategies & Market Trends : MDA - Market Direction Analysis
SPY 683.47+0.6%4:00 PM EST

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To: Berney who wrote (17372)6/15/1999 5:53:00 AM
From: Gersh Avery  Read Replies (1) of 99985
 
Hi Berney .. thread

data ..

OEX close 654.88
OEX options strike 660.00
Sum of components 648.37 (weighted)

data as of 6/15 at ~4:30AM EDT

top 10 outside of strike by points
close strike points percentage
TXN 129 1/4 120.015 9.235 7.69%
NT 84 1/8 75.015 9.110 12.14%
CHA 53 7/8 45.015 8.860 19.68%
HON 113 3/4 105.018 8.732 8.31%
TAN 82 11/16 75.015 7.672 10.23%
UIS 37 7/16 30.018 7.420 24.72%
AXP 118 1/4 124.995 -6.745 -5.40%
MKG 36 11/16 30.018 6.670 22.22%
BHI 33 15/16 27.500 6.437 23.41%
HAL 46 3/16 40.018 6.170 15.42%

top 10 outside of strike by percentage

NSM 20 3/4 15.018 5.732 38.17%
UIS 37 7/16 30.018 7.420 24.72%
BHI 33 15/16 27.500 6.437 23.41%
TOY 21 1/2 17.504 3.996 22.83%
MKG 36 11/16 30.018 6.670 22.22%
BS 7 13/16 10.005 -2.192 -21.91%
HM 8 10.001 -2.001 -20.01%
CHA 53 7/8 45.015 8.860 19.68%
NSC 34 11/16 30.009 4.679 15.59%
FLR 40 7/16 35.015 5.422 15.49%

Red fork tines:
Upper : 1320.26 (26.26)
Mid : 1261.9 (-32.1)
Lower : 1203.53 (-90.47)

Black fork tines:
Upper : 1376.93 (82.93)
Mid : 1341.36 (47.36)
Lower : 1305.79 (11.79)

Prem values for the day:
buy trigger 15.9
fair value 13.62
sell trigger 11.38

Globex opening trigger values:
Buy trigger : 40 (1309.9)
Sell trigger : -412 (1305.38)

FWIW

Gersh
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