Gap down. Check out the gap statistics.
Showing posts with label gap down. Show all posts
Showing posts with label gap down. Show all posts
Thursday, February 16, 2012
Friday, February 10, 2012
Dax opening 10.2.2012
The market will gap down tomorrow, so the odds are on the bear's side. Remember to check out the gap statistics.
Friday, September 23, 2011
Gap statistics for Dax
The opening gaps can be differentiated how the volume behaves and if the gap is happening in an uptrend or a downtrend. However, below you can find statistics for the next day after gap up or down. The gaps are categorized with volume. Be free to study. If you don't understand something, be free to send me a message.
| Without volume increase | |||||
| gap up | positive day | average % | stdev | max | min |
| 3,00 % | 80,00 % | 0,24 % | 1,07 % | 1,34 % | -1,52 % |
| 2,50 % | 66,67 % | 0,21 % | 1,78 % | 3,45 % | -3,19 % |
| 2,00 % | 62,50 % | 0,61 % | 2,06 % | 6,07 % | -3,19 % |
| 1,50 % | 51,92 % | 0,04 % | 2,20 % | 6,07 % | -5,25 % |
| 1,00 % | 50,00 % | 0,02 % | 1,92 % | 6,07 % | -6,49 % |
| 0,50 % | 50,45 % | 0,01 % | 1,56 % | 6,07 % | -7,01 % |
| 0,00 % | 51,87 % | 0,02 % | 1,48 % | 10,34 % | -7,16 % |
| gap down | positive day | average % | stdev | max | min |
| 0,00 % | 54,75 % | 0,04 % | 1,64 % | 11,40 % | -6,84 % |
| -0,50 % | 56,43 % | 0,13 % | 1,88 % | 11,40 % | -6,29 % |
| -1,00 % | 61,83 % | 0,35 % | 2,46 % | 11,40 % | -6,25 % |
| -1,50 % | 65,22 % | 0,75 % | 3,31 % | 11,40 % | -6,25 % |
| -2,00 % | 69,57 % | 1,58 % | 3,85 % | 11,40 % | -4,88 % |
| -2,50 % | 69,23 % | 1,92 % | 4,82 % | 11,40 % | -4,88 % |
| -3,00 % | 77,78 % | 3,34 % | 4,95 % | 11,40 % | -2,04 % |
| With volume increasing above it's 10 day average | |||||
| gap up | positive day | average % | stdev | max | min |
| 3,00 % | 100,00 % | 0,79 % | 0,77 % | 1,34 % | 0,25 % |
| 2,50 % | 100,00 % | 1,24 % | 1,35 % | 3,45 % | 0,05 % |
| 2,00 % | 87,50 % | 1,45 % | 1,54 % | 3,45 % | -0,58 % |
| 1,50 % | 83,33 % | 1,24 % | 1,91 % | 3,45 % | -2,83 % |
| 1,00 % | 56,00 % | -0,07 % | 2,61 % | 3,45 % | -6,49 % |
| 0,50 % | 56,00 % | -0,09 % | 2,09 % | 4,08 % | -7,01 % |
| 0,00 % | 50,68 % | -0,06 % | 1,82 % | 10,34 % | -7,07 % |
| gap down | positive day | average % | stdev | max | min |
| 0,00 % | 50,60 % | 0,03 % | 2,14 % | 11,40 % | -5,13 % |
| -0,50 % | 44,44 % | 0,20 % | 2,98 % | 11,40 % | -5,02 % |
| -1,00 % | 48,00 % | 0,79 % | 3,99 % | 11,40 % | -5,02 % |
| -1,50 % | 66,67 % | 2,48 % | 4,73 % | 11,40 % | -2,53 % |
| -2,00 % | 85,71 % | 4,02 % | 5,26 % | 11,40 % | -2,01 % |
| -2,50 % | 83,33 % | 4,38 % | 5,66 % | 11,40 % | -2,01 % |
| -3,00 % | 100,00 % | 5,66 % | 5,28 % | 11,40 % | 0,91 % |
Gap down statistics for Dax
In a light of history, there seems to be a edge after huge gap down days. Gaps could always be taken seriously and studied carefully, because they could have a meaning behind them. One good source to study gaps is Stock Charts, where you can find good definitions. Yesterday's gap could be exhaustion gap, which could be defined by increase in volume.
From the table above, you can clearly see what has happened after we have seen gaps down. The profit is calculated from a close of the gap day to the close of a next day. The statistics is from 1995-2011.
From the table above, you can clearly see what has happened after we have seen gaps down. The profit is calculated from a close of the gap day to the close of a next day. The statistics is from 1995-2011.
| gap down | positive day | average % | stdev | max | min |
| -3,00 % | 77,78 % | 3,34 % | 4,95 % | 11,40 % | -2,04 % |
| -2,50 % | 69,23 % | 1,92 % | 4,82 % | 11,40 % | -4,88 % |
| -2,00 % | 69,57 % | 1,58 % | 3,85 % | 11,40 % | -4,88 % |
| -1,50 % | 65,22 % | 0,75 % | 3,31 % | 11,40 % | -6,25 % |
| -1,00 % | 61,83 % | 0,35 % | 2,46 % | 11,40 % | -6,25 % |
| -0,50 % | 56,43 % | 0,13 % | 1,88 % | 11,40 % | -6,29 % |
| 0,00 % | 54,75 % | 0,04 % | 1,64 % | 11,40 % | -6,84 % |
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