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Strategies & Market Trends : E-Mini Pit

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To: gsp6181 who wrote (566)2/14/2002 5:57:46 PM
From: Louis V. Lambrecht  Read Replies (2) of 11288
 
PCR for OEX only was available through QCom. I now have to enter my values by hand everyday from cboe.com
(final data on cboe.com but I usually sleep when they are updated, as long as you compare oranges to oranges, the half-hourly data are fine).

What the MMs are up to?
They will call it a day tomorrow at 11:00.
What the other participants will do?
Take your pick: MaxPain, largest open interest, ....
The simpliest rules maybe are the best:
Friday closes against that week's trend. Down.
Then Good Thursday, Bad Monday: Tuesday flat.
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