Generated on: 01/04/2010 16:04:01 Buy Signals Sell Signals When to SELL CALL option on Straddle, Stock Symbol: XLF Option Symbol: XJZDI Straddle discovered on: 04/01/2009 11:12 Purchase Price (Call): 0.66 # Contracts: 1,250* Total Straddle Cost: 1.31* Minimum Return on Investment: 20.0% NOTE: An asterisk in the Price column indicates the Price is higher than the Total Straddle Cost (profit) NOTE: An asterisk in the Volume column indicates the Volume is greater than or equal to the # Contracts purchased in the Straddle TYPE SYM OPT SYM BUY DATE TIME AMT #SELL SIG SELL DATE TIME PRICE PROFIT$ PROFIT% VOLUME CALL XLF XJZDI 04/01/2009 11:12 0.66 1 04/02/2009 09:30 0.98 0.32 48.5% 763 CALL XLF XJZDI 04/01/2009 11:12 0.66 2 04/02/2009 09:31 0.99 0.33 50.0% 111 CALL XLF XJZDI 04/01/2009 11:12 0.66 3 04/02/2009 09:32 0.96 0.30 45.5% 133 CALL XLF XJZDI 04/01/2009 11:12 0.66 4 04/02/2009 09:33 0.97 0.31 47.0% 335 CALL XLF XJZDI 04/01/2009 11:12 0.66 5 04/02/2009 09:34 0.94 0.28 42.4% 234 CALL XLF XJZDI 04/01/2009 11:12 0.66 6 04/02/2009 09:35 0.93 0.27 40.9% 177 CALL XLF XJZDI 04/01/2009 11:12 0.66 7 04/02/2009 09:36 0.92 0.26 39.4% 1,057 CALL XLF XJZDI 04/01/2009 11:12 0.66 8 04/02/2009 09:37 0.96 0.30 45.5% 136 CALL XLF XJZDI 04/01/2009 11:12 0.66 9 04/02/2009 09:38 0.93 0.27 40.9% 145 CALL XLF XJZDI 04/01/2009 11:12 0.66 10 04/02/2009 09:39 0.91 0.25 37.9% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 11 04/02/2009 09:40 0.91 0.25 37.9% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 12 04/02/2009 09:41 0.90 0.24 36.4% 22 CALL XLF XJZDI 04/01/2009 11:12 0.66 13 04/02/2009 09:42 0.91 0.25 37.9% 86 CALL XLF XJZDI 04/01/2009 11:12 0.66 14 04/02/2009 09:43 0.93 0.27 40.9% 260 CALL XLF XJZDI 04/01/2009 11:12 0.66 15 04/02/2009 09:44 0.92 0.26 39.4% 12 CALL XLF XJZDI 04/01/2009 11:12 0.66 16 04/02/2009 09:45 0.94 0.28 42.4% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 17 04/02/2009 09:46 0.95 0.29 43.9% 311 CALL XLF XJZDI 04/01/2009 11:12 0.66 18 04/02/2009 09:47 0.96 0.30 45.5% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 19 04/02/2009 09:48 0.94 0.28 42.4% 325 CALL XLF XJZDI 04/01/2009 11:12 0.66 20 04/02/2009 09:49 0.93 0.27 40.9% 101 CALL XLF XJZDI 04/01/2009 11:12 0.66 21 04/02/2009 09:50 0.92 0.26 39.4% 201 CALL XLF XJZDI 04/01/2009 11:12 0.66 22 04/02/2009 09:52 0.92 0.26 39.4% 124 CALL XLF XJZDI 04/01/2009 11:12 0.66 23 04/02/2009 09:53 0.93 0.27 40.9% 76 CALL XLF XJZDI 04/01/2009 11:12 0.66 24 04/02/2009 09:54 0.94 0.28 42.4% 60 CALL XLF XJZDI 04/01/2009 11:12 0.66 25 04/02/2009 09:55 0.93 0.27 40.9% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 26 04/02/2009 09:56 0.93 0.27 40.9% 408 CALL XLF XJZDI 04/01/2009 11:12 0.66 27 04/02/2009 09:58 0.94 0.28 42.4% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 28 04/02/2009 09:59 0.94 0.28 42.4% 29 CALL XLF XJZDI 04/01/2009 11:12 0.66 29 04/02/2009 10:00 0.98 0.32 48.5% 245 CALL XLF XJZDI 04/01/2009 11:12 0.66 30 04/02/2009 10:03 0.93 0.27 40.9% 9 CALL XLF XJZDI 04/01/2009 11:12 0.66 31 04/02/2009 10:05 0.91 0.25 37.9% 135 CALL XLF XJZDI 04/01/2009 11:12 0.66 32 04/02/2009 10:06 0.93 0.27 40.9% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 33 04/02/2009 10:08 0.90 0.24 36.4% 30 CALL XLF XJZDI 04/01/2009 11:12 0.66 34 04/02/2009 10:09 0.91 0.25 37.9% 120 CALL XLF XJZDI 04/01/2009 11:12 0.66 35 04/02/2009 10:10 0.89 0.23 34.8% 558 CALL XLF XJZDI 04/01/2009 11:12 0.66 36 04/02/2009 10:11 0.88 0.22 33.3% 22 CALL XLF XJZDI 04/01/2009 11:12 0.66 37 04/02/2009 10:12 0.89 0.23 34.8% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 38 04/02/2009 10:13 0.89 0.23 34.