I know this sounds very amateurish, but I am writing something and I am wondering if it holds up on other markets......

Would anyone care to reply with the following information........

Does anyone know or think they know the average number of ticks in any market that usually occur before a correction? I am not looking for definites, just averages, of course some of these numbers may vary based on volitility........

I am interested in the average movement away from the opening range before a correction, the average number of ticks a market travels from a new high or low before correcting........

If this information is out there it will save me a lot of work.........I am especially interested in some of the physicals like gold, oil, beans, etc

Again, I am not looking for perfection, just something for a model I am working on. I do not expect this to become a trading system of any kind, more just an experiment.

Again, I admit this is a slightly dopey question, so if you feel the need to point this out, you don't have to do it, I acknowledge this already.

Thanks.

Calculating the averages wouldn't be a problem but what you need is a definition for a correction. For example, "a correction is when the market trades back through the open after having moved at least 8 ticks away from it."

It's not a dopey question, but one you can answer yourself by reviewing the charts of the markets you are interested in. I follow the S&P and have found that it has specific areas in which a correction or bounce are likely.