S&P 500 Cash | NASDAQ Composite
Expiration Study for April: Average % Changes For S&P 500 Cash Total Months Tested For Daily Stats: 24 Study Expiration Date Range : 4/19/1985 - 4/20/2012 Overall Expiration Date Range: 1/20/1984 - 3/15/2013 DAILY STATS Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ PreviousFriday -0.10509 -0.09837 0.25969 9 7 16 Monday 0.22155 0.22297 0.19217 16 8 24 Tuesday 0.36844 0.37347 0.29782 17 7 24 Wednesday 0.32431 0.33092 0.07151 14 10 24 Thursday -0.25886 -0.25346 -0.08908 11 13 24 Exp. Friday 0.06961 0.07311 0.11868 15 9 24 PrevFri-Mon 0.44094 0.44969 0.56963 15 9 24 Day AfterExp -0.57499 -0.56901 -0.26945 7 17 24 WEEKLY STATS Period Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ Study Exp Week 0.94263 0.96915 1.08493 19 10 29 All Exp Week 0.29647 0.32525 0.55624 210 141 351 NonExpire 0.10216 0.12900 0.23843 652 519 1171 All Weeks 0.14694 0.17426 0.30211 862 660 1522 ---------------------------------------------------------------------- "Previous Friday" uses all Friday dates prior to expiration week "Monday" - "Thursday" uses the specified days during expiration week "Exp Friday" uses all Friday expiration days only 4/19/1984 eliminated in daily calculations due to expiration day not on Friday 4/16/1987 eliminated in daily calculations due to expiration day not on Friday 4/16/1992 eliminated in daily calculations due to expiration day not on Friday 4/20/2000 eliminated in daily calculations due to expiration day not on Friday 4/17/2003 eliminated in daily calculations due to expiration day not on Friday "Prev Fri-Mon" uses the combined % change for the Monday of expiration week and the last trading day in the previous week. Weekly stats use the complete expiration week regardless of the number of days in the week or what day of the week is expiration day. "Study Exp Week" uses all April expiration weeks in the date range "All Exp Week" uses all expiration weeks in the overall date range "NonExpire" uses all non-expiration weeks in the overall date range "All Weeks" uses all weeks in the overall date range Expiration Study for April: Average % Changes For NASDAQ Composite Total Months Tested For Daily Stats: 24 Study Expiration Date Range : 4/19/1985 - 4/20/2012 Overall Expiration Date Range: 1/20/1984 - 3/15/2013 DAILY STATS Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ PreviousFriday -0.12524 -0.11809 0.40384 10 6 16 Monday -0.00150 0.00125 0.06799 14 10 24 Tuesday 0.29819 0.30499 0.27940 15 9 24 Wednesday 0.31936 0.33857 0.01207 13 11 24 Thursday 0.07149 0.08089 -0.14997 8 16 24 Exp. Friday -0.16879 -0.16469 -0.13576 11 13 24 PrevFri-Mon 0.29692 0.30702 0.68255 17 7 24 Day AfterExp -0.84753 -0.83216 -0.37735 8 16 24 WEEKLY STATS Period Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ Study Exp Week 0.88730 0.94414 0.77682 18 11 29 All Exp Week 0.14726 0.19006 0.28894 194 157 351 NonExpire 0.16330 0.21061 0.32003 666 505 1171 All Weeks 0.15960 0.20587 0.31639 860 662 1522 ---------------------------------------------------------------------- "Previous Friday" uses all Friday dates prior to expiration week "Monday" - "Thursday" uses the specified days during expiration week "Exp Friday" uses all Friday