2007 Feb 28 - Wed
2007/02/27 Market Notes
Well that was an interesting day. The Dow bottomed out around 537 and rebounded up to
being down 400 for the day. The one point I wanted to remind myself of was that the Dow
futures were noticeably down in early morning trading, before the bell. Even before
that, there were notes about early morning Chinese sell-offs happening. It is said that
during yesterday's trading, "China's Shanghai Composite reversed early losses to end at a
record in its first day after Lunar New Year celebrations".
Today's "declines came on concerns that the government may introduce additional
macro-economic tightening measures to cool speculative activity".
It has been noted that this day approached the one day loss of
September 17, 2001.
The market psychologists would probably suggest a rebound slightly for tomorrow as the
professionals buy back. I can't put a date on it, but a the beginning of last year, oils
caused a big dip, but the original market highs were re-attained within a week or so.
Come to think of it, it may have been the year before where we had a dip and a rebound.
It is interesting to note that John Mauldin's Weekly E-Letter on Saturday talked about
the 51.9% Recession based upon an inverted yield curve.
So, we have a toss up, are the pro's going to buy back in, or is retail going to bring
it down more for the next couple of days.
[/Trading/MarketNotes]
permanent link
Darvas Selections for 2007/02/28
Here are the selections for Wednesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-27 High: 2007-02-22 EOD: 2007-02-27
| Symbol | Stop |
| ADI | 36.64
| | AKS | 22.03
| | ALTR | 21.48
| | AMKR | 12.04
| | ATHR | 26.71
| | ATI | 104.51
| | AUY | 15.25
| | BG | 84.03
| | BGO | 6.32
| | BNI | 84.57
| | CA | 25.45
| | CERN | 53.28
| | CF | 38.11
| | CHL | 49.57
| | CNP | 18.31
| | CTSH | 91.00
| | DD | 52.95
| | ED | 49.25
| | FAF | 46.70
| | GILD | 73.25
| | GS | 219.26
| | GT | 25.85
| | HAS | 29.47
| | HL | 8.40
| | HLT | 35.84
| | HLTH | 15.48
| | IR | 44.00
| | JBHT | 27.48
| | JOYG | 52.94
| | LM | 106.28
| | LWSN | 8.44
| | MCK | 56.48
| | MET | 65.79
| | MHS | 67.57
| | MOS | 26.26
| | NBL | 57.06
| | NIHD | 70.54
| | NRG | 65.79
| | NTES | 21.29
| | NWL | 30.47
| | NYB | 17.35
| | OMC | 100.61
| | OMX | 51.85
| | ONNN | 10.46
| | PAAS | 31.52
| | PD | 124.40
| | PENN | 42.95
| | PMTC | 20.18
| | POT | 161.00
| | PWR | 23.31
| | RIO | 36.68
| | RRC | 31.25
| | RYI | 34.01
| | SCUR | 9.35
| | SHLD | 187.27
| | SIX | 6.28
| | STM | 19.92
| | SYK | 63.50
| | TEVA | 37.76
| | TRA | 17.78
| | TSM | 11.30
| | UIS | 8.92
| | USU | 14.98
| | UVN | 35.94
| | WIN | 15.10
| | XL | 73.99
| | YRCW | 42.92
|
|
Start: 2007-01-27 High: 2007-02-21 EOD: 2007-02-27
| Symbol | Stop |
| AFFX | 27.01
| | AKS | 22.03
| | ARRS | 15.01
| | ATI | 104.51
| | AUY | 15.25
| | AXL | 25.82
| | BAX | 50.32
| | BG | 84.03
| | BGO | 6.32
| | BNI | 84.57
| | CA | 25.45
| | CE | 28.71
| | CHRW | 53.50
| | CORI | 4.99
| | CTV | 38.99
| | DD | 52.95
| | DISH | 42.51
| | DLTR | 33.89
| | EGO | 6.20
| | EMC | 14.38
| | FEIC | 34.34
| | FHN | 44.05
| | FRK | 65.85
| | GIGM | 12.80
| | GILD | 73.25
| | GNW | 36.87
| | GT | 25.85
| | HAS | 29.47
| | HL | 8.40
| | HLTH | 15.48
| | HOLX | 57.70
| | ICE | 158.05
| | JBHT | 27.48
| | JCP | 85.68
| | JOYG | 52.94
| | LWSN | 8.44
| | LYO | 32.48
| | MCK | 56.48
| | MHS | 67.57
| | MOS | 26.26
| | MTW | 58.51
| | NBL | 57.06
| | NRG | 65.79
| | NWL | 30.47
| | NWS.A | 23.04
| | PAAS | 31.52
| | PD | 124.40
| | POT | 161.00
| | PWR | 23.31
| | RIO | 36.68
| | RRI | 17.06
| | RSH | 23.95
| | SHLD | 187.27
| | SVM | 13.50
| | TEVA | 37.76
| | TRA | 17.78
| | UVN | 35.94
| | VIV | 4.02
| | WIN | 15.10
| | WYN | 35.10
| | XL | 73.99
|
|
Start: 2007-01-27 High: 2007-02-20 EOD: 2007-02-27
| Symbol | Stop |
| AET | 45.38
| | ALGN | 17.01
| | ALKS | 17.30
| | AOC | 38.95
| | BAX | 50.32
| | BG | 84.03
| | CE | 28.71
| | CERN | 53.28
| | CHRW | 53.50
| | CL | 68.56
| | CNP | 18.31
| | CTB | 16.84
| | CTV | 38.99
| | DD | 52.95
| | DISH | 42.51
| | DLTR | 33.89
| | DTC | 9.13
| | FEIC | 34.34
| | FHN | 44.05
| | FIS | 45.80
| | FRK | 65.85
| | GIGM | 12.80
| | GNW | 36.87
| | GS | 219.26
| | HLT | 35.84
| | HLTH | 15.48
| | ICE | 158.05
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | LWSN | 8.44
| | LYO | 32.48
| | MCK | 56.48
| | MHK | 93.12
| | MOS | 26.26
| | MTW | 58.51
| | NBL | 57.06
| | NRG | 65.79
| | NWL | 30.47
| | NYB | 17.35
| | ONNN | 10.46
| | POT | 161.00
| | PRU | 92.83
| | PWR | 23.31
| | PX | 64.20
| | RRI | 17.06
| | RSH | 23.95
| | RTH | 106.38
| | SHLD | 187.27
| | SIMO | 21.50
| | STM | 19.92
| | SVM | 13.50
| | TGT | 63.20
| | TMX | 30.75
| | TRA | 17.78
| | UST | 59.44
| | WYN | 35.10
| | XLP | 26.86
| | XLY | 39.99
| | ZMH | 85.94
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/27 with EOD Signal of 2007/02/26
In comparison, the Dow Jones Industrial Index
opened at 12628,
had a lower high of 12629,
had a lower low of 12086,
and closed down for the day at 12216.
Dow futures were way down before the start of trading and indicated that today
might not be a good day to enter, or perhaps prefer to short these instruments.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| AET | 2 | 45.50 | 45.65 | 43.49 | 44.28 | 45.38 | 0.15 | -1.22
| | AFFX | 1 | 27.19 | 27.23 | 25.94 | 25.94 | 27.01 | 0.04 | -1.25
| | AKS | 1 | 21.71 | 21.71 | 20.08 | 20.41 | 22.03 | 0.00 | -1.30
| | ALGN | 2 | 16.71 | 16.87 | 16.30 | 16.33 | 17.01 | 0.16 | -0.38
| | ALKS | 2 | 17.15 | 17.16 | 16.27 | 16.74 | 17.30 | 0.01 | -0.41
| | AMP | 1 | 61.34 | 61.34 | 56.74 | 58.13 | 61.75 | 0.00 | -3.21
| | AOC | 2 | 38.50 | 38.63 | 37.05 | 37.36 | 38.95 | 0.13 | -1.14
| | ARBA | 1 | 9.30 | 9.59 | 9.16 | 9.21 | 9.79 | 0.29 | -0.09
| | ARRS | 1 | 13.58 | 13.69 | 13.01 | 13.06 | 15.01 | 0.11 | -0.52
| | ATI | 1 | 101.49 | 104.18 | 95.79 | 98.67 | 104.51 | 2.69 | -2.82
| | AUY | 1 | 14.78 | 15.12 | 13.53 | 14.05 | 15.25 | 0.34 | -0.73
| | AXL | 1 | 25.63 | 25.67 | 24.52 | 24.66 | 25.82 | 0.04 | -0.97
| | BAX | 2 | 50.10 | 50.40 | 48.10 | 49.10 | 50.32 | 0.30 | -1.00
| | BG | 2 | 82.35 | 83.61 | 76.50 | 78.96 | 84.03 | 1.26 | -3.39
| | BGC | 3 | 51.15 | 52.00 | 47.00 | 50.09 | 52.46 | 0.85 | -1.06
| | BGO | 1 | 6.30 | 6.30 | 5.43 | 5.96 | 6.32 | 0.00 | -0.34
| | BNI | 1 | 80.13 | 81.22 | 78.27 | 78.89 | 84.57 | 1.09 | -1.24
| | BSG | 1 | 13.34 | 13.41 | 13.17 | 13.34 | 13.43 | 0.07 | 0.00
| | CA | 1 | 26.67 | 26.80 | 25.75 | 26.19 | 25.45 | 0.13 | -0.48
| | CE | 3 | 29.00 | 29.29 | 28.28 | 29.15 | 28.71 | 0.29 | 0.15
| | CERN | 1 | 53.54 | 53.70 | 50.92 | 51.30 | 53.28 | 0.16 | -2.24
| | CHRW | 2 | 53.02 | 53.17 | 51.37 | 51.65 | 53.50 | 0.15 | -1.37
| | CL | 2 | 68.38 | 69.00 | 66.75 | 67.34 | 68.56 | 0.62 | -1.04
| | CNP | 1 | 18.38 | 18.43 | 17.64 | 17.85 | 18.31 | 0.05 | -0.53
| | CORI | 1 | 5.03 | 5.03 | 4.99 | 5.01 | 4.99 | 0.00 | -0.02
| | CTB | 1 | 15.42 | 15.70 | 14.56 | 14.70 | 16.84 | 0.28 | -0.72
| | CTV | 2 | 39.51 | 39.51 | 36.91 | 37.62 | 38.99 | 0.00 | -1.89
| | DCX | 1 | 69.30 | 69.49 | 66.26 | 67.30 | 69.80 | 0.19 | -2.00
| | DD | 3 | 52.70 | 52.87 | 48.63 | 51.30 | 52.95 | 0.17 | -1.40
| | DISH | 3 | 42.17 | 42.29 | 40.52 | 40.90 | 42.51 | 0.12 | -1.27
| | DLTR | 2 | 33.84 | 33.87 | 32.78 | 32.99 | 33.89 | 0.03 | -0.85
| | DTC | 2 | 8.62 | 8.75 | 8.23 | 8.52 | 9.13 | 0.13 | -0.10
| | EGO | 2 | 6.20 | 6.35 | 5.79 | 6.03 | 6.20 | 0.15 | -0.17
| | EL | 1 | 47.31 | 47.99 | 45.60 | 45.76 | 48.15 | 0.68 | -1.55
| | EMC | 1 | 14.30 | 14.30 | 13.72 | 13.75 | 14.38 | 0.00 | -0.55
| | FEIC | 2 | 34.00 | 34.06 | 32.61 | 33.15 | 33.34 | 0.06 | -0.85
| | FHN | 3 | 44.13 | 44.13 | 42.49 | 42.95 | 44.05 | 0.00 | -1.18
| | FIS | 2 | 46.55 | 46.61 | 45.08 | 45.29 | 45.80 | 0.06 | -1.26
| | FRK | 2 | 67.31 | 67.61 | 66.49 | 66.59 | 65.85 | 0.30 | -0.72
| | GIGM | 2 | 12.20 | 12.70 | 11.21 | 12.15 | 12.80 | 0.50 | -0.05
| | GILD | 1 | 73.40 | 73.40 | 70.00 | 70.58 | 73.25 | 0.00 | -2.82
| | GNW | 2 | 36.04 | 36.05 | 34.80 | 35.00 | 36.87 | 0.01 | -1.04
| | GS | 1 | 209.75 | 210.40 | 194.65 | 199.76 | 219.26 | 0.65 | -9.99
| | GT | 1 | 25.39 | 25.42 | 24.01 | 24.41 | 25.85 | 0.03 | -0.98
| | HAS | 2 | 28.86 | 28.99 | 28.15 | 28.64 | 29.47 | 0.13 | -0.22
| | HL | 1 | 8.28 | 8.29 | 7.57 | 7.69 | 8.40 | 0.01 | -0.59
| | HLT | 1 | 36.14 | 36.15 | 34.56 | 34.86 | 35.84 | 0.01 | -1.28
| | HLTH | 2 | 14.93 | 15.00 | 14.45 | 14.61 | 15.48 | 0.07 | -0.32
| | HOLX | 1 | 57.35 | 57.35 | 53.60 | 54.70 | 57.70 | 0.00 | -2.65
| | ICE | 3 | 152.30 | 153.58 | 143.11 | 144.58 | 158.05 | 1.28 | -7.72
| | IR | 2 | 44.51 | 45.01 | 41.10 | 42.77 | 44.00 | 0.50 | -1.74
| | JBHT | 3 | 26.84 | 26.94 | 26.15 | 26.25 | 27.48 | 0.10 | -0.59
| | JCP | 2 | 81.75 | 82.20 | 79.52 | 80.28 | 85.68 | 0.45 | -1.47
| | JOYG | 1 | 52.00 | 52.38 | 49.41 | 50.33 | 52.94 | 0.38 | -1.67
