kongkong10的博客
OE 周INDEX 的走向
博文
(2009-04-29 20:30:22)
ThelastsixtimeswehadascheduledFOMCmeeting,themarkettypicallyrespondedinjoyousfashion,closinginpositiveterritoryfivetimeswithanoverallaverageofahuge+2.4%.Butacruelfactoflifeisthatthehangoverisneverasmuchfunastheparty,andoverthenexttwodaystheS&Pwaspositiveonlyoneoutofthesix,withanoverallaverageof-1.6%.Itwouldaverage-2.8%withoutincludingthatonewinningtrade,whichhappenedtogivebackallitsgainsandthe...[阅读全文]
(2009-02-19 21:12:00)
SPYisnearinga2%gapdownthismorning.IperformedastudybackinOctoberwhichlookedatthetendencyoftheSPYtocloseaboveitsgapopeningatsomepointinthenextfewdaysaftersuchalargegapdown.BelowIhaveupdatedthattablewiththe7additionalinstancesthathavesinceoccurred.Theedgeremainssquarelybullish.
http://1.bp.blogspot.com/_931wANibTqw/SYb77FM8EeI/AAAAAAAABAQ/Eqtx4TkBTGo/s1600-h/2009-2-2+png.PNG[阅读全文]
http://1.bp.blogspot.com/_931wANibTqw/SYb77FM8EeI/AAAAAAAABAQ/Eqtx4TkBTGo/s1600-h/2009-2-2+png.PNG[阅读全文]
(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.[阅读全文]
(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(...[阅读全文]
(2009-02-15 21:19:13)
Distributiondaytradingrule发信人:pinball(pinball),信区:Stock
标题:Distributiondaytradingrule
发信站:BBS未名空间站(TueSep923:18:432008)
确切地说，应该是postdistributiondaytradingrule。
今天是个Majordistributionday(definedbyCobra九号胡同)。
从去年10月以来，连上今天，一共16个distributionday，让我们来看看，第二天都发
生了什么。
首先打开网页
http://stockcharts.com/def/se...[阅读全文]
标题:Distributiondaytradingrule
发信站:BBS未名空间站(TueSep923:18:432008)
确切地说，应该是postdistributiondaytradingrule。
今天是个Majordistributionday(definedbyCobra九号胡同)。
从去年10月以来，连上今天，一共16个distributionday，让我们来看看，第二天都发
生了什么。
首先打开网页
http://stockcharts.com/def/se...[阅读全文]
(2009-02-15 20:54:38)
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...[阅读全文]
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...[阅读全文]