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 39 04/02/2009 10:14 0.90 0.24 36.4% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 40 04/02/2009 10:16 0.92 0.26 39.4% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 41 04/02/2009 10:17 0.92 0.26 39.4% 48 CALL XLF XJZDI 04/01/2009 11:12 0.66 42 04/02/2009 10:18 0.91 0.25 37.9% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 43 04/02/2009 10:19 0.91 0.25 37.9% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 44 04/02/2009 10:20 0.90 0.24 36.4% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 45 04/02/2009 10:21 0.89 0.23 34.8% 329 CALL XLF XJZDI 04/01/2009 11:12 0.66 46 04/02/2009 10:22 0.87 0.21 31.8% 763 CALL XLF XJZDI 04/01/2009 11:12 0.66 47 04/02/2009 10:23 0.89 0.23 34.8% 67 CALL XLF XJZDI 04/01/2009 11:12 0.66 48 04/02/2009 10:24 0.88 0.22 33.3% 41 CALL XLF XJZDI 04/01/2009 11:12 0.66 49 04/02/2009 10:25 0.88 0.22 33.3% 387 CALL XLF XJZDI 04/01/2009 11:12 0.66 50 04/02/2009 10:26 0.87 0.21 31.8% 19 CALL XLF XJZDI 04/01/2009 11:12 0.66 51 04/02/2009 10:27 0.85 0.19 28.8% 500 CALL XLF XJZDI 04/01/2009 11:12 0.66 52 04/02/2009 10:28 0.83 0.17 25.8% 610 CALL XLF XJZDI 04/01/2009 11:12 0.66 53 04/02/2009 10:29 0.82 0.16 24.2% 92 CALL XLF XJZDI 04/01/2009 11:12 0.66 54 04/02/2009 10:30 0.85 0.19 28.8% 6,274 * CALL XLF XJZDI 04/01/2009 11:12 0.66 55 04/02/2009 10:31 0.84 0.18 27.3% 1,229 CALL XLF XJZDI 04/01/2009 11:12 0.66 56 04/02/2009 10:32 0.86 0.20 30.3% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 57 04/02/2009 10:33 0.84 0.18 27.3% 176 CALL XLF XJZDI 04/01/2009 11:12 0.66 58 04/02/2009 10:34 0.85 0.19 28.8% 221 CALL XLF XJZDI 04/01/2009 11:12 0.66 59 04/02/2009 10:40 0.88 0.22 33.3% 42 CALL XLF XJZDI 04/01/2009 11:12 0.66 60 04/02/2009 10:41 0.87 0.21 31.8% 2,504 * CALL XLF XJZDI 04/01/2009 11:12 0.66 61 04/02/2009 10:42 0.88 0.22 33.3% 9 CALL XLF XJZDI 04/01/2009 11:12 0.66 62 04/02/2009 10:43 0.90 0.24 36.4% 257 CALL XLF XJZDI 04/01/2009 11:12 0.66 63 04/02/2009 10:44 0.90 0.24 36.4% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 64 04/02/2009 10:45 0.91 0.25 37.9% 250 CALL XLF XJZDI 04/01/2009 11:12 0.66 65 04/02/2009 10:46 0.93 0.27 40.9% 44 CALL XLF XJZDI 04/01/2009 11:12 0.66 66 04/02/2009 10:48 0.92 0.26 39.4% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 67 04/02/2009 10:49 0.92 0.26 39.4% 14 CALL XLF XJZDI 04/01/2009 11:12 0.66 68 04/02/2009 10:56 0.88 0.22 33.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 69 04/02/2009 10:57 0.90 0.24 36.4% 47 CALL XLF XJZDI 04/01/2009 11:12 0.66 70 04/02/2009 10:58 0.90 0.24 36.4% 253 CALL XLF XJZDI 04/01/2009 11:12 0.66 71 04/02/2009 11:00 0.89 0.23 34.8% 1,000 CALL XLF XJZDI 04/01/2009 11:12 0.66 72 04/02/2009 11:01 0.89 0.23 34.8% 500 CALL XLF XJZDI 04/01/2009 11:12 0.66 73 04/02/2009 11:02 0.90 0.24 36.4% 550 CALL XLF XJZDI 04/01/2009 11:12 0.66 74 04/02/2009 11:04 0.89 0.23 34.8% 105 CALL XLF XJZDI 04/01/2009 11:12 0.66 75 04/02/2009 11:06 0.86 0.20 30.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 76 04/02/2009 11:07 0.85 0.19 28.8% 150 CALL XLF XJZDI 04/01/2009 11:12 0.66 77 04/02/2009 11:08 0.87 0.21 31.8% 101 CALL XLF XJZDI 04/01/2009 11:12 0.66 78 04/02/2009 11:09 0.87 0.21 31.8% 57 CALL XLF XJZDI 04/01/2009 11:12 0.66 79 04/02/2009 11:10 0.86 0.20 30.