| | KG | 1 | 18.43 | 18.49 | 17.91 | 17.91 | 18.66 | 0.06 | -0.52
| | LWSN | 3 | 8.18 | 8.23 | 7.92 | 7.97 | 8.44 | 0.05 | -0.21
| | LYO | 2 | 32.28 | 32.58 | 31.05 | 31.57 | 32.48 | 0.30 | -0.71
| | MCK | 3 | 57.10 | 57.15 | 55.11 | 56.06 | 56.93 | 0.05 | -1.04
| | MHK | 2 | 90.00 | 90.15 | 87.00 | 88.75 | 93.12 | 0.15 | -1.25
| | MHS | 1 | 66.15 | 67.45 | 64.54 | 65.18 | 67.57 | 1.30 | -0.97
| | MOS | 3 | 25.66 | 25.66 | 24.27 | 25.10 | 26.26 | 0.00 | -0.56
| | MTW | 2 | 60.09 | 61.87 | 58.50 | 59.03 | 59.02 | 1.78 | -1.06
| | NBL | 3 | 57.44 | 58.28 | 56.58 | 57.25 | 57.06 | 0.84 | -0.19
| | NMX | 1 | 130.00 | 134.50 | 125.67 | 126.98 | 134.59 | 4.50 | -3.02
| | NOC | 3 | 73.15 | 73.64 | 71.55 | 71.91 | 74.67 | 0.49 | -1.24
| | NOK | 1 | 22.37 | 22.51 | 21.50 | 21.87 | 23.02 | 0.14 | -0.50
| | NRG | 3 | 67.15 | 67.70 | 66.01 | 66.25 | 63.71 | 0.55 | -0.90
| | NWL | 2 | 30.97 | 31.10 | 30.20 | 30.40 | 30.55 | 0.13 | -0.57
| | NWS.A | 1 | 23.44 | 24.08 | 22.22 | 22.37 | 23.04 | 0.64 | -1.07
| | NYB | 1 | 16.74 | 17.00 | 16.60 | 16.71 | 17.35 | 0.26 | -0.03
| | ONNN | 2 | 10.32 | 10.50 | 9.81 | 10.10 | 10.46 | 0.18 | -0.22
| | OSK | 1 | 54.79 | 54.81 | 52.09 | 53.39 | 54.77 | 0.02 | -1.40
| | PAAS | 1 | 30.90 | 31.23 | 28.56 | 29.22 | 31.52 | 0.33 | -1.68
| | PD | 2 | 125.75 | 126.34 | 122.53 | 123.00 | 124.77 | 0.59 | -2.75
| | POT | 3 | 163.76 | 164.08 | 148.54 | 155.37 | 161.00 | 0.32 | -8.39
| | PRU | 1 | 92.26 | 92.36 | 89.78 | 90.21 | 92.83 | 0.10 | -2.05
| | PWR | 2 | 23.40 | 23.40 | 22.00 | 22.68 | 23.31 | 0.00 | -0.72
| | PX | 1 | 63.73 | 63.90 | 60.23 | 61.47 | 64.20 | 0.17 | -2.26
| | QCOM | 1 | 41.06 | 41.67 | 40.00 | 40.25 | 41.57 | 0.61 | -0.81
| | RFMD | 1 | 8.20 | 8.37 | 8.11 | 8.22 | 8.34 | 0.17 | 0.02
| | RIO | 1 | 34.57 | 35.25 | 31.58 | 33.01 | 36.68 | 0.68 | -1.56
| | RRI | 3 | 17.10 | 17.29 | 16.45 | 16.87 | 17.06 | 0.19 | -0.23
| | RSH | 2 | 23.55 | 26.24 | 23.37 | 25.13 | 23.10 | 2.69 | 1.58
| | RTH | 1 | 103.87 | 104.04 | 100.76 | 101.71 | 106.38 | 0.17 | -2.16
| | SHLD | 3 | 183.58 | 184.43 | 178.12 | 178.54 | 187.27 | 0.85 | -5.04
| | SIMO | 2 | 21.10 | 21.30 | 19.03 | 20.30 | 21.50 | 0.20 | -0.80
| | SNE | 2 | 53.20 | 53.34 | 51.11 | 51.70 | 52.77 | 0.14 | -1.50
| | STI | 1 | 86.01 | 86.02 | 83.46 | 83.92 | 85.65 | 0.01 | -2.09
| | STM | 1 | 19.50 | 19.54 | 18.87 | 19.09 | 19.92 | 0.04 | -0.41
| | SVM | 2 | 13.72 | 13.76 | 13.34 | 13.40 | 13.50 | 0.04 | -0.32
| | TEVA | 1 | 36.77 | 36.93 | 35.36 | 35.51 | 37.76 | 0.16 | -1.26
| | TGT | 1 | 61.70 | 62.00 | 59.40 | 59.40 | 63.20 | 0.30 | -2.30
| | TMX | 1 | 30.51 | 30.68 | 29.06 | 29.23 | 30.75 | 0.17 | -1.28
| | TRA | 3 | 18.04 | 18.05 | 15.88 | 16.88 | 17.78 | 0.01 | -1.16
| | UST | 1 | 59.88 | 59.88 | 57.61 | 58.06 | 59.44 | 0.00 | -1.82
| | UTX | 1 | 66.25 | 66.80 | 64.75 | 65.46 | 68.75 | 0.55 | -0.79
| | UVN | 2 | 35.91 | 36.02 | 35.88 | 35.90 | 35.97 | 0.11 | -0.01
| | VIV | 1 | 3.76 | 3.87 | 3.53 | 3.70 | 4.02 | 0.11 | -0.06
| | VSEA | 1 | 49.19 | 49.20 | 47.25 | 47.80 | 49.18 | 0.01 | -1.39
| | WCI | 1 | 20.99 | 21.39 | 20.58 | 21.11 | 23.64 | 0.40 | 0.12
| | WHR | 1 | 93.00 | 93.01 | 89.40 | 89.95 | 95.04 | 0.01 | -3.05
| | WIN | 1 | 15.31 | 15.32 | 14.50 | 14.68 | 15.10 | 0.01 | -0.63
| | WYN | 2 | 35.25 | 35.58 | 34.19 | 34.24 | 35.10 | 0.33 | -1.01
| | XL | 1 | 72.86 | 73.36 | 71.19 | 71.54 | 73.99 | 0.50 | -1.32
| | XLP | 2 | 26.69 | 26.71 | 25.81 | 26.20 | 26.86 | 0.02 | -0.49
| | XLY | 1 | 39.08 | 39.09 | 37.68 | 38.15 | 39.99 | 0.01 | -0.93
| | ZMH | 1 | 84.80 | 87.14 | 81.74 | 83.74 | 85.94 | 2.34 | -1.06
| | 107 | | 4578.87 | | | | | 39.00 | -139.31
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 27 - Tue
NTLM Passthrough Authentication
Most, well, all of my client sites have Active Directory based networks. To
facilitate authentication and authorization to various pages of a web-site, it makes it
easier on admin staff to assign users to groups in Active Directory, and then use NTLM
Pass-through Authentication from Internet Explorer based web browsers to gain access to
selected pages.
In performing research on this subject, I came across how to make Squid perform NTLM Pass-Through Authentication and act as a replacement Microsoft
ISA server.
But back to Apache based NTLM Pass through authentication, I came across something that is
supposed to work with Drupal. The source file doesn't offer up easy to use information.
Moving along, there is a circa 2000 NTLM auth module for Apache/Unix.
I think the Apache-AuthenNTLM Perl Module is probably the best solution, well the
best I've encountered so far. That is
the one I'm going to try. There are a couple of supporting documents: Modperl Mailing List Entry and a SourceForge Discussion Group entry.
The unknown is how to integrate group authorization. It looks like the only way to
get appropriate information is through basic authentication so I can use those
credentials to gain secondary access to AD group composition via a previously described
LDAP module. That should allow me to gain automatic access to username and password.
[/OpenSource]
permanent link
Darvas Selections for 2007/02/27
Here are the selections for Tuesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-26 High: 2007-02-21 EOD: 2007-02-26
| Symbol | Stop |
| AFFX | 27.01
| | AKS | 22.03
| | AMP | 61.75
| | ARRS | 15.01
| | ATI | 104.51
| | AUY | 15.25
| | AXL | 25.82
| | BAX | 50.32
| | BG | 84.03
| | BGC | 52.46
| | BGO | 6.32
| | BNI | 84.57
| | CA | 25.45
| | CE | 28.71
| | CHRW | 53.50
| | CORI | 4.99
| | CTV | 38.99
| | DD | 52.95
| | DISH | 42.51
| | DLTR | 33.89
| | EGO | 6.20
| | EMC | 14.38
| | FEIC | 33.34
| | FHN | 44.05
| | FRK | 65.85
| | GIGM | 12.80
| | GILD | 73.25
| | GNW | 36.87
| | GT | 25.85
| | HAS | 29.47
| | HL | 8.40
| | HLTH | 15.48
| | HOLX | 57.70
| | ICE | 158.05
| | JBHT | 27.48
| | JCP | 85.68
| | JOYG | 52.94
| | LWSN | 8.44
| | LYO | 32.48
| | MCK | 56.93
| | MHS | 67.57
| | MOS | 26.26
| | MTW | 59.02
| | NBL | 57.06
| | NOC | 74.67
| | NRG | 63.71
| | NWL | 30.55
| | NWS.A | 23.04
| | PAAS | 31.52
| | PD | 124.77
| | POT | 161.00
| | PWR | 23.31
| | RIO | 36.68
| | RRI | 17.06
| | RSH | 23.10
| | SHLD | 187.27
| | SNE | 52.77
| | SVM | 13.50
| | TEVA | 37.76
| | TRA | 17.78
| | UVN | 35.97
| | VIV | 4.02
| | WIN | 15.10
| | WYN | 35.10
| | XL | 73.99
|
|
Start: 2007-01-26 High: 2007-02-20 EOD: 2007-02-26
| Symbol | Stop |
| AET | 45.38
| | ALGN | 17.01
| | ALKS | 17.30
| | AOC | 38.95
| | BAX | 50.32
| | BG | 84.03
| | BGC | 52.46
| | CE | 28.71
| | CERN | 53.28
| | CHRW | 53.50
| | CL | 68.56
| | CNP | 18.31
| | CTB | 16.84
| | CTV | 38.99
| | DD | 52.95
| | DISH | 42.51
| | DLTR | 33.89
| | DTC | 9.13
| | FEIC | 33.34
| | FHN | 44.05
| | FIS | 45.80
| | FRK | 65.85
| | GIGM | 12.80
| | GNW | 36.87
| | GS | 219.26
| | HLT | 35.84
| | HLTH | 15.48
| | ICE | 158.05
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | LWSN | 8.44
| | LYO | 32.48
| | MCK | 56.93
| | MHK | 93.12
| | MOS | 26.26
| | MTW | 59.02
| | NBL | 57.06
| | NOC | 74.67
| | NRG | 63.71
| | NWL | 30.55
| | NYB | 17.35
| | ONNN | 10.46
| | POT | 161.00
| | PRU | 92.83
| | PWR | 23.31
| | PX | 64.20
| | RFMD | 8.34
| | RRI | 17.06
| | RSH | 23.10
| | RTH | 106.38
| | SHLD | 187.27
| | SIMO | 21.50
| | STM | 19.92
| | SVM | 13.50
| | TGT | 63.20
| | TMX | 30.75
| | TRA | 17.78
| | UST | 59.44
| | WYN | 35.10
| | XLP | 26.86
| | XLY | 39.99
| | ZMH | 85.94
|
|
Start: 2007-01-26 High: 2007-02-16 EOD: 2007-02-26
| Symbol | Stop |
| AET | 45.38
| | ALGN | 17.01
| | ALKS | 17.30
| | AOC | 38.95
| | ARBA | 9.79
| | BGC | 52.46
| | BSG | 13.43
| | CE | 28.71
| | CL | 68.56
| | DCX | 69.80
| | DD | 52.95
| | DISH | 42.51
| | DTC | 9.13
| | EGO | 6.20
| | EL | 48.15
| | FHN | 44.05
| | FIS | 45.80
| | HAS | 29.47
| | ICE | 158.05
| | IR | 44.00
| | JBHT | 27.48
| | KG | 18.66
| | LWSN | 8.44
| | MCK | 56.93
| | MHK | 93.12
| | MOS | 26.26
| | NBL | 57.06
| | NMX | 134.59
| | NOC | 74.67
| | NOK | 23.02
| | NRG | 63.71
| | ONNN | 10.46
| | OSK | 54.77
| | PD | 124.77
| | POT | 161.00
| | QCOM | 41.57
| | RRI | 17.06
| | SHLD | 187.27
| | SIMO | 21.50
| | SNE | 52.77
| | STI | 85.65
| | TRA | 17.78
| | UTX | 68.75
| | UVN | 35.97
| | VSEA | 49.18
| | WCI | 23.64
| | WHR | 95.04
| | XLP | 26.86
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/26 with EOD Signal of 2007/02/23
In comparison, the Dow Jones Industrial Index
opened at 12647,
had a higher high of 12697,
had a lower low of 12608,
and closed down for the day at 12632.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABC | 1 | 54.90 | 54.96 | 53.58 | 54.02 | 54.40 | 0.06 | -0.88
| | ACS | 2 | 54.10 | 54.26 | 53.40 | 53.53 | 53.44 | 0.16 | -0.57
| | AET | 3 | 46.06 | 46.15 | 45.39 | 45.86 | 45.38 | 0.09 | -0.20
| | AGIX | 1 | 11.52 | 11.75 | 11.45 | 11.57 | 10.84 | 0.23 | 0.05
