20年数据解读OE日

来源: 雾灵十二少于 2014-12-10 09:16:42 [档案] [博客] [旧帖] [给我悄悄话] 本文已被阅读：次 (46802 bytes)

这是我去年底做的作业，从1993年2月到2013年11月总共250个数据样本。个别的OE日落在周四，我都手工挑出来，尽量做到准确无误。在这250个OE日中，有18个（7.20%）当日上涨超过1％，有32个（12.80%）当日下跌超过1％。除了这类大动以外，还有37个涨0.5%--1%（14.80%），有34个跌0.5%--1%（13.60%）。

从趋势上看，近几年OE日大涨大跌明显变少，从侧面佐证了大千有人提出“联储加强对股市调控”的猜想。最近一次超1％的OE日下跌是2012年10月19日，SP当日跌1.67%。下周将是那以来第26个无1％下跌的OE日，显示这个指标认为股市超买。同时暗示12月、明年头三个月的OE日，该有一个大跌破戒（做option的同学，该明白为什末很多人买明年春天的put）。

以下贴出部分原始数据，包括OE周的表现，还有我做表格的技术代码。三重魔力日等细节解读，贴不贴再说。

Date

Open

High

Low

Volume

Adj Close

Daily Diff %

Weekly Diff%

Weekday

Month

Weekly Diff% abs

5/15/09	89.37	90	88.15	88.71	271502700	80.88	-0.81%	-4.59%	5	5	4.59%
6/19/09	92.58	92.7	91.52	92.04	215655600	84.38	0.36%	-3.20%	5	6	3.20%
7/24/09	97.2	98.14	96.69	98.06	154003100	89.9	0.40%	4.18%	5	7	4.18%
8/21/09	101.82	103.13	101.62	102.97	224605000	94.41	1.97%	2.16%	5	8	2.16%
9/18/09	107.15	107.16	106.36	106.72	153799100	98.31	0.06%	1.86%	5	9	1.86%
10/16/09	108.8	109.27	108.23	108.89	192069400	100.31	-0.74%	1.52%	5	10	1.52%
11/20/09	109.25	109.76	109.01	109.43	134196000	100.81	-0.36%	-0.17%	5	11	0.17%
12/18/09	110.2	110.3	109.28	110.21	174591200	102.07	0.56%	-0.81%	5	12	0.81%
1/22/10	111.2	111.74	109.09	109.21	345942400	101.15	-2.22%	-3.90%	5	1	3.90%
2/19/10	110.62	111.57	110.36	111.14	222684900	102.93	0.20%	2.87%	5	2	2.87%
3/19/10	116.96	117.29	115.52	115.97	226559800	107.85	-0.51%	0.44%	5	3	0.44%
4/16/10	120.86	121.29	118.75	119.36	366786700	111	-1.60%	-0.16%	5	4	0.16%
5/21/10	105.91	109.38	105.36	109.11	500909400	101.47	1.46%	-4.20%	5	5	4.20%
6/18/10	111.83	112.13	111.37	111.73	174006600	104.4	0.11%	1.87%	5	6	1.87%
7/16/10	109.09	109.21	106.45	106.66	282693400	99.66	-2.75%	-1.20%	5	7	1.20%
8/20/10	107.56	107.94	106.75	107.53	209714200	100.48	-0.32%	-0.72%	5	8	0.72%
9/17/10	113.04	113.15	112.18	112.49	195836900	105.67	0.04%	0.91%	5	9	0.91%
10/15/10	118.28	118.35	116.76	117.7	243705000	110.57	0.21%	1.00%	5	10	1.00%
11/19/10	119.9	120.34	119.25	120.29	156852900	113	0.28%	0.07%	5	11	0.07%
12/17/10	124.08	124.46	123.82	124.3	141075300	117.38	0.10%	-0.14%	5	12	0.14%
1/21/11	128.88	129.17	128.23	128.37	151462900	121.22	0.22%	-0.72%	5	1	0.72%
2/18/11	134.37	134.69	134.06	134.53	130002400	127.04	0.21%	1.07%	5	2	1.07%
3/18/11	128.84	128.88	127.51	127.76	230435400	121.17	0.36%	-2.35%	5	3	2.35%
4/15/11	131.8	132.37	131.41	132.04	170006700	125.23	0.36%	-0.62%	5	4	0.62%
