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Pastimes : The Justa & Lars Honors Bob Brinker Investment Club -- Ignore unavailable to you. Want to Upgrade?


To: Lars who wrote (12102)2/25/2000 6:10:00 AM
From: Mr. BSL  Read Replies (1) | Respond to of 15132
 
Does anyone have any articles, information, etc.
discussing daily volatility of the indexes in terms of the
% up and % down in the same day? I am wondering if recent
events have occurred any other time.


Here's the data for the NASDAQ. You can download the raw
data from YAHOO into a spread sheet, do the math and then
sort it for your analysis. Note that there are a total of
7 days with intra day lows of 4% or more. 4 of those 7 days
occurred this year. BTW, looking forward to the Barclay
funds.

date high low close % up % down % close
---- ---- --- ----- ---- ----- ------
Dec-31 2201 2166 2193 - - -
1998
1999

Jan-4 2234 2193 2208 2.1 (0.0) 0.7
Jan-5 2252 2206 2251 2.2 (0.1) 2.0
Jan-6 2321 2286 2321 3.4 1.5 3.1
Jan-7 2334 2284 2326 0.6 (1.6) 0.2
Jan-8 2370 2315 2344 2.1 (0.5) 0.8
Jan-11 2385 2348 2385 1.9 0.2 1.7
Jan-12 2396 2320 2321 0.5 (2.7) (2.7)
Jan-13 2353 2206 2317 1.5 (5.0) (0.2)
Jan-14 2338 2276 2277 1.0 (1.7) (1.7)
Jan-15 2349 2277 2348 3.5 0.0 3.1
Jan-19 2408 2348 2408 2.8 0.0 2.6
Jan-20 2474 2415 2415 3.0 0.3 0.3
Jan-21 2404 2336 2345 (0.5) (3.3) (2.9)
Jan-22 2365 2304 2339 1.0 (1.7) (0.2)
Jan-25 2370 2329 2369 1.4 (0.4) 1.3
Jan-26 2434 2385 2433 3.0 0.6 2.7
Jan-27 2464 2407 2407 1.4 (1.1) (1.1)
Jan-28 2477 2407 2477 3.2 0.0 2.9
Jan-29 2507 2455 2506 1.3 (0.9) 1.2
Feb-1 2533 2500 2510 1.2 (0.2) 0.2
Feb-2 2512 2443 2463 0.1 (2.7) (1.9)
Feb-3 2494 2449 2493 1.3 (0.6) 1.2
Feb-4 2497 2410 2410 0.1 (3.3) (3.3)
Feb-5 2421 2347 2374 0.5 (2.6) (1.5)
Feb-8 2415 2358 2405 1.9 (0.7) 1.3
Feb-9 2404 2311 2311 (0.0) (3.9) (3.9)
Feb-10 2338 2290 2310 1.3 (0.9) (0.1)
Feb-11 2406 2326 2406 4.6 0.7 4.2
Feb-12 2379 2320 2322 (1.2) (3.6) (3.5)
Feb-16 2368 2301 2314 2.2 (0.9) (0.3)
Feb-17 2305 2242 2249 (0.4) (3.1) (2.8)
Feb-18 2273 2224 2261 1.2 (1.1) 0.5
Feb-19 2291 2261 2284 1.5 0.0 1.0
Feb-22 2342 2276 2342 2.8 (0.4) 2.6
Feb-23 2386 2342 2376 2.1 0.0 1.5
Feb-24 2405 2339 2339 1.3 (1.6) (1.6)
Feb-25 2339 2287 2327 0.0 (2.2) (0.5)
Feb-26 2327 2277 2288 0.0 (2.1) (1.7)
Mar-1 2301 2264 2295 0.6 (1.0) 0.3
Mar-2 2318 2257 2259 1.1 (1.7) (1.6)
Mar-3 2281 2235 2265 1.1 (1.1) 0.3
Mar-4 2311 2251 2293 2.2 (0.6) 1.2
Mar-5 2339 2293 2337 2.2 0.0 1.9
Mar-8 2398 2354 2398 2.9 0.7 2.6
Mar-9 2433 2386 2393 1.6 (0.5) (0.2)
