Jun
23

Intraday Update (New 20-day Lows Continue to Expand)

By on Tuesday, June 23rd, 2009 at 2:20 pm

Yesterday we saw over 1,500 issues hit new 20-day lows. Today we’re above 1,600. In the table below I’ve extracted the last thirty instances in which new 20-day lows initially exceeded 1,500 on day one and then continued to increase the following session (this is the date listed in the table below)…

New 20-Day Lows Top 1500, Continue to Increase Next Day
06/23/09… ???
03/06/09… Lower S&P close one session later
03/02/09… Lower S&P close one session later
02/20/09… Lower S&P close one session later
02/18/09… Lower S&P close one session later
01/15/09… Lower S&P close two sessions later
11/19/08… Lower S&P close one session later
11/13/08… Lower S&P close one session later
10/28/08… Lower S&P close one session later
10/24/08… Lower S&P close one session later
10/10/08… no lower close within next two sessions
10/08/08… Lower S&P close one session later
10/03/08… Lower S&P close one session later
09/16/08… Lower S&P close one session later
09/11/08… Lower S&P close two sessions later
09/05/08… Lower S&P close two sessions later
07/15/08… no lower close within next two sessions
07/11/08… Lower S&P close one session later
07/03/08… Lower S&P close one session later
07/01/08… Lower S&P close one session later
06/27/08… no lower close within next two sessions
06/19/08… Lower S&P close one session later
06/10/08… Lower S&P close one session later
03/14/08… Lower S&P close one session later
03/07/08… Lower S&P close one session later
03/03/08… Lower S&P close one session later
01/16/08… Lower S&P close one session later
01/09/08… Lower S&P close two sessions later
11/27/07… no lower close within next two sessions
11/16/07… Lower S&P close one session later
11/02/07… Lower S&P close one session later

Note that in 26 out of the last 30 occurrences, or 87% of the time, the S&P posted a subsequently lower close (below the setup day’s close) within the next two days. That’s significantly greater than the 67% at-any-time odds for a lower SPX close within two days in the same period of time.

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Comments, data and trading signals herein are for informational purposes only and are not recommendations to buy or sell. All information presented is believed to be accurate but is not guaranteed.