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To: Autumn Henry who wrote (28091)	11/10/1997 12:48:00 AM
From: porcupine --''''>	Respond to of 58727

porquery: Where can porc get historical prices on PAIR options --???>

To: Autumn Henry who wrote (28091)	11/10/1997 4:32:00 AM
From: Michael Rich	Respond to of 58727

Hello, Autumn. Are you enjoying this market? Here is something you might be interested --- EPC in Apr, Aug and Oct. Notice how 5-day EMA climbing up to 500 level before corrections. date EPC vol 5-ema 13-ema 970401 0.638749 356600 0.589790 0.572593 970402 0.518288 321379 0.565956 0.562719 970403 0.669697 346913 0.600536 0.582170 970404 0.447190 401064 0.549421 0.557628 970407 0.418949 336244 0.505930 0.532414 970408 0.485851 326171 0.499237 0.523948 970409 0.413178 368742 0.470551 0.503808 970410 0.499164 330876 0.480089 0.502963 970411 0.717614 380369 0.559264 0.541991 970414 0.616020 337517 0.578182 0.555451 970415 0.583268 433038 0.579878 0.560508 970416 0.598766 455132 0.586174 0.567464 970417 0.614999 459057 0.595782 0.576107 970418 0.705631 570136 0.632398 0.599657 970421 0.474682 404834 0.579826 0.576934 970422 0.606441 482999 0.588698 0.582299 970423 0.537749 427013 0.571715 0.574199 970424 0.492443 517806 0.545291 0.559334 970425 0.684697 293860 0.591760 0.582128 970428 0.550111 281294 0.577877 0.576306 970429 0.348973 431948 0.501575 0.534973 970430 0.507042 497128 0.503398 0.529895 970801 0.427092 390966 0.407312 0.396469 970804 0.405272 442301 0.406632 0.398070 970805 0.319456 508860 0.377574 0.383776 970807 0.316831 513693 0.357326 0.371605 970808 0.479944 514714 0.398199 0.391303 970811 0.379488 552609 0.391962 0.389154 970812 0.483696 487952 0.422540 0.406344 970813 0.597246 518931 0.480775 0.441053 970814 0.420747 498948 0.460766 0.437361 970818 0.505613 474750 0.475715 0.449771 970819 0.332467 482677 0.427966 0.428443 970820 0.302902 467540 0.386278 0.405617 970821 0.597635 559313 0.456730 0.440529 970822 0.566789 440191 0.493416 0.463486 970825 0.434379 361693 0.473737 0.458194 970826 0.376438 371579 0.441304 0.443329 970827 0.387138 382997 0.423249 0.433112 970828 0.390239 359196 0.412246 0.425317 970829 0.411251 278931 0.411914 0.422760 971001 0.347312 512163 0.363624 0.367003 971002 0.304565 388665 0.343938 0.355651 971003 0.283412 519511 0.323763 0.342516 971006 0.358005 440458 0.335177 0.345332 971007 0.369941 586299 0.346765 0.349807 971008 0.353821 564259 0.349117 0.350537 971009 0.306868 549355 0.335034 0.342597 971010 0.316579 433315 0.328882 0.337866 971013 0.387785 457432 0.348517 0.346942 971014 0.414434 517328 0.370489 0.359214 971015 0.417070 584435 0.386016 0.369733 971016 0.472879 667544 0.414970 0.388487 971017 0.652224 938997 0.494055 0.436439 971020 0.392468 575106 0.460193 0.428444 971021 0.354808 587423 0.425064 0.415056 971022 0.525568 534980 0.458566 0.435149 971023 0.550277 552618 0.489136 0.456081 971024 0.514595 582860 0.497622 0.466720 971027 0.666222 635147 0.553822 0.502993 971028 0.553431 862824 0.553692 0.512164 971029 0.454226 576045 0.520537 0.501630 971030 0.580334 528764 0.540469 0.515939 971031 0.541623 439489 0.540854 0.520609 971103 0.402396 437971 0.494701 0.499116 971104 0.403260 425512 0.464221 0.481688 971105 0.400500 497557 0.442980 0.466926 971106 0.424156 408475 0.436706 0.459150 971107 0.525441 467296 0.466284 0.471203