Mar-10 2409 2379 2406 0.7 (0.6) 0.5
Mar-11 2437 2392 2412 1.4 (0.6) 0.2
Mar-12 2412 2363 2382 0.0 (2.0) (1.2)
Mar-15 2431 2376 2431 2.3 (0.3) 2.1
Mar-16 2450 2424 2439 0.9 (0.3) 0.3
Mar-17 2442 2420 2429 0.1 (0.8) (0.4)
Mar-18 2463 2424 2463 1.5 (0.2) 1.4
Mar-19 2481 2421 2421 0.8 (1.7) (1.7)
Mar-22 2431 2395 2396 0.5 (1.1) (1.0)
Mar-23 2396 2320 2323 0.0 (3.2) (3.0)
Mar-24 2365 2310 2365 2.0 (0.6) 1.8
Mar-25 2435 2366 2435 3.3 0.0 3.0
Mar-26 2446 2414 2419 0.5 (0.9) (0.7)
Mar-29 2493 2440 2493 3.4 0.9 3.1
Mar-30 2507 2478 2480 0.6 (0.6) (0.5)
Mar-31 2521 2459 2461 1.8 (0.8) (0.8)
Apr-1 2502 2460 2493 1.8 (0.0) 1.3
Apr-5 2560 2516 2560 3.0 0.9 2.7
Apr-6 2582 2544 2563 0.9 (0.6) 0.1
Apr-7 2596 2511 2544 1.4 (2.0) (0.7)
Apr-8 2573 2515 2573 1.3 (1.1) 1.1
Apr-9 2599 2562 2593 1.1 (0.4) 0.8
Apr-12 2606 2527 2599 0.6 (2.5) 0.2
Apr-13 2633 2575 2584 1.4 (0.9) (0.6)
Apr-14 2628 2507 2507 1.9 (3.0) (3.0)
Apr-15 2536 2443 2522 1.3 (2.6) 0.6
Apr-16 2529 2448 2484 0.3 (2.9) (1.5)
Apr-19 2502 2341 2346 0.8 (5.8) (5.6)
Apr-20 2410 2330 2410 3.0 (0.7) 2.7
Apr-21 2490 2405 2489 3.7 (0.2) 3.3
Apr-22 2562 2525 2562 3.2 1.4 2.9
Apr-23 2603 2538 2590 1.8 (0.9) 1.1
Apr-26 2662 2591 2652 3.1 0.0 2.4
Apr-27 2678 2602 2602 1.1 (1.9) (1.9)
Apr-28 2611 2545 2550 0.4 (2.2) (2.0)
Apr-29 2553 2501 2528 0.1 (1.9) (0.9)
Apr-30 2578 2490 2543 2.2 (1.5) 0.6
May-3 2549 2512 2536 0.3 (1.2) (0.3)
May-4 2557 2482 2485 0.9 (2.1) (2.0)
May-5 2534 2431 2534 2.2 (2.2) 2.0
May-6 2546 2465 2472 0.5 (2.7) (2.4)
May-7 2508 2462 2504 1.6 (0.4) 1.3
May-10 2536 2501 2526 1.4 (0.1) 0.9
May-11 2574 2542 2567 2.1 0.6 1.6
May-12 2610 2548 2607 1.8 (0.7) 1.6
May-13 2633 2582 2582 1.1 (1.0) (1.0)
May-14 2559 2520 2528 (1.0) (2.4) (2.1)
May-17 2562 2495 2562 1.5 (1.3) 1.3
May-18 2576 2543 2558 0.6 (0.7) (0.2)
May-19 2578 2540 2577 0.9 (0.7) 0.7
May-20 2587 2542 2542 0.4 (1.4) (1.4)
May-21 2554 2509 2520 0.5 (1.3) (0.9)
May-24 2529 2445 2454 0.4 (3.0) (2.6)
May-25 2466 2380 2381 0.5 (3.0) (3.0)
May-26 2427 2339 2427 2.1 (1.8) 1.9
May-27 2440 2401 2419 0.6 (1.1) (0.3)
May-28 2471 2412 2470 2.4 (0.3) 2.1
Jun-1 2471 2412 2412 0.0 (2.3) (2.3)
Jun-2 2437 2365 2432 1.1 (1.9) 0.8
Jun-3 2444 2402 2403 0.5 (1.2) (1.2)
Jun-4 2478 2419 2478 3.4 0.7 3.1
Jun-7 2528 2478 2524 2.2 0.0 1.9
Jun-8 2534 2472 2475 0.4 (2.1) (1.9)
Jun-9 2520 2492 2519 2.0 0.7 1.8
Jun-10 2523 2469 2485 0.2 (2.0) (1.3)
Jun-11 2506 2443 2448 0.9 (1.7) (1.5)
Jun-14 2456 2397 2398 0.4 (2.1) (2.0)
Jun-15 2435 2397 2415 1.7 (0.0) 0.7
Jun-16 2518 2415 2518 4.7 0.0 4.3
