11 replies to this topic

[hamakua]

Using data since 1971 I wanted to see how this weeks closing compared to past weeks. I was curious as to the steep rising slope of the current 200MA, yet relative close (price) proximity to the 200MA. In other words the current slope of the 200MA is .54% and this weeks close is within 6.6% of the weekly 200MA. My sort parameters were as follows: The week in reveiw had to have 200 day MA rising slope >= to this weeks. The closing price had to be greater than 200MA The closing price from 200MA had to be <= this weeks. One match was found..... that match was for week ending 7/24/2000.

Edited by hamakua, 18 May 2007 - 08:15 PM.

[Mr Dev]

Nice research Was there any other varying degrees of information that looked interesting to you?

[hamakua]

Not at this time.....as mentioned in my initial posting, I was just curious about what has happened in the past when we had a pretty steep slope on 200MA yet fairly close in price to the 200MA. I was actually quite surprised that I found only one match.

[TradeMark]

Sorry, but I don't understand your sort paramaters. You use the term "this weeks" a couple of times. Do you mean this week's? And, if so, this week's what? Thanks TM

[n83]

Using data since 1971 I wanted to see how this weeks closing compared to past weeks.

I was curious as to the steep rising slope of the current 200MA, yet relative close (price) proximity to the 200MA. In other words the current slope of the 200MA is .54% and this weeks close is within 6.6% of the weekly 200MA.

My sort parameters were as follows:

The week in reveiw had to have 200 day MA rising slope >= to this weeks.
The closing price had to be greater than 200MA
The closing price from 200MA had to be <= this weeks.


One match was found..... that match was for week ending 7/24/2000.

how about the daily 200MA? thanks

[89S10]

July 24, 2000 was a Monday. You said "week ended" July 24, 2000. If you meant the week ended July 21, 2000, on the following Monday, the NASDAQ 100 dropped three percent. Within five trading days the ND 100 was down 11 percent. Bear dreams. But who knows, maybe Mr. Dev will get a swift and profitable ride next week. Here are NASDAQ 100 levels around that time in the year 2000: 07/21 --- 3908 07/24 --- 3791 07/25 --- 3865 07/26 --- 3818 07/27 --- 3682 07/28 --- 3477 07/31 --- 3609 08/01 --- 3521 08/02 --- 3490

[hamakua]

Sorry, but I don't understand your sort paramaters. You use the term "this weeks" a couple of times. Do you mean this week's? And, if so, this week's what?



Thanks

TM

Hi,

Weekly closing prices were used.....back to 1971.
In other words, I compared this weeks 200MA to last weeks 200MA to determine the rising slope of the 200MA ......then I compared the spread between this weeks closing price and this weeks 200MA . These two parameters along with the weekly close needing to be above the 200MA were the 3 sort parameters that I had. Again, all i wanted to know from this is what has happened in the past under the same parameters. Only 1 match compared and yes i guess it was 7/21/2000....not 7/24/2000. I downloaded excel data from YAHOO and their dates come thru as 7/24 for week end....not sure why that is.

[spielchekr]

What slope are you calculating? Is it the slope of the linear regression calculated on the previous period members of data, including the current point?

[89S10]

I am very short here and in pain, i.e., I sympathize with your work, but it has a Frac-Man feel to it. The relationship has only one previous example, and who knows how the other indexes were aligned then compared to way they are now. It's funny. Last week's option expiration activity says the market will be weak early next week, based on many previous similar examples, yet we may gap up and go for the record high. Only 18 hours until the merc opens.

[TradeMark]

hamakua, If I look at a simple graph for the last 35 years of the COMPX and its 200 day moving average. I see what has to be thousands of closes above a rising 200 Day MA (the 200 Day MA rising much of the time). I assume that about 1/5 of these have to be weekly closes, so I don't understand how you only get one weekly close above a rising 200 Day MA? Does not compute TM