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stretch calculation during rollover

hunter, grendfer, silverharp et al

how do you adjust the calculations to arrive at the stretch number when contracts roll ? do you use 10 days of history for the new contract from the get go or use data for the old contract which will be progressively replaced as days go by ?

mypivots calculates the stretch for each individual expiration of each contract so i assume they are going with the first option, but just wanted to double check what the rest did

Given that the stretch does move around I have wondered would an average figure do. if 4 was mentioned for SPX, 35 would be the YM number? The other issue worth considering is using the fib multiples versus just having say X2 X3. Personally I think the breakout of the stretch range is the key thing to look for, the rest are just targets to focus the eye. For instance gold today went to Stretch 100% then -200% and then back up to settlement, so selling the resistance of the stretch was the key trade, how good the trade will be is up in the air, target 1 would be settlement the next target would be -100 then ideally it breaks out to give the main trend for the day.