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 80 04/02/2009 11:12 0.91 0.25 37.9% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 81 04/02/2009 11:14 0.90 0.24 36.4% 36 CALL XLF XJZDI 04/01/2009 11:12 0.66 82 04/02/2009 11:15 0.89 0.23 34.8% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 83 04/02/2009 11:18 0.90 0.24 36.4% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 84 04/02/2009 11:19 0.91 0.25 37.9% 25 CALL XLF XJZDI 04/01/2009 11:12 0.66 85 04/02/2009 11:20 0.92 0.26 39.4% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 86 04/02/2009 11:21 0.90 0.24 36.4% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 87 04/02/2009 11:25 0.90 0.24 36.4% 130 CALL XLF XJZDI 04/01/2009 11:12 0.66 88 04/02/2009 11:26 0.90 0.24 36.4% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 89 04/02/2009 11:29 0.89 0.23 34.8% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 90 04/02/2009 11:30 0.88 0.22 33.3% 25 CALL XLF XJZDI 04/01/2009 11:12 0.66 91 04/02/2009 11:32 0.86 0.20 30.3% 350 CALL XLF XJZDI 04/01/2009 11:12 0.66 92 04/02/2009 11:34 0.87 0.21 31.8% 14 CALL XLF XJZDI 04/01/2009 11:12 0.66 93 04/02/2009 11:37 0.86 0.20 30.3% 21 CALL XLF XJZDI 04/01/2009 11:12 0.66 94 04/02/2009 11:40 0.86 0.20 30.3% 26 CALL XLF XJZDI 04/01/2009 11:12 0.66 95 04/02/2009 11:43 0.84 0.18 27.3% 27 CALL XLF XJZDI 04/01/2009 11:12 0.66 96 04/02/2009 11:49 0.82 0.16 24.2% 16 CALL XLF XJZDI 04/01/2009 11:12 0.66 97 04/02/2009 11:50 0.81 0.15 22.7% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 98 04/02/2009 11:51 0.80 0.14 21.2% 67 CALL XLF XJZDI 04/01/2009 11:12 0.66 99 04/02/2009 11:53 0.80 0.14 21.2% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 100 04/02/2009 11:55 0.81 0.15 22.7% 225 CALL XLF XJZDI 04/01/2009 11:12 0.66 101 04/02/2009 11:58 0.82 0.16 24.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 102 04/02/2009 11:59 0.82 0.16 24.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 103 04/02/2009 12:00 0.84 0.18 27.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 104 04/02/2009 12:01 0.84 0.18 27.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 105 04/02/2009 12:02 0.84 0.18 27.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 106 04/02/2009 12:08 0.82 0.16 24.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 107 04/02/2009 12:13 0.86 0.20 30.3% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 108 04/02/2009 12:14 0.87 0.21 31.8% 11 CALL XLF XJZDI 04/01/2009 11:12 0.66 109 04/02/2009 12:15 0.86 0.20 30.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 110 04/02/2009 12:17 0.87 0.21 31.8% 26 CALL XLF XJZDI 04/01/2009 11:12 0.66 111 04/02/2009 12:21 0.87 0.21 31.8% 1,112 CALL XLF XJZDI 04/01/2009 11:12 0.66 112 04/02/2009 12:22 0.88 0.22 33.3% 2,500 * CALL XLF XJZDI 04/01/2009 11:12 0.66 113 04/02/2009 12:27 0.87 0.21 31.8% 2,500 * CALL XLF XJZDI 04/01/2009 11:12 0.66 114 04/02/2009 12:28 0.87 0.21 31.8% 32 CALL XLF XJZDI 04/01/2009 11:12 0.66 115 04/02/2009 12:31 0.85 0.19 28.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 116 04/02/2009 12:32 0.85 0.19 28.8% 150 CALL XLF XJZDI 04/01/2009 11:12 0.66 117 04/02/2009 12:36 0.86 0.20 30.3% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 118 04/02/2009 12:44 0.85 0.19 28.8% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 119 04/02/2009 12:47 0.85 0.19 28.