I want to apologize to readers for the lack of updates recently. I have been very busy preparing to launch a new site with another well-read and respected quantitatively-oriented blogger. When the new site is ready, I will post a link here and most of the old content of this site will be moved over.
The new site will continue to publish many of the same types of studies but will take the research much further by offering complete tradable systems with independently audited third-party results. It will certainly be a terrific resource for readers of this blog and I am extremely excited about the partnership.
Sunday, February 22, 2009
Thursday, January 15, 2009
01/15/09
Date: 01/15/09
Open: $26.86
High: $27.86
Low: $26.11
Close: $27.50
Volume: 4,942,317
Advances: 80
Advances>=4%: 24
Declines>=4% 4
Daily Change: 2.265%
Open: $26.86
High: $27.86
Low: $26.11
Close: $27.50
Volume: 4,942,317
Advances: 80
Advances>=4%: 24
Declines>=4% 4
Daily Change: 2.265%
Tuesday, January 13, 2009
01/13/09
Date: 01/13/09
Open: $27.40
High: $28.16
Low: $26.90
Close: $27.71
Volume: 4,327,247
Advances: 64
Advances>=4%: 4
Declines>=4% 6
Daily Change: 0.477%
Open: $27.40
High: $28.16
Low: $26.90
Close: $27.71
Volume: 4,327,247
Advances: 64
Advances>=4%: 4
Declines>=4% 6
Daily Change: 0.477%
Monday, January 12, 2009
01/12/09
Date: 01/12/09
Open: $28.02
High: $28.44
Low: $27.18
Close: $27.57
Volume: 3,566,165
Advances: 22
Advances>=4%: 1
Declines>=4% 11
Daily Change: -1.481%
Open: $28.02
High: $28.44
Low: $27.18
Close: $27.57
Volume: 3,566,165
Advances: 22
Advances>=4%: 1
Declines>=4% 11
Daily Change: -1.481%
Saturday, January 10, 2009
01/09/09
Date: 01/09/09
Open: $28.87
High: $29.17
Low: $27.52
Close: $27.99
Volume: 3,990,718
Advances: 17
Advances>=4%: 5
Declines>=4% 40
Daily Change: -2.930%
Open: $28.87
High: $29.17
Low: $27.52
Close: $27.99
Volume: 3,990,718
Advances: 17
Advances>=4%: 5
Declines>=4% 40
Daily Change: -2.930%
Thursday, January 8, 2009
01/08/09
Date: 01/08/09
Open: $28.56
High: $29.25
Low: $27.97
Close: $28.83
Volume: 3,421,631
Advances: 63
Advances>=4%: 10
Declines>=4% 4
Daily Change: 0.511%
Open: $28.56
High: $29.25
Low: $27.97
Close: $28.83
Volume: 3,421,631
Advances: 63
Advances>=4%: 10
Declines>=4% 4
Daily Change: 0.511%
Wednesday, January 7, 2009
01/07/09
Date: 01/07/09
Open: $29.16
High: $29.55
Low: $28.19
Close: $28.69
Volume: 3,704,148
Advances: 15
Advances>=4%: 3
Declines>=4% 26
Daily Change: -2.532%
Open: $29.16
High: $29.55
Low: $28.19
Close: $28.69
Volume: 3,704,148
Advances: 15
Advances>=4%: 3
Declines>=4% 26
Daily Change: -2.532%
Tuesday, January 6, 2009
01/06/09
Date: 01/06/09
Open: $29.72
High: $30.25
Low: $28.88
Close: $29.43
Volume: 4,062,783
Advances: 45
Advances>=4%: 7
Declines>=4% 11
Daily Change: -0.606%
Open: $29.72
High: $30.25
Low: $28.88
Close: $29.43
Volume: 4,062,783
Advances: 45
Advances>=4%: 7
Declines>=4% 11
Daily Change: -0.606%
Monday, January 5, 2009
Date: 12/29/08
Open: $28.50
High: $28.88
Low: $27.73
Close: $28.36
Volume: 2,368,506
Advances: 42
Advances>=4%: 4
Declines>=4% 5
