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Expiration Study for July 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 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".
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