Sep

19

Limit Points of the Great Moderation, from Kim Zussman

September 19, 2008 |

This week's normalized range in SP500 was 6th highest of the 3000+ weeks since January 1950. Normalized range is defined as:

[(week high)-(week low)] / [(week high)+(week low)]/2

(the high minus the low over the midpoint between the high and low)

Here are the biggest ranges (in chronological order), and the respective dates:

[Ed.: this table was updated at 1pm September 20 to correct an error in the previous version. Many thanks to a reader for pointing out the error].

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