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intraday statistics for Tuesday, 24th September 2019

Short post with just some Tuesday numbers, enjoy!

September statistics issue for USA

Long term statistics for american indices contains also September 2001. After 9/11 the NYSE was shut down for couple days. That’s why this week some days for S&P500, NASDAQ, Dow Jones IA will have lower, 18-years statistics only.

Intraday statistics

There is no need for more explanations:

  • gold 44-year period: 51% short, 10-year period: 50/50
  • DAX 24-year period: 50/50, 10-year period: 50/50
  • FTSE100 19-year period: 58% short, 10-year period: 50/50
  • WIG20 22-year period 50/50, 10-year period 60% short
  • WTI 36-year period: 53% long, 10-year period: 70% short
  • DXY 12-year period: 67% long
  • S&P500 18-years period: 72% short(!), 10-year period: 90% short(!!)
  • NASDAQ 100 18-year period: 56% long(!), 10-year period: 60% short
  • Dow Jones 18-year period: 78% short(!), 10-year period: 90% short(!!)

If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.

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