5/20/11	134.33	134.68	133.36	133.61	182594900	126.72	-0.80%	-0.32%	5	5	0.32%
6/17/11	127.93	127.94	126.62	127.05	233284900	121.1	0.30%	-0.43%	5	6	0.43%
7/15/11	131.66	131.87	130.77	131.69	220012800	125.52	0.58%	-2.02%	5	7	2.02%
8/19/11	112.96	115.88	112.5	112.64	428281300	107.36	-1.63%	-4.64%	5	8	4.64%
9/16/11	121.29	121.97	120.32	121.52	284528300	116.42	0.59%	4.83%	5	9	4.83%
10/21/11	123.09	124.12	122.72	123.97	278999400	118.77	1.90%	1.14%	5	10	1.14%
11/18/11	122.5	122.75	121.47	121.98	215580400	116.87	-0.10%	-3.69%	5	11	3.69%
12/16/11	122.23	122.95	121.3	121.59	220481400	117.23	0.15%	-3.54%	5	12	3.54%
1/20/12	131.24	131.95	130.92	131.95	138230200	127.22	0.37%	2.41%	5	1	2.41%
2/17/12	136.52	136.63	135.96	136.41	129869400	131.52	0.27%	1.53%	5	2	1.53%
3/16/12	140.36	140.48	140	140.3	152893500	135.86	0.14%	1.98%	5	3	1.98%
4/20/12	138.33	138.83	137.87	137.95	143199600	133.59	0.17%	0.59%	5	4	0.59%
5/18/12	131.37	131.6	129.55	129.74	319615900	125.64	-0.85%	-4.33%	5	5	4.33%
6/15/12	133.38	134.26	133.1	134.14	169444500	130.57	1.02%	0.78%	5	6	0.78%
7/20/12	136.95	137.16	136.32	136.47	142904500	132.84	-0.92%	0.53%	5	7	0.53%
8/17/12	142.23	142.3	141.86	142.18	90813700	138.4	0.14%	0.95%	5	8	0.95%
9/21/12	146.64	146.67	145.81	145.87	108737500	142.75	-0.04%	-0.93%	5	9	0.93%
10/19/12	145.55	145.56	143.05	143.39	185645200	140.32	-1.67%	0.35%	5	10	0.35%
11/16/12	135.9	136.64	134.7	136.37	239483900	133.45	0.50%	-1.30%	5	11	1.30%
12/21/12	142.17	144.09	141.94	142.79	245883800	140.72	-0.91%	0.49%	5	12	0.49%
1/18/13	147.97	148.49	147.43	148.33	169906000	146.18	0.22%	0.86%	5	1	0.86%
2/15/13	152.43	152.59	151.55	152.11	215226500	149.91	-0.12%	0.20%	5	2	0.20%
3/15/13	155.85	156.04	155.31	155.83	138601100	154.26	-0.13%	0.25%	5	3	0.25%
4/19/13	154.5	155.55	154.12	155.48	149687600	153.91	0.87%	-2.09%	5	4	2.09%
5/17/13	165.95	167.04	165.73	166.94	129801000	165.26	0.97%	2.16%	5	5	2.16%
6/21/13	159.64	159.76	157.47	159.07	271956800	158.3	0.32%	-2.52%	5	6	2.52%
7/19/13	168.52	169.23	168.31	169.17	103831700	168.35	0.18%	0.99%	5	7	0.99%
8/16/13	166.06	166.63	165.5	165.83	130868200	165.03	-0.33%	-2.06%	5	8	2.06%
9/20/13	172.33	172.33	170.58	170.72	132867100	170.72	-0.70%	0.82%	5	9	0.82%
10/18/13	173.86	174.51	173.51	174.39	138316000	174.39	0.68%	2.43%	5	10	2.43%
11/15/13	179.56	180.12	179.33	180.05	102745200	180.05	0.44%	1.56%	5	11	1.56%
						avg	-0.06%	0.16%			1.76%
						std	1.00%	2.44%			1.69%