Archive for March 19th, 2008
SPY gaps
Date Opening Gap (%) Open to Close (%) Date Opening Gap (%) Open to Close (%)
4/4/94 -2.80 1.30 5/14/99 -2.03 -0.58
5/6/94 -2.70 1.78 3/13/00 -2.45 1.39
3/8/96 -2.19 -1.07 4/27/00 -2.3 2.10
4/8/96 -2.50 0.81 3/14/01 -2.47 0.51
6/7/96 -2.13 2.17 9/17/01 -8.22 3.27
12/6/96 -2.01 1.45 9/21/01 -4.72 3.43
10/28/97 -3.23 9.30 6/26/02 -2.42 2.65
9/10/98 -2.05 0.06 7/24/02 -2.27 8.42
9/17/98 -2.62 -0.24 1/22/08 -3.67 2.76
9/21/98 -2.42 2.42 1/23/08 -2.78 5.33
10/8/98 -2.64 2.15 3/17/08 -2.66 -
1/13/99 -3.09 2.47 Average 2.36
taken from Bespoke Investment Group