S&P 500 Cash | NASDAQ Composite
Expiration Study for July:
Average % Changes For S&P 500 Cash
Total Months Tested For Daily Stats: 29
Study Expiration Date Range : 7/20/1984 - 7/20/2012
Overall Expiration Date Range: 1/20/1984 - 6/21/2013
DAILY STATS
Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
PreviousFriday 0.23757 0.23947 0.31014 20 9 29
Monday -0.11841 -0.11445 0.06030 16 13 29
Tuesday -0.03305 -0.02950 -0.02455 13 16 29
Wednesday 0.30341 0.30791 0.17413 16 13 29
Thursday 0.12501 0.12884 0.30202 19 10 29
Exp. Friday -0.40903 -0.40339 -0.29841 13 16 29
PrevFri-Mon 0.11888 0.12597 0.30659 19 10 29
Day AfterExp -0.44470 -0.44040 -0.40121 7 22 29
WEEKLY STATS
Period Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
Study Exp Week -0.13343 -0.10637 -0.15054 14 15 29
All Exp Week 0.28766 0.31640 0.54217 211 143 354
NonExpire 0.10480 0.13147 0.23964 658 524 1182
All Weeks 0.14691 0.17409 0.30211 869 667 1536
----------------------------------------------------------------------
"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 July 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 July:
Average % Changes For NASDAQ Composite
Total Months Tested For Daily Stats: 29
Study Expiration Date Range : 7/20/1984 - 7/20/2012
Overall Expiration Date Range: 1/20/1984 - 6/21/2013
DAILY STATS
Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
PreviousFriday 0.38496 0.38696 0.27185 22 7 29
Monday -0.08053 -0.07285 0.12441 17 12 29
Tuesday -0.00785 -0.00331 0.11305 15 14 29
Wednesday 0.41487 0.42823 0.34835 20 9 29
Thursday 0.09970 0.10781 0.30182 17 12 29
Exp. Friday -0.60590 -0.60078 -0.63295 11 18 29
PrevFri-Mon 0.30411 0.31705 0.59588 20 9 29
Day AfterExp -0.57142 -0.56478 -0.55736 9 20 29
WEEKLY STATS
Period Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
Study Exp Week -0.18233 -0.14930 -0.52651 14 15 29
All Exp Week 0.13783 0.18049 0.28701 195 159 354
NonExpire 0.16700 0.21400 0.32140 672 510 1182
All Weeks 0.16028 0.20628 0.31639 867 669 1536
----------------------------------------------------------------------
"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 July 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: 348
Study Expiration Date Range : 1/20/1984 - 6/21/2013
DAILY STATS
Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
PreviousFriday 0.03455 0.04106 0.18130 192 146 338
Monday 0.13000 0.13702 0.11582 203 126 329
Tuesday 0.14746 0.15304 0.11463 189 159 348
Wednesday -0.02468 -0.01819 0.05794 189 159 348
Thursday 0.02506 0.03195 0.08821 199 149 348
Exp. Friday -0.01574 -0.01014 0.09621 197 151 348
PrevFri-Mon 0.18491 0.19841 0.27906 194 135 329
Day AfterExp -0.17575 -0.16109 -0.10200 149 199 348
WEEKLY STATS
Period Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
All Exp Week 0.28766 0.31640 0.54217 211 143 354
NonExpire 0.10480 0.13147 0.23964 658 524 1182
All Weeks 0.14691 0.17409 0.30211 869 667 1536
----------------------------------------------------------------------
"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: 348
Study Expiration Date Range : 1/20/1984 - 6/21/2013
DAILY STATS
Day (Period) Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
PreviousFriday 0.08572 0.09478 0.22947 203 135 338
Monday 0.00067 0.01062 0.01816 172 157 329
Tuesday 0.12666 0.13516 0.10576 188 160 348
Wednesday 0.00564 0.01620 0.12043 201 147 348
Thursday 0.07032 0.08004 0.10562 193 155 348
Exp. Friday -0.10677 -0.10032 0.02564 182 166 348
PrevFri-Mon 0.11282 0.13570 0.28317 197 132 329
Day AfterExp -0.24759 -0.23372 -0.22500 141 207 348
WEEKLY STATS
Period Geo Avg Ari Avg Median Num Up Num Dn Total
-------------- -------- -------- -------- ------ ------ ------
All Exp Week 0.13783 0.18049 0.28701 195 159 354
