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ThelastsixtimeswehadascheduledFOMCmeeting,themarkettypicallyrespondedinjoyousfashion,closinginpositiveterritoryfivetimeswithanoverallaverageofahuge+2.4%.Butacruelfactoflifeisthatthehangoverisneverasmuchfunastheparty,andoverthenexttwodaystheS&Pwaspositiveonlyoneoutofthesix,withanoverallaverageof-1.6%.Itwouldaverage-2.8%withoutincludingthatonewinningtrade,whichhappenedtogivebackallitsgainsandthe...[閱讀全文]
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SPYisnearinga2%gapdownthismorning.IperformedastudybackinOctoberwhichlookedatthetendencyoftheSPYtocloseaboveitsgapopeningatsomepointinthenextfewdaysaftersuchalargegapdown.BelowIhaveupdatedthattablewiththe7additionalinstancesthathavesinceoccurred.Theedgeremainssquarelybullish.
http://1.bp.blogspot.com/_931wANibTqw/SYb77FM8EeI/AAAAAAAABAQ/Eqtx4TkBTGo/s1600-h/2009-2-2+png.PNG[閱讀全文]
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(2009-02-15 21:31:17)
Interestingly,afterthe1929crash(October28and29)theDow’smovementsoverthefollowingfivedayswere:+12.3%,+5.8%,-5.8%,-9.9%and+2.6%).Subsequentto1987’sBlackMonday(October19),theDow’schangeswereasfollows:+5.9%,+10.2%,-3.8%,+0.02%,-8.0%.Thestockmarket,ofcourse,behavedquitedifferentlyduringtheyearsfollowingthesetwocrashes.[閱讀全文]
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(2009-02-15 21:29:16)
Ididtheupdateawhileagobutforgottopostit.Update(including10/13/08):Thereare8majoraccumulationdays(excludingtoday)forthepast12months.Theyare:11/13/07,11/23/07,11/28/07,3/11/08,3/18/08,4/1/08,9/30/08,and10/13/08.ForSPY,comparednextdays'datatoclosepricesofthosemajoraccumulationdays:Highsvariedfrom$4.18to.59,averaging1.35,%wisevariedfrom.40%to4.12%,averaging1.12%.Lowsvariedfrom($4.24)to(.63),averaging(...[閱讀全文]
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(2009-02-15 21:19:13)
Distributiondaytradingrule發信人:pinball(pinball),信區:Stock
標題:Distributiondaytradingrule
發信站:BBS未名空間站(TueSep923:18:432008)
確切地說,應該是postdistributiondaytradingrule。
今天是個Majordistributionday(definedbyCobra九號胡同)。
從去年10月以來,連上今天,一共16個distributionday,讓我們來看看,第二天都發
生了什麽。
首先打開網頁
http://stockcharts.com/def/se...[閱讀全文]
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OE周INDEX的走向Aftertradedindexoptionsformanyyears,hereismyobservationduringOEweek.
1)checklastmonthsettlementpricesofSPXDJXRUTOEXandNDX
http://www.cboe.com/data/Settlement.aspx
January2009SETTLEMENTVALUES
S&P100(OEX):
400.96
S&P500(SET):
859.37
VIXOptions(VRO):
49.88
DowJones(DJS):
83.34
Russell2000(RLS):
466.59
NASDAQ100(NDS):
1...[閱讀全文]
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