| | AKS | 1 | 22.56 | 22.83 | 22.27 | 22.33 | 22.03 | 0.27 | -0.23
| | ALGN | 3 | 17.19 | 17.34 | 16.92 | 16.98 | 17.01 | 0.15 | -0.21
| | ALKS | 2 | 17.52 | 17.65 | 17.34 | 17.45 | 17.30 | 0.13 | -0.07
| | AMT | 2 | 40.25 | 40.63 | 40.00 | 40.44 | 40.46 | 0.38 | 0.19
| | AOC | 2 | 38.70 | 39.18 | 38.57 | 38.69 | 38.95 | 0.48 | -0.01
| | AQNT | 1 | 27.63 | 27.77 | 26.97 | 27.34 | 28.19 | 0.14 | -0.29
| | ARBA | 2 | 9.80 | 9.95 | 9.66 | 9.75 | 9.79 | 0.15 | -0.05
| | AT | 1 | 63.30 | 63.88 | 62.36 | 62.74 | 63.01 | 0.58 | -0.56
| | BAX | 2 | 50.00 | 50.19 | 49.71 | 50.15 | 50.32 | 0.19 | 0.15
| | BBBY | 1 | 42.72 | 42.81 | 42.12 | 42.45 | 42.54 | 0.09 | -0.27
| | BG | 1 | 84.50 | 85.49 | 83.57 | 84.24 | 84.03 | 0.99 | -0.26
| | BGC | 3 | 53.25 | 53.49 | 51.89 | 52.13 | 53.20 | 0.24 | -1.12
| | BSG | 1 | 13.74 | 13.75 | 13.44 | 13.50 | 13.43 | 0.01 | -0.24
| | BUD | 1 | 50.03 | 50.10 | 49.56 | 49.81 | 51.56 | 0.07 | -0.22
| | BYD | 1 | 49.01 | 49.24 | 48.25 | 48.62 | 47.82 | 0.23 | -0.39
| | CBSS | 1 | 70.33 | 70.50 | 70.10 | 70.27 | 69.85 | 0.17 | -0.06
| | CE | 3 | 29.66 | 29.94 | 29.45 | 29.78 | 28.71 | 0.28 | 0.12
| | CECO | 1 | 30.19 | 30.29 | 29.65 | 29.86 | 29.85 | 0.10 | -0.33
| | CERN | 2 | 54.28 | 54.47 | 53.61 | 53.94 | 53.28 | 0.19 | -0.34
| | CHRW | 1 | 53.98 | 54.16 | 51.89 | 52.40 | 53.50 | 0.18 | -1.58
| | CL | 2 | 68.53 | 68.76 | 68.04 | 68.47 | 68.56 | 0.23 | -0.06
| | CNP | 1 | 18.38 | 18.95 | 18.32 | 18.37 | 17.86 | 0.57 | -0.01
| | COH | 2 | 50.30 | 50.38 | 48.74 | 48.93 | 49.45 | 0.08 | -1.37
| | COST | 3 | 57.92 | 58.07 | 56.97 | 57.40 | 57.18 | 0.15 | -0.52
| | CTB | 1 | 16.27 | 16.37 | 15.76 | 15.89 | 16.33 | 0.10 | -0.38
| | CTV | 2 | 40.00 | 40.23 | 39.22 | 39.51 | 37.95 | 0.23 | -0.49
| | CX | 1 | 36.99 | 37.07 | 36.20 | 36.54 | 36.37 | 0.08 | -0.45
| | DCEL | 1 | 9.40 | 9.57 | 9.25 | 9.43 | 9.09 | 0.17 | 0.03
| | DCX | 1 | 70.82 | 70.88 | 70.32 | 70.57 | 71.10 | 0.06 | -0.25
| | DD | 3 | 53.50 | 53.67 | 53.01 | 53.14 | 52.95 | 0.17 | -0.36
| | DG | 2 | 17.82 | 17.84 | 17.56 | 17.64 | 17.54 | 0.02 | -0.18
| | DISH | 2 | 42.75 | 42.90 | 42.24 | 42.47 | 42.51 | 0.15 | -0.28
| | DLTR | 2 | 34.19 | 34.42 | 33.82 | 34.18 | 33.89 | 0.23 | -0.01
| | DOW | 2 | 46.42 | 47.26 | 44.76 | 44.99 | 42.68 | 0.84 | -1.43
| | DTC | 2 | 8.85 | 8.98 | 8.50 | 8.97 | 9.13 | 0.13 | 0.12
| | EBAY | 1 | 34.28 | 34.35 | 33.07 | 33.42 | 33.80 | 0.07 | -0.86
| | EDS | 3 | 29.02 | 29.21 | 28.91 | 29.13 | 29.31 | 0.19 | 0.11
| | EEM | 2 | 118.04 | 118.23 | 116.57 | 117.45 | 116.50 | 0.19 | -0.59
| | EFA | 3 | 77.16 | 77.18 | 76.71 | 76.72 | 76.05 | 0.02 | -0.44
| | EGO | 2 | 6.41 | 6.45 | 6.35 | 6.42 | 6.20 | 0.04 | 0.01
| | EL | 1 | 47.71 | 47.75 | 47.13 | 47.31 | 48.15 | 0.04 | -0.40
| | EXP | 1 | 48.70 | 48.71 | 47.98 | 48.05 | 48.42 | 0.01 | -0.65
| | EXPE | 1 | 21.75 | 21.98 | 21.48 | 21.71 | 21.65 | 0.23 | -0.04
| | FEIC | 1 | 34.47 | 34.65 | 34.00 | 34.07 | 34.60 | 0.18 | -0.40
| | FHN | 2 | 44.72 | 44.82 | 43.99 | 44.33 | 44.05 | 0.10 | -0.39
| | FIS | 3 | 47.29 | 47.32 | 46.53 | 46.79 | 45.80 | 0.03 | -0.50
| | FISV | 3 | 54.65 | 55.00 | 54.04 | 54.18 | 54.03 | 0.35 | -0.47
| | FRK | 1 | 67.80 | 68.19 | 67.62 | 67.99 | 63.85 | 0.39 | 0.19
| | GIGM | 1 | 13.50 | 13.70 | 13.05 | 13.12 | 12.80 | 0.20 | -0.38
| | GNW | 1 | 36.19 | 36.41 | 35.90 | 36.04 | 36.87 | 0.22 | -0.15
| | GS | 1 | 217.99 | 218.37 | 212.66 | 214.00 | 220.51 | 0.38 | -3.99
| | HAS | 2 | 29.53 | 29.55 | 29.15 | 29.25 | 29.47 | 0.02 | -0.28
| | HLT | 1 | 36.85 | 37.00 | 35.89 | 36.13 | 35.84 | 0.15 | -0.72
| | HLTH | 1 | 15.42 | 15.42 | 14.95 | 15.03 | 15.48 | 0.00 | -0.39
| | HNZ | 1 | 47.21 | 47.33 | 46.76 | 47.01 | 47.32 | 0.12 | -0.20
| | HRP | 1 | 13.37 | 13.39 | 13.18 | 13.31 | 13.49 | 0.02 | -0.06
| | IACI | 1 | 40.58 | 40.99 | 40.52 | 40.74 | 39.48 | 0.41 | 0.16
| | ICE | 2 | 163.15 | 164.98 | 156.06 | 157.21 | 158.05 | 1.83 | -5.94
| | IP | 1 | 37.42 | 38.00 | 37.25 | 37.46 | 37.58 | 0.58 | 0.04
| | IR | 3 | 45.50 | 45.62 | 44.67 | 45.11 | 44.00 | 0.12 | -0.39
| | JBHT | 3 | 28.08 | 28.08 | 26.99 | 27.12 | 27.48 | 0.00 | -0.96
| | JCP | 2 | 84.68 | 84.68 | 82.70 | 83.00 | 85.68 | 0.00 | -1.68
| | KG | 2 | 18.72 | 18.82 | 18.34 | 18.43 | 18.66 | 0.10 | -0.29
| | KMB | 1 | 69.91 | 70.10 | 69.56 | 69.90 | 69.97 | 0.19 | -0.01
| | LWSN | 2 | 8.46 | 8.50 | 8.31 | 8.34 | 8.44 | 0.04 | -0.12
| | LYO | 1 | 33.00 | 33.58 | 32.34 | 33.04 | 32.48 | 0.58 | 0.04
| | MCD | 3 | 46.00 | 46.15 | 45.76 | 45.80 | 45.00 | 0.15 | -0.20
| | MCK | 3 | 57.40 | 58.07 | 57.12 | 57.13 | 56.93 | 0.67 | -0.27
| | MHK | 2 | 92.80 | 92.80 | 89.50 | 90.80 | 93.12 | 0.00 | -2.00
| | MIR | 2 | 38.19 | 39.00 | 37.76 | 38.19 | 36.69 | 0.81 | 0.00
| | MNST | 3 | 52.57 | 53.00 | 51.90 | 52.37 | 52.44 | 0.43 | -0.20
| | MON | 1 | 55.96 | 56.09 | 54.59 | 54.79 | 56.24 | 0.13 | -1.17
| | MOS | 3 | 26.88 | 27.06 | 26.20 | 26.40 | 26.26 | 0.18 | -0.48
| | MTW | 1 | 63.71 | 63.96 | 61.55 | 61.87 | 59.25 | 0.25 | -1.84
| | NBL | 3 | 58.87 | 59.48 | 58.38 | 58.44 | 57.06 | 0.61 | -0.43
| | NCC | 1 | 38.25 | 38.25 | 38.03 | 38.16 | 38.35 | 0.00 | -0.09
| | NMX | 1 | 137.46 | 139.39 | 132.78 | 132.99 | 134.59 | 1.93 | -4.47
| | NOC | 3 | 73.90 | 74.60 | 73.39 | 73.84 | 75.22 | 0.70 | -0.06
| | NOK | 2 | 22.86 | 23.03 | 22.75 | 23.03 | 23.02 | 0.17 | 0.17
| | NRG | 2 | 68.00 | 70.00 | 67.30 | 67.75 | 61.63 | 2.00 | -0.25
| | NRPH | 1 | 63.43 | 63.50 | 63.30 | 63.33 | 61.15 | 0.07 | -0.10
| | NWL | 1 | 31.56 | 31.66 | 31.07 | 31.10 | 30.55 | 0.10 | -0.46
| | NYB | 1 | 17.08 | 17.34 | 16.81 | 16.90 | 17.35 | 0.26 | -0.18
| | ONNN | 3 | 10.82 | 10.88 | 10.53 | 10.58 | 10.46 | 0.06 | -0.24
| | OSK | 1 | 56.44 | 57.28 | 55.21 | 55.69 | 54.77 | 0.84 | -0.75
| | PD | 2 | 126.95 | 128.00 | 126.70 | 127.57 | 124.77 | 1.05 | 0.62
| | PNC | 1 | 75.70 | 75.88 | 75.36 | 75.66 | 74.30 | 0.18 | -0.04
| | POT | 2 | 168.00 | 168.58 | 164.50 | 165.01 | 161.00 | 0.58 | -2.99
| | PRU | 1 | 92.45 | 92.73 | 91.89 | 92.37 | 92.83 | 0.28 | -0.08
| | PSSI | 1 | 21.56 | 21.59 | 21.26 | 21.39 | 21.39 | 0.03 | -0.17
| | PWR | 2 | 23.80 | 23.94 | 23.16 | 23.68 | 23.31 | 0.14 | -0.12
| | PX | 1 | 64.98 | 65.00 | 64.11 | 64.24 | 64.20 | 0.02 | -0.74
| | QCOM | 2 | 43.26 | 43.30 | 42.25 | 42.65 | 40.85 | 0.04 | -0.61
| | RFMD | 1 | 8.54 | 8.56 | 8.40 | 8.47 | 8.15 | 0.02 | -0.07
| | RRI | 3 | 17.10 | 17.74 | 16.81 | 17.31 | 16.18 | 0.64 | 0.21
| | RSH | 2 | 22.79 | 22.88 | 22.33 | 22.45 | 23.10 | 0.09 | -0.34
| | RTH | 2 | 105.60 | 105.67 | 104.28 | 105.00 | 106.38 | 0.07 | -0.60
| | RYI | 1 | 34.97 | 35.10 | 34.27 | 34.88 | 34.31 | 0.13 | -0.09
| | SGMS | 1 | 34.39 | 34.39 | 33.49 | 33.70 | 33.29 | 0.00 | -0.69
| | SHLD | 2 | 188.89 | 189.70 | 184.69 | 186.64 | 187.27 | 0.81 | -2.25
| | SIMO | 2 | 21.81 | 22.14 | 21.60 | 21.99 | 21.50 | 0.33 | 0.18
| | SNE | 1 | 52.99 | 52.99 | 52.48 | 52.90 | 52.77 | 0.00 | -0.09
| | STI | 2 | 87.00 | 87.21 | 86.22 | 86.75 | 85.65 | 0.21 | -0.25
| | STM | 1 | 20.11 | 20.18 | 19.99 | 20.18 | 19.92 | 0.07 | 0.07
| | SVM | 1 | 13.85 | 13.90 | 13.63 | 13.78 | 13.50 | 0.05 | -0.07
| | TEVA | 1 | 37.94 | 37.95 | 37.24 | 37.51 | 37.76 | 0.01 | -0.43
| | TEX | 2 | 72.25 | 72.75 | 68.35 | 68.72 | 68.20 | 0.50 | -3.53
| | TGT | 1 | 63.12 | 63.43 | 62.23 | 62.55 | 63.20 | 0.31 | -0.57
| | TIF | 3 | 42.89 | 45.98 | 42.82 | 45.06 | 41.48 | 3.09 | 2.17
| | TMX | 1 | 30.67 | 30.93 | 30.35 | 30.54 | 30.75 | 0.26 | -0.13
| | TRA | 3 | 18.48 | 18.63 | 18.04 | 18.26 | 17.78 | 0.15 | -0.22
| | TRN | 3 | 45.12 | 45.12 | 43.82 | 44.32 | 44.41 | 0.00 | -0.80
| | URBN | 1 | 26.38 | 26.84 | 25.75 | 25.81 | 26.89 | 0.46 | -0.57
| | URI | 1 | 29.00 | 29.19 | 28.76 | 28.90 | 28.88 | 0.19 | -0.10
| | UST | 2 | 60.50 | 60.50 | 59.86 | 59.87 | 59.44 | 0.00 | -0.63
| | UTX | 2 | 67.80 | 68.20 | 66.80 | 67.23 | 68.75 | 0.40 | -0.57
| | UVN | 1 | 36.04 | 36.09 | 35.95 | 35.96 | 35.97 | 0.05 | -0.08
| | VSEA | 2 | 50.39 | 50.39 | 48.69 | 49.61 | 49.18 | 0.00 | -0.78
| | WB | 3 | 57.29 | 57.49 | 56.67 | 57.07 | 58.06 | 0.20 | -0.22
| | WCI | 1 | 22.00 | 22.02 | 21.21 | 21.44 | 23.64 | 0.02 | -0.56
| | WHR | 1 | 93.74 | 93.96 | 92.64 | 93.55 | 95.04 | 0.22 | -0.19
| | WLP | 2 | 81.05 | 81.33 | 80.61 | 81.13 | 81.60 | 0.28 | 0.08
| | WYN | 1 | 35.48 | 35.62 | 35.30 | 35.39 | 35.10 | 0.14 | -0.09
| | XLP | 3 | 26.82 | 26.84 | 26.70 | 26.81 | 26.86 | 0.02 | -0.01
| | XLY | 1 | 39.85 | 39.88 | 39.38 | 39.51 | 39.99 | 0.03 | -0.34
| | YHOO | 3 | 32.80 | 32.84 | 30.85 | 32.12 | 30.79 | 0.04 | -0.68
| | ZMH | 1 | 85.70 | 85.80 | 85.10 | 85.37 | 85.94 | 0.10 | -0.33
| | 131 | | 5918.52 | | | | | 36.14 | -62.47
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 26 - Mon
Event Logs: Some Stuff To Try At Home
Somewhere in my collection of Monitoring Server Configs, I have some information on getting Cisco syslog
stuff into a separate file.
