Today's Data

2/28/2011

Gap Fade Data:
Table - 1    Gap Fade Probabilities (based on Market Structure)

Opening Zone		> H	H-C	C-O	O-L	< L
		Short	Short	Long	Long	Long
PF		1.05	1.49	0.97	0.54	2.92
PCT Prof		57%	72%	59%	44%	50%
Avg Loss		$373	$233	$185	$222	$234
Net Loss		$8,200	$4,900	$5,188	$3,325	$3,975
Loose		22	21	28	15	17
Avg Win		$296	$133	$122	$149	$683
Net Win		$8,575	$7,300	$5,013	$1,788	$11,613
Win		29	55	41	12	17
Avg P/L		$7	$32	$3	$57	$225
Net		$375	$2,400	$175	$1,538	$7,638
Total		51	76	69	27	34

Table - 2     Gap Fade Probabilities(based on Market Condition)

Opening Zone		> H	H-C	C-O	O-L	< L
		Short	Short	Long	Long	Long
PF		0.86	0.79	1.02	1.81	1.91
PCT Prof		47%	61%	63%	76%	45%
Avg Loss		$287	$238	$221	$250	$314
Net Loss		$5,450	$3,575	$3,763	$1,000	$3,450
Loose		19	15	17	4	11
Avg Win		$276	$123	$132	$139	$733
Net Win		$4,700	$2,825	$3,825	$1,813	$6,600
Win		17	23	29	13	9
Avg P/L		$21	$20	$1	$48	$158
Net		$750	$750	$63	$813	$3,150
Total		36	38	46	17	20

Table - 3     Gap Fade Probabilities(based on Timing)

Opening Zone		> H	H-C	C-O	O-L	< L
		Short	Short	Long	Long	Long
PF		0.79	1.74	0.91	1.24	1.09
PCT Prof		52%	75%	64%	50%	35%
Avg Loss		$317	$250	$236	$193	$346
Net Loss		$15,525	$4,000	$9,200	$3,288	$5,188
Loose		49	16	39	17	15
Avg Win		$230	$148	$122	$239	$708
Net Win		$12,200	$6,963	$8,400	$4,063	$5,663
Win		53	47	69	17	8
Avg P/L		$33	$47	$7	$23	$21
Net		$3,325	$2,963	$800	$775	$475
Total		102	63	108	34	23

After Gap Data:
Table - 1A     After Gap probabilities(based on Market Structure)

Opening Zone		> H	H-C	C-O	O-L	< L
		Long	Long	Short	Short	Short
PF		1.24	0.59	0.50	0.49	0.47
PCT Prof		73%	62%	51%	55%	50%
Avg Loss		$391	$337	$238	$238	$302
Net Loss		$2,738	$9,100	$8,100	$1,188	$2,113
Loose		7	27	34	5	7
Avg Win		$179	$123	$113	$98	$143
Net Win		$3,400	$5,400	$4,063	$588	$1,000
Win		19	44	36	6	7
Avg P/L		$25	$52	$58	$55	$79
Net		$663	$3,700	$4,038	$600	$1,113
Total		26	71	70	11	14

Table - 2A     After Gap probabilities(based on Market Condition)

Opening Zone		> H	H-C	C-O	O-L	< L
		Long	Long	Short	Short	Short
PF		4.59	0.63	1.03	0.47	3.64
PCT Prof		83%	68%	70%	50%	86%
Avg Loss		$192	$325	$338	$229	$275
Net Loss		$575	$3,250	$3,375	$688	$275
Loose		3	10	10	3	1
Avg Win		$176	$98	$151	$108	$167
Net Win		$2,638	$2,063	$3,463	$325	$1,000
Win		15	21	23	3	6
Avg P/L		$115	$38	$3	$60	$104
Net		$2,063	$1,188	$88	$363	$725
Total		18	31	33	6	7

Table - 3A     After Gap probabilities(based on Timing)

Opening Zone		> H	H-C	C-O	O-L	< L
		Long	Long	Short	Short	Short
PF		0.73	1.14	1.13	0.55	0.72
PCT Prof		59%	76%	71%	46%	33%
Avg Loss		$287	$322	$302	$175	$181
Net Loss		$5,163	$4,188	$6,650	$1,225	$725
Loose		18	13	22	7	4
Avg Win		$144	$116	$136	$113	$263
Net Win		$3,750	$4,763	$7,488	$675	$525
Win		26	41	55	6	2
Avg P/L		$37	$20	$10	$42	$21
Net		$1,625	$1,075	$775	$550	$125
Total		44	54	77	13	6

Anti Gap Data:
Table - 1ANT     Anti Gap probabilities(based on Market Structure)
Table - 2ANT     Anti Gap probabilities(based on Market Condition)
Table - 3ANT     Anti Gap probabilities(based on Timing)