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Expiration Study for February 2013

MrTopStep by MrTopStep
Friday, August 9, 2013
in S&P 500
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Expiration Study for January 2013
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S&P 500 Cash | NASDAQ Composite

Expiration Study for February: 
Average % Changes For S&P 500 Cash 
Total Months Tested For Daily Stats: 29 
Study Expiration Date Range  :  2/17/1984 - 2/17/2012 
Overall Expiration Date Range:  1/20/1984 - 1/18/2013 
DAILY STATS 
Day (Period)      Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
    --------------   --------   --------   --------   ------   ------   ------ 
PreviousFriday   -0.05441   -0.04964    0.04572       15       14       29 
Monday            0.25897    0.26287    0.17808       12        5       17 
Tuesday           0.18798    0.19665    0.32998       19       10       29 
Wednesday         0.07485    0.07755    0.01818       15       14       29 
Thursday         -0.06261   -0.05959   -0.07680       14       15       29 
Exp. Friday      -0.12920   -0.12486   -0.08718       13       16       29 
PrevFri-Mon       0.17893    0.18739   -0.01331        8        9       17 
Day AfterExp     -0.35814   -0.35090   -0.12465       12       17       29 
WEEKLY STATS 
Period            Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
    --------------   --------   --------   --------   ------   ------   ------ 
Study Exp Week    0.22258    0.24185    0.72613       16       13       29 
All Exp Week      0.29606    0.32500    0.55624      208      141      349 
NonExpire         0.09910    0.12606    0.23793      647      518     1165 
All Weeks         0.14447    0.17192    0.30010      855      659     1514 
---------------------------------------------------------------------- 
"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 
"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 February 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 February: 
Average % Changes For NASDAQ Composite 
Total Months Tested For Daily Stats: 29 
Study Expiration Date Range  :  2/17/1984 - 2/17/2012 
Overall Expiration Date Range:  1/20/1984 - 1/18/2013 
DAILY STATS 
Day (Period)      Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
    --------------   --------   --------   --------   ------   ------   ------ 
PreviousFriday   -0.10780   -0.09914    0.26642       16       13       29 
Monday            0.18722    0.19034    0.27550       10        7       17 
Tuesday          -0.13865   -0.12882    0.01501       15       14       29 
Wednesday         0.24358    0.24839    0.15563       18       11       29 
Thursday          0.10941    0.11528    0.21306       17       12       29 
Exp. Friday      -0.33772   -0.33023   -0.13195       12       17       29 
PrevFri-Mon       0.10646    0.11729    0.14211       10        7       17 
Day AfterExp     -0.71611   -0.70536   -0.54510        7       22       29 
WEEKLY STATS 
Period            Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
    --------------   --------   --------   --------   ------   ------   ------ 
Study Exp Week   -0.01475    0.00411    0.37061       16       13       29 
All Exp Week      0.14785    0.19090    0.29050      193      156      349 
NonExpire         0.16114    0.20866    0.31653      661      504     1165 
All Weeks         0.15807    0.20456    0.31639      854      660     1514 
---------------------------------------------------------------------- 
"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 
"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 February 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: 343 
Study Expiration Date Range  :  1/20/1984 - 1/18/2013 
DAILY STATS 
Day (Period)      Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
