Check the Volume
By
Rennie on Thursday, February 12th, 2009 at 2:09 am
TICKscore utilizes extremes in NYSE TICK data to gauge institutional participation, and it’s proved useful from both an intraday and end-of-day perspective. About a week ago I detailed an alternative to the original TrendCatcher strategy utilizing this indicator. It performed well, but it wasn’t really in keeping with the original TrendCatcher concept. Signals were exited a bit too quickly for all but the most nimble traders, and it was rare for a position to be held into the close. After digging through the intraday data to see how the original strategy could be improved upon, I discovered a highly effective alternative means of labeling potential ‘trend days’. Rather than utilizing TICKscore or breadth, this method is based strictly on volume. It was originally intended to be an add-on to the original strategy, a filter of sorts to weed out losing signals. But the more I checked, the more evident it became that this wasn’t just an add-on, it was an effective trading signal all on its own. Here’s a quick rundown of some key stats, along with a chart of the equity curve…
Average profit: 1.1%
Average loss: 0.6%
Winning pct: 55% (92/168)
Total profit: 61% since January ’08
Month-by-month Performance in S&P points for comparison to the original TrendCatcher strategy…
January ’08: +11.31 S&P points
February ’08: +11.77 S&P points
March ’08: +23.75 S&P points
April ’08: +18.61 S&P points
May ’08: +0.04 S&P points
June ’08: +27.42 S&P points
July ’08: +42.18 S&P points
August ’08: +3.50 S&P points
September ’08: +100.11 S&P points
October ’08: +143.24 S&P points
November ’08: +72.17 S&P points
December ’08: +20.69 S&P points
January ’09: +28.65 S&P points
February ’09: +10.41 S&P points
One thing I particularly like about this method is the tendency to hold into the close. Out of 168 trades since January ’08, 110 were held into the close. You could rightly argue that one reason for this is that trades are often not initiated until late in the afternoon. But that’s actually in keeping with the TrendCatcher’s original concept – identify sessions when institutions are actively involved on one side of the market and ride the trend into the close. We already know institutions are most active late in the day – this is the basis behind indicators such as the Last Hour, which has consistently proven itself as one of the true ‘smart money’ indicators. Unlike the original TrendCatcher strategy, which attempted to make an early guess as to whether there was going to be consistent institutional participation, these results suggest it’s better to exercise patience. By waiting until later in the session, and trading only on days when institutions have clearly tipped their hand via volume, we generate more reliable and more profitable signals.
For a trade-by-trade rundown, see the table below. These TrendCatcher ‘volume alerts’ will be posted to the site beginning with tomorrow’s session.