Jun-17 2550 2494 2544 1.4 (1.0) 1.0
Jun-18 2564 2525 2563 0.9 (0.7) 0.7
Jun-21 2630 2563 2630 2.9 0.0 2.6
Jun-22 2642 2580 2580 0.5 (1.9) (1.9)
Jun-23 2598 2557 2598 0.8 (0.9) 0.7
Jun-24 2598 2550 2554 0.0 (1.8) (1.7)
Jun-25 2587 2542 2553 1.4 (0.5) (0.0)
Jun-28 2602 2555 2602 2.1 0.1 1.9
Jun-29 2642 2594 2642 1.7 (0.3) 1.5
Jun-30 2697 2621 2686 2.3 (0.8) 1.7
Jul-1 2712 2658 2706 1.1 (1.0) 0.7
Jul-2 2741 2706 2741 1.4 0.0 1.3
Jul-6 2787 2734 2737 1.8 (0.3) (0.1)
Jul-7 2749 2724 2743 0.5 (0.5) 0.2
Jul-8 2775 2731 2772 1.3 (0.4) 1.1
Jul-9 2793 2767 2793 0.8 (0.2) 0.8
Jul-12 2812 2775 2792 0.7 (0.6) (0.0)
Jul-13 2791 2756 2778 (0.0) (1.3) (0.5)
Jul-14 2818 2771 2818 1.6 (0.3) 1.4
Jul-15 2840 2814 2839 0.9 (0.1) 0.7
Jul-16 2872 2839 2864 1.3 0.0 0.9
Jul-19 2875 2830 2820 0.4 (1.2) (1.5)
Jul-20 2830 2728 2732 0.4 (3.3) (3.1)
Jul-21 2770 2728 2762 1.5 (0.1) 1.1
Jul-22 2749 2679 2688 (0.5) (3.0) (2.7)
Jul-23 2709 2668 2692 0.9 (0.7) 0.1
Jul-26 2667 2619 2619 (1.0) (2.7) (2.7)
Jul-27 2685 2650 2680 2.8 1.2 2.3
Jul-28 2710 2661 2706 1.2 (0.7) 1.0
Jul-29 2706 2728 2640 0.0 0.8 (2.4)
Jul-30 2676 2632 2638 1.5 (0.3) (0.1)
Aug-2 2671 2617 2624 1.4 (0.8) (0.5)
Aug-3 2649 2564 2588 1.0 (2.3) (1.4)
Aug-4 2604 2539 2540 0.7 (1.9) (1.9)
Aug-5 2566 2475 2566 1.1 (2.6) 1.0
Aug-6 2592 2536 2548 1.1 (1.2) (0.7)
Aug-9 2564 2517 2519 0.7 (1.2) (1.1)
Aug-10 2522 2442 2490 0.1 (3.1) (1.2)
Aug-11 2565 2490 2565 3.3 0.0 3.0
Aug-12 2586 2549 2549 0.9 (0.6) (0.6)
Aug-13 2638 2590 2638 3.8 1.6 3.5
Aug-16 2661 2623 2645 1.0 (0.6) 0.3
Aug-17 2680 2631 2671 1.5 (0.5) 1.0
Aug-18 2683 2657 2658 0.5 (0.5) (0.5)
Aug-19 2658 2612 2621 0.0 (1.7) (1.4)
Aug-20 2648 2620 2648 1.1 (0.0) 1.0
Aug-23 2720 2648 2720 3.0 0.0 2.7
Aug-24 2777 2708 2752 2.3 (0.4) 1.2
Aug-25 2810 2751 2806 2.3 (0.0) 2.0
Aug-26 2820 2774 2775 0.5 (1.1) (1.1)
Aug-27 2795 2752 2759 0.8 (0.8) (0.6)
Aug-30 2769 2703 2713 0.4 (2.0) (1.7)
Aug-31 2740 2672 2739 1.1 (1.5) 1.0
Sep-1 2768 2746 2751 1.2 0.3 0.4
Sep-2 2751 2698 2734 0.0 (1.9) (0.6)
Sep-3 2833 2734 2833 4.0 0.0 3.6
Sep-7 2860 2833 2840 1.0 0.0 0.2
Sep-8 2851 2807 2809 0.4 (1.2) (1.1)
Sep-9 2852 2808 2852 1.7 (0.0) 1.5
Sep-10 2898 2855 2887 1.8 0.1 1.2
Sep-13 2883 2845 2845 (0.2) (1.5) (1.5)
Sep-14 2870 2838 2868 1.0 (0.2) 0.8
Sep-15 2889 2813 2814 0.8 (1.9) (1.9)
Sep-16 2821 2756 2807 0.3 (2.1) (0.2)
Sep-17 2870 2807 2870 2.5 0.0 2.2
Sep-20 2891 2859 2886 0.8 (0.4) 0.6
Sep-21 2886 2820 2821 0.0 (2.3) (2.3)
Sep-22 2858 2812 2858 1.4 (0.3) 1.3
Sep-23 2880 2742 2750 0.8 (4.1) (3.8)