For another customer site, I used Nagios coupled with Steve Shipway's Nagios EventLog agent for Windows to collect specific
Windows Events and alarm on them. It was interesting and convoluted experience to get all
this working. If there is interest, I'll post my process notes on how I got the whole thing
integrated.
Today, or rather originally a week ago, an ISP requested that I forward some router
syslog events to them so they could correlate their events with mine, or vice versa, my
events with theirs. (ok, contrary to one of my recent articles, some ISP's do see the light
of day in troubleshooting, although this same one hasn't quite grasped the IP SLA bonus
yet).
Anyway, two routers, the endpoints on an mpls link, in two different regions behind two
different firewalls are at issue. The knee jerk reaction is to add a second syslog entry in
each router to forward to the ISP's syslog address. This will require, in addition to the second
entry in each router, entries in each firewall.
That seemed silly. I thought: why not just forward the syslog entries from the server
instead. Well, not so easy with the standard sylogd daemon in Debian.
Some searching lead to a number of interesting alternatives. The one slated for
immediate testing is to try BalaBit's syslog-ng where I can forward based upon more refined rules such
as host and message content. This is a simple Debian apt-get upgrade. DebianHelp offers some
instrucitons for installation and use with php=-syslog-ng. Jeremy Mates's syslog-ng
blog discusses some further syslog-ng configuration details. As a sidetrack, his blog also
has some stuff for sendmail and other Linux Geek stuff. As a point of reference, one more
syslog-ng site is cudeso.be.
Once I've got syslog-ng going, and the cisco log entries forwarded, I'm thinking
about stopping event log watching with Nagios and Shipway's thing and instead trying
Intersect Alliance's Snare Agent for windows sending syslog events to
syslog-ng. I see they also know how to do stuff with Snort Logs, Apache Logs, and others.
Something I see a lot of words about but no real specifics is Splunk. They proclaim to be able to scan
and correlate and do queries on logs from many servers. That could be an interesting tool,
and free for systems with daily log files under 500M.
[/OpenSource]
permanent link
Note To Self: Network Performance Link
Unbelievable. The name slipped my mind. And a simple internet search for my favorite
network performance tool, IPerf, becomes an exercise in
frustration. Finally. With an indirect hop through Les Cottrell's
Network Monitoring Tools List, I was able to track it down.
My problem was that I had IPTraf
and couldn't recall the real one I wanted.
Just so I land here again with the appropriate
queries, here is what I tried:
- open source ip traffic simulator
While on the subject of network performance, I've noticed that some ISP's like to play
deaf, dumb and blind to customer performance issues. Some wireless ISP's have installed
central wireless access points that don't provide SNMP access. So when RF and related radio
issues
hit, they are unable to troubleshoot anything other than through the WAG (Wild Ass Guess)
principle.
And for one more performance whine, ... are there any ISP's out there who provide routers
that can act as Cisco IP SLA Responders to customer routers? This greatly facilitates link
quality testing. However, ISP's seem to be deathly afraid of airing their dirty laundry.
One would think that this would, instead, be a positive thing in terms of improving traffic
quality,
especially at the corporate level.
If you have comments on this, I'd like to hear them over on the forums.
[/OpenSource]
permanent link
Trading Site of the Day -- The Option Insider: High Level News And Commentary
The Options Insider is a relatively new site and founded by an options trader by the
name of Mark S. Longo.
The site has a few introductory articles to options trading. Hopefully, as time goes on, the substance will be filled out. For nitty gritty
options information, I have already discussed a few sites, so nothing here is not such a bad thing.
The site's current strength is the news links. It looks as though they follow quite a number of news sources and provide links to Options related
stories and other primary news sources. This is a good starting point for options related news releases.
[/Trading/SiteOfTheDay/D200702]
permanent link
Lighting Design for Sordid Lives
I've already accumulated a week of updates that havn't been performed yet for various and sundry things on this site. It looks like I'll have to
fit things in when I can. I hadn't quite expected the time commitment. But I am having fun and learning something completely different. So if
updates are slow for a while longer yet, hang tight, I'll get the stuff up sooner, or later. I'd really like to do it sooner myself, but we'll see
how things go.
I'm volunteering at the Bermuda Musical and Dramatic Society as a crew member working the lights
for the production of Sordid Lives by Del Shores. Mary Brier is lighting designer. I've been following her around, trying not to get too much in
the way, but still trying to soak it all in. Not until one has been on that side of the theatre does one realize just how much work there is in
producing a successful production. Warm and dark washes, cross lights, specials, down lights, sub-masters, amber and blue and lavendar colors, cues,
...
Opening is on March 1. At that time, the hectic design should boil down to pressing the 'go' button at the correct time on cue calls from the
stage manager, in this case Nicola. Supervising the whole funny farm, and a good guy to work with, is the director Keith Madeiros.
[/Personal/Bermuda/Personal]
permanent link
Darvas Selections for 2007/02/26
Here are the selections for Monday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-23 High: 2007-02-20 EOD: 2007-02-23
| Symbol | Stop |
| ACS | 53.44
| | AET | 45.38
| | ALGN | 17.01
| | ALKS | 17.30
| | AMT | 40.46
| | AOC | 38.95
| | AT | 63.01
| | BAX | 50.32
| | BG | 84.03
| | BGC | 53.20
| | BYD | 47.82
| | CE | 28.71
| | CERN | 53.28
| | CHRW | 53.50
| | CL | 68.56
| | CNP | 17.86
| | COH | 49.45
| | COST | 57.18
| | CTB | 16.33
| | CTV | 37.95
| | CX | 36.37
| | DD | 52.95
| | DG | 17.54
| | DISH | 42.51
| | DLTR | 33.89
| | DTC | 9.13
| | EBAY | 33.80
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | EXP | 48.42
| | FEIC | 34.60
| | FHN | 44.05
| | FIS | 45.80
| | FISV | 54.03
| | FRK | 63.85
| | GIGM | 12.80
| | GNW | 36.87
| | GS | 220.51
| | HLT | 35.84
| | HLTH | 15.48
| | IACI | 39.48
| | ICE | 158.05
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | KMB | 69.97
| | LWSN | 8.44
| | LYO | 32.48
| | MCD | 45.00
| | MCK | 56.93
| | MHK | 93.12
| | MIR | 36.69
| | MNST | 52.44
| | MOS | 26.26
| | MTW | 59.25
| | NBL | 57.06
| | NOC | 75.22
| | NRG | 61.63
| | NRPH | 61.15
| | NWL | 30.55
| | NYB | 17.35
| | ONNN | 10.46
| | PNC | 74.30
| | POT | 161.00
| | PRU | 92.83
| | PSSI | 21.39
| | PWR | 23.31
| | PX | 64.20
| | RFMD | 8.15
| | RRI | 16.18
| | RSH | 23.10
| | RTH | 106.38
| | SHLD | 187.27
| | SIMO | 21.50
| | STM | 19.92
| | SVM | 13.50
| | TGT | 63.20
| | TIF | 41.48
| | TMX | 30.75
| | TRA | 17.78
| | TRN | 44.41
| | URBN | 26.89
| | UST | 59.44
| | WB | 58.06
| | WLP | 81.60
| | WYN | 35.10
| | XLP | 26.86
| | XLY | 39.99
| | YHOO | 30.79
| | ZMH | 85.94
|
|
Start: 2007-01-23 High: 2007-02-16 EOD: 2007-02-23
| Symbol | Stop |
| AET | 45.38
| | ALGN | 17.01
| | ALKS | 17.30
| | AOC | 38.95
| | ARBA | 9.79
| | BGC | 53.20
| | BSG | 13.43
| | CBSS | 69.85
| | CE | 28.71
| | CL | 68.56
| | COH | 49.45
| | COST | 57.18
| | DCX | 71.10
| | DD | 52.95
| | DISH | 42.51
| | DOW | 42.68
| | DTC | 9.13
| | EDS | 29.31
| | EFA | 76.05
| | EGO | 6.20
| | EL | 48.15
| | FHN | 44.05
| | FIS | 45.80
| | FISV | 54.03
| | HAS | 29.47
| | ICE | 158.05
| | IP | 37.58
| | IR | 44.00
| | JBHT | 27.48
| | KG | 18.66
| | LWSN | 8.44
| | MCD | 45.00
| | MCK | 56.93
| | MHK | 93.12
| | MIR | 36.69
| | MNST | 52.44
| | MOS | 26.26
| | NBL | 57.06
| | NCC | 38.35
| | NMX | 134.59
| | NOC | 75.22
| | NOK | 23.02
| | NRG | 61.63
| | ONNN | 10.46
| | OSK | 54.77
| | PD | 124.77
| | POT | 161.00
| | QCOM | 40.85
| | RRI | 16.18
| | SHLD | 187.27
| | SIMO | 21.50
| | SNE | 52.77
| | STI | 85.65
| | TEX | 68.20
| | TIF | 41.48
| | TRA | 17.78
| | TRN | 44.41
| | UTX | 68.75
| | UVN | 35.97
| | VSEA | 49.18
| | WB | 58.06
| | WCI | 23.64
| | WHR | 95.04
| | XLP | 26.86
| | YHOO | 30.79
|
|
Start: 2007-01-23 High: 2007-02-15 EOD: 2007-02-23
| Symbol | Stop |
| ABC | 54.40
| | ACS | 53.44
| | AET | 45.38
| | AGIX | 10.84
| | AKS | 22.03
| | ALGN | 17.01
| | AMT | 40.46
| | AQNT | 28.19
| | ARBA | 9.79
| | BAX | 50.32
| | BBBY | 42.54
| | BGC | 53.20
| | BUD | 51.56
| | CE | 28.71
| | CECO | 29.85
| | CERN | 53.28
| | COST | 57.18
| | CTV | 37.95
| | DCEL | 9.09
| | DD | 52.95
| | DG | 17.54
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | EGO | 6.20
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 54.03
| | HAS | 29.47
| | HNZ | 47.32
| | HRP | 13.49
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | KG | 18.66
| | MCD | 45.00
| | MCK | 56.93
| | MNST | 52.44
| | MON | 56.24
| | MOS | 26.26
| | NBL | 57.06
| | NOC | 75.22
| | NOK | 23.02
| | ONNN | 10.46
| | PD | 124.77
| | PWR | 23.31
| | QCOM | 40.85
| | RRI | 16.18
| | RSH | 23.10
| | RTH | 106.38
| | RYI | 34.31
| | SGMS | 33.29
| | STI | 85.65
| | TEVA | 37.76
| | TEX | 68.20
| | TIF | 41.48
| | TRA | 17.78
| | TRN | 44.41
| | URI | 28.88
| | UST | 59.44
| | UTX | 68.75
| | VSEA | 49.18
| | WB | 58.06
| | WLP | 81.60
| | XLP | 26.86
| | YHOO | 30.79
|
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 24 - Sat
Trading Site of the Day -- Trade The News: Live News for the Ears and Eyes
Trade The News is a 24 hour
Audio News Squawk service for Equities, Credit and Forex. They also provide news through a
streaming service. For both visual and aural news feeds, you'll need to install a downloadable
software client. They have a free 7 day trial. The subscription prices seem reasonable. It
sounds as though it gets you to the heart of the markets to provide the real time feeling for the
ebb and flow.
