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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?

To: bearshark who wrote (37151)	1/10/2000 11:34:00 AM
From: bearshark	Respond to of 99985

Below are moneyflow figures from the WSJ-Interactive. They show moneyflow on the SPX in millions of dollars. I tried to post this last night. My goal was to isolate the periods surrounding the triple-witching dates. I did not go back to make sure I had the right months but I think I do. At any rate, they show the movements of funds around key expiration dates. I use moneyflow data to understand seasonality in the markets. To put the chart in perspective, I added information for 250 trading days to my data from 1999. If I counted correctly, there were 41 days of the 250 that had moneyflow above $1 billion for about 16 percent of the days. For the 32 days I have posted here, there are 11 days above $1 billion or about 34 percent of the time. This is not scientific and it is not intended to be. However, I enjoy watching the movement of money during these periods and thought I would share it in a table. It looks like some of the movement may have been related to the end of June also. SPX Advanced Declined 12/20/99 139.20 12/17/99 4,519.50 12/16/99 437.90 12/15/99 728.80 12/14/99 1,208.20 12/13/99 799.50 09/27/99 1,117.70 09/24/99 391.20 09/23/99 723.30 09/22/99 16.10 09/21/99 1,243.70 09/20/99 175.00 09/17/99 1,594.50 06/30/99 1,535.40 06/29/99 1,002.90 06/28/99 276.40 06/25/99 284.60 06/24/99 159.70 06/23/99 25.60 06/22/99 523.60 06/21/99 385.20 06/18/99 1,040.90 06/17/99 91.40 06/16/99 2,089.90 03/30/99 390.20 03/29/99 1,646.50 03/26/99 326.80 03/25/99 437.60 03/24/99 186.40 03/23/99 972.10 03/22/99 318.60 03/19/99 3,223.60