Tuesday, February 16, 2010

Summary of S&P 500 Stocks Daily Price Change Behavior Model on 02/16/2010

Summary of S&P 500 Stocks Daily Price Change Behavior Model on 02/16/2010
Type of Daily Move# of StocksPercent of all stocksAvg MoveSymbols of the Moves
UP over 2 STD448.802.43Click HERE to show list of stocks
UP between 1 to 2 STD22044.001.39Click HERE to show list of stocks
UP between 0 to 1 STD21442.800.62
DOWN between 0 to 1 STD214.20-0.37
DOWN between 1 to 2 STD00.00
DOWN over 2 STD10.20-3.09Click HERE to show list of stocks
Total # of UP Moves47895.601.14
Total # of DOWN Moves224.40-0.49
Total5001001.07
Note: Very impressive day, only 22 stocks out of 500 are down, and the average move on up stocks is 1.14 STD. 44 stocks moved over 2 STD !, only concern is that the volume is not very high.
How to read this table
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