Automatic Reversal Days, 2011

Generated Using Every Four Trading Days

Day # 4th Quarter,
2010
1st Quarter,
2011
2nd Quarter,
2011
3rd Quarter,
2011
4th Quarter,
2011
0 Fri, Oct 8 Tue, Jan 4 Wed, Apr 6 Fri, Jul 8 Mon, Oct 3
4 Thu, Oct 14 Mon, Jan 10 Tue, Apr 12 Thu, Jul 14 Fri, Oct 7
8 Wed, Oct 20 Fri, Jan 14 Mon, Apr 18 Wed, Jul 20 Thu, Oct 13
12 Tue, Oct 26 Fri, Jan 21 Mon, Apr 25 Tue, Jul 26 Wed, Oct 19
16 Mon, Nov 1 Thu, Jan 27 Fri, Apr 29 Mon, Aug 1 Tue, Oct 25
20 Fri, Nov 5 Wed, Feb 2 Thu, May 5 Fri, Aug 5 Mon, Oct 31
24 Thu, Nov 11 Tue, Feb 8 Wed, May 11 Thu, Aug 11 Fri, Nov 4
28 Wed, Nov 17 Mon, Feb 14 Tue, May 17 Wed, Aug 17 Thu, Nov 10
32 Tue, Nov 23 Fri, Feb 18 Mon, May 23 Tue, Aug 23 Wed, Nov 16
36 Tue, Nov 30 Fri, Feb 25 Fri, May 27 Mon, Aug 29 Tue, Nov 22
40 Mon, Dec 6 Thu, Mar 3 Fri, Jun 3 Fri, Sep 2 Tue, Nov 29
44 Fri, Dec 10 Wed, Mar 9 Thu, Jun 9 Fri, Sep 9 Mon, Dec 5
48 Thu, Dec 16 Tue, Mar 15 Wed, Jun 15 Thu, Sep 15 Fri, Dec 9
52 Wed, Dec 22 Mon, Mar 21 Tue, Jun 21 Wed, Sep 21 Thu, Dec 15
56 Wed, Dec 29 Fri, Mar 25 Mon, Jun 27 Tue, Sep 27 Wed, Dec 21
60 Tue, Jan 4th Thu, Mar 31 Fri, Jul 1 Mon, Oct 3 Wed, Dec 28
64 Mon, Jan 10 Wed, Apr 6 Fri, Jul 8   Wed, Jan 4

The Table for 2010 states that the start of the Fourth Quarter is Friday, Oct 8th. This suggests that the 2011 First Quarter starts on Tuesday, Jan 4th.
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 (particularly the Fourth Quarter).
I will set the start of the 2011 First Quarter on Tuesday, Jan 4, 2011.
This represents a "correction" of 4 days at the end of the Fourth Quarter of 2010. If you wish to use a "correction" of 3 days, then you could start the First Quarter 2011 on Mon, Jan 3rd.
Using the normal correction of 4 days at the end of the Fourth Quarter, the Fourth Quarter of 2011 will start on Mon, Oct 3rd, and the First Quarter of 2012 will start on Wed, Jan 4th.
Please email me if you find proof of the "official" start of the 2010 Fourth Quarter.

NYSE Holidays & Hours
CBOE Expiration Calendar & Holidays

The NYSE will be closed on the following holidays:
New Year's Day: Jan 1st
MLK Day: Jan 17th
President's Day: Feb 21th
Good Friday: April 22nd
Memorial Day: May 30th
Independence Day: July 4th
Labor Day: Sept 5th
Thanksgiving Day: Nov 24th
Christmas: Dec 26th (observed)

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bonniehill@verizon.net
last modified on January 17, 2011

URL: http://mysite.verizon.net/bonniehill/pages.aux/murrey/reversal.2011.html