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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?


To: donald sew who wrote (8758)3/23/1999 8:23:00 AM
From: Gersh Avery  Respond to of 99985
 
Morning don ..

Data for today:

rough OEX equivalents:
Large fork tines:
Upper : 1307.84 (10.83) 654.97 (5.42)
Mid : 1242.9 (-54.11) 622.45 (-27.1)
Lower : 1184.79 (-112.22) 593.35 (-56.2)

Small fork tines:
Upper : 1334.53 (37.52) 668.34 (18.79)
Mid : 1302.3 (5.29) 652.2 (2.65)
Lower : 1270.06 (-26.95) 636.06 (-13.49)

Forks are based on end of day data.

I'll probably be changing the small fork to the new declining fork tonight.
Data points for the new for will be:

center point 2/22/99
lower point 3/2/99
high point 3/18/99

Globex opening trigger values:
Buy trigger : 55 (1311.75)
Sell trigger : -413 (1307.07)

Prem values for the day:
buy trigger 14.74
fair value 12.28
sell trigger 10.06