[/Trading/SiteOfTheDay/D200702]
permanent link
Darvas Results at EOD 2007/02/23 with EOD Signal of 2007/02/22
In comparison, the Dow Jones Industrial Index
opened at 12679,
had a lower high of 12682,
had a lower low of 12628,
and closed down for the day at 12647.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 1 | 17.79 | 17.89 | 17.77 | 17.85 | 18.62 | 0.10 | 0.06
| | ABC | 2 | 54.81 | 55.13 | 54.45 | 55.01 | 54.40 | 0.32 | 0.20
| | ACS | 1 | 54.42 | 54.42 | 53.65 | 54.01 | 53.44 | 0.00 | -0.41
| | ADP | 1 | 50.78 | 51.24 | 50.61 | 51.18 | 50.33 | 0.46 | 0.40
| | AET | 2 | 46.07 | 46.23 | 45.67 | 46.06 | 44.32 | 0.16 | -0.01
| | AGIX | 1 | 11.62 | 11.75 | 11.25 | 11.58 | 10.84 | 0.13 | -0.04
| | AKS | 1 | 22.75 | 23.08 | 22.28 | 22.41 | 22.03 | 0.33 | -0.34
| | ALGN | 3 | 17.43 | 17.43 | 17.09 | 17.26 | 17.01 | 0.00 | -0.17
| | ALKS | 1 | 17.77 | 17.80 | 17.34 | 17.42 | 17.30 | 0.03 | -0.35
| | AMP | 1 | 62.95 | 62.95 | 62.05 | 62.63 | 61.75 | 0.00 | -0.32
| | AMT | 1 | 40.47 | 40.64 | 40.18 | 40.25 | 40.46 | 0.17 | -0.22
| | AMX | 1 | 47.00 | 47.21 | 46.78 | 47.15 | 45.76 | 0.21 | 0.15
| | AOC | 1 | 38.66 | 39.04 | 38.50 | 38.70 | 38.95 | 0.38 | 0.04
| | AQNT | 1 | 27.63 | 27.98 | 27.25 | 27.44 | 28.19 | 0.35 | -0.19
| | ARBA | 3 | 10.05 | 10.08 | 9.84 | 9.85 | 9.79 | 0.03 | -0.20
| | AVP | 1 | 38.41 | 38.97 | 38.28 | 38.56 | 39.72 | 0.56 | 0.15
| | BAX | 1 | 50.54 | 50.54 | 49.48 | 49.81 | 50.32 | 0.00 | -0.73
| | BBBY | 2 | 43.13 | 43.32 | 42.39 | 42.57 | 42.54 | 0.19 | -0.56
| | BGC | 3 | 53.22 | 53.50 | 52.51 | 52.80 | 53.20 | 0.28 | -0.42
| | BNI | 1 | 84.30 | 84.45 | 82.95 | 83.91 | 84.57 | 0.15 | -0.39
| | BSG | 2 | 13.66 | 13.69 | 13.36 | 13.66 | 13.43 | 0.03 | 0.00
| | BUD | 1 | 50.35 | 50.35 | 50.02 | 50.05 | 51.56 | 0.00 | -0.30
| | CBS | 1 | 31.52 | 31.53 | 31.12 | 31.32 | 31.68 | 0.01 | -0.20
| | CBSS | 1 | 69.96 | 70.05 | 69.90 | 69.95 | 69.85 | 0.09 | -0.01
| | CE | 3 | 29.12 | 29.87 | 29.05 | 29.63 | 28.71 | 0.75 | 0.51
| | CECO | 1 | 29.71 | 30.32 | 29.62 | 30.08 | 28.13 | 0.61 | 0.37
| | CEG | 1 | 75.70 | 76.25 | 75.46 | 76.08 | 74.40 | 0.55 | 0.38
| | CEN | 2 | 33.88 | 33.97 | 33.69 | 33.84 | 33.63 | 0.09 | -0.04
| | CERN | 2 | 53.47 | 54.39 | 53.41 | 54.27 | 53.28 | 0.92 | 0.80
| | CL | 1 | 68.19 | 68.44 | 67.74 | 68.33 | 68.56 | 0.25 | 0.14
| | CMI | 1 | 144.00 | 145.24 | 143.73 | 144.65 | 138.58 | 1.24 | 0.65
| | COH | 2 | 49.95 | 50.28 | 49.54 | 49.97 | 49.45 | 0.33 | 0.02
| | CORI | 1 | 5.02 | 5.05 | 5.02 | 5.03 | 4.92 | 0.03 | 0.01
| | COST | 2 | 58.10 | 58.19 | 57.27 | 57.47 | 57.18 | 0.09 | -0.63
| | CRUS | 1 | 8.65 | 9.44 | 8.65 | 8.91 | 8.46 | 0.79 | 0.26
| | CSX | 1 | 40.50 | 40.79 | 40.06 | 40.42 | 39.69 | 0.29 | -0.08
| | CTV | 1 | 38.00 | 39.69 | 37.50 | 39.14 | 36.91 | 1.69 | 1.14
| | CVH | 1 | 56.18 | 56.27 | 55.63 | 55.75 | 56.43 | 0.09 | -0.43
| | CX | 1 | 37.48 | 37.50 | 36.43 | 36.60 | 36.37 | 0.02 | -0.88
| | DCEL | 1 | 9.45 | 9.46 | 9.28 | 9.33 | 9.08 | 0.01 | -0.12
| | DCX | 1 | 70.30 | 71.10 | 70.28 | 70.92 | 71.10 | 0.80 | 0.62
| | DD | 3 | 52.27 | 53.11 | 51.77 | 52.99 | 52.95 | 0.84 | 0.72
| | DG | 1 | 17.87 | 17.90 | 17.50 | 17.74 | 17.54 | 0.03 | -0.13
| | DISH | 1 | 42.63 | 42.93 | 42.47 | 42.52 | 42.51 | 0.30 | -0.11
| | DLTR | 2 | 34.34 | 34.36 | 33.82 | 34.05 | 33.89 | 0.02 | -0.29
| | DOW | 3 | 42.84 | 43.68 | 42.43 | 43.45 | 42.68 | 0.84 | 0.61
| | DTC | 1 | 8.99 | 9.04 | 8.80 | 8.80 | 9.21 | 0.05 | -0.19
| | EDS | 3 | 28.87 | 29.03 | 28.76 | 28.97 | 29.31 | 0.16 | 0.10
| | EEM | 2 | 118.24 | 118.65 | 116.70 | 117.50 | 116.50 | 0.41 | -0.74
| | EFA | 3 | 76.55 | 76.79 | 76.48 | 76.68 | 76.05 | 0.24 | 0.13
| | EGO | 2 | 6.54 | 6.55 | 6.35 | 6.40 | 6.20 | 0.01 | -0.14
| | EL | 1 | 46.91 | 47.58 | 46.81 | 47.36 | 48.15 | 0.67 | 0.45
| | ETN | 2 | 84.40 | 84.89 | 83.48 | 84.04 | 82.24 | 0.49 | -0.36
| | EXPE | 2 | 22.10 | 22.12 | 21.58 | 21.70 | 21.65 | 0.02 | -0.40
| | FHN | 1 | 44.93 | 45.05 | 44.50 | 44.66 | 44.05 | 0.12 | -0.27
| | FIS | 3 | 46.98 | 47.18 | 46.82 | 47.04 | 45.80 | 0.20 | 0.06
| | FISV | 3 | 54.88 | 54.97 | 54.33 | 54.69 | 53.34 | 0.09 | -0.19
| | HAS | 2 | 29.56 | 29.70 | 29.23 | 29.31 | 29.47 | 0.14 | -0.25
| | HNT | 3 | 54.65 | 55.00 | 54.46 | 54.50 | 53.13 | 0.35 | -0.15
| | HNZ | 1 | 47.83 | 47.83 | 46.97 | 47.21 | 47.32 | 0.00 | -0.62
| | HRP | 1 | 13.28 | 13.40 | 13.14 | 13.31 | 13.49 | 0.12 | 0.03
| | HTZ | 1 | 21.95 | 21.95 | 21.40 | 21.56 | 21.65 | 0.00 | -0.39
| | IACI | 1 | 40.62 | 40.69 | 40.23 | 40.58 | 39.48 | 0.07 | -0.04
| | IAR | 1 | 34.50 | 35.24 | 34.50 | 35.17 | 34.89 | 0.74 | 0.67
| | ICE | 1 | 160.15 | 164.00 | 159.20 | 161.94 | 158.05 | 3.85 | 1.79
| | IP | 2 | 37.13 | 37.27 | 36.95 | 37.18 | 36.59 | 0.14 | 0.05
| | IR | 2 | 44.40 | 45.27 | 44.28 | 45.20 | 44.00 | 0.87 | 0.80
| | JBHT | 3 | 27.85 | 28.13 | 27.47 | 28.07 | 27.48 | 0.28 | 0.22
| | JCP | 1 | 83.98 | 84.61 | 83.25 | 84.05 | 85.68 | 0.63 | 0.07
| | KG | 3 | 18.75 | 18.82 | 18.53 | 18.71 | 18.66 | 0.07 | -0.04
| | LWSN | 1 | 8.53 | 8.60 | 8.30 | 8.47 | 8.44 | 0.07 | -0.06
| | MCD | 2 | 46.05 | 46.21 | 45.83 | 46.01 | 45.00 | 0.16 | -0.04
| | MCK | 2 | 57.26 | 57.57 | 56.76 | 57.39 | 56.93 | 0.31 | 0.13
| | MET | 1 | 65.98 | 65.98 | 65.07 | 65.26 | 65.79 | 0.00 | -0.72
| | MFE | 1 | 31.52 | 31.80 | 31.22 | 31.65 | 30.26 | 0.28 | 0.13
| | MHK | 1 | 92.71 | 93.03 | 92.17 | 92.95 | 93.12 | 0.32 | 0.24
| | MIR | 2 | 35.95 | 37.01 | 35.90 | 37.01 | 35.65 | 1.06 | 1.06
| | MLS | 1 | 25.20 | 25.20 | 25.11 | 25.14 | 25.70 | 0.00 | -0.06
| | MNST | 2 | 53.88 | 53.95 | 52.24 | 52.36 | 52.44 | 0.07 | -1.52
| | MON | 1 | 56.55 | 56.60 | 55.62 | 55.74 | 56.24 | 0.05 | -0.81
| | MOS | 3 | 26.38 | 26.80 | 26.18 | 26.47 | 26.26 | 0.42 | 0.09
| | NBL | 3 | 58.82 | 59.00 | 58.04 | 58.65 | 57.06 | 0.18 | -0.17
| | NCC | 1 | 38.38 | 38.38 | 38.08 | 38.19 | 38.35 | 0.00 | -0.19
| | NKE | 2 | 108.23 | 108.23 | 107.18 | 108.04 | 105.38 | 0.00 | -0.19
| | NMX | 1 | 135.81 | 139.42 | 135.81 | 138.61 | 134.59 | 3.61 | 2.80
| | NOC | 2 | 74.25 | 74.65 | 73.81 | 74.42 | 75.22 | 0.40 | 0.17
| | NOK | 3 | 22.78 | 22.96 | 22.75 | 22.84 | 23.02 | 0.18 | 0.06
| | NOV | 1 | 69.64 | 70.39 | 69.08 | 69.85 | 68.85 | 0.75 | 0.21
| | NRG | 1 | 62.20 | 63.81 | 62.20 | 63.52 | 61.63 | 1.61 | 1.32
| | NUAN | 2 | 14.90 | 15.09 | 14.87 | 15.07 | 14.36 | 0.19 | 0.17
| | NVL | 1 | 43.90 | 43.99 | 43.86 | 43.91 | 44.00 | 0.09 | 0.01
| | NWL | 1 | 31.80 | 31.87 | 31.56 | 31.74 | 30.55 | 0.07 | -0.06
| | ONNN | 3 | 10.49 | 10.78 | 10.43 | 10.76 | 9.91 | 0.29 | 0.27
| | OSI | 1 | 40.65 | 40.70 | 40.06 | 40.45 | 40.49 | 0.05 | -0.20
| | OSK | 1 | 56.01 | 56.69 | 55.64 | 56.69 | 54.49 | 0.68 | 0.68
| | PAYX | 1 | 41.92 | 42.43 | 41.73 | 42.38 | 40.89 | 0.51 | 0.46
| | PCAR | 3 | 74.17 | 74.23 | 72.92 | 73.22 | 72.45 | 0.06 | -0.95
| | PD | 2 | 126.40 | 126.99 | 126.25 | 126.55 | 124.77 | 0.59 | 0.15
| | PNC | 1 | 75.95 | 75.95 | 75.28 | 75.50 | 74.65 | 0.00 | -0.45
| | POT | 1 | 165.50 | 168.22 | 165.16 | 167.11 | 161.00 | 2.72 | 1.61
| | PSSI | 1 | 21.66 | 21.66 | 21.44 | 21.56 | 21.16 | 0.00 | -0.10
| | PWR | 1 | 23.05 | 23.66 | 23.01 | 23.62 | 22.44 | 0.61 | 0.57
| | PX | 1 | 64.48 | 64.93 | 64.14 | 64.73 | 64.20 | 0.45 | 0.25
| | QCOM | 2 | 43.20 | 43.61 | 42.57 | 43.36 | 40.85 | 0.41 | 0.16
| | RIO | 1 | 37.14 | 37.17 | 36.22 | 36.69 | 36.68 | 0.03 | -0.45
| | RL | 2 | 87.75 | 88.09 | 86.83 | 87.54 | 87.16 | 0.34 | -0.21
| | RRI | 3 | 16.29 | 16.38 | 16.06 | 16.28 | 16.18 | 0.09 | -0.01
| | RSH | 1 | 23.30 | 23.33 | 22.55 | 22.62 | 23.10 | 0.03 | -0.68
| | RTH | 1 | 105.75 | 106.21 | 105.05 | 105.43 | 106.38 | 0.46 | -0.32
| | RYI | 1 | 34.80 | 35.08 | 34.30 | 34.75 | 34.31 | 0.28 | -0.05
| | SGMS | 1 | 34.37 | 34.60 | 34.28 | 34.32 | 33.29 | 0.23 | -0.05
| | SHLD | 1 | 189.19 | 189.92 | 186.85 | 187.65 | 187.27 | 0.73 | -1.54
| | SIMO | 1 | 21.69 | 22.00 | 21.55 | 21.87 | 21.50 | 0.31 | 0.18
| | SLE | 1 | 17.22 | 17.27 | 17.14 | 17.25 | 17.30 | 0.05 | 0.03
| | SNE | 2 | 52.85 | 53.00 | 52.04 | 52.27 | 52.77 | 0.15 | -0.58
| | TEVA | 2 | 37.74 | 37.99 | 37.07 | 37.63 | 37.76 | 0.25 | -0.11
| | TEX | 2 | 70.69 | 71.50 | 70.17 | 71.02 | 68.20 | 0.81 | 0.33
