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[RT] SP gap behaviour / apparent structural change



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Just looking at SP (RTH only) charts for the last two years.  The future's 
behaviour on gap opens seems unpredictable for H,M,U '99, then becomes 
predictable and exploitable in Z99 all the way to H01.  What happened in 
the last quarter of '99 that may have caused this change ?

Regards,

Stefan Schulz
Suaviter Limited
prog1@xxxxxxxxxxxxxx


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