RangeTrader for 4-11-00

The visual recap is found on the public viewing site.
Key issues:
Forecast was for a 100% chance of an up close if the Futures  gapped up at the open.
The futures tagged the forecast high and a .618 Fibonacci retracement in the morning.
The low of the day was the Down Close forecasted low of 1518.39; the actual low was
1517.50 on the big contract and 1518.00 on the June Emini.

Tomorrow:
There is a 15% chance of a gap up open, with a 50% chance that this will result in a positive close.
This leaves a high probablity event of a gap down open in the morning, this set has a 55% chance of closing
higher on the day.  Below are the profiles for the various sets.

11-Apr-00

Up Open Profile                                                 Down Open Profile
Open 1524.39     Max Hi 1537.81                     Open 1519.19     Max Hi 1544.30
High 1534.00     Max Lo 1508.06                      High 1530.61     Max Lo 1503.64
Low  1516.62     Spread 17.38                          Low  1513.74     Spread 16.88
Close 1522.35     StdDev 6.72                          Close 1526.12     StdDev 6.18
 
Up Close Profile                                                    Down Close Profile
Open 1520.28     Max Hi 1544.30                         Open 1519.65   Max Hi 1540.23
High 1536.94     Max Lo 1511.73                         High 1524.36    Max Lo 1503.64
Low 1517.35     Spread 19.59                             Low  1510.48     Spread 13.89
Close 1532.33    StdDev 4.77                               Close 1517.63     StdDev 5.80
 
All Average Profile
Open 1519.99     Max Hi 1544.30
High 1531.14     Max Lo 1503.64
Low  1514.18     Spread 16.96
Close 1525.54     StdDev 6.01