Date Time Signal Entry Time Exit P/L % P/L
1/2/2008 14:40 Sell 1449.46 15:59 1447.22 0.15% 2.24
1/4/2008 11:53 Sell 1424.26 15:59 1411.68 0.88% 12.58
1/8/2008 15:22 Sell 1398.9 15:59 1390.01 0.64% 8.89
1/9/2008 13:42 Sell 1383.28 14:47 1388.82 -0.40% -5.54
1/10/2008 14:37 Buy 1418.79 15:59 1419.99 0.08% 1.2
1/11/2008 14:49 Sell 1403.2 15:59 1400.74 0.18% 2.46
1/14/2008 15:44 Buy 1417.02 15:59 1416.09 -0.07% -0.93
1/15/2008 11:41 Sell 1386.76 15:59 1380.6 0.44% 6.16
1/17/2008 11:59 Sell 1351.27 15:59 1333.84 1.29% 17.43
1/18/2008 11:56 Sell 1313.76 12:17 1319.02 -0.40% -5.26
1/22/2008 14:08 Sell 1303.41 14:25 1312.06 -0.66% -8.65
1/23/2008 12:46 Sell 1270.64 13:15 1278.95 -0.65% -8.31
1/24/2008 14:40 Buy 1354.16 14:52 1347.71 -0.48% -6.45
1/25/2008 13:50 Sell 1330.48 14:17 1334.94 -0.34% -4.46
1/28/2008 14:01 Buy 1345.26 15:59 1353.06 0.58% 7.8
1/29/2008 15:53 Buy 1363.13 15:54 1363.18 0.00% 0.05
1/30/2008 14:56 Buy 1378.52 15:26 1372.97 -0.40% -5.55
1/31/2008 13:43 Buy 1368.44 14:07 1366.09 -0.17% -2.35
2/1/2008 13:27 Buy 1386.51 15:59 1394.71 0.59% 8.2
2/5/2008 12:29 Sell 1351.36 15:59 1336.64 1.09% 14.72
2/6/2008 15:50 Sell 1325.46 15:59 1326.18 -0.05% -0.72
2/7/2008 14:07 Buy 1346.4 14:15 1339.16 -0.54% -7.24
2/12/2008 13:17 Buy 1356.54 14:20 1353.96 -0.19% -2.58
2/13/2008 15:03 Buy 1364.99 15:16 1363.56 -0.10% -1.43
2/14/2008 14:29 Sell 1354.17 15:59 1348.48 0.42% 5.69
2/20/2008 14:57 Buy 1363.71 15:24 1357.01 -0.49% -6.7
2/21/2008 15:03 Sell 1343.42 15:59 1342.21 0.09% 1.21
2/22/2008 15:13 Sell 1329.51 15:29 1332.53 -0.23% -3.02
2/25/2008 14:29 Buy 1367.93 14:56 1361.81 -0.45% -6.12
2/26/2008 13:02 Buy 1387.3 13:28 1381.9 -0.39% -5.4
2/28/2008 15:24 Sell 1368.09 15:59 1367.52 0.04% 0.57
2/29/2008 12:33 Sell 1344.77 15:59 1330.18 1.08% 14.59
3/3/2008 14:55 Sell 1320.5 15:18 1325.04 -0.34% -4.54
3/4/2008 12:52 Sell 1314.5 15:16 1327.69 -1.00% -13.19
3/6/2008 12:08 Sell 1316.06 15:59 1304.33 0.89% 11.73
3/7/2008 13:57 Sell 1287.83 14:59 1293.07 -0.41% -5.24
3/10/2008 13:35 Sell 1281.82 15:59 1274.12 0.60% 7.7
3/11/2008 12:56 Buy 1290.51 15:59 1320.4 2.32% 29.89
3/12/2008 15:54 Sell 1308.45 15:59 1308.52 -0.01% -0.07
3/13/2008 15:28 Buy 1320.59 15:54 1315.22 -0.41% -5.37
3/14/2008 11:16 Sell 1292.17 15:59 1288.79 0.26% 3.38
3/17/2008 11:44 Sell 1271.11 15:59 1276.77 -0.45% -5.66
3/18/2008 11:42 Buy 1311.2 15:59 1328.25 1.30% 17.05
3/19/2008 14:05 Sell 1310.64 14:22 1314.72 -0.31% -4.08
3/20/2008 11:03 Buy 1313.46 11:33 1314.35 0.07% 0.89
3/24/2008 12:27 Buy 1355.3 15:59 1349.16 -0.45% -6.14
3/27/2008 15:39 Sell 1326.35 15:59 1325.94 0.03% 0.41
3/28/2008 15:15 Sell 1315.47 15:59 1314.5 0.07% 0.97
3/31/2008 15:53 Buy 1325.9 15:59 1321.92 -0.30% -3.98
4/1/2008 12:10 Buy 1355.22 15:59 1369.87 1.08% 14.65
4/9/2008 15:00 Sell 1350.95 15:38 1355.78 -0.36% -4.83
4/11/2008 13:54 Sell 1338.25 15:59 1333.31 0.37% 4.94
4/16/2008 13:49 Buy 1355.1 15:59 1363.73 0.64% 8.63
4/18/2008 12:15 Buy 1392.13 15:59 1390.88 -0.09% -1.25
4/22/2008 14:50 Sell 1371.36 15:22 1374.89 -0.26% -3.53
