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".
