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Strategies & Market Trends : Shorting SPY for fun and profit.

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To: fut_trade who wrote (187)9/24/1999 8:29:00 AM
From: fut_trade  Read Replies (1) of 346
 
October 1997 saw a spike in the new highs on the NYSE on 10/03,
followed by a rapid decline in the new highs. The drops in the
1997 and 1998 markets are reflected in a spike in the difference
in the new highs and new lows.

NYSE VOLUME ADV DEC NHIGH NLOW NH-NL
09/30/97 497.23 597687474 1644 1273 306 11 295
10/01/97 501.08 599982240 1927 1012 374 11 363
10/02/97 503.43 474550020 1655 1193 346 10 336
10/03/97 505.69 623118020 1837 1095 631 4 627
10/06/97 509.70 502526175 1824 1112 487 5 482
10/07/97 514.21 555666870 1633 1282 479 11 468
10/08/97 509.57 584926044 1006 1939 261 18 243
10/09/97 508.16 551591900 1190 1737 208 18 190
10/10/97 506.85 500417180 1318 1547 172 18 154
10/13/97 507.40 357502120 1536 1329 222 13 209
10/14/97 508.57 512176233 1455 1423 207 16 191
10/15/97 506.89 506588144 1205 1669 163 26 137
10/16/97 502.30 597334789 1072 1825 185 30 155
10/17/97 496.57 624854310 615 2331 56 70 -14
10/20/97 502.26 483717749 1905 1015 82 32 50
10/21/97 510.19 581023380 1944 921 193 29 164
10/22/97 508.80 614164290 1227 1655 172 28 144
10/23/97 499.49 672505830 586 2419 65 83 -18
10/24/97 495.77 677240630 1339 1502 109 50 59
10/27/97 463.21 684570730 182 2987 25 179 -154
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