5/1/2008 15:06 Buy 1406.64 15:59 1409.06 0.17% 2.42
5/7/2008 15:07 Sell 1396.72 15:59 1392.5 0.30% 4.22
5/15/2008 15:41 Buy 1421.85 15:59 1423.1 0.09% 1.25
5/20/2008 15:35 Sell 1409.21 15:59 1413.94 -0.34% -4.73
5/21/2008 14:47 Sell 1392.93 15:59 1390.7 0.16% 2.23
5/23/2008 13:54 Sell 1375.15 14:49 1380.5 -0.39% -5.35
6/2/2008 15:13 Sell 1381.38 15:30 1384.6 -0.23% -3.22
6/5/2008 15:08 Buy 1399.31 15:59 1403.35 0.29% 4.04
6/6/2008 13:51 Sell 1377.49 15:59 1360.15 1.26% 17.34
6/11/2008 14:45 Sell 1342.49 15:59 1335.61 0.51% 6.88
6/13/2008 15:47 Buy 1357.2 15:59 1359.88 0.20% 2.68
6/18/2008 14:22 Sell 1335.32 14:42 1338.14 -0.21% -2.82
6/20/2008 10:22 Sell 1324.14 11:08 1329.05 -0.37% -4.91
6/25/2008 14:38 Buy 1329.5 14:47 1324.99 -0.34% -4.51
6/26/2008 12:25 Sell 1295.8 15:59 1283.86 0.92% 11.94
7/1/2008 13:09 Sell 1263.49 13:23 1268.32 -0.38% -4.83
7/2/2008 15:02 Sell 1272.7 15:59 1261.51 0.88% 11.19
7/7/2008 13:44 Sell 1243.63 15:11 1251.74 -0.65% -8.11
7/8/2008 15:25 Buy 1267.93 15:59 1273.8 0.46% 5.87
7/9/2008 15:03 Sell 1253.15 15:59 1244.56 0.69% 8.59
7/11/2008 12:26 Sell 1231.68 14:06 1239.33 -0.62% -7.65
7/14/2008 15:53 Sell 1228.93 15:59 1227.91 0.08% 1.02
7/15/2008 15:42 Sell 1217.9 15:59 1214.65 0.27% 3.25
7/16/2008 14:24 Buy 1235.05 15:59 1245.3 0.83% 10.25
7/17/2008 14:12 Buy 1261.48 14:42 1255.23 -0.50% -6.25
7/22/2008 15:52 Buy 1274.36 15:59 1276.69 0.18% 2.33
7/24/2008 13:29 Sell 1266.44 15:59 1253.62 1.01% 12.82
7/28/2008 15:40 Sell 1237.16 15:59 1234.6 0.21% 2.56
7/29/2008 14:51 Buy 1252.93 15:59 1262.57 0.77% 9.64
7/30/2008 15:56 Buy 1282.52 15:59 1284.02 0.12% 1.5
8/5/2008 15:32 Buy 1277.17 15:59 1283.8 0.52% 6.63
8/7/2008 15:31 Sell 1269.45 15:59 1266.76 0.21% 2.69
8/8/2008 15:50 Buy 1297.82 15:59 1295.22 -0.20% -2.6
8/18/2008 15:43 Sell 1276.03 15:59 1279.11 -0.24% -3.08
8/25/2008 15:51 Sell 1267.23 15:59 1267.37 -0.01% -0.14
9/4/2008 13:23 Sell 1245.39 15:59 1236.55 0.71% 8.84
9/9/2008 13:32 Sell 1246.38 15:59 1225.34 1.69% 21.04
9/15/2008 12:35 Sell 1223.5 13:05 1229.65 -0.50% -6.15
9/16/2008 14:19 Sell 1182.19 14:40 1199.26 -1.44% -17.07
9/17/2008 11:28 Sell 1169.24 15:59 1156.2 1.12% 13.04
9/18/2008 15:01 Buy 1173.56 15:59 1200.5 2.30% 26.94
9/19/2008 9:39 Buy 1255.33 15:59 1251.72 -0.29% -3.61
9/22/2008 15:41 Sell 1211.41 15:59 1207.47 0.33% 3.94
9/23/2008 15:47 Sell 1188.99 15:59 1187.76 0.10% 1.23
9/29/2008 12:53 Sell 1169.27 15:59 1129.58 3.39% 39.69
9/30/2008 14:05 Buy 1151.72 15:59 1163.94 1.06% 12.22
10/2/2008 13:08 Sell 1124.49 15:59 1114.45 0.89% 10.04
10/6/2008 10:52 Sell 1033.62 15:59 1062 -2.75% -28.38
10/7/2008 13:21 Sell 1031.55 15:59 997.88 3.26% 33.67
10/8/2008 12:06 Sell 974.98 13:01 986.08 -1.14% -11.1
10/9/2008 14:47 Sell 961.43 15:59 917.91 4.53% 43.52
10/10/2008 11:09 Sell 872.45 15:31 912.75 -4.62% -40.3
10/13/2008 11:46 Buy 955.26 15:59 1006.93 5.41% 51.67
10/15/2008 12:20 Sell 950.66 15:59 904.85 4.82% 45.81
10/16/2008 11:11 Sell 868.62 11:33 885.15 -1.90% -16.53
10/17/2008 13:01 Buy 970.43 14:23 963.23 -0.74% -7.2
