日期:2014/02/17
I looked at all combos of today's highs versus yesterday's highs, and today's lows versus yesterday's lows, for daily S&P from 2009 to present I find 96 inside days going up an average of 2.8 points with a sd of 15 the next day for a t of 1.7
today high > than yest high, today's low great than yest 516 ob u =0.3
today high > yest high & today low < then yest lo 121 ob u = 0.2
an outside da today high < yest hihg & today low > yest low 96 ob u =2.8 t=1.3
inside da today high < yest high & today lo < yest low 380 ob u = 1.0 t= 0.3
futures prices.
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