| | TIF | 3 | 42.73 | 43.00 | 42.56 | 42.86 | 41.86 | 0.27 | 0.13
| | TRA | 3 | 17.72 | 18.30 | 17.63 | 18.13 | 17.78 | 0.58 | 0.41
| | TRN | 3 | 43.30 | 44.90 | 42.79 | 44.70 | 42.12 | 1.60 | 1.40
| | TTWO | 1 | 19.75 | 20.35 | 19.54 | 19.79 | 20.32 | 0.60 | 0.04
| | UNP | 1 | 103.50 | 104.32 | 102.87 | 103.88 | 104.26 | 0.82 | 0.38
| | URBN | 1 | 26.35 | 26.43 | 25.75 | 26.14 | 25.48 | 0.08 | -0.21
| | URI | 1 | 28.91 | 29.02 | 28.47 | 29.00 | 28.88 | 0.11 | 0.09
| | UST | 1 | 60.67 | 60.71 | 60.05 | 60.31 | 59.44 | 0.04 | -0.36
| | UTX | 2 | 67.25 | 67.59 | 67.01 | 67.55 | 68.75 | 0.34 | 0.30
| | UVN | 1 | 36.01 | 36.03 | 35.96 | 35.98 | 35.97 | 0.02 | -0.03
| | VSEA | 2 | 48.49 | 49.64 | 47.88 | 49.31 | 49.18 | 1.15 | 0.82
| | WB | 3 | 58.77 | 58.77 | 57.43 | 57.74 | 58.06 | 0.00 | -1.03
| | WCI | 1 | 22.40 | 22.48 | 21.65 | 21.68 | 23.64 | 0.08 | -0.72
| | WHR | 1 | 93.15 | 93.75 | 92.51 | 93.35 | 95.04 | 0.60 | 0.20
| | WLP | 1 | 81.76 | 81.78 | 81.03 | 81.50 | 81.60 | 0.02 | -0.26
| | XLP | 2 | 26.82 | 26.82 | 26.71 | 26.82 | 26.86 | 0.00 | 0.00
| | YHOO | 3 | 31.60 | 32.18 | 31.41 | 32.10 | 30.79 | 0.58 | 0.50
| | 134 | | 5822.68 | | | | | 51.12 | 3.47
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 23 - Fri
Darvas Selections for 2007/02/23
Here are the selections for Friday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-22 High: 2007-02-16 EOD: 2007-02-22
| Symbol | Stop |
| AET | 44.32
| | ALGN | 17.01
| | ALKS | 17.30
| | AOC | 38.95
| | ARBA | 9.79
| | AVP | 39.72
| | BGC | 53.20
| | BSG | 13.43
| | CBSS | 69.85
| | CE | 28.71
| | CEN | 33.63
| | CL | 68.56
| | COH | 49.45
| | COST | 57.18
| | CVH | 56.43
| | DCX | 71.10
| | DD | 52.95
| | DISH | 42.51
| | DOW | 42.68
| | DTC | 9.21
| | EDS | 29.31
| | EFA | 76.05
| | EGO | 6.20
| | EL | 48.15
| | FHN | 44.05
| | FIS | 45.80
| | FISV | 53.34
| | HAS | 29.47
| | HNT | 53.13
| | ICE | 158.05
| | IP | 36.59
| | IR | 44.00
| | JBHT | 27.48
| | KG | 18.66
| | LWSN | 8.44
| | MCD | 45.00
| | MCK | 56.93
| | MHK | 93.12
| | MIR | 35.65
| | MNST | 52.44
| | MOS | 26.26
| | NBL | 57.06
| | NCC | 38.35
| | NKE | 105.38
| | NMX | 134.59
| | NOC | 75.22
| | NOK | 23.02
| | NRG | 61.63
| | ONNN | 9.91
| | OSK | 54.49
| | PCAR | 72.45
| | PD | 124.77
| | POT | 161.00
| | QCOM | 40.85
| | RL | 87.16
| | RRI | 16.18
| | SHLD | 187.27
| | SIMO | 21.50
| | SNE | 52.77
| | TEX | 68.20
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | UTX | 68.75
| | UVN | 35.97
| | VSEA | 49.18
| | WB | 58.06
| | WCI | 23.64
| | WHR | 95.04
| | XLP | 26.86
| | YHOO | 30.79
|
|
Start: 2007-01-22 High: 2007-02-15 EOD: 2007-02-22
| Symbol | Stop |
| ABC | 54.40
| | ACS | 53.44
| | AET | 44.32
| | AGIX | 10.84
| | AKS | 22.03
| | ALGN | 17.01
| | AMT | 40.46
| | AQNT | 28.19
| | ARBA | 9.79
| | BAX | 50.32
| | BBBY | 42.54
| | BGC | 53.20
| | BUD | 51.56
| | CE | 28.71
| | CECO | 28.13
| | CEN | 33.63
| | CERN | 53.28
| | COST | 57.18
| | CTV | 36.91
| | DCEL | 9.08
| | DD | 52.95
| | DG | 17.54
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | EGO | 6.20
| | ETN | 82.24
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 53.34
| | HAS | 29.47
| | HNT | 53.13
| | HNZ | 47.32
| | HRP | 13.49
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | KG | 18.66
| | MCD | 45.00
| | MCK | 56.93
| | MLS | 25.70
| | MNST | 52.44
| | MON | 56.24
| | MOS | 26.26
| | NBL | 57.06
| | NOC | 75.22
| | NOK | 23.02
| | NUAN | 14.36
| | ONNN | 9.91
| | PCAR | 72.45
| | PD | 124.77
| | PWR | 22.44
| | QCOM | 40.85
| | RL | 87.16
| | RRI | 16.18
| | RSH | 23.10
| | RTH | 106.38
| | RYI | 34.31
| | SGMS | 33.29
| | TEVA | 37.76
| | TEX | 68.20
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | URI | 28.88
| | UST | 59.44
| | UTX | 68.75
| | VSEA | 49.18
| | WB | 58.06
| | WLP | 81.60
| | XLP | 26.86
| | YHOO | 30.79
|
|
Start: 2007-01-22 High: 2007-02-14 EOD: 2007-02-22
| Symbol | Stop |
| ABB | 18.62
| | ABC | 54.40
| | ADP | 50.33
| | ALGN | 17.01
| | AMP | 61.75
| | AMX | 45.76
| | ARBA | 9.79
| | BBBY | 42.54
| | BGC | 53.20
| | BNI | 84.57
| | BSG | 13.43
| | CBS | 31.68
| | CE | 28.71
| | CEG | 74.40
| | CERN | 53.28
| | CMI | 138.58
| | COH | 49.45
| | CORI | 4.92
| | CRUS | 8.46
| | CSX | 39.69
| | CX | 36.37
| | DD | 52.95
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | ETN | 82.24
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 53.34
| | HNT | 53.13
| | HTZ | 21.65
| | IACI | 39.48
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 27.48
| | KG | 18.66
| | MET | 65.79
| | MFE | 30.26
| | MIR | 35.65
| | MOS | 26.26
| | NBL | 57.06
| | NKE | 105.38
| | NOK | 23.02
| | NOV | 68.85
| | NUAN | 14.36
| | NVL | 44.00
| | NWL | 30.55
| | ONNN | 9.91
| | OSI | 40.49
| | PAYX | 40.89
| | PCAR | 72.45
| | PNC | 74.65
| | PSSI | 21.16
| | PX | 64.20
| | RIO | 36.68
| | RRI | 16.18
| | SLE | 17.30
| | SNE | 52.77
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | TTWO | 20.32
| | UNP | 104.26
| | URBN | 25.48
| | WB | 58.06
| | YHOO | 30.79
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/22 with EOD Signal of 2007/02/21
In comparison, the Dow Jones Industrial Index
opened at 12735,
had a lower high of 12763,
had a lower low of 12650,
and closed down for the day at 12686.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 1 | 17.87 | 17.96 | 17.82 | 17.92 | 18.62 | 0.09 | 0.05
| | ABC | 2 | 54.85 | 55.00 | 54.69 | 54.84 | 54.40 | 0.15 | -0.01
| | ACS | 1 | 54.35 | 54.50 | 53.84 | 54.43 | 53.44 | 0.15 | 0.08
| | ADP | 2 | 50.75 | 51.04 | 50.35 | 50.91 | 50.33 | 0.29 | 0.16
| | AET | 1 | 45.83 | 46.26 | 45.44 | 46.13 | 44.32 | 0.43 | 0.30
| | AGIX | 1 | 11.59 | 11.91 | 11.05 | 11.82 | 10.84 | 0.32 | 0.23
| | AKS | 1 | 23.03 | 23.19 | 22.48 | 22.75 | 22.03 | 0.16 | -0.28
| | ALGN | 3 | 17.66 | 17.77 | 17.30 | 17.51 | 17.01 | 0.11 | -0.15
| | AMP | 1 | 62.74 | 63.03 | 62.60 | 62.92 | 61.75 | 0.29 | 0.18
| | AMT | 1 | 40.60 | 41.15 | 40.17 | 40.38 | 40.46 | 0.55 | -0.22
| | AMX | 1 | 47.81 | 48.25 | 46.96 | 47.19 | 45.76 | 0.44 | -0.62
| | APPB | 1 | 26.84 | 27.00 | 26.51 | 26.64 | 26.15 | 0.16 | -0.20
| | AQNT | 1 | 27.80 | 27.98 | 27.28 | 27.73 | 28.19 | 0.18 | -0.07
| | ARBA | 2 | 10.08 | 10.14 | 9.81 | 10.10 | 9.79 | 0.06 | 0.02
| | BAX | 1 | 50.39 | 50.59 | 50.17 | 50.31 | 50.32 | 0.20 | -0.08
| | BBBY | 2 | 42.78 | 43.02 | 42.57 | 43.02 | 42.54 | 0.24 | 0.24
| | BGC | 3 | 53.20 | 53.52 | 52.21 | 53.42 | 50.51 | 0.32 | 0.22
| | BNI | 1 | 84.90 | 85.90 | 84.19 | 84.92 | 84.57 | 1.00 | 0.02
| | BSG | 1 | 13.69 | 13.71 | 13.58 | 13.68 | 13.43 | 0.02 | -0.01
| | BUD | 1 | 50.82 | 51.11 | 50.23 | 50.39 | 51.56 | 0.29 | -0.43
| | CBS | 1 | 31.75 | 31.81 | 31.35 | 31.55 | 31.68 | 0.06 | -0.20
| | CE | 3 | 29.87 | 29.97 | 29.02 | 29.19 | 28.71 | 0.10 | -0.68
| | CECO | 2 | 29.23 | 29.78 | 29.23 | 29.71 | 28.13 | 0.55 | 0.48
| | CEN | 2 | 33.95 | 34.04 | 33.83 | 33.88 | 33.63 | 0.09 | -0.07
| | CERN | 3 | 53.18 | 53.69 | 52.93 | 53.32 | 50.95 | 0.51 | 0.14
| | CMI | 1 | 146.40 | 146.57 | 143.54 | 144.24 | 138.58 | 0.17 | -2.16
| | COH | 2 | 49.85 | 50.08 | 49.12 | 49.73 | 49.45 | 0.23 | -0.12
| | CORI | 1 | 5.00 | 5.04 | 5.00 | 5.02 | 4.65 | 0.04 | 0.02
| | COST | 1 | 58.33 | 58.33 | 57.55 | 58.09 | 57.18 | 0.00 | -0.24
| | CRUS | 1 | 8.33 | 8.61 | 8.29 | 8.50 | 7.80 | 0.28 | 0.17
| | CSX | 2 | 41.20 | 41.50 | 40.14 | 40.45 | 39.69 | 0.30 | -0.75
| | CTV | 1 | 37.30 | 37.37 | 36.63 | 37.17 | 36.91 | 0.07 | -0.13
| | CX | 1 | 37.75 | 38.01 | 37.20 | 37.43 | 36.37 | 0.26 | -0.32
| | D | 1 | 85.15 | 85.60 | 84.80 | 85.35 | 84.70 | 0.45 | 0.20
| | DCEL | 1 | 9.31 | 9.51 | 9.16 | 9.48 | 9.08 | 0.20 | 0.17
| | DD | 2 | 53.00 | 53.18 | 52.36 | 52.64 | 52.95 | 0.18 | -0.36
| | DG | 1 | 17.95 | 18.00 | 17.78 | 17.87 | 17.54 | 0.05 | -0.08
| | DLTR | 2 | 34.61 | 34.69 | 34.00 | 34.23 | 33.89 | 0.08 | -0.38
| | DOW | 3 | 43.10 | 43.42 | 42.74 | 43.00 | 42.68 | 0.32 | -0.10
| | EDS | 3 | 29.40 | 29.41 | 28.87 | 28.99 | 29.31 | 0.01 | -0.41
| | EEM | 2 | 119.18 | 119.58 | 118.09 | 118.50 | 116.50 | 0.40 | -0.68
| | EFA | 2 | 76.28 | 76.46 | 76.17 | 76.44 | 76.05 | 0.18 | 0.16
| | EGO | 1 | 6.40 | 6.50 | 6.33 | 6.38 | 6.20 | 0.10 | -0.02
| | ETN | 2 | 81.05 | 83.47 | 80.82 | 83.35 | 77.21 | 2.42 | 2.30