10/20/2008 14:44 Buy 969.43 15:59 984.94 1.60% 15.51
10/21/2008 15:46 Sell 958.34 15:59 954.54 0.40% 3.8
10/22/2008 13:14 Sell 917.89 15:59 900.2 1.93% 17.69
10/23/2008 13:31 Sell 878.01 15:14 891.79 -1.57% -13.78
10/24/2008 12:29 Sell 870.44 15:59 875.25 -0.55% -4.81
10/27/2008 15:52 Sell 863.44 15:59 846.83 1.92% 16.61
10/28/2008 14:33 Buy 883.84 15:59 940.27 6.38% 56.43
10/29/2008 15:17 Buy 956.65 15:53 943.7 -1.35% -12.95
10/30/2008 14:26 Buy 953.33 14:56 948.07 -0.55% -5.26
10/31/2008 14:54 Buy 978.23 15:20 967.03 -1.14% -11.2
11/4/2008 13:46 Buy 1004.38 14:09 994.94 -0.94% -9.44
11/5/2008 14:04 Sell 970.7 15:59 952.71 1.85% 17.99
11/6/2008 12:38 Sell 912.51 15:59 905 0.82% 7.51
11/7/2008 15:56 Buy 927.75 15:59 931.46 0.40% 3.71
11/11/2008 13:34 Sell 887.37 13:53 895.64 -0.93% -8.27
11/12/2008 13:14 Sell 870.4 15:59 853.32 1.96% 17.08
11/13/2008 12:58 Sell 826.61 13:27 830.77 -0.50% -4.16
11/14/2008 13:05 Sell 876.86 13:32 886.51 -1.10% -9.65
11/17/2008 15:54 Sell 857.38 15:59 850.14 0.84% 7.24
11/18/2008 13:47 Sell 832.6 14:15 839.62 -0.84% -7.02
11/19/2008 12:18 Sell 829.8 15:59 807.13 2.73% 22.67
11/20/2008 12:02 Sell 788.87 12:21 799.22 -1.31% -10.35
11/21/2008 15:31 Buy 777.59 15:59 800.22 2.91% 22.63
11/24/2008 11:18 Buy 833.7 15:59 848.3 1.75% 14.6
11/25/2008 15:43 Buy 861.55 15:59 857.41 -0.48% -4.14
11/26/2008 14:31 Buy 875.1 15:59 886.87 1.34% 11.77
12/1/2008 12:40 Sell 842.09 15:59 817.01 2.98% 25.08
12/2/2008 12:58 Buy 844.4 13:32 838.49 -0.70% -5.91
12/3/2008 15:41 Buy 866.45 15:59 870.48 0.47% 4.03
12/4/2008 15:15 Sell 842.36 15:59 845.6 -0.38% -3.24
12/5/2008 15:00 Buy 867.69 15:59 878.18 1.21% 10.49
12/8/2008 13:02 Buy 902.82 13:17 899.29 -0.39% -3.53
12/9/2008 15:55 Sell 887.23 15:59 889.16 -0.22% -1.93
12/11/2008 15:05 Sell 877.03 15:59 874.08 0.34% 2.95
12/15/2008 15:15 Sell 859.78 15:36 866.89 -0.83% -7.11
12/16/2008 14:32 Buy 896.86 15:59 912.81 1.78% 15.95
12/18/2008 15:21 Sell 883.42 15:51 888.67 -0.59% -5.25
12/19/2008 10:04 Buy 895.68 10:05 894.48 -0.13% -1.2
12/22/2008 14:33 Sell 863.85 15:59 872.03 -0.95% -8.18
12/30/2008 15:48 Buy 885.93 15:59 890.32 0.50% 4.39
12/31/2008 15:35 Buy 909.07 15:59 903.22 -0.64% -5.85
1/2/2009 15:09 Buy 929.42 15:59 930.47 0.11% 1.05
1/6/2009 14:36 Buy 938.87 15:18 934.89 -0.42% -3.98
1/7/2009 14:24 Sell 907.68 15:59 906.77 0.10% 0.91
1/9/2009 15:26 Sell 892.54 15:59 889.96 0.29% 2.58
1/12/2009 14:21 Sell 870.84 15:59 870.16 0.08% 0.68
1/14/2009 12:06 Sell 842.33 15:59 843.13 -0.09% -0.8
1/15/2009 12:28 Sell 819.78 13:50 829.87 -1.23% -10.09
1/20/2009 12:53 Sell 824.66 15:59 806.03 2.26% 18.63
1/21/2009 14:34 Buy 825.78 15:59 839.96 1.72% 14.18
1/22/2009 13:10 Sell 818.54 13:48 825.19 -0.81% -6.65
1/28/2009 13:26 Buy 870.29 15:59 873.13 0.33% 2.84
1/29/2009 13:44 Sell 849.61 15:59 845.05 0.54% 4.56
1/30/2009 14:52 Sell 830.65 15:59 825.91 0.57% 4.74
2/5/2009 14:05 Buy 847.77 14:14 845.82 -0.23% -1.95
2/6/2009 13:07 Buy 865.33 15:59 867.95 0.30% 2.62
2/10/2009 11:45 Sell 837.09 15:59 827.35 1.16% 9.74