expiration days only 4/19/1984 eliminated in daily calculations due to expiration day not on Friday 4/16/1987 eliminated in daily calculations due to expiration day not on Friday 4/16/1992 eliminated in daily calculations due to expiration day not on Friday 4/20/2000 eliminated in daily calculations due to expiration day not on Friday 4/17/2003 eliminated in daily calculations due to expiration day not on Friday "Prev Fri-Mon" uses the combined % change for the Monday of expiration week and the last trading day in the previous week. Weekly stats use the complete expiration week regardless of the number of days in the week or what day of the week is expiration day. "Study Exp Week" uses all April expiration weeks in the date range "All Exp Week" uses all expiration weeks in the overall date range "NonExpire" uses all non-expiration weeks in the overall date range "All Weeks" uses all weeks in the overall date range Expiration Study for All Months: Average % Changes For S&P 500 Cash Total Months Tested For Daily Stats: 345 Study Expiration Date Range : 1/20/1984 - 3/15/2013 DAILY STATS Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ PreviousFriday 0.03618 0.04275 0.18140 191 144 335 Monday 0.13601 0.14299 0.11593 201 125 326 Tuesday 0.13943 0.14503 0.10933 186 159 345 Wednesday -0.01814 -0.01166 0.05873 188 157 345 Thursday 0.03603 0.04287 0.09026 199 146 345 Exp. Friday -0.02217 -0.01655 0.08738 194 151 345 PrevFri-Mon 0.19279 0.20629 0.28751 192 134 326 Day AfterExp -0.17488 -0.16012 -0.10459 148 197 345 WEEKLY STATS Period Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ All Exp Week 0.29647 0.32525 0.55624 210 141 351 NonExpire 0.10216 0.12900 0.23843 652 519 1171 All Weeks 0.14694 0.17426 0.30211 862 660 1522 ---------------------------------------------------------------------- "Previous Friday" uses all Friday dates prior to expiration week "Monday" - "Thursday" uses the specified days during expiration week "Exp Friday" uses all Friday expiration days only 4/19/1984 eliminated in daily calculations due to expiration day not on Friday 4/16/1987 eliminated in daily calculations due to expiration day not on Friday 4/16/1992 eliminated in daily calculations due to expiration day not on Friday 4/20/2000 eliminated in daily calculations due to expiration day not on Friday 4/17/2003 eliminated in daily calculations due to expiration day not on Friday 3/20/2008 eliminated in daily calculations due to expiration day not on Friday "Prev Fri-Mon" uses the combined % change for the Monday of expiration week and the last trading day in the previous week. Weekly stats use the complete expiration week regardless of the number of days in the week or what day of the week is expiration day. "All Exp Week" uses all expiration weeks in the overall date range "NonExpire" uses all non-expiration weeks in the overall date range "All Weeks" uses all weeks in the overall date range Expiration Study for All Months: Average % Changes For NASDAQ Composite Total Months Tested For Daily Stats: 345 Study Expiration Date Range : 1/20/1984 - 3/15/2013 DAILY STATS Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ PreviousFriday 0.08647 0.09559 0.23345 202 133 335 