Nov
23

Thanksgiving Seasonal Trends

By on Tuesday, November 23rd, 2010 at 1:50 pm

The table below details the Nasdaq’s performance on the day before and day after the Thanksgiving holiday. Nasdaq100 (NDX) data is utilized since it began trading in 1985, prior to that Nasdaq Composite data is shown…

Nasdaq Performance Surrounding Thanksgiving
11/23/10 ????.??… 11/26/10 ????.??… NDX ???
11/24/09 1786.25… 11/27/09 1765.46… NDX -1.2%
11/25/08 1142.58… 11/28/08 1185.75… NDX +3.8%
11/20/07 2029.94… 11/23/07 2028.90… NDX -0.1%
11/21/06 1808.88… 11/24/06 1815.53… NDX +0.4%
11/22/05 1694.14… 11/25/05 1701.05… NDX +0.4%
11/23/04 1562.60… 11/26/04 1578.26… NDX +1.0%
11/25/03 1411.36… 11/28/03 1424.25… NDX +0.9%
11/26/02 1087.49… 11/29/02 1116.10… NDX +2.6%
11/20/01 1549.70… 11/23/01 1577.47… NDX +1.8%
11/21/00 2786.53… 11/24/00 2830.09… NDX +1.6%
11/23/99 2999.78… 11/26/99 3116.62… NDX +3.9%
11/24/98 1580.83… 11/27/98 1628.35… NDX +3.0%
11/25/97 1038.06… 11/28/97 1050.51… NDX +1.2%
11/26/96 825.51… 11/29/96 834.01… NDX +1.0%
11/21/95 574.22… 11/24/95 578.32… NDX +0.7%
11/22/94 397.93… 11/25/94 401.17… NDX +0.8%
11/23/93 381.22… 11/26/93 386.31… NDX +1.3%
11/24/92 349.97… 11/27/92 349.31… NDX -0.2%
11/26/91 284.13… 11/29/91 284.79… NDX +0.2%
11/20/90 183.31… 11/23/90 184.28… NDX +0.5%
11/21/89 222.76… 11/24/89 224.83… NDX +0.9%
11/22/88 164.35… 11/25/88 165.72… NDX +0.8%
11/24/87 144.66… 11/27/87 143.35… NDX -0.9%
11/25/86 145.77… 11/28/86 147.94… NDX +1.5%
11/26/85 123.95… 11/29/85 126.06… NDX +1.7%
11/20/84 243.04… 11/23/84 245.45… COMP +1.0%
11/22/83 284.55… 11/25/83 285.49… COMP +0.3%
11/23/82 225.17… 11/26/82 228.64… COMP +1.5%
11/24/81 199.04… 11/27/81 201.02… COMP +1.0%
11/25/80 205.41… 11/28/80 208.15… COMP +1.3%

In 26 out of the last 30 years, or 87% of the time, the Nasdaq gained ground in the two days surrounding Thanksgiving, significantly above the 56% at-any-time odds for a higher Nasdaq close two sessions later. Last year was the first time in 30 years the Nasdaq lost 1%+, while it gained 1%+ sixteen times. This two-day pattern goes into effect at today’s close and lasts until Friday’s close.

Copyright Notice

Copyright 2012 Astrikos LLC. This publication is for the benefit of subscribers only and is not to be summarized, reproduced, or rebroadcast in any fashion without our written permission.

Market Tells is on Twitter!


Disclaimer

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.