Thursday, February 17, 2011

On the S&P 500 and Sector Trading Ranges: A Remarkable Run

Hickey and Walters (Bespoke) submit:

Below we provide our trading range charts for the S&P 500 and its 10 sectors. For each chart, the light blue shading represents between one standard deviation above and below the 50-day moving average (white line). The red shading represents between one and two standard deviations above the 50-DMA, and vice versa for the green


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Sarah Gellman Eliza Dushku Bonnie Jill Laflin Joanna Krupa Ashley Olsen

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