 --------------   --------   --------   --------   ------   ------   ------ 
PreviousFriday    0.03336    0.03996    0.18119      189      144      333 
Monday            0.13603    0.14306    0.11593      200      124      324 
Tuesday           0.14048    0.14611    0.10933      185      158      343 
Wednesday        -0.01881   -0.01228    0.05714      186      157      343 
Thursday          0.03441    0.04129    0.09026      197      146      343 
Exp. Friday      -0.02153   -0.01587    0.09289      194      149      343 
PrevFri-Mon       0.19004    0.20362    0.27815      190      134      324 
Day AfterExp     -0.17642   -0.16158   -0.10459      147      196      343 
WEEKLY STATS 
Period            Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
 --------------   --------   --------   --------   ------   ------   ------ 
All Exp Week      0.29606    0.32500    0.55624      208      141      349 
NonExpire         0.09910    0.12606    0.23793      647      518     1165 
All Weeks         0.14447    0.17192    0.30010      855      659     1514 
---------------------------------------------------------------------- 
"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: 343 
Study Expiration Date Range  :  1/20/1984 - 1/18/2013 
DAILY STATS 
Day (Period)      Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
 --------------   --------   --------   --------   ------   ------   ------ 
PreviousFriday    0.08313    0.09230    0.22550      200      133      333 
Monday            0.00473    0.01473    0.01782      169      155      324 
Tuesday           0.12108    0.12966    0.10548      185      158      343 
Wednesday         0.01245    0.02309    0.12201      198      145      343 
Thursday          0.08072    0.09048    0.12370      191      152      343 
Exp. Friday      -0.11265   -0.10615    0.02564      180      163      343 
PrevFri-Mon       0.11463    0.13773    0.28179      193      131      324 
Day AfterExp     -0.25121   -0.23718   -0.22886      139      204      343 
WEEKLY STATS 
Period            Geo Avg    Ari Avg     Median   Num Up   Num Dn    Total 
 --------------   --------   --------   --------   ------   ------   ------ 
All Exp Week      0.14785    0.19090    0.29050      193      156      349 
NonExpire         0.16114    0.20866    0.31653      661      504     1165 
All Weeks         0.15807    0.20456    0.31639      854      660     1514 
---------------------------------------------------------------------- 
"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: 246 
Expiration Dates:  5/15/7/1992 - 1/18/7/2013 
Day        H       Geo   Geo Day       Ari   Ari Day  Num Up   Num Dn  Total 
  ---------  -  --------  --------  --------  --------  ------  ------  ------ 
Friday     1: -0.08345  -0.08345  -0.08124  -0.08124     117     121     238 
Friday     2:  0.01773  -0.06571   0.01863  -0.06262     132     106     238 
Friday     3: -0.02991  -0.09563  -0.02927  -0.09189     126     112     238 
Friday     4:  0.01670  -0.07893   0.01714  -0.07475     125     113     238 
Friday     5:  0.00059  -0.07834   0.00100  -0.07375     126     112     238 
Friday     6:  0.03877  -0.03957   0.03945  -0.03430     134     104     238 
Friday     7:  0.07824   0.03867   0.07978   0.04548     160      77     237 
Monday     1: -0.03824  -0.03824  -0.03572  -0.03572     117     115     232 
Monday     2:  0.06315   0.02490   0.06389   0.02817     138      94     232 
Monday     3:  0.01727   0.04218   0.01773   0.04590     122     110     232 
Monday     4:  0.00750   0.04968   0.00776   0.05366     119     113     232 
Monday     5:  0.00025   0.04993   0.00054   0.05420     123     109     232 
Monday     6:  0.00090   0.05082   0.00130   0.05550     115     117     232 
Monday     7:  0.04626   0.09708   0.04756   0.10307     126     106     232 