NonExpire 0.16700 0.21400 0.32140 672 510 1182
All Weeks 0.16028 0.20628 0.31639 867 669 1536
----------------------------------------------------------------------
"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: 251
Expiration Dates: 5/15/7/1992 - 6/21/7/2013
Day H Geo Geo Day Ari Ari Day Num Up Num Dn Total
--------- - -------- -------- -------- -------- ------ ------ ------
Friday 1: -0.07891 -0.07891 -0.07674 -0.07674 121 122 243
Friday 2: 0.01299 -0.06592 0.01388 -0.06286 134 109 243
Friday 3: -0.02831 -0.09423 -0.02768 -0.09054 129 114 243
Friday 4: 0.01599 -0.07824 0.01642 -0.07412 127 116 243
Friday 5: 0.00052 -0.07772 0.00093 -0.07320 129 114 243
Friday 6: 0.03845 -0.03927 0.03912 -0.03408 137 106 243
Friday 7: 0.07949 0.04022 0.08099 0.04692 165 77 242
Monday 1: -0.03814 -0.03814 -0.03564 -0.03564 118 119 237
Monday 2: 0.06353 0.02539 0.06426 0.02862 142 95 237
Monday 3: 0.01592 0.04131 0.01637 0.04499 125 112 237
Monday 4: 0.00570 0.04701 0.00595 0.05095 120 117 237
Monday 5: 0.00007 0.04708 0.00036 0.05130 125 112 237
Monday 6: -0.00277 0.04430 -0.00236 0.04894 117 120 237
Monday 7: 0.04524 0.08954 0.04653 0.09547 129 108 237
Tuesday 1: 0.06113 0.06113 0.06318 0.06318 141 110 251
Tuesday 2: 0.01920 0.08033 0.01979 0.08297 128 123 251
Tuesday 3: 0.01684 0.09718 0.01720 0.10017 138 113 251
Tuesday 4: -0.02543 0.07175 -0.02508 0.07509 128 123 251
Tuesday 5: -0.00904 0.06271 -0.00873 0.06636 122 129 251
Tuesday 6: 0.04977 0.11247 0.05061 0.11697 134 117 251
Tuesday 7: 0.06683 0.17931 0.06802 0.18499 142 109 251
Wednesday 1: -0.03717 -0.03717 -0.03533 -0.03533 128 123 251
Wednesday 2: -0.02671 -0.06387 -0.02575 -0.06108 123 128 251
Wednesday 3: 0.01195 -0.05192 0.01246 -0.04861 133 118 251
Wednesday 4: 0.01169 -0.04023 0.01200 -0.03661 137 114 251
Wednesday 5: 0.00216 -0.03807 0.00270 -0.03392 136 115 251
Wednesday 6: 0.00608 -0.03199 0.00684 -0.02707 120 131 251
Wednesday 7: -0.03528 -0.06727 -0.03392 -0.06100 128 123 251
Thursday 1: 0.01481 0.01481 0.01666 0.01666 126 125 251
Thursday 2: -0.04602 -0.03121 -0.04491 -0.02825 118 133 251
Thursday 3: 0.01225 -0.01896 0.01268 -0.01557 139 112 251
Thursday 4: -0.00129 -0.02026 -0.00079 -0.01636 135 116 251
Thursday 5: 0.03674 0.01648 0.03737 0.02101 139 112 251
Thursday 6: -0.01612 0.00036 -0.01558 0.00542 137 114 251
Thursday 7: 0.04029 0.04065 0.04180 0.04722 141 110 251
ExpFriday 1: -0.03359 -0.03359 -0.03155 -0.03155 122 129 251
ExpFriday 2: -0.01456 -0.04815 -0.01392 -0.04547 121 130 251
ExpFriday 3: -0.06508 -0.11324 -0.06452 -0.10999 107 144 251
ExpFriday 4: 0.02948 -0.08376 0.02987 -0.08012 124 127 251
ExpFriday 5: -0.00431 -0.08807 -0.00395 -0.08407 142 109 251
ExpFriday 6: -0.00927 -0.09734 -0.00885 -0.09293 125 126 251
ExpFriday 7: 0.04534 -0.05200 0.04678 -0.04615 133 118 251
Average Hourly % Changes For S&P 500 Perpetual Futures Data
From The Friday Prior Through Expiration Friday
Total Months Tested: 294
Expiration Dates: 9/16/7/1988 - 6/21/7/2013
Day H Geo Geo Day Ari Ari Day Num Up Num Dn Total
--------- - -------- -------- -------- -------- ------ ------ ------
Friday 1: -0.03980 -0.03980 -0.03752 -0.03752 137 148 285
Friday 2: -0.01220 -0.05200 -0.01139 -0.04890 144 141 285
Friday 3: -0.03271 -0.08471 -0.03205 -0.08095 147 138 285
Friday 4: 0.01852 -0.06619 0.01900 -0.06196 149 136 285
Friday 5: 0.00015 -0.06603 0.00060 -0.06135 155 130 285
Friday 6: 0.02370 -0.04233 0.02438 -0.03697 159 126 285
Friday 7: 0.04613 0.00380 0.04863 0.01165 180 104 284
Monday 1: -0.01845 -0.01845 -0.01531 -0.01531 150 129 279
Monday 2: 0.07451 0.05605 0.07536 0.06005 161 118 279
Monday 3: 0.02446 0.08051 0.02495 0.08500 151 128 279
Monday 4: 0.02615 0.10666 0.02644 0.11144 142 137 279
