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Daily Commentary - Posted by on May 21, 2009

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Follow-up on Trading the Odds on Thursday – May 21, 2009

This is a follow-up on my previous post Trading the Odds on Thursday - May 21, 2009. ______________________ I received an excellent and very legitimate comment concerning the reliability of the SPX' opening quotations, especially with respect to t

Daily Commentary - Posted by on May 20, 2009

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Trading the Odds on Thursday – May 21, 2009

The bullish setup triggered on Tuesday's close - NYSE Advancing Issues / Declining Issues and NYSE Advancing Volume / Declining Volume both above 1.25 when the SPX closed lower, but not more than -0.25% - (see my post Trading the Odds on Wednesday

Daily Commentary - Posted by on May 19, 2009

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Trading the Odds on Wednesday – May 20, 2009

Besides the fact that the S&P 500 fell a bit short of the profit target of -0.75% below Monday's close for the potential short at Monday's close (the intraday low on Tuesday was -0.49%), the remainder of Monday's session played out expectedly

Daily Commentary - Posted by on May 19, 2009

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Follow-up on Trading the Odds on Tuesday – May 19, 2009

The following is a follow-up on my previous post Trading the Odds on Tuesday – May 19, 2009. ____________________ On Mondays's session volume in NYSE advancing stocks accounted for more than 90% of NYSE total volume, for a so called '90% up(-side)

Daily Commentary - Posted by on May 18, 2009

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Trading the Odds on Tuesday – May 19, 2009

It seems that the smaller the sample size and the more I emphasise that therefore one should be careful reading anything significant into it (like the bullish forecast for Monday's session), the better the accuracy of forecast. At any rate on Mond

Daily Commentary - Posted by on May 16, 2009

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Trading the Odds on Monday – May 18, 2009

On Friday the S&P 500 perfectly complied -from a historical and statistical point of view- to the expected negative outlook for option expiration's session with respect to those (negative) setups which were triggered on Wednesday's (S&P do

Studies - Posted by on May 15, 2009

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S&P 500' Historical Intraday Performance on Option Expiration

For those who love the numbers, the table below shows the S&P 500' intraday performance stats on option expiration Fridays since 01/02/1990 (open, high, low and close in comparison to the session's close immediately preceding option expiration