Friday 17 February 2012

Up gaps on OPEX days

Further to my earlier blog on opex days, here are some numbers on fading up gap on opex day. 

85% of ES up gaps have filled by end of day.
88% of ES up gaps on a non quad opex have filled by end of day.

These are both with decent sample sizes.  Historically, odds have favoured fading this up move. 

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