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Strategies & Market Trends : Waiting for the big Kahuna
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To: Gersh Avery who wrote (47630)5/26/2000 1:45:00 PM
From: Follies  Read Replies (3) of 94695
 
So lets say at expiration the index is 1300.

Your indicator (down) says that over the next month, the lowest low say 1190 will be a greater move than the highest high say 1400. That is 110 drop is greater than the 100 point rise.

I think this is hard to trade off of.
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