Survey of Brackets for last 250 days for 5,10,15,20 day Overlays
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9-SEP-2010
B/T is the fraction of days that are bracketing in 250 days
Bracket Ranges: $ bracket ranges (Min Avg Max Dev) for bracketing days
Brackets: un-interrupted groups of bracketing days
No=number of groups in 250 days
Number of days in group: Mi,Av,Mx,Dv
Non-Brackets: un-interrupted groups of non-bracketing days
Number of days in group: Mi,Av,Mx,Dv
Average number of days between new bracket days =
Average number of days in Bracket groups (Av) +
Average number of days in Non-Bracket groups (Av)
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B/T Bracket Ranges * Brackets * Non-Brackets
Min Avg Max Dev * No Mi Av Mx Dv * Mi Av Mx Dv
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Date of creation: 9-SEP-2010 11:01:14.03