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Featured, Intraday Stats - Posted by on November 17, 2011

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Veterans Day and a 4-day (intraday) Low

Veterans Day and a 4-day (intraday) Low

Although at time of writing (Thursday, November 17, 11:00 PM ET) the S&P 500 has recouped most of its pre-opening losses on the GLOBEX session, the index was already trading at 1226.76 today, at the same time a 5-day intraday low. Historically w

Intraday Stats - Posted by on November 16, 2011

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SPY Down Week-to-Date on 1st to 3rd Session in Q4

SPY Down Week-to-Date on 1st to 3rd Session in Q4

At time of writing (1:40 PM ET), the SPY - S&P 500 SPDR - is on the verge of not closing higher at least once week-to-date on the first three sessions of the running fourth-quarter week. Table I below shows all historical occurrences and the SP

Intraday Stats - Posted by on November 14, 2011

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SPX Approaching a Multi-Month High

SPX Approaching a Multi-Month High

On October 27, 2011, the SPY (S&P 500 SPDR) had closed at a multi-month high (at least a 3-month high), and - after a 2-week consolidation phase - is currently approaching that high (128.63) again. I thought it would be interesting to check for

Intraday Stats - Posted by on November 11, 2011

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Veterans Day Intraday

Veterans Day Intraday

A quick look at today's Veterans Day intraday stats, especially with respect to a potential magnitude of change on the intraday low. Table I below shows all historical occurrences and the Dow Jones Industrial Average's intraday performance on the la

Intraday Stats - Posted by on November 10, 2011

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Implications of a Black Candle Today

Implications of a Black Candle Today

The intraday (buying) opportunity presented yesterday on the blog (see Intraday Opportunity after a Sell-off ) played out nicely today (Thursday, November 10). S&P 500 futures were trading lower approximately -0.40% below Wednesday's close on to

Intraday Stats - Posted by on November 9, 2011

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Intraday Opportunity after a Sell-off

Intraday Opportunity after a Sell-off

Again a couple of news from China and Italy (Italy 10-Year Bonds up over 10% this morning) drove markets significantly lower today. The SPY (S&P 500 SPDR) closed lower -3.69%, while at the same time the S&P 100 Volatility Index (VXO) closed

Intraday Stats - Posted by on November 9, 2011

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Implications of Fear ($VXO) and a Lower Close

Implications of Fear ($VXO) and a Lower Close

Again a couple of news from China and Italy (Italy 10-Year Bonds up over 10% this morning) are driving markets lower today. At time of writing (01:00 PM ET) the SPY is down -2.24%, while the S&P 100 Volatility Index (VXO) - like the S&P 500 V