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Strategies & Market Trends : Complacency Indexes
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To: TechTrader42 who wrote (625)3/5/2002 2:34:49 PM
From: Triffin  Read Replies (2) of 1487
 
Brookie .. S&P 500 "100" Events

Summary below as follows: date/close on "100" event,
date/value of local high (LH) or local low (LL), ten
day close value, maximum high (MH) and/or maximum
low (ML) within 30 days of "100" event. Trading
instrument utilized is the "SPY" ..

S&P 500 "100" Events


06/04/01  127.34     
06/05     129.23 LH
06/18     121.26 
06/05     129.23 MH
07/24     116.75 ML 
 
05/18/01  129.74
05/22     132.09 LH
06/04     127.34
05/22     132.09 MH
07/11     117.09 ML

08/18/00  149.68
09/01     153.59 LH
09/01     152.50
09/01     153.59 MH
09/27     142.12 ML

07/21/00  147.68
07/28     141.50 LL
08/04     146.37
07/28     141.50 ML
09/01     153.59 MH

06/29/00  144.18
07/14     151.25 LH
07/14     151.25
07/17     151.96 MH
07/28     141.50 ML

06/01/00  145.31
SIDEWAYS
06/15     148.15
06/29     143.50 ML
07/17     151.96 MH

08/13/99  133.15
08/25     138.78 LH
08/27     135.06
08/25     138.78 MH
09/28     125.56 ML 

07/02/99  139.40
07/19     142.25 LH
07/19     140.87
07/19     142.25 MH
08/10     127.00 ML

No price data for "SPY" prior to 03/99 ..

Note that in 6 of the 8 events that the initial
move immediately following the signal day was a
"continuation move" to a "local high" and then a
retracement .. also if you examine the ML and MH
after each event there appears to be enough movement
for profitable combo/straddle plays as the opening
gambit ..

Jim in Ct ..
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