Check the Volume
By Rennie on Thursday, February 12th, 2009 at 2:09 amTICKscore utilizes extremes in NYSE TICK data to gauge institutional participation, and it’s proved useful from both an intraday and end-of-day perspective. About a week ago I detailed an alternative to the original TrendCatcher strategy utilizing this indicator. It performed well, but it wasn’t really in keeping with the original TrendCatcher concept. Signals were exited a bit too quickly for all but the most nimble traders, and it was rare for a position to be held into the close. After digging through the intraday data to see how the original strategy could be improved upon, I discovered a highly effective alternative means of labeling potential ‘trend days’. Rather than utilizing TICKscore or breadth, this method is based strictly on volume. It was originally intended to be an add-on to the original strategy, a filter of sorts to weed out losing signals. But the more I checked, the more evident it became that this wasn’t just an add-on, it was an effective trading signal all on its own. Here’s a quick rundown of some key stats, along with a chart of the equity curve…
Average profit: 1.1%
Average loss: 0.6%
Winning pct: 55% (92/168)
Total profit: 61% since January ’08
Month-by-month Performance in S&P points for comparison to the original TrendCatcher strategy…
January ’08: +11.31 S&P points
February ’08: +11.77 S&P points
March ’08: +23.75 S&P points
April ’08: +18.61 S&P points
May ’08: +0.04 S&P points
June ’08: +27.42 S&P points
July ’08: +42.18 S&P points
August ’08: +3.50 S&P points
September ’08: +100.11 S&P points
October ’08: +143.24 S&P points
November ’08: +72.17 S&P points
December ’08: +20.69 S&P points
January ’09: +28.65 S&P points
February ’09: +10.41 S&P points
One thing I particularly like about this method is the tendency to hold into the close. Out of 168 trades since January ’08, 110 were held into the close. You could rightly argue that one reason for this is that trades are often not initiated until late in the afternoon. But that’s actually in keeping with the TrendCatcher’s original concept – identify sessions when institutions are actively involved on one side of the market and ride the trend into the close. We already know institutions are most active late in the day – this is the basis behind indicators such as the Last Hour, which has consistently proven itself as one of the true ‘smart money’ indicators. Unlike the original TrendCatcher strategy, which attempted to make an early guess as to whether there was going to be consistent institutional participation, these results suggest it’s better to exercise patience. By waiting until later in the session, and trading only on days when institutions have clearly tipped their hand via volume, we generate more reliable and more profitable signals.
For a trade-by-trade rundown, see the table below. These TrendCatcher ‘volume alerts’ will be posted to the site beginning with tomorrow’s session.
