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发表于 2009-10-12 08:13 AM
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there have been four other times that the S&P 500 futures rose for five straight days, then gapped up at least +0.5% to a new six-month high (09/15/95, 06/06/03, 03/17/06 and 09/15/06).
The index was trading lower a week later all four times, with an average maximum gain during the week of only +0.5% compared to an average maximum loss of -1.5%. None of them gained more than +1% from the gap up open when looking out over the next week, suggesting the S&P shouldn't make it above 1085 if this is to hold up (assuming we open around 1075). |
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