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Below are the correlation dates for the OEX as of today with a lookback
of 3, 5, 8, 13 and 21 days. The data range goes back to 12/6/96. This
study presents periods of different lengths that are displaying similar
patterns to the current mkt. with the idea that you may be able to
surmise upcoming mkt action based on similar past occurrences. "The past
is prologue to the future"
Good Luck
Ron McEwan
date: 3 5 8 13 21
3/12/97 55.18% 73.07% 64.23% 74.55% 57.35%
4/9/97 68.87% 93.30% 72.25% 64.00% 76.25%
4/21/97 51.55% 86.34% 83.11% 58.03% 81.48%
4/22/97 66.16% 68.40% 53.15% 51.28% 69.87%
8/21/97 72.05% 79.58% 60.34% 71.57% 64.59%
9/4/97 94.57% 79.51% 71.58% 65.81% 74.40%
9/5/97 59.36% 92.53% 90.26% 87.32% 74.18%
9/8/97 70.77% 70.49% 76.30% 73.23% 56.39%
11/5/97 94.93% 90.03% 52.56% 65.30% 79.65%
12/31/97 77.17% 86.11% 72.00% 72.50% 85.93%
1/2/98 100.00% 100.00% 100.00% 100.00% 100.00%
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