Hi Lg; Thanks to Yahoo ; I can track volume on the DOW 30,
The following is a sample of one that I pull into a spread sheet,
This volume today is a bit lighter ( for the time factor )
as we are over a 3rd into the trading day.
Any way after the close my spread sheet looks at the volume,
and does all sorts of things with it.
---------------
Now I run two versions of this DOW30, one is weighted exactly
like the DOW, and "after" I pull it into the spread sheet
it does a dynamic re-weight, and then matches the DOW penny for
penny..the other also dynamic reweights BUT it is not weighted
like the DOW. It is weighted like the S&P by market cap.
Noting the divergence between the two at times can be
revealing. To get into explaining that would be more than you
would likely want to read.
This is the market Cap one..it's up over the Dow price weighted
one..indicating that the BIG caps have been carrying the DOW,
up. BTW the far right gains are from DEC 8th, "market cap weighted"
Symbol Last Trade Change Avg Vol Volume Value Value Change Gain
^DJI 11:47AM 8995.54 +6.69 +0.07% N/A N/A $0.09 $0.00 +0.07% -$0.00 -0.36%
DIA 11:24AM 89 25/32 -1/32 -0.03% N/A 174,000 $0.01 -$0.00 -0.03% -$0.00 -0.59%
GE 11:26AM 97 15/16 -7/16 -0.44% 5,569,954 1,348,900 $1,225.20 -$5.47 -0.44% $94.04 +8.31%
MRK 11:26AM 144 13/16 +3/4 +0.52% 2,867,136 887,100 $660.34 $3.42 +0.52% -$63.28 -8.75%
XON 11:26AM 75 1/16 +1/4 +0.33% 3,875,818 1,456,500 $698.08 $2.33 +0.33% $17.41 +2.56%
WMT 11:26AM 78 15/16 +5/16 +0.40% 3,565,863 959,300 $680.44 $2.69 +0.40% $25.32 +3.87%
KO 11:26AM 66 11/16 +15/16 +1.43% 3,991,181 1,193,400 $629.53 $8.85 +1.43% -$18.34 -2.83%
IBM 11:26AM 178 1/4 +1 7/8 +1.06% 4,091,363 2,013,600 $629.22 $6.62 +1.06% $35.51 +5.98%
MO 11:26AM 52 15/16 +5/8 +1.19% 6,078,636 1,678,000 $493.38 $5.82 +1.19% -$14.56 -2.87%
T 11:26AM 73 9/16 -5/8 -0.84% 4,650,181 1,874,100 $493.60 -$4.19 -0.84% $44.03 +9.79%
PG 11:26AM 88 7/16 +1 3/16 +1.36% 2,384,181 634,000 $449.26 $6.03 +1.36% $8.57 +1.95%
C 11:26AM 50 11/16 -7/16 -0.86% 13,996,590 2,147,400 $441.79 -$3.81 -0.86% $19.07 +4.51%
JNJ 11:26AM 77 3/8 +1/2 +0.65% 2,470,909 1,320,100 $398.48 $2.58 +0.65% -$11.25 -2.75%
HWP 11:26AM 66 -1/16 -0.09% 3,315,272 991,800 $262.02 -$0.25 -0.09% -$0.99 -0.38%
DIS 11:26AM 30 1/2 -1/2 -1.61% 5,398,272 1,767,600 $239.12 -$3.92 -1.61% -$11.76 -4.69%
DD 11:26AM 54 1/16 -13/16 -1.48% 2,432,409 1,036,900 $233.01 -$3.50 -1.48% -$3.52 -1.49%
CHV 11:26AM 84 1/8 +1/8 +0.15% 1,529,500 448,900 $210.31 $0.31 +0.15% $4.21 +2.04%
MCD 11:26AM 76 7/8 -5/8 -0.81% 1,879,500 675,900 $199.11 -$1.62 -0.81% $13.77 +7.43%
GM 11:26AM 73 15/16 +1/4 +0.34% 2,153,272 757,800 $184.84 $0.62 +0.34% $11.87 +6.86%
AXP 11:26AM 101 3/8 +5/8 +0.62% 2,052,090 303,100 $175.38 $1.08 +0.62% $7.57 +4.51%
BA 11:26AM 31 3/4 -1/16 -0.20% 4,605,727 1,933,000 $121.28 -$0.24 -0.20% -$10.28 -7.81%
MMM 11:26AM 70 1/16 -7/16 -0.62% 1,071,272 454,700 $107.90 -$0.67 -0.62% -$12.04 -10.04%
ALD 11:26AM 42 1/8 -3/8 -0.88% 1,182,318 365,400 $90.15 -$0.80 -0.88% -$3.76 -4.00%
UTX 11:24AM 104 5/16 +1/16 +0.06% 846,681 123,500 $89.71 $0.05 +0.06% -$1.02 -1.13%
EK 11:26AM 73 1/16 -11/16 -0.93% 1,357,545 196,100 $90.60 -$0.85 -0.93% -$0.16 -0.17%
JPM 11:26AM 102 1/16 -1 3/16 -1.15% 1,359,136 232,300 $68.38 -$0.80 -1.15% -$3.01 -4.22%
CAT 11:26AM 42 -1/4 -0.59% 1,753,681 488,800 $57.54 -$0.34 -0.59% -$9.17 -13.74%
S 11:26AM 41 1/4 0 0.00% 1,801,272 528,800 $60.64 $0.00 0.00% $0.00 N/A
AA 11:26AM 69 11/16 +1/16 +0.09% 926,227 210,400 $48.78 $0.04 +0.09% -$3.41 -6.54%
IP 11:26AM 42 13/16 -1/8 -0.29% 1,256,500 404,500 $50.52 -$0.15 -0.29% $0.00 +0.01%
GT 11:25AM 50 1/2 -1 13/16 -3.46% 679,318 491,400 $30.30 -$1.09 -3.46% -$3.38 -10.03%
UK 11:25AM 40 5/16 -5/16 -0.77% 763,818 164,500 $20.56 -$0.16 -0.77% -$0.86 -4.02%
32 symbols
Totals(USD):
note this is where the dow would be if it was market cap weighted from DEC 8th $9,139.58
the fact that it's lower tells me the BIGGER caps
have held her as the smaller caps ones sunk.
Now the DOW don't really have "small caps" in it,
I'm taking about the relative size of the DOW 30.
Total gain market cap wise from DEC 8th.$110.60+1.22%
it's not all that hot.
Jim
|