Tuesday    1:  0.05687   0.05687   0.05895   0.05895     137     109     246 
Tuesday    2:  0.01700   0.07387   0.01760   0.07655     125     121     246 
Tuesday    3:  0.01544   0.08931   0.01580   0.09234     134     112     246 
Tuesday    4: -0.02790   0.06141  -0.02754   0.06480     125     121     246 
Tuesday    5: -0.00788   0.05353  -0.00757   0.05723     122     124     246 
Tuesday    6:  0.05156   0.10508   0.05241   0.10964     133     113     246 
Tuesday    7:  0.06517   0.17025   0.06637   0.17601     139     107     246 
Wednesday  1: -0.03352  -0.03352  -0.03166  -0.03166     127     119     246 
Wednesday  2: -0.02533  -0.05884  -0.02436  -0.05602     120     126     246 
Wednesday  3:  0.01169  -0.04715   0.01222  -0.04381     131     115     246 
Wednesday  4:  0.01053  -0.03662   0.01084  -0.03296     134     112     246 
Wednesday  5:  0.00153  -0.03509   0.00207  -0.03089     132     114     246 
Wednesday  6:  0.01249  -0.02260   0.01324  -0.01765     120     126     246 
Wednesday  7: -0.03735  -0.05995  -0.03597  -0.05362     124     122     246 
Thursday   1:  0.01994   0.01994   0.02180   0.02180     124     122     246 
Thursday   2: -0.04654  -0.02660  -0.04541  -0.02361     116     130     246 
Thursday   3:  0.01364  -0.01296   0.01407  -0.00954     137     109     246 
Thursday   4: -0.00167  -0.01463  -0.00116  -0.01070     132     114     246 
Thursday   5:  0.03884   0.02421   0.03948   0.02878     138     108     246 
Thursday   6: -0.01099   0.01322  -0.01046   0.01832     135     111     246 
Thursday   7:  0.04077   0.05399   0.04231   0.06063     139     107     246 
ExpFriday  1: -0.03756  -0.03756  -0.03550  -0.03550     118     128     246 
ExpFriday  2: -0.01538  -0.05294  -0.01473  -0.05022     119     127     246 
ExpFriday  3: -0.06493  -0.11788  -0.06437  -0.11460     104     142     246 
ExpFriday  4:  0.02822  -0.08966   0.02861  -0.08599     122     124     246 
ExpFriday  5: -0.00391  -0.09357  -0.00354  -0.08953     139     107     246 
ExpFriday  6: -0.01015  -0.10372  -0.00974  -0.09927     122     124     246 
ExpFriday  7:  0.04325  -0.06047   0.04471  -0.05456     129     117     246 

Average Hourly % Changes For S&P 500 Perpetual Futures Data 
From The Friday Prior Through Expiration Friday 
Total Months Tested: 289 
Expiration Dates:  9/16/7/1988 - 1/18/7/2013 
Day        H       Geo   Geo Day       Ari   Ari Day  Num Up   Num Dn  Total 
  ---------  -  --------  --------  --------  --------  ------  ------  ------ 
Friday     1: -0.04324  -0.04324  -0.04092  -0.04092     133     147     280 
Friday     2: -0.00833  -0.05157  -0.00752  -0.04844     143     137     280 
Friday     3: -0.03420  -0.08577  -0.03353  -0.08197     144     136     280 
Friday     4:  0.01935  -0.06642   0.01983  -0.06214     147     133     280 
Friday     5: -0.00000  -0.06643   0.00045  -0.06169     152     128     280 
Friday     6:  0.02390  -0.04253   0.02459  -0.03710     155     125     280 
Friday     7:  0.04592   0.00340   0.04846   0.01136     177     102     279 
Monday     1: -0.01951  -0.01951  -0.01634  -0.01634     149     125     274 
Monday     2:  0.07437   0.05486   0.07524   0.05890     157     117     274 
Monday     3:  0.02573   0.08059   0.02622   0.08513     148     126     274 
Monday     4:  0.02803   0.10862   0.02832   0.11345     141     133     274 
Monday     5:  0.00081   0.10942   0.00107   0.11451     145     129     274 
Monday     6:  0.00321   0.11263   0.00361   0.11812     136     138     274 
Monday     7:  0.05926   0.17189   0.06072   0.17884     155     119     274 
Tuesday    1:  0.02516   0.02516   0.02685   0.02685     150     139     289 
Tuesday    2:  0.01562   0.04078   0.01626   0.04311     152     137     289 
Tuesday    3:  0.01676   0.05754   0.01710   0.06021     158     131     289 
