Tuesday, August 18, 2009

NYSE U/D ratio BUY

Today the NYSE Up/Down volume ratio came it at very low .067. Historically, this has presented a good ST Buy. In the last decade there were 59 such instances where the NYSE U/D ratio came in at less than 0.10. In 47 cases (79.66%), the market was trading higher within 3 days.
Ticker Date/Time Close ud 3Day+ Chg N1 Chg N2 Chg N3
^GSPC9/4/20081,236.830.091.000.442.50-1.00
^GSPC9/9/20081,224.510.071.000.612.002.22
^GSPC9/15/20081,192.700.061.001.75-3.041.16
^GSPC9/29/20081,106.420.031.005.424.940.71
^GSPC10/2/20081,114.280.050.00-1.35-5.15-10.59
^GSPC10/7/2008996.230.030.00-1.13-8.66-9.74
^GSPC10/9/2008909.920.072.00-1.1810.279.68
^GSPC10/15/2008907.840.031.004.253.608.54
^GSPC11/12/2008852.300.041.006.922.46-0.18
^GSPC11/19/2008806.580.023.00-6.71-0.815.61
^GSPC11/20/2008752.440.081.006.3213.2113.95
^GSPC12/1/2008816.210.021.003.996.683.55
^GSPC1/14/2009842.620.081.000.130.89-4.44
^GSPC1/20/2009805.220.031.004.352.773.32
^GSPC2/10/2009827.160.071.000.800.97-0.04
^GSPC3/2/2009700.820.032.00-0.641.72-2.61
^GSPC3/5/2009682.550.071.000.12-0.885.43
^GSPC5/13/2009883.920.051.001.04-0.122.92
^GSPC8/17/2009979.730.080.000.000.000.00

0 comments:

Post a Comment