Monday 0.00533 0.01526 0.01782 170 156 326 Tuesday 0.11893 0.12747 0.09082 185 160 345 Wednesday 0.01357 0.02415 0.12201 200 145 345 Thursday 0.08165 0.09135 0.12370 193 152 345 Exp. Friday -0.11347 -0.10701 0.02564 180 165 345 PrevFri-Mon 0.11849 0.14146 0.29147 195 131 326 Day AfterExp -0.24883 -0.23487 -0.22886 140 205 345 WEEKLY STATS Period Geo Avg Ari Avg Median Num Up Num Dn Total -------------- -------- -------- -------- ------ ------ ------ All Exp Week 0.14726 0.19006 0.28894 194 157 351 NonExpire 0.16330 0.21061 0.32003 666 505 1171 All Weeks 0.15960 0.20587 0.31639 860 662 1522 ---------------------------------------------------------------------- "Previous Friday" uses all Friday dates prior to expiration week "Monday" - "Thursday" uses the specified days during expiration week "Exp Friday" uses all Friday expiration days only 4/19/1984 eliminated in daily calculations due to expiration day not on Friday 4/16/1987 eliminated in daily calculations due to expiration day not on Friday 4/16/1992 eliminated in daily calculations due to expiration day not on Friday 4/20/2000 eliminated in daily calculations due to expiration day not on Friday 4/17/2003 eliminated in daily calculations due to expiration day not on Friday 3/20/2008 eliminated in daily calculations due to expiration day not on Friday "Prev Fri-Mon" uses the combined % change for the Monday of expiration week and the last trading day in the previous week. Weekly stats use the complete expiration week regardless of the number of days in the week or what day of the week is expiration day. "All Exp Week" uses all expiration weeks in the overall date range "NonExpire" uses all non-expiration weeks in the overall date range "All Weeks" uses all weeks in the overall date range Average Hourly % Changes For S&P 500 Cash Data From The Friday Prior Through Expiration Friday Total Months Tested: 248 Expiration Dates: 5/15/7/1992 - 3/15/7/2013 Day H Geo Geo Day Ari Ari Day Num Up Num Dn Total --------- - -------- -------- -------- -------- ------ ------ ------ Friday 1: -0.08003 -0.08003 -0.07784 -0.07784 119 121 240 Friday 2: 0.01762 -0.06241 0.01851 -0.05933 134 106 240 Friday 3: -0.02911 -0.09152 -0.02848 -0.08781 127 113 240 Friday 4: 0.01614 -0.07538 0.01657 -0.07123 125 115 240 Friday 5: 0.00109 -0.07429 0.00151 -0.06973 128 112 240 Friday 6: 0.03854 -0.03575 0.03922 -0.03051 135 105 240 Friday 7: 0.07831 0.04256 0.07983 0.04933 162 77 239 Monday 1: -0.03903 -0.03903 -0.03653 -0.03653 117 117 234 Monday 2: 0.06305 0.02401 0.06379 0.02725 140 94 234 Monday 3: 0.01782 0.04184 0.01828 0.04553 124 110 234 Monday 4: 0.00753 0.04937 0.00779 0.05332 120 114 234 Monday 5: 0.00039 0.04976 0.00068 0.05400 124 110 234 Monday 6: 0.00117 0.05093 0.00157 0.05557 116 118 234 Monday 7: 0.04645 0.09738 0.04775 0.10332 128 106 234 Tuesday 1: 0.05619 0.05619 0.05825 0.05825 138 110 248 Tuesday 2: 0.01706 0.07324 0.01765 0.07590 126 122 248 Tuesday 3: 0.01489 0.08813 0.01525 0.09115 135 113 248 Tuesday 4: -0.02713 0.06100 -0.02678 0.06436 126 122 248 Tuesday 5: -0.00851 0.05249 -0.00820 0.05617 122 126 248 Tuesday 6: 0.05097 0.10347 0.05182 0.10799 133 115 248 Tuesday 7: 0.06508 0.16855 0.06628 0.17427 140 