June 22, 2010 — Largest Drop in Two Weeks

      The NASDAQ’s loss of  -   1.19 percent following a stretch of seven positive sessions, is its deepest since June 7.   Yet it was smaller than the S&P500’s  -1.61 decline as well as the -1.42 percent of the DJIA; and for these indices, the worst day since June 4.

Today’s pattern of two declines in a row becomes the 141st repeat since January 2000. Those previous falling sessions suffered setbacks ranging from -.01 percent to more than – 9 percent, although their average declines clustered around minus  -1.5 percent. The following day, in the past, experienced more advances than declines, with the positive frequency about 125 percent of the number of declines.

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The losses of the past several weeks, rather than being distributed similarly impacted each of these three indices differently. The diagram, showing the daily closes as a proportion of the October 2007 high, details these differences. The NASDAQ, currently at 80 percent of its high, regained more ground than the DJIA and the S&P500, since the bottom in March 2009. The two averages have changed places several times over the cycle, and currently stand at 70 percent –for the S&P500 – and 73 percent.

Hence focusing on such differences provides opportunity for gains, even as the total value of all assets is declining.  

  DJIA                     - 1.43   percent

NASDAQ             -1.19   percent 

S&P500                 -1.61   percent 

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