Date Time Signal Entry Time Exit P/L % P/L
1/2/2008 14:40 Sell 1449.46 15:59 1447.22 0.15% 2.24
1/4/2008 11:53 Sell 1424.26 15:59 1411.68 0.88% 12.58
1/8/2008 15:22 Sell 1398.9 15:59 1390.01 0.64% 8.89
1/9/2008 13:42 Sell 1383.28 14:47 1388.82 -0.40% -5.54
1/10/2008 14:37 Buy 1418.79 15:59 1419.99 0.08% 1.2
1/11/2008 14:49 Sell 1403.2 15:59 1400.74 0.18% 2.46
1/14/2008 15:44 Buy 1417.02 15:59 1416.09 -0.07% -0.93
1/15/2008 11:41 Sell 1386.76 15:59 1380.6 0.44% 6.16
1/17/2008 11:59 Sell 1351.27 15:59 1333.84 1.29% 17.43
1/18/2008 11:56 Sell 1313.76 12:17 1319.02 -0.40% -5.26
1/22/2008 14:08 Sell 1303.41 14:25 1312.06 -0.66% -8.65
1/23/2008 12:46 Sell 1270.64 13:15 1278.95 -0.65% -8.31
1/24/2008 14:40 Buy 1354.16 14:52 1347.71 -0.48% -6.45
1/25/2008 13:50 Sell 1330.48 14:17 1334.94 -0.34% -4.46
1/28/2008 14:01 Buy 1345.26 15:59 1353.06 0.58% 7.8
1/29/2008 15:53 Buy 1363.13 15:54 1363.18 0.00% 0.05
1/30/2008 14:56 Buy 1378.52 15:26 1372.97 -0.40% -5.55
1/31/2008 13:43 Buy 1368.44 14:07 1366.09 -0.17% -2.35
2/1/2008 13:27 Buy 1386.51 15:59 1394.71 0.59% 8.2
2/5/2008 12:29 Sell 1351.36 15:59 1336.64 1.09% 14.72
2/6/2008 15:50 Sell 1325.46 15:59 1326.18 -0.05% -0.72
2/7/2008 14:07 Buy 1346.4 14:15 1339.16 -0.54% -7.24
2/12/2008 13:17 Buy 1356.54 14:20 1353.96 -0.19% -2.58
2/13/2008 15:03 Buy 1364.99 15:16 1363.56 -0.10% -1.43
2/14/2008 14:29 Sell 1354.17 15:59 1348.48 0.42% 5.69
2/20/2008 14:57 Buy 1363.71 15:24 1357.01 -0.49% -6.7
2/21/2008 15:03 Sell 1343.42 15:59 1342.21 0.09% 1.21
2/22/2008 15:13 Sell 1329.51 15:29 1332.53 -0.23% -3.02
2/25/2008 14:29 Buy 1367.93 14:56 1361.81 -0.45% -6.12
2/26/2008 13:02 Buy 1387.3 13:28 1381.9 -0.39% -5.4
2/28/2008 15:24 Sell 1368.09 15:59 1367.52 0.04% 0.57
2/29/2008 12:33 Sell 1344.77 15:59 1330.18 1.08% 14.59
3/3/2008 14:55 Sell 1320.5 15:18 1325.04 -0.34% -4.54
3/4/2008 12:52 Sell 1314.5 15:16 1327.69 -1.00% -13.19
3/6/2008 12:08 Sell 1316.06 15:59 1304.33 0.89% 11.73
3/7/2008 13:57 Sell 1287.83 14:59 1293.07 -0.41% -5.24
3/10/2008 13:35 Sell 1281.82 15:59 1274.12 0.60% 7.7
3/11/2008 12:56 Buy 1290.51 15:59 1320.4 2.32% 29.89
3/12/2008 15:54 Sell 1308.45 15:59 1308.52 -0.01% -0.07
3/13/2008 15:28 Buy 1320.59 15:54 1315.22 -0.41% -5.37
3/14/2008 11:16 Sell 1292.17 15:59 1288.79 0.26% 3.38
3/17/2008 11:44 Sell 1271.11 15:59 1276.77 -0.45% -5.66
3/18/2008 11:42 Buy 1311.2 15:59 1328.25 1.30% 17.05
3/19/2008 14:05 Sell 1310.64 14:22 1314.72 -0.31% -4.08
3/20/2008 11:03 Buy 1313.46 11:33 1314.35 0.07% 0.89
3/24/2008 12:27 Buy 1355.3 15:59 1349.16 -0.45% -6.14
3/27/2008 15:39 Sell 1326.35 15:59 1325.94 0.03% 0.41
3/28/2008 15:15 Sell 1315.47 15:59 1314.5 0.07% 0.97
3/31/2008 15:53 Buy 1325.9 15:59 1321.92 -0.30% -3.98
4/1/2008 12:10 Buy 1355.22 15:59 1369.87 1.08% 14.65
4/9/2008 15:00 Sell 1350.95 15:38 1355.78 -0.36% -4.83
4/11/2008 13:54 Sell 1338.25 15:59 1333.31 0.37% 4.94
4/16/2008 13:49 Buy 1355.1 15:59 1363.73 0.64% 8.63
4/18/2008 12:15 Buy 1392.13 15:59 1390.88 -0.09% -1.25
4/22/2008 14:50 Sell 1371.36 15:22 1374.89 -0.26% -3.53
