No big gap up tomorrow

bucks

SPY has been gapping up more than 0.3% for 2 consecutive days. It's kind of rare for SPY gap opening (>0.3%) on the same direction for 3 days in a row. (in last 100 trading days, twice for up 3 times in a row, and only once for gap down even in current turbulent market).

So I bet tomorrow morning it would either gap down or nearly flat.

But I will try to buy dip to gamble on one more push up to test today's high.

nanosensor

Cobra

bucks 发表于 2011-9-14 21:31
SPY has been gapping up more than 0.3% for 2 consecutive days. It's kind of rare for SPY gap opening ...

define your gap先。我记得我经常有说SPY已经连着gap up 5天了，第6天的可能性要小很多了，等等等等，当然，那是QE的时候。

Cobra

bucks 发表于 2011-9-14 21:31
SPY has been gapping up more than 0.3% for 2 consecutive days. It's kind of rare for SPY gap opening ...

随便找找就找到一个gap up 6天的：

http://cobrasmarketview.blogspot ... -quick-summary.html

bucks

回复 Cobra 的帖子

WOW， 得蛇大评，

sorry for not making it clear. I meant a gap larger than 0.3% for n days in a row. Already revised it

bucks

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for the period you mentioned.


12/29/2009
12/28/2009
12/24/2009
12/23/2009
12/22/2009
12/21/2009
12/18/2009


gap Up:
0.26%
0.37%
0.21%
0.24%
0.22%
0.50%
0.02%

Cobra

bucks 发表于 2011-9-14 22:17
回复 Cobra 的帖子

WOW， 得蛇大评，

define gap still，是low to close gap还是low to high gap，因为0.3%是很小的gap，所以你要define你的gap。

bucks

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got it. the gap I used refers to immediate next day open, defined as (open - close)/close for SPY

Cobra

bucks 发表于 2011-9-14 22:20
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for the period you mentioned.

OK，你是low to close gap。这个统计好，我记住了。

wyjhyd

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