Daily Change: -0.466%
Date: 12/30/08
Open: $28.52
High: $29.38
Low: $28.13
Close: $29.20
Volume: 2,778,878
Advances: 90
Advances>=4%: 25
Declines>=4% 1
Daily Change: 2.976%
Date: 12/31/08
Open: $29.25
High: $30.12
Low: $28.85
Close: $29.63
Volume: 3,197,072
Advances: 73
Advances>=4%: 17
Declines>=4% 1
Daily Change: 1.461%
Date: 01/02/09
Open: $29.70
High: $30.28
Low: $29.06
Close: $29.78
Volume: 3,251,309
Advances: 56
Advances>=4%: 5
Declines>=4% 4
Daily Change: 0.504%
Date: 01/05/09
Open: $29.75
High: $30.27
Low: $28.88
Close: $29.61
Volume: 4,233,858
Advances: 39
Advances>=4%: 7
Declines>=4% 9
Daily Change: -0.561
Open: $28.50
High: $28.88
Low: $27.73
Close: $28.36
Volume: 2,368,506
Advances: 42
Advances>=4%: 4
Declines>=4% 5
Daily Change: -0.466%
Date: 12/30/08
Open: $28.52
High: $29.38
Low: $28.13
Close: $29.20
Volume: 2,778,878
Advances: 90
Advances>=4%: 25
Declines>=4% 1
Daily Change: 2.976%
Date: 12/31/08
Open: $29.25
High: $30.12
Low: $28.85
Close: $29.63
Volume: 3,197,072
Advances: 73
Advances>=4%: 17
Declines>=4% 1
Daily Change: 1.461%
Date: 01/02/09
Open: $29.70
High: $30.28
Low: $29.06
Close: $29.78
Volume: 3,251,309
Advances: 56
Advances>=4%: 5
Declines>=4% 4
Daily Change: 0.504%
Date: 01/05/09
Open: $29.75
High: $30.27
Low: $28.88
Close: $29.61
Volume: 4,233,858
Advances: 39
Advances>=4%: 7
Declines>=4% 9
Daily Change: -0.561
Friday, December 26, 2008
Tuesday, December 23, 2008
12/23/08
Date: 12/23/08
Open: $28.55
High: $28.98
Low: $27.79
Close: $28.23
Volume: 2,933,223
Advances: 34
Advances>=4%: 0
Declines>=4% 6
Daily Change: -0.611%
Open: $28.55
High: $28.98
Low: $27.79
Close: $28.23
Volume: 2,933,223
Advances: 34
Advances>=4%: 0
Declines>=4% 6
Daily Change: -0.611%
Monday, December 22, 2008
12/22/08
Date: 12/22/08
Open: $28.73
High: $29.15
Low: $27.56
Close: $28.40
Volume: 4,168,272
Advances: 31
Advances>=4%: 0
Declines>=4% 8
Daily Change: -0.957%
Open: $28.73
High: $29.15
Low: $27.56
Close: $28.40
Volume: 4,168,272
Advances: 31
Advances>=4%: 0
Declines>=4% 8
Daily Change: -0.957%
Friday, December 19, 2008
12/19/08
Date: 12/19/08
Open: $29.01
High: $29.58
Low: $28.12
Close: $28.68
Volume: 8,164,826
Advances: 48
Advances>=4%: 9
Declines>=4% 8
Daily Change: 0.213%
Open: $29.01
High: $29.58
Low: $28.12
Close: $28.68
Volume: 8,164,826
Advances: 48
Advances>=4%: 9
Declines>=4% 8
Daily Change: 0.213%
Thursday, December 18, 2008
12/18/08
Date: 12/18/08
Open: $28.86
High: $29.50
Low: $27.99
Close: $28.62
Volume: 5,739,844
Advances: 42
Advances>=4%: 5
Declines>=4% 12
Daily Change: -0.604%
Open: $28.86
High: $29.50
Low: $27.99
Close: $28.62
Volume: 5,739,844
Advances: 42
Advances>=4%: 5
Declines>=4% 12
Daily Change: -0.604%
Wednesday, December 17, 2008
12/17/08
Date: 12/17/08
Open: $28.52
High: $29.33
Low: $28.02
Close: $28.79
Volume: 5,136,706
Advances: 50
Advances>=4%: 5
Declines>=4% 5
Daily Change: 0.052%
Open: $28.52
High: $29.33
Low: $28.02
Close: $28.79
Volume: 5,136,706
Advances: 50
Advances>=4%: 5
Declines>=4% 5
Daily Change: 0.052%
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