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Strategies & Market Trends : Movers of the SPX

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To: fut_trade who wrote (15)3/9/2000 7:14:00 AM
From: fut_trade  Read Replies (1) of 20
 
S&P 500 scan

Downward Momentum (SHORT)
ACV -0.72 -0.42 1.11 3125
UST -0.72 -0.75 3.00 3460
HPC -0.72 -0.42 1.60 4149
FITB -0.70 -0.39 13.74 1389
AGC -0.67 -0.49 12.02 1285
RGBK -0.65 -0.53 4.03 3390
LNC -0.65 -0.46 4.73 2584
AM -0.62 -0.68 1.07 3759
LTR -0.61 -0.36 4.24 0
CCK -0.61 -0.66 1.68 0
SLE -0.61 -0.48 12.94 0
BF.B -0.61 -0.47 85.30 0
FE -0.60 -0.51 4.24 0
CTX -0.58 -0.48 1.07 0
SUB -0.58 -0.53 3.93 0
OK -0.58 -0.31 2.82 0
CTB -0.56 -0.28 0.74 0
GLK -0.56 -0.49 1.57 0
EMR -0.56 -0.33 18.21 0
SNV -0.55 -0.27 4.14 0
ASO -0.55 -0.44 5.18 0
WEN -0.55 -0.61 1.69 0
CCL -0.54 -0.52 14.78 0
UPC -0.54 -0.43 3.61 0
CMA -0.53 -0.42 5.29 0
BGG -0.52 -0.65 0.74 0
BC -0.52 -0.02 1.35 0
CUM -0.52 -0.40 1.28 0
ADM -0.52 -0.55 5.84 0
IFF -0.50 -0.48 3.14 0
SVU -0.50 -0.12 2.12 0
NSC -0.48 -0.38 4.95 0
NC -0.48 -0.31 0.34 0
APD -0.47 -0.25 5.69 0
R -0.47 -0.18 1.12 0
KEY -0.46 -0.44 7.02 0
HIG -0.46 -0.52 6.51 0
OI -0.45 -0.78 2.16 0

Upward Momentum (LONG)
TEK 0.67 0.59 2.93 1008
TXN 0.56 0.62 140.10 363
GLW 0.55 0.36 46.23 331
XLNX 0.51 0.66 26.29 764
ORCL 0.50 0.31 236.69 752
NSM 0.47 0.58 14.27 758

Price for longs > 0.85*52wkhi, shorts < 1.15*52wklo
Column 2: momentum rating 1
Column 3: momentum rating 2
Column 4: market cap in billions of USD
Column 5: # shares in a $500,000 portfolio

ACV UST HPC FITB AGC RGBK LNC AM
TEK TXN GLW XLNX ORCL NSM
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