108 248 Wednesday 1: -0.03267 -0.03267 -0.03083 -0.03083 128 120 248 Wednesday 2: -0.02494 -0.05761 -0.02398 -0.05481 121 127 248 Wednesday 3: 0.01041 -0.04720 0.01093 -0.04388 131 117 248 Wednesday 4: 0.01160 -0.03561 0.01190 -0.03198 136 112 248 Wednesday 5: 0.00200 -0.03361 0.00254 -0.02944 134 114 248 Wednesday 6: 0.01097 -0.02264 0.01172 -0.01772 120 128 248 Wednesday 7: -0.03606 -0.05870 -0.03469 -0.05241 126 122 248 Thursday 1: 0.02056 0.02056 0.02241 0.02241 125 123 248 Thursday 2: -0.04554 -0.02497 -0.04442 -0.02200 117 131 248 Thursday 3: 0.01348 -0.01150 0.01390 -0.00810 138 110 248 Thursday 4: -0.00109 -0.01259 -0.00058 -0.00868 134 114 248 Thursday 5: 0.03800 0.02541 0.03863 0.02995 138 110 248 Thursday 6: -0.01019 0.01521 -0.00967 0.02028 137 111 248 Thursday 7: 0.04088 0.05609 0.04240 0.06268 140 108 248 ExpFriday 1: -0.03845 -0.03845 -0.03639 -0.03639 119 129 248 ExpFriday 2: -0.01450 -0.05295 -0.01386 -0.05025 120 128 248 ExpFriday 3: -0.06459 -0.11754 -0.06403 -0.11428 105 143 248 ExpFriday 4: 0.02777 -0.08977 0.02816 -0.08613 123 125 248 ExpFriday 5: -0.00365 -0.09342 -0.00328 -0.08941 140 108 248 ExpFriday 6: -0.01236 -0.10578 -0.01195 -0.10136 122 126 248 ExpFriday 7: 0.04472 -0.06106 0.04618 -0.05518 131 117 248 Average Hourly % Changes For S&P 500 Perpetual Futures Data From The Friday Prior Through Expiration Friday Total Months Tested: 291 Expiration Dates: 9/16/7/1988 - 3/15/7/2013 Day H Geo Geo Day Ari Ari Day Num Up Num Dn Total --------- - -------- -------- -------- -------- ------ ------ ------ Friday 1: -0.04019 -0.04019 -0.03788 -0.03788 135 147 282 Friday 2: -0.00832 -0.04851 -0.00752 -0.04540 144 138 282 Friday 3: -0.03350 -0.08201 -0.03283 -0.07822 145 137 282 Friday 4: 0.01875 -0.06326 0.01922 -0.05900 147 135 282 Friday 5: 0.00049 -0.06277 0.00094 -0.05806 154 128 282 Friday 6: 0.02373 -0.03903 0.02442 -0.03363 157 125 282 Friday 7: 0.04582 0.00678 0.04834 0.01470 178 103 281 Monday 1: -0.01992 -0.01992 -0.01677 -0.01677 149 127 276 Monday 2: 0.07416 0.05424 0.07502 0.05825 159 117 276 Monday 3: 0.02607 0.08031 0.02656 0.08481 150 126 276 Monday 4: 0.02799 0.10830 0.02828 0.11309 142 134 276 Monday 5: 0.00082 0.10912 0.00108 0.11417 146 130 276 Monday 6: 0.00354 0.11265 0.00393 0.11810 138 138 276 Monday 7: 0.05919 0.17185 0.06064 0.17874 157 119 276 Tuesday 1: 0.02483 0.02483 0.02650 0.02650 151 140 291 Tuesday 2: 0.01559 0.04042 0.01623 0.04274 153 138 291 Tuesday 3: 0.01632 0.05673 0.01665 0.05939 159 132 291 Tuesday 4: -0.01827 0.03846 -0.01785 0.04154 147 144 291 Tuesday 5: -0.00238 0.03608 -0.00209 0.03945 147 144 291 Tuesday 6: 0.05192 0.08800 0.05273 0.09218 164 127 291 Tuesday 7: 0.07331 0.16131 0.07470 0.16688 160 131 291 Wednesday 1: -0.05449 -0.05449 -0.05282 -0.05282 150 141 291 Wednesday 2: -0.00378 -0.05827 -0.00284 -0.05567 142 149 291 Wednesday 3: 0.00236 -0.05591 0.00284 -0.05283 154 137 291 Wednesday 4: 0.01480 -0.04111 0.01507 -0.03776 157 134 291 Wednesday 5: 0.00038 -0.04073 0.00085 -0.03690 160 131 291 Wednesday 6: 0.01503 -0.02570 0.01562 -0.02128 142 149 291 Wednesday 7: -0.04121 -0.06691 -0.03980 -0.06109 141 150 291 Thursday 1: 0.03453 0.03453 0.03647 0.03647 150 141 291 Thursday 2: -0.03389 0.00064 -0.03290 0.00357 151 140 291 Thursday 3: 0.00120 0.00184 0.00159 0.00516 143 148 291 Thursday 4: 0.00311 0.00495 0.00356 0.00872 159 132 291 Thursday 5: 0.03800 0.04295 0.03862 0.04734 162 129 291 Thursday 6: -0.00277 0.04018 -0.00228 0.04507 157 134 291 Thursday 7: 0.00840 0.04858 0.01003 0.05510 157 134 291 ExpFriday 1: -0.01852 -0.01852 -0.01664 -0.01664 157 134 291 ExpFriday 2: -0.02725 -0.04577 -0.02662 -0.04326 140 151 291 ExpFriday 3: -0.04209 -0.08787 -0.04155 -0.08481 139 152 291 ExpFriday 4: 0.01436 -0.07351 0.01471 -0.07010 152 139 291 ExpFriday 5: -0.01350 -0.08701 -0.01315 -0.08325 155 136 291 ExpFriday 6: 0.00018 -0.08683 0.00056 -0.08269 157 134 291 ExpFriday 7: 0.01568 -0.07116 0.01703 -0.06566 161 130 291 S&P 500 Cash Expiration Prior Week Test Total Months Tested: 351 Period covered: 1/20/1984 - 3/15/2013 Down Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Limit Count Up Down Prior Expire ---------- ----- ------ ------ ------- ------- <= -3.00% 23 11 12 -5.297 -0.584 <= -2.75% 27 12 15 -4.935 -0.482 <= -2.50% 35 15 20 -4.410 -0.316 <= -2.25% 46 23 23 -3.925 -0.138 <= -2.00% 50 26 24 -3.785 -0.154 <= -1.75% 62 34 28 -3.417 0.232 <= -1.50% 73 41 32 -3.152 0.344 <= -1.25% 88 50 38 -2.853 0.394 <= -1.00% 99 59 40 -2.659 0.426 <= -0.75% 113 66 47 -2.438 0.402 <= -0.50% 126 77 49 -2.251 0.455 <= -0.25% 144 87 57 -2.012 0.433 <= -0.00% 157 93 64 -1.856 0.368 Up Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Limit Count Up Down Prior Expire ---------- ----- ------ ------ ------- ------- >= +3.00% 29 19 10 4.460 0.380 >= +2.75% 32 22 10 4.308 0.409 >= +2.50% 38 26 12 4.041 0.497 >= +2.25% 43 28 15 3.848 0.470 >= +2.00% 52 33 19 3.549 0.356 >= +1.75% 61 34 27 3.306 0.236 >= +1.50% 74 42 32 3.010 0.303 >= +1.25% 91 50 41 2.704 0.205 >= +1.00% 109 62 47 2.449 0.276 >= +0.75% 132 80 52 2.170 0.342 >= +0.50% 150 91 59 1.984 0.308 >= +0.25% 173 105 68 1.767 0.264 >= +0.00% 194 117 77 1.588 0.291 ------------------------------------------------------------ "Prior Week Limit" : range of % changes of the prior week. "Prior Count" : # of months that met the criteria under "Prior Week Limit". "Average Expire" : avg % change for exp. week for all months of "Prior Count". NASDAQ Composite Expiration Prior Week Test Total Months Tested: 351 Period covered: 1/20/1984 - 3/15/2013 Down Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Limit Count Up Down Prior Expire ---------- ----- ------ ------ ------- ------- <= -3.00% 40 17 23 -5.668 -0.338 <= -2.75% 42 17 25 -5.537 -0.526 <= -2.50% 47 19 28 -5.226 -0.570 <= -2.25% 54 22 32 -4.853 -0.438 <= -2.00% 61 25 36 -4.540 -0.409 <= -1.75% 69 28 41 -4.226 -0.368 <= -1.50% 73 30 43 -4.081 -0.339 <= -1.25% 85 35 50 -3.700 -0.213 <= -1.00% 94 41 53 -3.455 -0.069 <= -0.75% 106 48 58 -3.165 -0.078 <= -0.50% 119 56 63 -2.890 -0.033 <= -0.25% 134 64 70 -2.608 0.041 <= -0.00% 156 77 79 -2.257 0.065 Up Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Limit Count Up Down Prior Expire ---------- ----- ------ ------ ------- ------- >= +3.00% 41 24 17 5.188 0.296 >= +2.75% 44 26 18 5.029 0.320 >= +2.50% 54 33 21 4.584 0.439 >= +2.25% 66 40 26 4.182 0.478 >= +2.00% 76 46 30 3.912 0.478 >= +1.75% 92 