Sep-24 2747 2685 2740 (0.1) (2.4) (0.4)
Sep-27 2794 2759 2762 2.2 0.7 0.8
Sep-28 2764 2695 2756 0.1 (2.4) (0.2)
Sep-29 2772 2729 2730 0.6 (1.0) (0.9)
Sep-30 2765 2718 2746 1.4 (0.4) 0.6
Oct-1 2740 2698 2737 (0.2) (1.7) (0.3)
Oct-4 2796 2737 2796 2.4 0.0 2.2
Oct-5 2834 2765 2800 1.5 (1.1) 0.1
Oct-6 2857 2785 2857 2.2 (0.5) 2.0
Oct-7 2886 2847 2859 1.1 (0.4) 0.1
Oct-8 2887 2826 2887 1.1 (1.2) 1.0
Oct-11 2921 2887 2916 1.3 0.0 1.0
Oct-12 2923 2869 2872 0.3 (1.6) (1.5)
Oct-13 2864 2788 2801 (0.3) (2.9) (2.5)
Oct-14 2822 2766 2807 0.8 (1.2) 0.2
Oct-15 2807 2704 2732 0.0 (3.7) (2.7)
Oct-18 2730 2632 2689 (0.1) (3.7) (1.6)
Oct-19 2729 2675 2688 1.6 (0.5) (0.0)
Oct-20 2788 2728 2788 4.1 1.5 3.7
Oct-21 2805 2725 2802 0.7 (2.3) 0.5
Oct-22 2844 2802 2817 1.6 0.0 0.5
Oct-25 2833 2794 2816 0.6 (0.8) (0.0)
Oct-26 2860 2811 2811 1.7 (0.2) (0.2)
Oct-27 2813 2769 2803 0.0 (1.5) (0.3)
Oct-28 2875 2830 2875 2.9 1.0 2.6
Oct-29 2979 2919 2966 4.0 1.5 3.2
Nov-1 2998 2968 2968 1.2 0.0 0.0
Nov-2 3015 2972 2982 1.7 0.1 0.5
Nov-3 3041 3012 3029 2.2 1.0 1.6
Nov-4 3077 3030 3056 1.8 0.1 0.9
Nov-5 3118 3081 3102 2.2 0.8 1.5
Nov-8 3148 3069 3144 1.6 (1.1) 1.3
Nov-9 3175 3099 3125 1.1 (1.4) (0.6)
Nov-10 3187 3122 3156 2.2 (0.1) 1.0
Nov-11 3201 3169 3197 1.6 0.4 1.3
Nov-12 3223 3125 3221 0.9 (2.3) 0.7
Nov-15 3236 3215 3220 0.5 (0.2) (0.0)
Nov-16 3296 3235 3296 2.6 0.5 2.4
Nov-17 3324 3269 3269 1.0 (0.8) (0.8)
Nov-18 3347 3289 3347 2.6 0.6 2.4
Nov-19 3373 3336 3369 0.9 (0.3) 0.7
Nov-22 3400 3358 3393 1.0 (0.3) 0.7
Nov-23 3411 3321 3343 0.6 (2.1) (1.5)
Nov-23 3411 3321 3343 2.2 (0.7) 0.0
Nov-24 3421 3328 3421 2.6 (0.4) 2.3
Nov-26 3469 3444 3448 1.6 0.7 0.8
Nov-29 3468 3421 3421 0.7 (0.8) (0.8)
Nov-30 3425 3327 3336 0.1 (2.8) (2.5)
Dec-1 3376 3322 3354 1.3 (0.4) 0.5
Dec-2 3453 3372 3453 3.2 0.5 3.0
Dec-3 3554 3507 3521 3.2 1.6 2.0
Dec-6 3571 3508 3546 1.6 (0.4) 0.7
Dec-7 3589 3532 3587 1.3 (0.4) 1.2
Dec-8 3625 3580 3586 1.2 (0.2) (0.0)
Dec-9 3648 3515 3594 1.9 (2.0) 0.2
Dec-10 3637 3561 3620 1.3 (0.9) 0.7
Dec-13 3668 3598 3658 1.5 (0.6) 1.0
Dec-14 3660 3572 3572 0.1 (2.4) (2.4)
Dec-15 3622 3503 3622 1.5 (1.9) 1.4
Dec-16 3715 3622 3715 2.8 0.0 2.6
Dec-17 3797 3742 3753 2.4 0.7 1.0
Dec-20 3802 3748 3784 1.4 (0.1) 0.8
Dec-21 3911 3786 3911 3.7 0.1 3.4
Dec-22 3948 3878 3937 1.0 (0.8) 0.7
Dec-23 4002 3937 3969 1.8 0.0 0.8
Dec-27 4002 3902 3975 0.9 (1.7) 0.2
Dec-28 4023 3943 3972 1.3 (0.8) (0.1)
Dec-29 4042 3988 4042 1.9 0.4 1.8
Dec-30 4091 4026 4037 1.3 (0.4) (0.1)
Dec-31 4082 4032 4069 1.2 (0.1) 0.8

