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Strategies & Market Trends : Buy and Sell Signals, and Other Market Perspectives -- Ignore unavailable to you. Want to Upgrade?

To: GROUND ZERO™ who wrote (31192)	4/24/2012 7:26:53 AM
From: FCom777	Read Replies (1) \| Respond to of 218590

The value in the #Data column provides the info you are asking about. So for the SPY data its about 20 years and for the SP data its about 12 years. I provided both for comparison since its clear to me how the futures continuous contract data calculation might be affecting the data. Also, its not clear to me why in some cases, successive data weeks show less data points than the week before/after. I'll investigate that to see what's occurring and get back to you. It's likely tied to holidays and how the program is calculating the week number. For the weekly calcs, there are 52 bins - one for each week - and the program starts from the earliest data point - determines which week of the year- what the Monday through Friday priced delta was - sums that delta for that week - and so on. Perhaps it would be better to express the data in percentage terms rather than absolute terms to dampen inflation effects. These data are available for pretty much all the futures markets, stocks, and etfs ... if any other markets have your interest. But I will check the apparent data anomaly since I thought the code was written based on day of the week. For example, new week begins when day of week Monday =1 is less than previous data point Friday = 5 rather than just picking Mondays to begin a new week. Monday logic would get screwed up by holidays ... I'll double check how it is coded ...