58 34 3.554 0.512 >= +1.50% 110 65 45 3.234 0.422 >= +1.25% 128 78 50 2.968 0.447 >= +1.00% 140 84 56 2.809 0.418 >= +0.75% 151 90 61 2.667 0.378 >= +0.50% 166 99 67 2.482 0.310 >= +0.25% 181 107 74 2.310 0.224 >= +0.00% 196 118 78 2.140 0.299 ------------------------------------------------------------ "Prior Week Limit" : range of % changes of the prior week. "Prior Count" : # of months that met the criteria under "Prior Week Limit". "Average Expire" : avg % change for exp. week for all months of "Prior Count". S&P 500 Expiration Prior Week Range Test Total Months Tested: 351 Period covered: 1/20/1984 - 3/15/2013 Down Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Range Count Up Down Prior Expire -------------------- ----- ------ ------ ------- ------- -10.50 < % <= -10.75 1 1 0 -10.538 5.748 -7.75 < % <= -8.00 1 1 0 -7.905 0.668 -7.00 < % <= -7.25 1 1 0 -7.013 4.059 -6.75 < % <= -7.00 1 0 1 -6.839 -7.991 -6.00 < % <= -6.25 1 0 1 -6.198 -8.389 -5.00 < % <= -5.25 1 0 1 -5.182 -9.120 -4.75 < % <= -5.00 2 1 1 -4.832 -1.611 -4.50 < % <= -4.75 1 1 0 -4.596 1.405 -4.25 < % <= -4.50 2 1 1 -4.352 -2.196 -3.75 < % <= -4.00 2 0 2 -3.790 -1.560 -3.50 < % <= -3.75 2 2 0 -3.694 2.248 -3.25 < % <= -3.50 1 0 1 -3.484 -0.229 -3.00 < % <= -3.25 6 2 4 -3.091 0.342 -2.75 < % <= -3.00 4 1 3 -2.851 0.106 -2.50 < % <= -2.75 8 3 5 -2.640 0.246 -2.25 < % <= -2.50 11 8 3 -2.383 0.427 -2.00 < % <= -2.25 4 3 1 -2.166 -0.333 -1.75 < % <= -2.00 12 8 4 -1.887 1.839 -1.50 < % <= -1.75 11 7 4 -1.660 0.977 -1.25 < % <= -1.50 15 9 6 -1.396 0.636 -1.00 < % <= -1.25 11 9 2 -1.110 0.680 -0.75 < % <= -1.00 14 7 7 -0.872 0.237 -0.50 < % <= -0.75 13 11 2 -0.624 0.913 -0.25 < % <= -0.50 18 10 8 -0.342 0.279 -0.00 < % <= -0.25 13 6 7 -0.121 -0.356 Up Weeks Prior To Expiration Week Prior Prior Expire Expire Average Average Week Range Count Up Down Prior Expire -------------------- ----- ------ ------ ------- ------- + 0.00 < % <= + 0.25 21 12 9 0.118 0.510 + 0.25 < % <= + 0.50 23 14 9 0.351 -0.022 + 0.50 < % <= + 0.75 18 11 7 0.618 0.058 + 0.75 < % <= + 1.00 23 18 5 0.849 0.659 + 1.00 < % <= + 1.25 18 12 6 1.157 0.634 + 1.25 < % <= + 1.50 17 8 9 1.374 -0.221 + 1.50 < % <= + 1.75 13 8 5 1.623 0.612 + 1.75 < % <= + 2.00 9 1 8 1.900 -0.453 + 2.00 < % <= + 2.25 9 5 4 2.120 -0.190 + 2.25 < % <= + 2.50 5 2 3 2.379 0.268 + 2.50 < % <= + 2.75 6 4 2 2.617 0.963 + 2.75 < % <= + 3.00 3 3 0 2.839 0.693 + 3.00 < % <= + 3.25 4 2 2 3.133 0.544 + 3.25 < % <= + 3.50 2 2 0 3.413 0.524 + 3.50 < % <= + 3.75 3 2 1 3.689 -0.036 + 3.75 < % <= + 4.00 2 2 0 3.818 0.942 + 4.00 < % <= + 4.25 6 2 4 4.122 -2.542 + 4.25 < % <= + 4.50 1 1 0 4.339 5.874 + 4.50 < % <= + 4.75 1 1 0 4.514 1.511 + 4.75 < % <= + 5.00 4 3 1 4.871 2.322 + 5.00 < % <= + 5.25 2 2 0 5.114 4.048 + 5.25 < % <= + 5.50 1 0 1 5.416 -1.213 + 5.75 < % <= + 6.00 2 1 1 5.937 -1.936 +10.50 < % <= +10.75 1 1 0 10.707 1.585 "Prior Week Range" : range of % changes of the prior week. "Prior Count" : # of months that met the criteria under "Prior Week Range". "Expire Up/Down" : # of months that exp. week closed up/down out of the "Prior Count" months. "Average Prior/Expire" : avg % change for the week prior and expiration week for all months of "Prior Count".