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 120 04/02/2009 12:51 0.84 0.18 27.3% 13 CALL XLF XJZDI 04/01/2009 11:12 0.66 121 04/02/2009 13:02 0.83 0.17 25.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 122 04/02/2009 13:03 0.82 0.16 24.2% 21 CALL XLF XJZDI 04/01/2009 11:12 0.66 123 04/02/2009 13:04 0.82 0.16 24.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 124 04/02/2009 13:06 0.80 0.14 21.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 125 04/02/2009 13:08 0.80 0.14 21.2% 55 CALL XLF XJZDI 04/01/2009 11:12 0.66 126 04/02/2009 13:09 0.80 0.14 21.2% 8 CALL XLF XJZDI 04/01/2009 11:12 0.66 127 04/02/2009 13:12 0.80 0.14 21.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 128 04/02/2009 13:14 0.80 0.14 21.2% 105 CALL XLF XJZDI 04/01/2009 11:12 0.66 129 04/02/2009 13:16 0.81 0.15 22.7% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 130 04/02/2009 13:17 0.81 0.15 22.7% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 131 04/02/2009 13:20 0.80 0.14 21.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 132 04/02/2009 13:47 0.81 0.15 22.7% 54 CALL XLF XJZDI 04/01/2009 11:12 0.66 133 04/02/2009 14:10 0.80 0.14 21.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 134 04/02/2009 14:20 0.80 0.14 21.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 135 04/02/2009 14:26 0.81 0.15 22.7% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 136 04/02/2009 14:27 0.82 0.16 24.2% 670 CALL XLF XJZDI 04/01/2009 11:12 0.66 137 04/02/2009 14:29 0.82 0.16 24.2% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 138 04/02/2009 14:30 0.84 0.18 27.3% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 139 04/02/2009 14:33 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 140 04/02/2009 14:34 0.85 0.19 28.8% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 141 04/02/2009 14:37 0.87 0.21 31.8% 3,100 * CALL XLF XJZDI 04/01/2009 11:12 0.66 142 04/02/2009 14:39 0.86 0.20 30.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 143 04/02/2009 14:41 0.88 0.22 33.3% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 144 04/02/2009 14:42 0.88 0.22 33.3% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 145 04/02/2009 14:43 0.89 0.23 34.8% 90 CALL XLF XJZDI 04/01/2009 11:12 0.66 146 04/02/2009 14:44 0.89 0.23 34.8% 2,271 * CALL XLF XJZDI 04/01/2009 11:12 0.66 147 04/02/2009 14:45 0.89 0.23 34.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 148 04/02/2009 14:46 0.90 0.24 36.4% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 149 04/02/2009 14:49 0.89 0.23 34.8% 658 CALL XLF XJZDI 04/01/2009 11:12 0.66 150 04/02/2009 14:51 0.87 0.21 31.8% 40 CALL XLF XJZDI 04/01/2009 11:12 0.66 151 04/02/2009 14:52 0.86 0.20 30.3% 8 CALL XLF XJZDI 04/01/2009 11:12 0.66 152 04/02/2009 14:53 0.85 0.19 28.8% 1,002 CALL XLF XJZDI 04/01/2009 11:12 0.66 153 04/02/2009 14:54 0.85 0.19 28.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 154 04/02/2009 14:55 0.84 0.18 27.3% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 155 04/02/2009 14:56 0.84 0.18 27.3% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 156 04/02/2009 14:57 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 157 04/02/2009 15:06 0.85 0.19 28.8% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 158 04/02/2009 15:07 0.83 0.17 25.8% 9 CALL XLF XJZDI 04/01/2009 11:12 0.66 159 04/02/2009 15:09 0.82 0.16 24.