2000

Jan-3 4192 3990 4131 3.3 (1.9) 1.5
Jan-4 4073 3898 3901 (1.5) (5.6) (5.6)
Jan-5 3924 3735 3878 0.6 (4.3) (0.6)
Jan-6 3869 3716 3727 (0.3) (4.2) (3.9)
Jan-7 3883 3711 3883 4.6 (0.4) 4.2
Jan-10 4072 3883 4050 5.4 0.0 4.3
Jan-11 4067 3905 3921 0.5 (3.6) (3.2)
Jan-12 3951 3835 3850 0.8 (2.2) (1.8)
Jan-13 3957 3858 3957 3.1 0.2 2.8
Jan-14 4092 4046 4064 3.8 2.2 2.7
Jan-18 4148 4053 4131 2.3 (0.3) 1.6
Jan-19 4164 4085 4151 0.9 (1.1) 0.5
Jan-20 4227 4144 4190 2.0 (0.2) 0.9
Jan-21 4238 4168 4235 1.3 (0.5) 1.1
Jan-24 4303 4095 4097 1.8 (3.3) (3.3)
Jan-25 4168 4029 4167 1.9 (1.7) 1.7
Jan-26 4175 4070 4070 0.2 (2.3) (2.3)
Jan-27 4140 3974 4040 1.9 (2.4) (0.7)
Jan-28 4048 3858 3888 0.2 (4.5) (3.8)
Jan-31 3940 3748 3940 1.5 (3.6) 1.3
Feb-1 4053 3912 4051 3.2 (0.7) 2.8
Feb-2 4126 4051 4074 2.0 0.0 0.6
Feb-3 4211 4086 4211 3.7 0.3 3.4
Feb-4 4295 4229 4244 2.2 0.4 0.8
Feb-7 4322 4245 4322 2.0 0.0 1.8
Feb-8 4428 4370 4428 2.7 1.1 2.4
Feb-9 4461 4363 4363 0.8 (1.5) (1.5)
Feb-10 4486 4358 4486 3.1 (0.1) 2.8
Feb-11 4490 4361 4395 0.1 (2.8) (2.0)
Feb-14 4436 4356 4419 1.0 (0.9) 0.5
Feb-15 4441 4291 4421 0.5 (2.9) 0.1
Feb-16 4478 4414 4428 1.4 (0.2) 0.2
Feb-17 4553 4445 4549 3.1 0.4 2.7
Feb-18 4565 4404 4412 0.4 (3.2) (3.0)
Feb-22 4444 4291 4382 0.8 (2.7) (0.7)
Feb-23 4568 4382 4550 4.7 0.0 3.8
Feb-24 4620 4495 4618 1.7 (1.2) 1.5



To: Lars who wrote (12102)2/25/2000 9:51:00 AM
From: Les H  Respond to of 15132
 
There's a chart on market volatility in contraryinvestor.com