Capital Ideas & Analysis

Perspectives on Capital Markets

Archive for March 19th, 2008

SPY gaps

without comments

Date    Opening Gap (%) Open to Close (%)            Date     Opening Gap (%) Open to Close (%)

4/4/94                 -2.80                        1.30            5/14/99                 -2.03                             -0.58

5/6/94                 -2.70                        1.78             3/13/00                 -2.45                              1.39

3/8/96                 -2.19                      -1.07              4/27/00               -2.3                                 2.10

4/8/96                 -2.50                       0.81              3/14/01               -2.47                               0.51

6/7/96                 -2.13                        2.17              9/17/01              -8.22                                3.27

12/6/96              -2.01                        1.45              9/21/01              -4.72                                 3.43

10/28/97           -3.23                        9.30               6/26/02             -2.42                                 2.65

9/10/98            -2.05                        0.06                7/24/02            -2.27                                  8.42

9/17/98             -2.62                     -0.24                 1/22/08            -3.67                                  2.76

9/21/98             -2.42                      2.42                  1/23/08           -2.78                                  5.33

10/8/98             -2.64                     2.15                   3/17/08           -2.66 -

1/13/99             -3.09                     2.47                 Average 2.36

taken from Bespoke Investment Group

Written by ryanromero

March 19, 2008 at 10:45