« This move is not yet over done | Main | FX tick vs true Volume. »

March 15, 2010

TrackBack

TrackBack URL for this entry:
http://www.typepad.com/services/trackback/6a00d8354acfd053ef0120a9381603970b

Listed below are links to weblogs that reference Where will the weekly high/low be?:

Comments

StuntTrader

Surprising that there have been more weekly lows than highs on a Monday.
Equally unexpected that there have been more weekly highs than lows on a Friday.
Not what I would have thought.
Thanks
ST

THT

I'm not surprised about the weekly highs on Fridays. You often see 5 day patterns lasting throughout the week.

Stu

Insightful analysis. Something to build a strategy around.....

jkw

Is it actually something related to day of the week? I would expect that the first and last day of a time period would be more likely to have the high and low. Any trending market is likely to make its high at one end of a time period and its low at the other end. If you look at an offset week, like Wednesday-Tuesday, what are the results?

THT

Jkw interesting comments. I will try the same for a Wednesday-Tuesday week so we can see.

The comments to this entry are closed.