I see Abby Cohen is working the media this evening. I guess
that's part of her job. It seems that the most extreme day
for the market since Jan 1997 was 10/27/97 and the second
most extreme day was today. Still haven't got the plots
together yet. However, it seems that a (high U, low D) or
(low U, high D) day is an indicator of an extreme market
phase.
U D
10/21/97, 1.8556, 0.1326, 972.28
10/22/97, 0.4725, 0.8616, 968.49
10/23/97, 0.0902, 1.9322, 950.69
10/24/97, 0.2732, 1.2972, 940.12
10/27/97, 0.0004, 7.2679, 876.98
10/28/97, 4.7986, 0.0765, 921.25
10/29/97, 0.7461, 0.9929, 919.16
10/30/97, 0.2144, 1.7360, 903.68
01/05/98, 0.8988, 0.6665, 977.07
01/06/98, 0.2566, 1.2754, 966.58
01/07/98, 0.6069, 0.8280, 964.00
01/08/98, 0.4149, 1.1743, 956.04
01/09/98, 0.0144, 3.2332, 927.69
01/12/98, 1.5610, 0.3540, 939.21
01/13/98, 1.6133, 0.1911, 952.12
01/14/98, 0.9560, 0.3498, 957.94
01/15/98, 0.3007, 1.1170, 950.73
04/06/00, 1.6615, 0.8113, 1501.34
04/07/00, 1.8859, 0.8184, 1516.35
04/10/00, 1.0244, 1.8634, 1504.46
04/11/00, 1.1133, 1.4351, 1500.59
04/12/00, 0.8904, 3.0113, 1467.17
04/13/00, 0.4232, 2.2127, 1440.51
04/14/00, 0.0177, 6.0920, 1357.31 |