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 160 04/02/2009 15:10 0.83 0.17 25.8% 878 CALL XLF XJZDI 04/01/2009 11:12 0.66 161 04/02/2009 15:11 0.83 0.17 25.8% 1,626 * CALL XLF XJZDI 04/01/2009 11:12 0.66 162 04/02/2009 15:12 0.82 0.16 24.2% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 163 04/02/2009 15:16 0.85 0.19 28.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 164 04/02/2009 15:18 0.85 0.19 28.8% 14 CALL XLF XJZDI 04/01/2009 11:12 0.66 165 04/02/2009 15:20 0.83 0.17 25.8% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 166 04/02/2009 15:21 0.83 0.17 25.8% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 167 04/02/2009 15:22 0.83 0.17 25.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 168 04/02/2009 15:28 0.87 0.21 31.8% 13 CALL XLF XJZDI 04/01/2009 11:12 0.66 169 04/02/2009 15:33 0.86 0.20 30.3% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 170 04/02/2009 15:38 0.84 0.18 27.3% 110 CALL XLF XJZDI 04/01/2009 11:12 0.66 171 04/02/2009 15:39 0.85 0.19 28.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 172 04/02/2009 15:41 0.85 0.19 28.8% 28 CALL XLF XJZDI 04/01/2009 11:12 0.66 173 04/02/2009 15:46 0.81 0.15 22.7% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 174 04/02/2009 15:47 0.82 0.16 24.2% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 175 04/02/2009 15:50 0.81 0.15 22.7% 14 CALL XLF XJZDI 04/01/2009 11:12 0.66 176 04/02/2009 15:51 0.80 0.14 21.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 177 04/02/2009 15:52 0.80 0.14 21.2% 23 CALL XLF XJZDI 04/01/2009 11:12 0.66 178 04/02/2009 15:53 0.81 0.15 22.7% 55 CALL XLF XJZDI 04/01/2009 11:12 0.66 179 04/03/2009 13:53 0.80 0.14 21.2% 12 CALL XLF XJZDI 04/01/2009 11:12 0.66 180 04/03/2009 13:54 0.83 0.17 25.8% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 181 04/03/2009 13:55 0.84 0.18 27.3% 12,050 * CALL XLF XJZDI 04/01/2009 11:12 0.66 182 04/03/2009 13:56 0.84 0.18 27.3% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 183 04/03/2009 13:58 0.83 0.17 25.8% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 184 04/03/2009 14:00 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 185 04/03/2009 14:03 0.86 0.20 30.3% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 186 04/03/2009 14:11 0.83 0.17 25.8% 200 CALL XLF XJZDI 04/01/2009 11:12 0.66 187 04/03/2009 14:13 0.85 0.19 28.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 188 04/03/2009 14:14 0.84 0.18 27.3% 813 CALL XLF XJZDI 04/01/2009 11:12 0.66 189 04/03/2009 14:16 0.86 0.20 30.3% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 190 04/03/2009 14:20 0.86 0.20 30.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 191 04/03/2009 14:23 0.85 0.19 28.8% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 192 04/03/2009 14:28 0.88 0.22 33.3% 69 CALL XLF XJZDI 04/01/2009 11:12 0.66 193 04/03/2009 14:30 0.90 0.24 36.4% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 194 04/03/2009 14:32 0.89 0.23 34.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 195 04/03/2009 14:35 0.90 0.24 36.4% 250 CALL XLF XJZDI 04/01/2009 11:12 0.66 196 04/03/2009 14:38 0.89 0.23 34.8% 102 CALL XLF XJZDI 04/01/2009 11:12 0.66 197 04/03/2009 14:40 0.89 0.23 34.8% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 198 04/03/2009 14:41 0.89 0.23 34.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 199 04/03/2009 14:46 0.86 0.20 30.3% 1,000 CALL XLF XJZDI 04/01/2009 11:12 0.66 200 04/03/2009 14:50 0.84 0.18 27.3% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 201 04/03/2009 14:51 0.84 0.18 27.