Monday, December 1, 2008


Date: 12/01/08
Open: $28.66
High: $29.15
Low: $26.73
Close: $26.93
Volume: 6,068,370
Advances: 3
Advances>=4%: 0
Declines>=4% 82
Daily Change: -7.805%


Speculator01 said...

I'm curious, is this the biggest single down day you've recorded since tracking the index?

bhh said...

Yes it is. Also the largest absolute 1-day percentage change regardless of direction. 1 standard deviation of daily price change since I began tracking it is 2.45% so if you accept gaussian distribution of equity prices (I do not), the odds of a move this size is about 1 in 333.