5/1/2008 15:06 Buy 1406.64 15:59 1409.06 0.17% 2.42
5/7/2008 15:07 Sell 1396.72 15:59 1392.5 0.30% 4.22
5/15/2008 15:41 Buy 1421.85 15:59 1423.1 0.09% 1.25
5/20/2008 15:35 Sell 1409.21 15:59 1413.94 -0.34% -4.73
5/21/2008 14:47 Sell 1392.93 15:59 1390.7 0.16% 2.23
5/23/2008 13:54 Sell 1375.15 14:49 1380.5 -0.39% -5.35
6/2/2008 15:13 Sell 1381.38 15:30 1384.6 -0.23% -3.22
6/5/2008 15:08 Buy 1399.31 15:59 1403.35 0.29% 4.04
6/6/2008 13:51 Sell 1377.49 15:59 1360.15 1.26% 17.34
6/11/2008 14:45 Sell 1342.49 15:59 1335.61 0.51% 6.88
6/13/2008 15:47 Buy 1357.2 15:59 1359.88 0.20% 2.68
6/18/2008 14:22 Sell 1335.32 14:42 1338.14 -0.21% -2.82
6/20/2008 10:22 Sell 1324.14 11:08 1329.05 -0.37% -4.91
6/25/2008 14:38 Buy 1329.5 14:47 1324.99 -0.34% -4.51
6/26/2008 12:25 Sell 1295.8 15:59 1283.86 0.92% 11.94
7/1/2008 13:09 Sell 1263.49 13:23 1268.32 -0.38% -4.83
7/2/2008 15:02 Sell 1272.7 15:59 1261.51 0.88% 11.19
7/7/2008 13:44 Sell 1243.63 15:11 1251.74 -0.65% -8.11
7/8/2008 15:25 Buy 1267.93 15:59 1273.8 0.46% 5.87
7/9/2008 15:03 Sell 1253.15 15:59 1244.56 0.69% 8.59
7/11/2008 12:26 Sell 1231.68 14:06 1239.33 -0.62% -7.65
7/14/2008 15:53 Sell 1228.93 15:59 1227.91 0.08% 1.02
7/15/2008 15:42 Sell 1217.9 15:59 1214.65 0.27% 3.25
7/16/2008 14:24 Buy 1235.05 15:59 1245.3 0.83% 10.25
7/17/2008 14:12 Buy 1261.48 14:42 1255.23 -0.50% -6.25
7/22/2008 15:52 Buy 1274.36 15:59 1276.69 0.18% 2.33
7/24/2008 13:29 Sell 1266.44 15:59 1253.62 1.01% 12.82
7/28/2008 15:40 Sell 1237.16 15:59 1234.6 0.21% 2.56
7/29/2008 14:51 Buy 1252.93 15:59 1262.57 0.77% 9.64
7/30/2008 15:56 Buy 1282.52 15:59 1284.02 0.12% 1.5
8/5/2008 15:32 Buy 1277.17 15:59 1283.8 0.52% 6.63
8/7/2008 15:31 Sell 1269.45 15:59 1266.76 0.21% 2.69
8/8/2008 15:50 Buy 1297.82 15:59 1295.22 -0.20% -2.6
8/18/2008 15:43 Sell 1276.03 15:59 1279.11 -0.24% -3.08
8/25/2008 15:51 Sell 1267.23 15:59 1267.37 -0.01% -0.14
9/4/2008 13:23 Sell 1245.39 15:59 1236.55 0.71% 8.84
9/9/2008 13:32 Sell 1246.38 15:59 1225.34 1.69% 21.04
9/15/2008 12:35 Sell 1223.5 13:05 1229.65 -0.50% -6.15
9/16/2008 14:19 Sell 1182.19 14:40 1199.26 -1.44% -17.07
9/17/2008 11:28 Sell 1169.24 15:59 1156.2 1.12% 13.04
9/18/2008 15:01 Buy 1173.56 15:59 1200.5 2.30% 26.94
9/19/2008 9:39 Buy 1255.33 15:59 1251.72 -0.29% -3.61
9/22/2008 15:41 Sell 1211.41 15:59 1207.47 0.33% 3.94
9/23/2008 15:47 Sell 1188.99 15:59 1187.76 0.10% 1.23
9/29/2008 12:53 Sell 1169.27 15:59 1129.58 3.39% 39.69
9/30/2008 14:05 Buy 1151.72 15:59 1163.94 1.06% 12.22
10/2/2008 13:08 Sell 1124.49 15:59 1114.45 0.89% 10.04
10/6/2008 10:52 Sell 1033.62 15:59 1062 -2.75% -28.38
10/7/2008 13:21 Sell 1031.55 15:59 997.88 3.26% 33.67
10/8/2008 12:06 Sell 974.98 13:01 986.08 -1.14% -11.1
10/9/2008 14:47 Sell 961.43 15:59 917.91 4.53% 43.52
10/10/2008 11:09 Sell 872.45 15:31 912.75 -4.62% -40.3
10/13/2008 11:46 Buy 955.26 15:59 1006.93 5.41% 51.67
10/15/2008 12:20 Sell 950.66 15:59 904.85 4.82% 45.81
10/16/2008 11:11 Sell 868.62 11:33 885.15 -1.90% -16.53
10/17/2008 13:01 Buy 970.43 14:23 963.23 -0.74% -7.2