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 202 04/03/2009 14:56 0.87 0.21 31.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 203 04/03/2009 15:04 0.88 0.22 33.3% 250 CALL XLF XJZDI 04/01/2009 11:12 0.66 204 04/03/2009 15:07 0.85 0.19 28.8% 26 CALL XLF XJZDI 04/01/2009 11:12 0.66 205 04/03/2009 15:08 0.83 0.17 25.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 206 04/03/2009 15:09 0.85 0.19 28.8% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 207 04/03/2009 15:10 0.85 0.19 28.8% 37 CALL XLF XJZDI 04/01/2009 11:12 0.66 208 04/03/2009 15:14 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 209 04/03/2009 15:18 0.86 0.20 30.3% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 210 04/03/2009 15:19 0.86 0.20 30.3% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 211 04/03/2009 15:20 0.86 0.20 30.3% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 212 04/03/2009 15:23 0.88 0.22 33.3% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 213 04/03/2009 15:29 0.85 0.19 28.8% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 214 04/03/2009 15:31 0.86 0.20 30.3% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 215 04/03/2009 15:36 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 216 04/03/2009 15:40 0.85 0.19 28.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 217 04/03/2009 15:41 0.86 0.20 30.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 218 04/03/2009 15:42 0.86 0.20 30.3% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 219 04/03/2009 15:43 0.88 0.22 33.3% 23 CALL XLF XJZDI 04/01/2009 11:12 0.66 220 04/03/2009 15:50 0.88 0.22 33.3% 11 CALL XLF XJZDI 04/01/2009 11:12 0.66 221 04/03/2009 15:51 0.89 0.23 34.8% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 222 04/03/2009 15:53 0.89 0.23 34.8% 43 CALL XLF XJZDI 04/01/2009 11:12 0.66 223 04/03/2009 15:54 0.91 0.25 37.9% 224 CALL XLF XJZDI 04/01/2009 11:12 0.66 224 04/03/2009 15:56 0.91 0.25 37.9% 83 CALL XLF XJZDI 04/01/2009 11:12 0.66 225 04/03/2009 15:57 0.94 0.28 42.4% 56 CALL XLF XJZDI 04/01/2009 11:12 0.66 226 04/03/2009 15:58 0.98 0.32 48.5% 1,102 CALL XLF XJZDI 04/01/2009 11:12 0.66 227 04/06/2009 10:05 0.82 0.16 24.2% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 228 04/06/2009 10:11 0.81 0.15 22.7% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 229 04/06/2009 10:54 0.82 0.16 24.2% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 230 04/06/2009 15:51 0.80 0.14 21.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 231 04/06/2009 15:52 0.81 0.15 22.7% 51 CALL XLF XJZDI 04/01/2009 11:12 0.66 232 04/06/2009 15:55 0.83 0.17 25.8% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 233 04/16/2009 09:45 1.77* 1.11 168.2% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 234 04/16/2009 10:04 1.76* 1.10 166.7% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 235 04/16/2009 10:13 1.79* 1.13 171.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 236 04/16/2009 10:17 1.80* 1.14 172.7% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 237 04/16/2009 10:18 1.80* 1.14 172.7% 1,000 CALL XLF XJZDI 04/01/2009 11:12 0.66 238 04/16/2009 10:21 1.80* 1.14 172.7% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 239 04/16/2009 10:22 1.78* 1.12 169.7% 99 CALL XLF XJZDI 04/01/2009 11:12 0.66 240 04/16/2009 10:23 1.79* 1.13 171.