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Strategies & Market Trends : SgtPepper's Picks from the Option Force Monitor

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To: SgtPepper who wrote ()5/29/1999 9:56:00 AM
From: SgtPepper   of 36
 
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 05/14

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FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
FUTURE 04/30 05/03 05/04 05/05 05/06 05/06 05/10 05/11 05/12 05/13 05/14 FROM 04/30
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GCM a-Strike 290 290 290 290 290 290 290 290 290 290 290 0
F=0 (<) 291.2 291.1 291.1 291.2 291.3 291.4 291.2 291.0 290.9 290.9 290.9 -0.3
CLOSE 287.9 287.6 286.9 288.5 290.7 283.7 278.4 278.8 277.9 278.1 276.3 -11.6
% GAP -1.1 -1.2 -1.4 -0.9 -0.2 -2.6 -4.4 -4.2 -4.5 -4.4 -5.0 -3.9

Avg |% Gap| 1.13 1.20 1.44 0.93 0.21 2.64 4.40 4.19 4.47 4.40 5.02 3.89

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KEY TO OPTION FORCE TABLE:
The symbol < marks the price forecast for next expiration.
The symbol "a" marks the most likely strike at expiration.
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