The Last 5 Days in S&P 500, from Steve Ellison

2014-07-28 · Steve Ellison
Original source

emini contract net changes

Day  Close to open   Open to close
Mon        -5.50               0.25
Tue          8.75               0.00
Wed         5.00               0.75
Thu          2.50              -2.50
Fri           -5.00             -4.25

Sum of the absolute value changes from close to open: 26.75
Sum of the absolute value changes from open to close: 7.75