10/20/2008 14:44 Buy 969.43 15:59 984.94 1.60% 15.51
10/21/2008 15:46 Sell 958.34 15:59 954.54 0.40% 3.8
10/22/2008 13:14 Sell 917.89 15:59 900.2 1.93% 17.69
10/23/2008 13:31 Sell 878.01 15:14 891.79 -1.57% -13.78
10/24/2008 12:29 Sell 870.44 15:59 875.25 -0.55% -4.81
10/27/2008 15:52 Sell 863.44 15:59 846.83 1.92% 16.61
10/28/2008 14:33 Buy 883.84 15:59 940.27 6.38% 56.43
10/29/2008 15:17 Buy 956.65 15:53 943.7 -1.35% -12.95
10/30/2008 14:26 Buy 953.33 14:56 948.07 -0.55% -5.26
10/31/2008 14:54 Buy 978.23 15:20 967.03 -1.14% -11.2
11/4/2008 13:46 Buy 1004.38 14:09 994.94 -0.94% -9.44
11/5/2008 14:04 Sell 970.7 15:59 952.71 1.85% 17.99
11/6/2008 12:38 Sell 912.51 15:59 905 0.82% 7.51
11/7/2008 15:56 Buy 927.75 15:59 931.46 0.40% 3.71
11/11/2008 13:34 Sell 887.37 13:53 895.64 -0.93% -8.27
11/12/2008 13:14 Sell 870.4 15:59 853.32 1.96% 17.08
11/13/2008 12:58 Sell 826.61 13:27 830.77 -0.50% -4.16
11/14/2008 13:05 Sell 876.86 13:32 886.51 -1.10% -9.65
11/17/2008 15:54 Sell 857.38 15:59 850.14 0.84% 7.24
11/18/2008 13:47 Sell 832.6 14:15 839.62 -0.84% -7.02
11/19/2008 12:18 Sell 829.8 15:59 807.13 2.73% 22.67
11/20/2008 12:02 Sell 788.87 12:21 799.22 -1.31% -10.35
11/21/2008 15:31 Buy 777.59 15:59 800.22 2.91% 22.63
11/24/2008 11:18 Buy 833.7 15:59 848.3 1.75% 14.6
11/25/2008 15:43 Buy 861.55 15:59 857.41 -0.48% -4.14
11/26/2008 14:31 Buy 875.1 15:59 886.87 1.34% 11.77
12/1/2008 12:40 Sell 842.09 15:59 817.01 2.98% 25.08
12/2/2008 12:58 Buy 844.4 13:32 838.49 -0.70% -5.91
12/3/2008 15:41 Buy 866.45 15:59 870.48 0.47% 4.03
12/4/2008 15:15 Sell 842.36 15:59 845.6 -0.38% -3.24
12/5/2008 15:00 Buy 867.69 15:59 878.18 1.21% 10.49
12/8/2008 13:02 Buy 902.82 13:17 899.29 -0.39% -3.53
12/9/2008 15:55 Sell 887.23 15:59 889.16 -0.22% -1.93
12/11/2008 15:05 Sell 877.03 15:59 874.08 0.34% 2.95
12/15/2008 15:15 Sell 859.78 15:36 866.89 -0.83% -7.11
12/16/2008 14:32 Buy 896.86 15:59 912.81 1.78% 15.95
12/18/2008 15:21 Sell 883.42 15:51 888.67 -0.59% -5.25
12/19/2008 10:04 Buy 895.68 10:05 894.48 -0.13% -1.2
12/22/2008 14:33 Sell 863.85 15:59 872.03 -0.95% -8.18
12/30/2008 15:48 Buy 885.93 15:59 890.32 0.50% 4.39
12/31/2008 15:35 Buy 909.07 15:59 903.22 -0.64% -5.85
1/2/2009 15:09 Buy 929.42 15:59 930.47 0.11% 1.05
1/6/2009 14:36 Buy 938.87 15:18 934.89 -0.42% -3.98
1/7/2009 14:24 Sell 907.68 15:59 906.77 0.10% 0.91
1/9/2009 15:26 Sell 892.54 15:59 889.96 0.29% 2.58
1/12/2009 14:21 Sell 870.84 15:59 870.16 0.08% 0.68
1/14/2009 12:06 Sell 842.33 15:59 843.13 -0.09% -0.8
1/15/2009 12:28 Sell 819.78 13:50 829.87 -1.23% -10.09
1/20/2009 12:53 Sell 824.66 15:59 806.03 2.26% 18.63
1/21/2009 14:34 Buy 825.78 15:59 839.96 1.72% 14.18
1/22/2009 13:10 Sell 818.54 13:48 825.19 -0.81% -6.65
1/28/2009 13:26 Buy 870.29 15:59 873.13 0.33% 2.84
1/29/2009 13:44 Sell 849.61 15:59 845.05 0.54% 4.56
1/30/2009 14:52 Sell 830.65 15:59 825.91 0.57% 4.74
2/5/2009 14:05 Buy 847.77 14:14 845.82 -0.23% -1.95
2/6/2009 13:07 Buy 865.33 15:59 867.95 0.30% 2.62
2/10/2009 11:45 Sell 837.09 15:59 827.35 1.16% 9.74