Nov

29

After the biggest up days… no clear pattern to next day or next week results.



.              Next     Next


.               day   5 days


06/15/2006    -0.6%   -0.9%


08/06/2007     1.0%   -0.9%


08/17/2007    -0.1%    2.3%


08/29/2007    -0.3%    1.0%


09/18/2007     0.5%   -0.3%


11/13/2007    -0.4%   -2.5%


11/28/2007       ?      ?


 


Average        0.05%  -0.22%


StandardDev    0.61%   1.68%


N                 6       6


t              0.07   -0.36


.


Further study of the 1991-2005 period showed nothing additional of interest. What may be more interesting is that yesterday was the sixth day of 2007 on which the S&P 500 futures made their biggest one-day gain in a year, the largest number in any year going back to 1991 (1997 had four such days; several years had none).

 



	

	


	
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