Index Ranges

DEFINING THE COLUMNS FOR INDEX RANGE SCREEN
Column  1 Stock 52 Week High: highest high price in last 260 days
Column  2 Stock 52 Week Low: lowest low price in last 260 days
Column  3 Exchange Code: options exchange 
Column  4 Index Name
Column  5 Option Style: A = American;  E = European
          American style options may be exercised any time prior to expiration
          European style options may be exercised ONLY on their expiration day
Column  7 Index Ticker Symbol
Column  8 Index High Price
Column  9 Index Low Price 
Column 10 Index Closing Price
Column 11 Net Change: (current closing price) - (yesterday's closing price)
Column 12 Range Variability: RV = (52 Week Range) / (52 Week Mean)
          where 52 Week Range = (52w High - 52w Low)
                52 Week Mean  = (52w High + 52w Low) / 2
Column 13 Current Price Factor:
          CPF = 2 * ((stock closing price) - (52 Week Mean)) / (52 Week Mean)
Column 14 Risk: RV + CPF
Column 15 Percent Buying Today: overbought/oversold indicator
          PBT = (buying pressure) / (buying pressure + selling pressure)
          where  buying pressure = (today's high - yesterday's close) +
                                   (today's close - today's low)
                selling pressure = (yesterday's close - today's low) +
                                   (today's high - today's close)
          Overbought/oversold areas defined as a moving average of %b
          like 5, 10 or 20 days of over 2+ (70%BP/[100-BP]SP= 2.33 or 75/25=3)
          Oversold areas of less then .4 (30%BP/[100-BP]SP= .42 or 25/75=.33)  

This screen lists the daily trading ranges of all the optionable indices,
exchange composite indices, and popular Dow Jones averages for quick
comparisons.