| | EXPE | 2 | 22.34 | 22.47 | 21.89 | 22.14 | 21.65 | 0.13 | -0.20
| | FIS | 2 | 47.15 | 47.30 | 46.65 | 47.00 | 45.80 | 0.15 | -0.15
| | FISV | 2 | 54.97 | 54.97 | 54.34 | 54.89 | 53.34 | 0.00 | -0.08
| | GM | 1 | 35.59 | 35.59 | 34.50 | 34.63 | 35.99 | 0.00 | -0.96
| | HAS | 1 | 29.64 | 29.80 | 29.50 | 29.65 | 29.47 | 0.16 | 0.01
| | HNT | 3 | 54.30 | 55.00 | 54.21 | 54.54 | 53.13 | 0.70 | 0.24
| | HNZ | 1 | 47.73 | 47.89 | 47.38 | 47.56 | 47.32 | 0.16 | -0.17
| | HRP | 1 | 13.41 | 13.45 | 13.25 | 13.32 | 13.49 | 0.04 | -0.09
| | HTZ | 1 | 21.75 | 22.05 | 21.69 | 21.70 | 21.65 | 0.30 | -0.05
| | IACI | 1 | 40.23 | 40.62 | 40.17 | 40.55 | 39.48 | 0.39 | 0.32
| | IAR | 2 | 35.50 | 35.64 | 35.04 | 35.43 | 34.89 | 0.14 | -0.07
| | IP | 2 | 37.61 | 37.70 | 37.06 | 37.13 | 36.59 | 0.09 | -0.48
| | IR | 1 | 44.30 | 44.67 | 44.28 | 44.58 | 44.00 | 0.37 | 0.28
| | JBHT | 3 | 27.60 | 28.14 | 27.42 | 27.86 | 27.48 | 0.54 | 0.26
| | JCP | 1 | 84.60 | 85.26 | 82.14 | 83.39 | 85.68 | 0.66 | -1.21
| | KG | 2 | 18.58 | 18.78 | 18.56 | 18.75 | 18.66 | 0.20 | 0.17
| | LTR | 1 | 44.24 | 44.34 | 44.07 | 44.17 | 43.51 | 0.10 | -0.07
| | MCD | 1 | 45.85 | 46.09 | 45.81 | 46.05 | 45.00 | 0.24 | 0.20
| | MCK | 1 | 57.45 | 57.73 | 57.08 | 57.19 | 56.93 | 0.28 | -0.26
| | MET | 2 | 65.50 | 66.25 | 65.50 | 65.92 | 64.75 | 0.75 | 0.42
| | MFE | 1 | 30.32 | 31.55 | 30.31 | 31.48 | 30.26 | 1.23 | 1.16
| | MIR | 1 | 35.89 | 36.10 | 35.73 | 35.95 | 35.65 | 0.21 | 0.06
| | MLS | 1 | 25.24 | 25.25 | 25.13 | 25.20 | 25.70 | 0.01 | -0.04
| | MNST | 1 | 54.41 | 54.52 | 53.11 | 53.61 | 52.44 | 0.11 | -0.80
| | MON | 1 | 56.50 | 57.08 | 56.00 | 56.48 | 56.24 | 0.58 | -0.02
| | MOS | 3 | 26.87 | 27.23 | 25.52 | 26.24 | 26.26 | 0.36 | -0.63
| | NBL | 2 | 56.99 | 58.87 | 56.99 | 58.69 | 57.06 | 1.88 | 1.70
| | NKE | 2 | 106.90 | 108.30 | 106.64 | 108.23 | 105.38 | 1.40 | 1.33
| | NOC | 2 | 75.10 | 75.35 | 74.45 | 74.72 | 75.22 | 0.25 | -0.38
| | NOK | 3 | 22.84 | 22.86 | 22.70 | 22.84 | 23.02 | 0.02 | 0.00
| | NOV | 2 | 67.60 | 69.49 | 67.08 | 69.13 | 68.85 | 1.89 | 1.53
| | NUAN | 2 | 14.99 | 15.16 | 14.78 | 14.87 | 14.36 | 0.17 | -0.12
| | NVL | 1 | 43.95 | 44.02 | 43.86 | 43.92 | 44.00 | 0.07 | -0.03
| | NWL | 1 | 31.89 | 31.95 | 31.57 | 31.75 | 30.55 | 0.06 | -0.14
| | ONNN | 2 | 10.35 | 10.65 | 10.24 | 10.44 | 9.91 | 0.30 | 0.09
| | OSI | 2 | 40.51 | 40.69 | 40.47 | 40.52 | 40.49 | 0.18 | 0.01
| | PAYX | 1 | 41.57 | 41.80 | 41.17 | 41.79 | 40.89 | 0.23 | 0.22
| | PCAR | 2 | 73.93 | 73.96 | 72.80 | 73.96 | 72.45 | 0.03 | 0.03
| | PD | 1 | 126.49 | 126.60 | 125.60 | 126.22 | 124.77 | 0.11 | -0.27
| | PNC | 2 | 75.91 | 76.21 | 75.27 | 75.70 | 74.65 | 0.30 | -0.21
| | PSSI | 1 | 21.55 | 21.64 | 21.43 | 21.59 | 21.16 | 0.09 | 0.04
| | PWR | 1 | 23.20 | 23.43 | 22.12 | 23.01 | 21.57 | 0.23 | -0.19
| | PX | 2 | 64.35 | 64.69 | 63.94 | 64.43 | 64.20 | 0.34 | 0.08
| | QCOM | 1 | 42.22 | 42.80 | 42.03 | 42.79 | 39.91 | 0.58 | 0.57
| | RIO | 2 | 37.49 | 38.05 | 36.67 | 37.10 | 36.68 | 0.56 | -0.39
| | RL | 1 | 88.22 | 88.80 | 86.97 | 87.70 | 87.16 | 0.58 | -0.52
| | RRI | 2 | 16.34 | 16.49 | 16.12 | 16.24 | 16.18 | 0.15 | -0.10
| | RSH | 1 | 23.39 | 23.59 | 23.07 | 23.35 | 23.10 | 0.20 | -0.04
| | RTH | 1 | 105.90 | 106.13 | 104.85 | 105.50 | 106.38 | 0.23 | -0.40
| | RYI | 1 | 35.43 | 35.49 | 34.47 | 34.80 | 34.31 | 0.06 | -0.63
| | SGMS | 1 | 34.47 | 34.56 | 34.14 | 34.54 | 33.29 | 0.09 | 0.07
| | SLE | 1 | 17.22 | 17.32 | 17.14 | 17.27 | 17.30 | 0.10 | 0.05
| | SNE | 2 | 52.70 | 52.78 | 52.30 | 52.47 | 52.77 | 0.08 | -0.23
| | TEVA | 3 | 38.40 | 38.48 | 37.45 | 37.74 | 37.76 | 0.08 | -0.66
| | TEX | 1 | 71.59 | 71.60 | 69.46 | 70.61 | 68.20 | 0.01 | -0.98
| | TIF | 3 | 42.89 | 42.93 | 42.37 | 42.81 | 41.86 | 0.04 | -0.08
| | TRA | 3 | 18.11 | 18.77 | 17.00 | 17.68 | 17.78 | 0.66 | -0.43
| | TRN | 3 | 45.50 | 46.00 | 42.26 | 43.30 | 42.12 | 0.50 | -2.20
| | TSG | 1 | 32.44 | 32.49 | 32.38 | 32.42 | 32.52 | 0.05 | -0.02
| | TTWO | 1 | 19.80 | 20.04 | 19.56 | 19.83 | 20.32 | 0.24 | 0.03
| | UNP | 1 | 104.89 | 105.84 | 103.52 | 104.11 | 104.26 | 0.95 | -0.78
| | URBN | 1 | 26.90 | 27.16 | 26.18 | 26.29 | 25.48 | 0.26 | -0.61
| | URI | 1 | 29.07 | 29.23 | 28.71 | 28.99 | 28.88 | 0.16 | -0.08
| | UST | 1 | 60.95 | 60.99 | 60.27 | 60.49 | 59.44 | 0.04 | -0.46
| | UTX | 1 | 67.51 | 68.06 | 67.06 | 67.50 | 68.75 | 0.55 | -0.01
| | VSEA | 1 | 48.47 | 49.01 | 47.79 | 48.47 | 49.18 | 0.54 | 0.00
| | WB | 3 | 58.53 | 58.80 | 58.45 | 58.77 | 58.06 | 0.27 | 0.24
| | WLP | 1 | 82.00 | 82.05 | 81.36 | 81.76 | 81.60 | 0.05 | -0.24
| | WYN | 1 | 35.05 | 35.35 | 35.04 | 35.29 | 35.10 | 0.30 | 0.24
| | XLP | 1 | 26.85 | 26.93 | 26.73 | 26.80 | 26.86 | 0.08 | -0.05
| | YHOO | 2 | 31.59 | 32.08 | 31.32 | 31.60 | 30.79 | 0.49 | 0.01
| | 115 | | 5005.87 | | | | | 35.84 | -9.80
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 22 - Thu
Darvas Selections for 2007/02/22
Here are the selections for Thursday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-21 High: 2007-02-15 EOD: 2007-02-21
| Symbol | Stop |
| ABC | 54.40
| | ACS | 53.44
| | AET | 44.32
| | AGIX | 10.84
| | AKS | 22.03
| | ALGN | 17.01
| | AMT | 40.46
| | AQNT | 28.19
| | ARBA | 9.79
| | BAX | 50.32
| | BBBY | 42.54
| | BGC | 50.51
| | BUD | 51.56
| | CE | 28.71
| | CECO | 28.13
| | CEN | 33.63
| | CERN | 50.95
| | COST | 57.18
| | CTV | 36.91
| | DCEL | 9.08
| | DD | 52.95
| | DG | 17.54
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | EGO | 6.20
| | ETN | 77.21
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 53.34
| | HAS | 29.47
| | HNT | 53.13
| | HNZ | 47.32
| | HRP | 13.49
| | IR | 44.00
| | JBHT | 27.48
| | JCP | 85.68
| | KG | 18.66
| | MCD | 45.00
| | MCK | 56.93
| | MLS | 25.70
| | MNST | 52.44
| | MON | 56.24
| | MOS | 26.26
| | NBL | 57.06
| | NOC | 75.22
| | NOK | 23.02
| | NUAN | 14.36
| | ONNN | 9.91
| | PCAR | 72.45
| | PD | 124.77
| | PWR | 21.57
| | QCOM | 39.91
| | RL | 87.16
| | RRI | 16.18
| | RSH | 23.10
| | RTH | 106.38
| | RYI | 34.31
| | SGMS | 33.29
| | TEVA | 37.76
| | TEX | 68.20
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | URI | 28.88
| | UST | 59.44
| | UTX | 68.75
| | VSEA | 49.18
| | WB | 58.06
| | WLP | 81.60
| | XLP | 26.86
| | YHOO | 30.79
|
|
Start: 2007-01-21 High: 2007-02-14 EOD: 2007-02-21
| Symbol | Stop |
| ABB | 18.62
| | ABC | 54.40
| | ADP | 50.33
| | ALGN | 17.01
| | AMP | 61.75
| | AMX | 45.76
| | ARBA | 9.79
| | BBBY | 42.54
| | BGC | 50.51
| | BNI | 84.57
| | BSG | 13.43
| | CBS | 31.68
| | CE | 28.71
| | CERN | 50.95
| | CMI | 138.58
| | COH | 49.45
| | CORI | 4.65
| | CRUS | 7.80
| | CSX | 39.69
| | CX | 36.37
| | DD | 52.95
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | ETN | 77.21
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 53.34
| | HNT | 53.13
| | HTZ | 21.65
| | IACI | 39.48
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 27.48
| | KG | 18.66
| | MET | 64.75
| | MFE | 30.26
| | MIR | 35.65
| | MOS | 26.26
| | NBL | 57.06
| | NKE | 105.38
| | NOK | 23.02
| | NOV | 68.85
| | NUAN | 14.36
| | NVL | 44.00
| | NWL | 30.55
| | ONNN | 9.91
| | OSI | 40.49
| | PAYX | 40.89
| | PCAR | 72.45
| | PNC | 74.65
| | PSSI | 21.16
| | PX | 64.20
| | RIO | 36.68
| | RRI | 16.18
| | SLE | 17.30
| | SNE | 52.77
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | TTWO | 20.32
| | UNP | 104.26
| | URBN | 25.48
| | WB | 58.06
| | YHOO | 30.79
|
|
Start: 2007-01-21 High: 2007-02-13 EOD: 2007-02-21
| Symbol | Stop |
| ADP | 50.33
| | ALGN | 17.01
| | APPB | 26.15
| | BGC | 50.51
| | CE | 28.71
| | CECO | 28.13
| | CEN | 33.63
| | CERN | 50.95
| | COH | 49.45
| | CSX | 39.69
| | D | 84.70
| | DOW | 42.68
| | EDS | 29.31
| | GM | 35.99
| | HNT | 53.13
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 27.48
| | LTR | 43.51
| | MET | 64.75
| | MOS | 26.26
| | NKE | 105.38
| | NOC | 75.22
| | NOK | 23.02
| | NOV | 68.85
| | OSI | 40.49
| | PNC | 74.65
| | PX | 64.20
| | RIO | 36.68
| | SNE | 52.77
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 17.78
| | TRN | 42.12
| | TSG | 32.52
| | WB | 58.06
| | WYN | 35.10
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/21 with EOD Signal of 2007/02/20
