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To: John Pitera who wrote (2714)12/13/1999 5:26:00 PM
From: Defrocked  Read Replies (1) | Respond to of 11513
 
Short term rates were also rising
throughout the session. So your arb.
calc. may need readjusting higher.



To: John Pitera who wrote (2714)12/14/1999 8:37:00 AM
From: Chip McVickar  Read Replies (1) | Respond to of 11513
 
Here is another site for Fair Value
patterntrading.com

They produce Fair Value just for the S&P and Day Trading it.
Todays Fair Value:
Fair = 20.56
Buy = 22.61
Sell = 17.48

Chip