Updated algorithm -
1) removed highest value within each day (may be an outlier)
2) weighted previous day sum by 2 and 2 days ago by 3. This gives more weight to current day.
1) removed highest value within each day (may be an outlier)
2) weighted previous day sum by 2 and 2 days ago by 3. This gives more weight to current day.
Yahoo Symbol |
Wed 30 | Thu 31 | Mon 04 | Tue 05 | Wed 06 | Average | VSD |
^INDS | 0.79% | 1.03% | -0.19% | 0.09% | 1.69% | 0.68% | |
^IXCO | 1.09% | 0.29% | 0.13% | 1.14% | 0.57% | 0.64% | |
^IXIC | 0.72% | 0.49% | -0.27% | 0.39% | 1.00% | 0.46% | |
^TRAN | 0.46% | 0.70% | 0.43% | 0.11% | 0.60% | 0.46% | |
^RUT | 0.33% | 0.87% | 0.00% | -0.39% | 0.94% | 0.35% | |
^IXTC | 1.20% | 0.68% | 0.54% | -0.11% | -0.70% | 0.32% | < |
^GSPC | 0.92% | 0.17% | -0.57% | -0.03% | 0.99% | 0.30% | |
^NBI | 0.90% | 0.88% | -0.94% | 0.61% | -0.04% | 0.28% | |
^INSR | 0.56% | 0.35% | 0.21% | -0.52% | 0.73% | 0.26% | |
^UTY | 0.52% | 0.60% | -0.16% | -0.26% | 0.24% | 0.19% | |
^HUI | 2.44% | -1.17% | -1.50% | -0.27% | 0.24% | -0.05% | |
^XOI | 0.33% | -0.34% | -1.23% | -0.96% | -0.35% | -0.51% | |
^XNG | 0.47% | -1.77% | -3.40% | -2.10% | -0.55% | -1.47% |
Yahoo Symbol |
Wed 30 | Thu 31 | Mon 04 | Tue 05 | Wed 06 | Average | VSD |
^IXCO | 1.25% | 1.30% | 0.16% | 1.20% | 1.91% | 1.16% | |
^IXIC | 1.13% | 0.98% | 0.11% | 1.01% | 1.73% | 0.99% | |
^INDS | 1.08% | 0.99% | 0.07% | 1.10% | 1.43% | 0.93% | |
^GSPC | 0.85% | 0.23% | -0.01% | 0.54% | 1.70% | 0.66% | |
^RUT | 0.98% | 0.42% | -0.35% | 0.81% | 1.35% | 0.64% | |
^NBI | 1.20% | 1.00% | 0.02% | 0.09% | 0.77% | 0.62% | |
^TRAN | 0.94% | 0.39% | 0.62% | 0.24% | 0.70% | 0.58% | |
^IXTC | 1.51% | 0.03% | -0.05% | 0.08% | 0.53% | 0.42% | |
^INSR | 0.61% | 0.22% | 0.14% | -0.28% | 0.59% | 0.26% | |
^UTY | 0.23% | 0.53% | -0.27% | 0.07% | 0.59% | 0.23% | |
^XOI | 0.91% | 0.56% | -2.16% | -0.56% | 1.03% | -0.05% | |
^XNG | 1.12% | -0.76% | -2.81% | -0.82% | 0.23% | -0.61% | |
^HUI | 0.42% | -1.33% | -1.87% | -1.13% | 0.67% | -0.65% |
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