04/18/2012 08:57:24 OFV = 1391.17 Buy to Open at 1388.06 Spread = 3 04/18/2012 10:31:11 OFV = -1069.31 Sell to Close SPX at 1385.29 04/18/2012 11:31:59 OFV = 1388.89 Buy to Open at 1385.6 Spread = 3 04/18/2012 11:42:50 OFV = 1386.89 Sell to Close SPX at 1386.57 Spread = 3 04/18/2012 14:13:38 OFV = 1390.95 Buy to Open at 1387.78 Spread = 3 04/18/2012 15:00:18 OFV = 1391.03 Sell to Close SPX at 1385.1
According to your model, The Market will go down tomorrow with some chop. Your OFV is 20 good to the tape.
04/23/2012 08:54:13 OFV = 1363.63 Buy to Open at 1360.98 Spread = 2.5 04/23/2012 09:22:21 OFV = 1359.90 Sell to Close SPX at 1359.59 Spread = 2.5 04/23/2012 09:37:51 OFV = 1358.89 Sell to Open at 1361.43 Spread = 2.5 04/23/2012 09:44:25 OFV = 1361.52 Buy to Close SPX at 1361.48 Spread = 2.5 04/23/2012 11:43:01 OFV = 1367.22 Buy to Open at 1364.02 Spread = 3 04/23/2012 13:00:28 OFV = -1035.64 Sell to Close SPX at 1364.12 04/23/2012 13:49:41 OFV = 1368.77 Buy to Open at 1365.74 Spread = 3 04/23/2012 15:00:03 OFV = 1370.33 Sell to Close SPX at 1367.03
04/25/2012 09:37:21 OFV = 1383.96 Sell to Open at 1387.21 Spread = 3 04/25/2012 09:49:19 OFV = 1386.72 Buy to Close SPX at 1386.9 Spread = 3 04/25/2012 10:44:13 OFV = 1389.50 Buy to Open at 1386.46 Spread = 3 04/25/2012 13:00:20 OFV = -1049.25 Sell to Close SPX at 1388.14
04/26/2012 11:21:00 OFV = 1396.66 Buy to Open at 1393.14 Spread = 3 04/26/2012 13:06:22 OFV = 1398.98 Sell to Close SPX at 1398.79 Spread = 3 04/26/2012 13:01:37 OFV = 1402.57 Buy to Open at 1399.06 Spread = 3 04/26/2012 13:06:22 OFV = 1398.98 Sell to Close SPX at 1398.79 Spread = 3 04/26/2012 13:21:18 OFV = 1403.96 Buy to Open at 1399.81 Spread = 3 04/26/2012 13:24:53 OFV = 1400.99 Sell to Close SPX at 1400.66 Spread = 3 04/26/2012 13:27:50 OFV = 1403.68 Buy to Open at 1400.16 Spread = 3 04/26/2012 13:33:50 OFV = 1400.65 Sell to Close SPX at 1400.49 Spread = 3
04/27/2012 08:55:48 OFV = 1397.14 Sell to Open at 1400.22 Spread = 3 04/27/2012 09:02:58 OFV = 1398.37 Buy to Close SPX at 1398.31 Spread = 3 04/27/2012 09:23:20 OFV = 1395.42 Sell to Open at 1399.09 Spread = 3 04/27/2012 10:31:25 OFV = -1044.87736573427 Buy to Close SPX at 1401.39 04/27/2012 11:21:30 OFV = 1399.77 Sell to Open at 1402.81 Spread = 3 04/27/2012 12:16:42 OFV = 1403.24 Buy to Close SPX at 1403.3 Spread = 3 04/27/2012 14:24:15 OFV = 1401.40 Sell to Open at 1404.68 Spread = 3 04/27/2012 15:01:14 OFV = 1398.85 Buy to Close SPX at 1403.46
04/30/2012 09:05:21 OFV = 1394.30 Sell to Open at 1397.36 Spread = 3 04/30/2012 09:54:42 OFV = 1395.23 Buy to Close SPX at 1395.4 Spread = 3 04/30/2012 10:07:21 OFV = 1393.72 Sell to Open at 1396.77 Spread = 3 04/30/2012 10:31:34 OFV = -1032.08 Buy to Close SPX at 1397.24 04/30/2012 12:36:30 OFV = 1399.29 Buy to Open at 1395.8 Spread = 3. 04/30/2012 13:00:26 OFV = -1033.53 Sell to Close SPX at 1396.54
05/01/2012 08:56:55 OFV = 1400.29 Buy to Open at 1397.09 Spread = 3 05/01/2012 09:01:04 OFV = 1401.28 Sell to Close SPX at 1401.43 Spread = 3 05/01/2012 09:03:27 OFV = 1398.57 Sell to Open at 1403.6 Spread = 3 05/01/2012 10:31:33 OFV = -1036.14 Buy to Close SPX at 1412.11 05/01/2012 12:17:41 OFV = 1416.38 Buy to Open at 1413.33 Spread = 3 05/01/2012 13:00:00 OFV = -1036.82 Sell to Close SPX at 1412.44 05/01/2012 14:05:37 OFV = 1414.42 Buy to Open at 1411.4 Spread = 3 05/01/2012 15:00:28 OFV = 1411.59 Sell to Close SPX at 1406.01 Big trends. Aweful day.
05/02/2012 09:15:28 OFV = 1398.93 Buy to Open at 1395.9 Spread = 3 05/02/2012 09:45:55 OFV = 1397.26 Sell to Close SPX at 1398.41 Spread = 3 05/02/2012 11:41:39 OFV = 1404.45 Buy to Open at 1401.32 Spread = 3 05/02/2012 13:00:33 OFV = -1027.81 Sell to Close SPX at 1401.55
05/04/2012 09:18:55 OFV = 1373.82 Sell to Open at 1377.5 Spread = 3 05/04/2012 10:31:06 OFV = -1017.16 Buy to Close SPX at 1373.84 05/04/2012 11:12:17 OFV = 1368.98 Sell to Open at 1372.03 Spread = 3 05/04/2012 11:28:56 OFV = 1370.23 Buy to Close SPX at 1370.46 Spread = 3 05/04/2012 12:11:46 OFV = 1368.07 Sell to Open at 1371.12 Spread = 3 05/04/2012 13:00:24 OFV = -1014.45 Buy to Close SPX at 1372.19 05/04/2012 13:36:35 OFV = 1373.44 Buy to Open at 1369.75 Spread = 3 05/04/2012 13:59:07 OFV = 1370.67 Sell to Close SPX at 1370.6 Spread = 3 05/04/2012 14:29:32 OFV = 1372.89 Buy to Open at 1369.78 Spread = 3 05/04/2012 14:44:58 OFV = 1371.89 Sell to Close SPX at 1371.81 Spread = 3 Trend day, but in only one direction. Not bad.