Monday 5: 0.00056 0.10721 0.00081 0.11225 147 132 279
Monday 6: -0.00003 0.10718 0.00037 0.11262 139 140 279
Monday 7: 0.05746 0.16464 0.05891 0.17153 158 121 279
Tuesday 1: 0.03005 0.03005 0.03173 0.03173 154 140 294
Tuesday 2: 0.01746 0.04750 0.01809 0.04982 155 139 294
Tuesday 3: 0.01800 0.06550 0.01833 0.06815 162 132 294
Tuesday 4: -0.01682 0.04868 -0.01639 0.05176 149 145 294
Tuesday 5: -0.00296 0.04571 -0.00268 0.04908 147 147 294
Tuesday 6: 0.05080 0.09651 0.05161 0.10068 165 129 294
Tuesday 7: 0.07482 0.17133 0.07620 0.17688 162 132 294
Wednesday 1: -0.05811 -0.05811 -0.05645 -0.05645 150 144 294
Wednesday 2: -0.00557 -0.06369 -0.00464 -0.06109 144 150 294
Wednesday 3: 0.00377 -0.05992 0.00425 -0.05684 156 138 294
Wednesday 4: 0.01497 -0.04494 0.01524 -0.04160 159 135 294
Wednesday 5: 0.00062 -0.04432 0.00109 -0.04050 162 132 294
Wednesday 6: 0.01056 -0.03376 0.01116 -0.02934 142 152 294
Wednesday 7: -0.04113 -0.07489 -0.03973 -0.06907 143 151 294
Thursday 1: 0.02997 0.02997 0.03191 0.03191 151 143 294
Thursday 2: -0.03434 -0.00437 -0.03336 -0.00145 152 142 294
Thursday 3: 0.00024 -0.00413 0.00064 -0.00081 144 150 294
Thursday 4: 0.00287 -0.00126 0.00332 0.00250 160 134 294
Thursday 5: 0.03703 0.03576 0.03764 0.04015 163 131 294
Thursday 6: -0.00795 0.02782 -0.00744 0.03271 157 137 294
Thursday 7: 0.00848 0.03630 0.01010 0.04280 159 135 294
ExpFriday 1: -0.01512 -0.01512 -0.01325 -0.01325 160 134 294
ExpFriday 2: -0.02697 -0.04209 -0.02633 -0.03959 141 153 294
ExpFriday 3: -0.04254 -0.08463 -0.04200 -0.08159 141 153 294
ExpFriday 4: 0.01585 -0.06878 0.01621 -0.06538 153 141 294
ExpFriday 5: -0.01409 -0.08287 -0.01375 -0.07912 157 137 294
ExpFriday 6: 0.00286 -0.08001 0.00325 -0.07587 160 134 294
ExpFriday 7: 0.01546 -0.06455 0.01680 -0.05907 163 131 294
S&P 500 Cash Expiration Prior Week Test
Total Months Tested: 354
Period covered: 1/20/1984 - 6/21/2013
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% 100 59 41 -2.643 0.400
<= -0.75% 114 66 48 -2.425 0.380
<= -0.50% 127 77 50 -2.241 0.435
<= -0.25% 145 87 58 -2.005 0.415
<= -0.00% 158 93 65 -1.850 0.352
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% 44 28 16 3.813 0.411
>= +2.00% 53 33 20 3.525 0.309
>= +1.75% 62 34 28 3.289 0.199
>= +1.50% 75 42 33 3.000 0.270
>= +1.25% 92 50 42 2.700 0.180
>= +1.00% 111 63 48 2.436 0.270
>= +0.75% 134 81 53 2.164 0.337
>= +0.50% 152 92 60 1.981 0.304
>= +0.25% 175 106 69 1.766 0.261
>= +0.00% 196 118 78 1.590 0.288
------------------------------------------------------------
"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: 354
Period covered: 1/20/1984 - 6/21/2013
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% 86 35 51 -3.672 -0.233
<= -1.00% 95 41 54 -3.433 -0.088
<= -0.75% 107 48 59 -3.147 -0.095
<= -0.50% 120 56 64 -2.877 -0.049
<= -0.25% 135 64 71 -2.599 0.026
<= -0.00% 157 77 80 -2.251 0.053
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% 45 26 19 4.980 0.253
>= +2.50% 55 33 22 4.552 0.382
>= +2.25% 67 40 27 4.162 0.431
>= +2.00% 77 46 31 3.898 0.437
>= +1.75% 93 58 35 3.546 0.477
>= +1.50% 112 66 46 3.217 0.406
>= +1.25% 130 79 51 2.957 0.433
>= +1.00% 142 85 57 2.801 0.406
>= +0.75% 153 91 62 2.662 0.367
>= +0.50% 168 100 68 2.479 0.301
>= +0.25% 183 108 75 2.309 0.217
>= +0.00% 198 119 79 2.141 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".
S&P 500 Expiration Prior Week Range Test
Total Months Tested: 354
Period covered: 1/20/1984 - 6/21/2013
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 12 9 3 -1.102 0.448
-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 19 13 6 1.159 0.709
+ 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 6 2 4 2.364 -0.129
+ 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".