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 241 04/16/2009 10:24 1.77* 1.11 168.2% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 242 04/16/2009 10:26 1.79* 1.13 171.2% 66 CALL XLF XJZDI 04/01/2009 11:12 0.66 243 04/16/2009 10:27 1.80* 1.14 172.7% 835 CALL XLF XJZDI 04/01/2009 11:12 0.66 244 04/16/2009 10:32 1.80* 1.14 172.7% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 245 04/16/2009 10:34 1.76* 1.10 166.7% 52 CALL XLF XJZDI 04/01/2009 11:12 0.66 246 04/16/2009 10:36 1.75* 1.09 165.2% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 247 04/16/2009 10:39 1.74* 1.08 163.6% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 248 04/16/2009 10:40 1.71* 1.05 159.1% 180 CALL XLF XJZDI 04/01/2009 11:12 0.66 249 04/16/2009 10:41 1.70* 1.04 157.6% 56 CALL XLF XJZDI 04/01/2009 11:12 0.66 250 04/16/2009 10:43 1.70* 1.04 157.6% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 251 04/16/2009 10:44 1.67* 1.01 153.0% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 252 04/16/2009 10:51 1.65* 0.99 150.0% 40 CALL XLF XJZDI 04/01/2009 11:12 0.66 253 04/16/2009 10:53 1.64* 0.98 148.5% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 254 04/16/2009 10:59 1.65* 0.99 150.0% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 255 04/16/2009 11:06 1.70* 1.04 157.6% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 256 04/16/2009 11:07 1.71* 1.05 159.1% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 257 04/16/2009 11:10 1.74* 1.08 163.6% 40 CALL XLF XJZDI 04/01/2009 11:12 0.66 258 04/16/2009 11:17 1.73* 1.07 162.1% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 259 04/16/2009 11:26 1.72* 1.06 160.6% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 260 04/16/2009 11:29 1.72* 1.06 160.6% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 261 04/16/2009 11:35 1.75* 1.09 165.2% 21 CALL XLF XJZDI 04/01/2009 11:12 0.66 262 04/16/2009 11:38 1.77* 1.11 168.2% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 263 04/16/2009 11:53 1.79* 1.13 171.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 264 04/16/2009 11:57 1.82* 1.16 175.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 265 04/16/2009 12:04 1.79* 1.13 171.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 266 04/16/2009 12:09 1.79* 1.13 171.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 267 04/16/2009 12:18 1.83* 1.17 177.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 268 04/16/2009 12:19 1.83* 1.17 177.3% 25 CALL XLF XJZDI 04/01/2009 11:12 0.66 269 04/16/2009 12:27 1.78* 1.12 169.7% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 270 04/16/2009 12:29 1.77* 1.11 168.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 271 04/16/2009 12:34 1.80* 1.14 172.7% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 272 04/16/2009 12:39 1.80* 1.14 172.7% 8 CALL XLF XJZDI 04/01/2009 11:12 0.66 273 04/16/2009 12:45 1.82* 1.16 175.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 274 04/16/2009 12:50 1.85* 1.19 180.3% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 275 04/16/2009 12:54 1.86* 1.20 181.8% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 276 04/16/2009 12:58 1.89* 1.23 186.4% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 277 04/16/2009 13:02 1.90* 1.24 187.9% 11 CALL XLF XJZDI 04/01/2009 11:12 0.66 278 04/16/2009 13:03 1.91* 1.25 189.4% 4 CALL XLF XJZDI 04/01/2009 11:12 0.66 279 04/16/2009 13:07 1.92* 1.26 190.9% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 280 04/16/2009 13:13 1.88* 