|
Date of Signal |
Date of Sale
or purchase |
Contract
Nov ‘00 |
OPEN |
HIGH |
LOW |
CLOSE |
Transaction |
Signal Notification |
|
4-27-00 |
4-28-00 BUY
market on close |
S 2000X 000428
outside cycle |
558.25 |
558.75 |
546.50 |
551.50 |
Feed purchase
point
or option strategy |
Speculators |
|
5-1-00 |
5-2-00 SELL
market on open |
S 2000X 000502
outside cycle |
579.50 |
585.50 |
575.50 |
576.75 |
% SALE
or option strategy |
Speculators |
5-4-00 |
5-5-00 SELL
market on open |
S 2000X 000505
outside cycle |
580.00 |
580.50 |
574.25 |
577.50 |
% SALE
or option strategy |
Speculators |
5-5-00 |
5-8-00 SELL
market on open |
S 2000X 000508
outside cycle |
566.00 |
574.50 |
565.50 |
569.75 |
% SALE
or option strategy |
Speculators |
5-8-00 |
5-9-00 SELL
market on open |
S 2000X 000509
outside cycle |
567.00 |
570.00 |
565.25 |
567.00 |
% SALE
or option strategy |
Speculators |
5-12-00 |
5-15-00 SELL
market on open |
S 2000X 000515
high cycle |
569.00 |
569.00 |
550.50 |
563.50 |
% SALE
or option strategy |
Farmers Speculators |
|
5-15-00
|
5-16-00 SELL
market on open |
S 2000X 000516
high cycle
|
562.50 |
565.50 |
555.00 |
557.00 |
% SALE
or option strategy |
Farmers Speculators |
|
8-7-00 |
8-7-00 BUY PjtA or
8-8-00 BUY market on open
|
S 2000X 000808
low cycle
|
452.75 |
454.75 |
451.50 |
453.50 |
Feed purchase
point
or option strategy |
Farmers Speculators |
|
8-16-00 |
8-17-00 SELL
market on open |
S2000X 000817
outside of cycle |
473.00 |
476.50 |
467.50 |
469.00 |
% SALE
or option strategy |
Speculators |
|
8-23-00 |
8-24-00 SELL
during trading session |
S2000X 000824
outside of cycle |
470.00 |
472.50 |
466.50 |
471.00 |
% SALE
or option strategy |
Speculators |
|
8-31-00 |
9-01-00 SELL
during trading session |
S2000X 000901
outside of cycle |
502.00 |
508.00 |
500.50 |
503.50 |
% SALE
or option strategy |
Speculators |
|
9-18-00 |
9-19-00 SELL
market on open |
S2000X 000919
outside of cycle |
486.50 |
488.00 |
483.00 |
483.75 |
% SALE
or option strategy |
Speculators |
|
10-19-00 |
10-20-00 BUY
market on close |
S2000X 001020
inside of cycle |
473.00 |
475.50 |
468.00 |
468.75 |
Feed purchase
point
or option strategy |
Farmers Speculators |