Statistics of SPX Daily /Weekly Percentage Change

silicon_beaver · 发表于 2012-3-4 06:03 PM

Statistics of SPX daily percentage change

It’s a calculation per atrader’s suggestion, using yahoo SPX daily data from Jan 01 1950

Note:
Example, take 0%<_x_=<1%
6644: the event of SPX daily change not greater than +1% happened 6644 times.
5818: the event of SPX daily change under -1% happened 5818 times.

Market seldom changes greater than 5% (41 event since Jan 01 1950)

atrader's note

silicon_beaver · 发表于 2012-3-4 06:04 PM

Statistics of SPX weekly percentage change

silicon_beaver · 发表于 2012-3-4 06:13 PM

Previous reports:

Update: March 02 2012

Interpretation of Cobra's: 6 of 7 days

是否 higher chance to bounce if more days in down?

Diffusion · 发表于 2012-3-4 06:16 PM

Cold2012 · 发表于 2012-3-4 07:44 PM

9号胡同 · 发表于 2012-3-4 08:45 PM

atrader · 发表于 2012-3-4 08:48 PM

cw8888 · 发表于 2012-3-4 09:02 PM

hunting · 发表于 2012-3-4 10:35 PM

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Statistics of SPX Daily /Weekly Percentage Change

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Interpretation of Cobra's: 6 of 7 days

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