Automatic Reversal Days, 2009

Generated Using Trading Days

Day # 4th Quarter,
2008
1st Quarter,
2009
2nd Quarter,
2009
3rd Quarter,
2009
4th Quarter,
2009
0 Wed, Oct 8 Mon, Jan 5 Tue, Apr 7 Thu, Jul 9 Fri, Oct 2
4 Tue, Oct 14 Fri, Jan 9 Tue, Apr 14 Wed, Jul 15 Thu, Oct 8
8 Mon, Oct 20 Thu, Jan 15 Mon, Apri 20 Tue, Jul 21 Wed, Oct 14
12 Fri, Oct 24 Thu, Jan 22 Fri, Apr 24 Mon, Jul 27 Tue, Oct 20
16 Thu, Oct 30 Wed, Jan 28 Thu, Apri 30 Fri, Jul 31 Mon, Oct 26
20 Wed, Nov 5 Tue, Feb 3 Wed, May 6 Thu, Aug 6 Fri, Oct 30
24 Tue, Nov 11 Mon, Feb 9 Tue, May 12 Wed, Aug 12 Thu, Nov 5
28 Mon, Nov 17 Fri, Feb 13 Mon, May 18 Tue, Aug 18 Wed, Nov 11
32 Fri, Nov 21 Fri, Feb 20 Fri, May 22 Mon, Aug 24 Tue, Nov 17
36 Fri, Nov 28 Thu, Feb 26 Fri, May 29 Fri, Aug 28 Mon, Nov 23
40 Thu, Dec 4 Wed, Mar 4 Thu, Jun 4 Thu, Sept 3 Mon, Nov 30
44 Wed, Dec 10 Tue, Mar 10 Wed, Jun 10 Thu, Sep 10 Fri, Dec 4
48 Tue, Dec 16 Mon, Mar 16 Tue, Jun 16 Wed, Sep 16 Thu, Dec 10
52 Mon, Dec 22 Fri, Mar 20 Mon, Jun 22 Tue, Sep 22 Wed, Dec 16
56 Mon, Dec 29 Thu, Mar 26 Fri, Jun 26 Mon, Sep 28 Tue, Dec 22
60 Mon, Jan 5 Wed, Apr 1 Thu, Jul 2 Fri, Oct 2 Tue, Dec 29
64 Fri, Jan 9 Tue, Apr 7 Thu, Jul 9   Mon, Jan 4

The Table for 2008 states that the start of the Fourth Quarter is October 8, 2008. This suggests that the 2009 First Quarter starts on Friday, January 9, 2009.
An S&P chart made by the Murrey Math software on November 28, 2008, shows that the Fourth Quarter was reset to Friday, October 3, 2008. This date indicates a "correction" of 7 days (not the normal 4 days) at the end of the 2008 Fourth Quarter. A correction of 7 days would place the 2009 First Quarter at Tuesday, January 6, 2009.
In 1993-1998, THM started the First Quarter a little after January 4th (perihelion). THM shows a preference for starting a new quarter on a Monday or Friday.
The table for the 2008 Fourth Quarter was quite good at picking reversal dates. Therefore, I will stay with its pattern, and set the start of the 2009 First Quarter on Monday, January 5, 2009.
This represents a "correction" of 8 days. If you wish to use a "correction" of 7 days, then add one trading day to the date listed in the table. For instance, "Mon, Jan 5" would be changed to "Tue, Jan 6".
Please email me if you find proof of the "official" start of the 2008 Fourth Quarter.

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CBOE Expiration Calendar & Holidays

The NYSE will be closed on the following holidays:
New Year's Day: Jan 1st
MLK Day: Jan 19th
President's Day: Feb 16th
Good Friday: April 10th
Memorial Day: May 25th
Independence Day: July 3rd (observed)
Labor Day: Sept 7th
Thanksgiving Day: Nov 26th
Christmas: Dec 25th

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created by Bonnie Lee Hill,
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last modified on June 8, 2009

URL: http://mysite.verizon.net/bonniehill/pages.aux/murrey/reversal.2009.html