Monday January 16th 2012 : Entry Point at 2334 (cash level) of the Systematic Trading Model on Eurostox

If the market opens above 2334, the model is waiting until a come back to 2334, then it sells futures.

If the market is opening below 2334, the model is waiting until a come back to 2334, then it buys futures.

If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.