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Post major accumulation days

(2009-02-15 21:29:16) 下一个

I did the update a while ago but forgot to post it.

 

Update (including 10/13/08):

 

There are 8 major accumulation days (excluding today) for the past 12 months. They are: 11/13/07, 11/23/07 , 11/28/07, 3/11/08, 3/18/08, 4/1/08, 9/30/08, and 10/13/08.

 

For SPY, compared next days' data to close prices of those major accumulation days:

 

Highs varied from $4.18 to .59, averaging 1.35, % wise varied from .40% to 4.12%, averaging 1.12%.

 

Lows varied from ($4.24) to (.63), averaging (2.22), % wise varied from (.46%) to (4.18%), averaging (1.77%).

 

Opens varied from ($.72) to 3.35, averaging (.58), % wise varied from (.62%) to 3.31%, averaging .52%. Out of 8 days, 2 opened lower, averaging (.61), or (.48%). 6 opened higher, averaging .98, or .85%.

 

Closes varied from ($3.31) to .09, averaging (1.18), % wise varied from (2.48%) to .07%, averaging (.90%). Out of 8 days, 5 closed lower, averaging (1.93), or (1.47%). Three closed higher (virtually flat), averaging .07, or .05%.

 

Findings: next day's downside overweights upside by looking at highs vs lows as well as close prices. But it tended to open high (6 out of 8) and close lower or flat(5 out of 8 and the rest 2 were flat). The smallest variations of next days' lows and highs to previous days' (major accumulation days) close prices are from .59 to (.63), or .40% to (.46%), which should be a safe range to trade.

[ 本帖最后由 maserati 于 2008-10-28 15:49 编辑 ]
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