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quantifiableedges.blogspot.com - 9/29/2008
1% Gap Down Stats Since The Top
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I looked at gaps lower of 1% or more since the bear market began last October. There have been 24 of them. Below are a few quick stats. 12 of 24 filled made it back to the previous day’s close at some point during the day. 14 of 24 finished higher than the open. 19 broke above the high of the ...
quantifiableedges.blogspot.com - 9/24/2008
Gaps Stats And How The Lack Of Shorts Could Influence Action
— quantifiableedges.blogspot.com — With the gap up on Friday, the 10-day absolute average gap (size without direction) in the SPY... peaked at just over 2%. As of Tuesday’s close the reading was down to 1.82%. Tonight as I type the futures are up over 1%, so expect another gap on ... (more) Gaps Stats And How The Lack Of Shorts Could Influence Action
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Market Rewind:  No Magic Tonic

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No Magic Tonic
Market Rewind — ... has also reversed course, in some cases rather dramatically. For now it looks like it's going to be a game of sit and wait for through the actual bill passage and elections. Oh, and did I mention earnings are once again right around the corner -- just in time for Halloween. o Yahoo! - Investors Give Plan Ho Hum Reception o Calc. Risk - German, Belgian & UK Banks Too!/ Wachovia on Deck o Quant. Edges - 1% Gaps Down Study Scary about the bank contagion spreading globally... But on a lighter ...

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