Yeah, I try and go out flat, but had a few I was playing the bounce on and thought I might get a little better price after the 4:00 close. No such luck. They sold us off hard for the third day in a row as soon as the stocks stopped trading. I was thinking we rolled over on Friday. I see Camp has us tomorrow and the ES is going to be -1.22 to the cash. So unless they jam them hard, ES won't be getting over the cash price. And then the computer buying level is $2.00 over fair value, and selling is only $1.81 below. The range widened a good bit over what it had been and we're leaning a little to the downside, but not enough to notice. Maybe he's looking for a more quiet day tomorrow. I really need to do one of his seminars. And he gave out the stocks again. Sure getting to be a lot of stocks on the sell list. Whoa, 67 out of 100 were getting dumped.
For Thursday March 11, 2004
Today is rollover. The prices below are for the June contract.
Premium Execution Levels for Program Buying and Program Selling
Our FairValue for the SP 500 today is $--1.22. That price will not change during the day. Our computers are set for program buying at $.78 and set for program selling at $--3.03. If you would like to watch these execution levels the symbol is PREM (sp-prem and prem A0(zero) on good data feeds; $prem, prem.x, sps, spinx, and any other weird ticker symbol on horrible data feeds).
Yesterday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
HNZ, PG, AVP.
OEX stocks that were sold the most during sell programs executed by program trading firms:
RSH, BDK, CI, MCD, MAY, WY, C, AXP, IP, JNJ, MSFT, HIG, DIS, UTX, WMT, GM, LEH, BMY, T, NXTL, GS, HCA, HET, MRK, MER, FDX, BAX, BAC, USB, MWD, CSC, AA, VIA, MMM, PFE, GD, BCC, SLB, INTC, HD, EK, TWX, F, CCU, DD, IBM, S, HAL, NSM, DOW, XOM, TYC, AMGN, HON, AIG, TOY, GE, JPM, BHI, BNI, ONE, LTD, NSC, TXN, VZ, BA, SBC.
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