1.22 184.8% 5 CALL XLF XJZDI 04/01/2009 11:12 0.66 281 04/16/2009 13:14 1.89* 1.23 186.4% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 282 04/16/2009 13:27 1.88* 1.22 184.8% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 283 04/16/2009 13:38 1.84* 1.18 178.8% 54 CALL XLF XJZDI 04/01/2009 11:12 0.66 284 04/16/2009 13:45 1.82* 1.16 175.8% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 285 04/16/2009 13:51 1.80* 1.14 172.7% 25 CALL XLF XJZDI 04/01/2009 11:12 0.66 286 04/16/2009 13:57 1.82* 1.16 175.8% 174 CALL XLF XJZDI 04/01/2009 11:12 0.66 287 04/16/2009 14:01 1.83* 1.17 177.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 288 04/16/2009 14:02 1.85* 1.19 180.3% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 289 04/16/2009 14:13 1.90* 1.24 187.9% 6 CALL XLF XJZDI 04/01/2009 11:12 0.66 290 04/16/2009 14:18 1.91* 1.25 189.4% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 291 04/16/2009 14:19 1.88* 1.22 184.8% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 292 04/16/2009 14:32 1.97* 1.31 198.5% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 293 04/16/2009 14:34 2.00* 1.34 203.0% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 294 04/16/2009 14:36 2.00* 1.34 203.0% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 295 04/16/2009 14:40 2.02* 1.36 206.1% 15 CALL XLF XJZDI 04/01/2009 11:12 0.66 296 04/16/2009 14:43 2.04* 1.38 209.1% 50 CALL XLF XJZDI 04/01/2009 11:12 0.66 297 04/16/2009 14:46 1.99* 1.33 201.5% 23 CALL XLF XJZDI 04/01/2009 11:12 0.66 298 04/16/2009 14:48 2.00* 1.34 203.0% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 299 04/16/2009 14:51 2.05* 1.39 210.6% 12 CALL XLF XJZDI 04/01/2009 11:12 0.66 300 04/16/2009 15:02 2.04* 1.38 209.1% 22 CALL XLF XJZDI 04/01/2009 11:12 0.66 301 04/16/2009 15:06 2.05* 1.39 210.6% 1,400 * CALL XLF XJZDI 04/01/2009 11:12 0.66 302 04/16/2009 15:08 2.08* 1.42 215.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 303 04/16/2009 15:09 2.08* 1.42 215.2% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 304 04/16/2009 15:11 2.10* 1.44 218.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 305 04/16/2009 15:19 2.10* 1.44 218.2% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 306 04/16/2009 15:27 2.13* 1.47 222.7% 3 CALL XLF XJZDI 04/01/2009 11:12 0.66 307 04/16/2009 15:28 2.10* 1.44 218.2% 25 CALL XLF XJZDI 04/01/2009 11:12 0.66 308 04/16/2009 15:32 2.07* 1.41 213.6% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 309 04/16/2009 15:37 2.10* 1.44 218.2% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 310 04/16/2009 15:38 2.13* 1.47 222.7% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 311 04/16/2009 15:40 2.15* 1.49 225.8% 20 CALL XLF XJZDI 04/01/2009 11:12 0.66 312 04/16/2009 15:43 2.07* 1.41 213.6% 2 CALL XLF XJZDI 04/01/2009 11:12 0.66 313 04/16/2009 15:44 1.99* 1.33 201.5% 21 CALL XLF XJZDI 04/01/2009 11:12 0.66 314 04/16/2009 15:48 1.97* 1.31 198.5% 100 CALL XLF XJZDI 04/01/2009 11:12 0.66 315 04/16/2009 15:49 1.93* 1.27 192.4% 7 CALL XLF XJZDI 04/01/2009 11:12 0.66 316 04/16/2009 15:53 1.97* 1.31 198.5% 1 CALL XLF XJZDI 04/01/2009 11:12 0.66 317 04/16/2009 15:54 1.98* 1.32 200.0% 10 CALL XLF XJZDI 04/01/2009 11:12 0.66 318 04/16/2009 15:56 2.02* 1.36 206.1% 21 CALL XLF XJZDI 04/01/2009 11:12 0.66 319 04/16/2009 15:57 2.02* 1.36 206.1% 19 WORST CASE LOSS: AVG DRAWDOWN%: 73.8% AVG CALL% RANGE: 68.2%% TO: 78.8%% OF: 0.66 OR: 0.45 TO: 0.52