Tuesday    4: -0.01880   0.03874  -0.01837   0.04184     146     143     289 
Tuesday    5: -0.00189   0.03685  -0.00160   0.04024     146     143     289 
Tuesday    6:  0.05247   0.08932   0.05329   0.09353     164     125     289 
Tuesday    7:  0.07312   0.16244   0.07452   0.16805     159     130     289 
Wednesday  1: -0.05539  -0.05539  -0.05372  -0.05372     149     140     289 
Wednesday  2: -0.00387  -0.05926  -0.00293  -0.05665     141     148     289 
Wednesday  3:  0.00334  -0.05592   0.00382  -0.05282     154     135     289 
Wednesday  4:  0.01383  -0.04210   0.01410  -0.03872     155     134     289 
Wednesday  5: -0.00003  -0.04213   0.00045  -0.03827     158     131     289 
Wednesday  6:  0.01652  -0.02560   0.01711  -0.02117     142     147     289 
Wednesday  7: -0.04261  -0.06821  -0.04119  -0.06236     139     150     289 
Thursday   1:  0.03420   0.03420   0.03615   0.03615     149     140     289 
Thursday   2: -0.03451  -0.00031  -0.03351   0.00264     150     139     289 
Thursday   3:  0.00129   0.00098   0.00169   0.00432     142     147     289 
Thursday   4:  0.00260   0.00358   0.00305   0.00738     157     132     289 
Thursday   5:  0.03865   0.04223   0.03928   0.04665     162     127     289 
Thursday   6: -0.00346   0.03877  -0.00297   0.04368     155     134     289 
Thursday   7:  0.00854   0.04730   0.01018   0.05387     156     133     289 
ExpFriday  1: -0.01780  -0.01780  -0.01591  -0.01591     156     133     289 
ExpFriday  2: -0.02814  -0.04593  -0.02750  -0.04341     139     150     289
ExpFriday  3: -0.04219  -0.08812  -0.04164  -0.08505     138     151     289 
ExpFriday  4:  0.01463  -0.07349   0.01499  -0.07006     151     138     289 
ExpFriday  5: -0.01381  -0.08730  -0.01346  -0.08352     154     135     289 
ExpFriday  6:  0.00203  -0.08528   0.00241  -0.08111     157     132     289 
ExpFriday  7:  0.01452  -0.07075   0.01588  -0.06523     159     130     289 

S&P 500 Cash Expiration Prior Week Test 
Total Months Tested: 349 
Period covered: 1/20/1984 - 1/18/2013 
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%        51       32       19     3.576     0.351 
>= +1.75%        60       33       27     3.325     0.230 
>= +1.50%        73       41       32     3.022     0.298 
>= +1.25%        90       49       41     2.710     0.200 
>= +1.00%       108       61       47     2.451     0.272 
>= +0.75%       131       79       52     2.170     0.340 
>= +0.50%       149       90       59     1.982     0.306 
>= +0.25%       171      103       68     1.773     0.263 
>= +0.00%       192      115       77     1.592     0.290 
------------------------------------------------------------ 
"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: 349 
Period covered: 1/20/1984 - 1/18/2013 
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%        65       39       26     4.210     0.483 
>= +2.00%        75       45       30     3.933     0.483 
>= +1.75%        91       57       34     3.567     0.516 
>= +1.50%       109       64       45     3.242     0.424 
>= +1.25%       127       77       50     2.973     0.449 
>= +1.00%       139       83       56     2.812     0.420 
>= +0.75%       150       89       61     2.669     0.380 
>= +0.50%       165       98       67     2.482     0.311 
>= +0.25%       179      106       73     2.320     0.226 
>= +0.00%       194      117       77     2.148     0.301 
------------------------------------------------------------ 
"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: 349Period covered: 1/20/1984 - 1/18/2013 
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        22       13        9     0.353    -0.028 
+ 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         8        4        4     2.113    -0.291 
+ 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".
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