In comparison, the Dow Jones Industrial Index
opened at 12782,
went down from 12782,
had a higher low of 12707,
and closed down for the day at 12738.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 1 | 17.85 | 17.88 | 17.70 | 17.82 | 18.62 | 0.03 | -0.03
| | ABC | 1 | 54.78 | 54.96 | 54.66 | 54.85 | 54.40 | 0.18 | 0.07
| | ADP | 2 | 50.45 | 50.84 | 50.38 | 50.81 | 50.33 | 0.39 | 0.36
| | ALGN | 2 | 17.73 | 17.89 | 17.51 | 17.58 | 17.01 | 0.16 | -0.15
| | AMP | 1 | 62.75 | 63.08 | 62.28 | 62.74 | 61.75 | 0.33 | -0.01
| | AMX | 1 | 47.30 | 47.89 | 47.22 | 47.71 | 45.76 | 0.59 | 0.41
| | APPB | 1 | 26.91 | 26.91 | 26.71 | 26.84 | 26.15 | 0.00 | -0.07
| | ARBA | 1 | 9.93 | 10.00 | 9.80 | 9.99 | 9.79 | 0.07 | 0.06
| | BBBY | 1 | 42.78 | 42.83 | 42.48 | 42.65 | 42.54 | 0.05 | -0.13
| | BGC | 2 | 52.21 | 53.24 | 51.73 | 52.54 | 50.51 | 1.03 | 0.33
| | BNI | 1 | 82.00 | 84.91 | 81.10 | 84.69 | 81.56 | 2.91 | 2.69
| | BSG | 1 | 13.46 | 13.68 | 13.46 | 13.67 | 13.43 | 0.22 | 0.21
| | CBS | 1 | 31.90 | 32.00 | 31.66 | 31.70 | 31.68 | 0.10 | -0.20
| | CE | 2 | 29.67 | 30.10 | 29.60 | 29.88 | 28.71 | 0.43 | 0.21
| | CECO | 1 | 28.99 | 29.81 | 28.80 | 29.31 | 28.13 | 0.82 | 0.32
| | CEN | 1 | 33.95 | 34.13 | 33.84 | 33.99 | 33.63 | 0.18 | 0.04
| | CERN | 2 | 52.99 | 53.09 | 52.56 | 52.97 | 50.95 | 0.10 | -0.02
| | COH | 2 | 50.83 | 51.03 | 49.73 | 49.95 | 49.45 | 0.20 | -0.88
| | CORI | 1 | 5.00 | 5.76 | 4.99 | 5.00 | 4.38 | 0.76 | 0.00
| | CRUS | 1 | 8.23 | 8.31 | 8.20 | 8.27 | 7.80 | 0.08 | 0.04
| | CSX | 2 | 39.50 | 41.03 | 39.48 | 40.87 | 39.69 | 1.53 | 1.37
| | CX | 1 | 36.40 | 37.72 | 36.32 | 37.58 | 36.37 | 1.32 | 1.18
| | DD | 1 | 52.50 | 53.05 | 52.33 | 53.01 | 51.93 | 0.55 | 0.51
| | DLTR | 1 | 34.52 | 34.98 | 34.33 | 34.57 | 33.89 | 0.46 | 0.05
| | DOW | 2 | 43.13 | 43.21 | 42.97 | 43.01 | 42.68 | 0.08 | -0.12
| | EDS | 2 | 29.47 | 29.94 | 29.22 | 29.32 | 29.31 | 0.47 | -0.15
| | EEM | 1 | 117.58 | 118.88 | 117.13 | 118.63 | 116.50 | 1.30 | 1.05
| | EFA | 1 | 75.84 | 76.38 | 75.70 | 76.10 | 76.05 | 0.54 | 0.26
| | ETN | 1 | 79.27 | 80.88 | 79.27 | 80.78 | 77.21 | 1.61 | 1.51
| | EXPE | 1 | 22.25 | 22.47 | 22.11 | 22.35 | 21.65 | 0.22 | 0.10
| | FIS | 1 | 47.32 | 47.38 | 46.87 | 46.97 | 45.80 | 0.06 | -0.35
| | FISV | 1 | 55.03 | 55.07 | 54.48 | 54.80 | 53.34 | 0.04 | -0.23
| | GM | 1 | 35.96 | 35.96 | 35.14 | 35.37 | 35.99 | 0.00 | -0.59
| | HNT | 2 | 54.04 | 54.57 | 54.00 | 54.43 | 53.13 | 0.53 | 0.39
| | HTZ | 1 | 22.00 | 22.00 | 21.60 | 21.74 | 21.65 | 0.00 | -0.26
| | IACI | 1 | 39.95 | 40.41 | 39.81 | 40.26 | 39.48 | 0.46 | 0.31
| | IAR | 2 | 35.00 | 35.42 | 34.80 | 35.38 | 34.89 | 0.42 | 0.38
| | IP | 2 | 37.44 | 37.62 | 36.89 | 37.54 | 36.59 | 0.18 | 0.10
| | JBHT | 2 | 27.15 | 27.71 | 26.91 | 27.56 | 26.54 | 0.56 | 0.41
| | KG | 1 | 18.65 | 18.77 | 18.50 | 18.54 | 18.66 | 0.12 | -0.11
| | MET | 2 | 65.61 | 65.61 | 65.26 | 65.51 | 64.75 | 0.00 | -0.10
| | MFE | 1 | 29.88 | 30.25 | 29.67 | 30.23 | 30.26 | 0.37 | 0.35
| | MIR | 1 | 36.30 | 36.30 | 35.68 | 35.90 | 35.65 | 0.00 | -0.40
| | MOS | 2 | 25.85 | 26.91 | 25.74 | 26.90 | 24.12 | 1.06 | 1.05
| | NBL | 1 | 57.07 | 57.84 | 56.75 | 57.75 | 57.06 | 0.77 | 0.68
| | NKE | 2 | 106.79 | 107.37 | 106.51 | 107.11 | 105.38 | 0.58 | 0.32
| | NOC | 1 | 75.41 | 75.72 | 75.06 | 75.29 | 75.22 | 0.31 | -0.12
| | NOK | 2 | 22.80 | 22.98 | 22.74 | 22.88 | 23.02 | 0.18 | 0.08
| | NOV | 2 | 66.50 | 67.85 | 66.37 | 67.80 | 68.85 | 1.35 | 1.30
| | NUAN | 1 | 14.91 | 15.05 | 14.82 | 14.98 | 14.36 | 0.14 | 0.07
| | NVL | 1 | 44.35 | 44.35 | 43.90 | 43.95 | 44.00 | 0.00 | -0.40
| | NWL | 1 | 31.57 | 31.92 | 31.44 | 31.83 | 30.55 | 0.35 | 0.26
| | ONNN | 1 | 10.21 | 10.35 | 10.15 | 10.25 | 9.91 | 0.14 | 0.04
| | OSI | 2 | 40.48 | 40.65 | 40.37 | 40.47 | 40.49 | 0.17 | -0.01
| | PAYX | 1 | 41.60 | 41.70 | 41.07 | 41.63 | 40.89 | 0.10 | 0.03
| | PCAR | 1 | 73.64 | 74.04 | 73.02 | 73.97 | 72.45 | 0.40 | 0.33
| | PNC | 2 | 76.00 | 76.15 | 75.73 | 75.85 | 74.65 | 0.15 | -0.15
| | PSSI | 1 | 21.45 | 21.71 | 21.45 | 21.57 | 21.16 | 0.26 | 0.12
| | PX | 2 | 64.60 | 64.82 | 64.30 | 64.73 | 64.20 | 0.22 | 0.13
| | RRI | 1 | 16.33 | 16.55 | 16.20 | 16.38 | 16.18 | 0.22 | 0.05
| | SLE | 1 | 17.35 | 17.43 | 17.18 | 17.25 | 17.30 | 0.08 | -0.10
| | SNE | 2 | 52.55 | 53.26 | 52.50 | 52.91 | 50.39 | 0.71 | 0.36
| | TEVA | 2 | 37.96 | 38.39 | 37.77 | 38.34 | 37.76 | 0.43 | 0.38
| | TIF | 2 | 42.44 | 42.71 | 42.22 | 42.68 | 41.86 | 0.27 | 0.24
| | TRA | 2 | 17.78 | 18.18 | 17.53 | 18.11 | 16.80 | 0.40 | 0.33
| | TRN | 2 | 43.83 | 44.10 | 43.50 | 43.99 | 42.12 | 0.27 | 0.16
| | TSG | 1 | 32.45 | 32.49 | 32.40 | 32.42 | 32.52 | 0.04 | -0.03
| | TTWO | 1 | 20.01 | 20.10 | 19.74 | 19.82 | 20.32 | 0.09 | -0.19
| | UNP | 1 | 102.30 | 104.54 | 101.81 | 104.31 | 104.26 | 2.24 | 2.01
| | URBN | 1 | 26.67 | 27.00 | 26.46 | 26.94 | 25.48 | 0.33 | 0.27
| | WB | 2 | 58.09 | 58.80 | 58.07 | 58.63 | 58.06 | 0.71 | 0.54
| | WYN | 1 | 35.15 | 35.35 | 34.91 | 35.00 | 35.10 | 0.20 | -0.15
| | YHOO | 1 | 31.74 | 31.77 | 31.22 | 31.65 | 30.79 | 0.03 | -0.09
| | 73 | | 2831.25 | | | | | 31.65 | 16.42
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 21 - Wed
Darvas Selections for 2007/02/21
Here are the selections for Wednesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-20 High: 2007-02-14 EOD: 2007-02-20
| Symbol | Stop |
| ABB | 18.62
| | ABC | 54.40
| | ADP | 50.33
| | ALGN | 17.01
| | AMP | 61.75
| | AMX | 45.76
| | ARBA | 9.79
| | BBBY | 42.54
| | BGC | 50.51
| | BNI | 81.56
| | BSG | 13.43
| | CBS | 31.68
| | CE | 28.71
| | CERN | 50.95
| | COH | 49.45
| | CORI | 4.38
| | CRUS | 7.80
| | CSX | 39.69
| | CX | 36.37
| | DD | 51.93
| | DLTR | 33.89
| | DOW | 42.68
| | EDS | 29.31
| | EEM | 116.50
| | EFA | 76.05
| | ETN | 77.21
| | EXPE | 21.65
| | FIS | 45.80
| | FISV | 53.34
| | HNT | 53.13
| | HTZ | 21.65
| | IACI | 39.48
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 26.54
| | KG | 18.66
| | MET | 64.75
| | MFE | 30.26
| | MIR | 35.65
| | MOS | 24.12
| | NBL | 57.06
| | NKE | 105.38
| | NOK | 23.02
| | NOV | 68.85
| | NUAN | 14.36
| | NVL | 44.00
| | NWL | 30.55
| | ONNN | 9.91
| | OSI | 40.49
| | PAYX | 40.89
| | PCAR | 72.45
| | PNC | 74.65
| | PSSI | 21.16
| | PX | 64.20
| | RRI | 16.18
| | SLE | 17.30
| | SNE | 50.39
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 16.80
| | TRN | 42.12
| | TTWO | 20.32
| | UNP | 104.26
| | URBN | 25.48
| | WB | 58.06
| | YHOO | 30.79
|
|
Start: 2007-01-20 High: 2007-02-13 EOD: 2007-02-20
| Symbol | Stop |
| ADP | 50.33
| | ALGN | 17.01
| | APPB | 26.15
| | BGC | 50.51
| | CE | 28.71
| | CECO | 28.13
| | CEN | 33.63
| | CERN | 50.95
| | COH | 49.45
| | CSX | 39.69
| | DOW | 42.68
| | EDS | 29.31
| | GM | 35.99
| | HNT | 53.13
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 26.54
| | MET | 64.75
| | MOS | 24.12
| | NKE | 105.38
| | NOC | 75.22
| | NOK | 23.02
| | NOV | 68.85
| | OSI | 40.49
| | PNC | 74.65
| | PX | 64.20
| | SNE | 50.39
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 16.80
| | TRN | 42.12
| | TSG | 32.52
| | WB | 58.06
| | WYN | 35.10
|
|
Start: 2007-01-20 High: 2007-02-13 EOD: 2007-02-20
| Symbol | Stop |
| ADP | 50.33
| | ALGN | 17.01
| | APPB | 26.15
| | BGC | 50.51
| | CE | 28.71
| | CECO | 28.13
| | CEN | 33.63
| | CERN | 50.95
| | COH | 49.45
| | CSX | 39.69
| | DOW | 42.68
| | EDS | 29.31
| | GM | 35.99
| | HNT | 53.13
| | IAR | 34.89
| | IP | 36.59
| | JBHT | 26.54
| | MET | 64.75
| | MOS | 24.12
| | NKE | 105.38
| | NOC | 75.22
| | NOK | 23.02
| | NOV | 68.85
| | OSI | 40.49
| | PNC | 74.65
| | PX | 64.20
| | SNE | 50.39
| | TEVA | 37.76
| | TIF | 41.86
| | TRA | 16.80
| | TRN | 42.12
| | TSG | 32.52
| | WB | 58.06
| | WYN | 35.10
|
Stats: 75 symbols 34 buys
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/16
In comparison, the Dow Jones Industrial Index opened at 12766,
had a higher high of 12795,
had a lower low of 12704,
and closed up for the day at 12786.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ADP | 1 | 50.80 | 51.05 | 50.52 | 50.69 | 49.77 | 0.25 | -0.11
| | AEP | 1 | 46.01 | 46.01 | 45.61 | 45.95 | 45.41 | 0.00 | -0.06
| | AGU | 2 | 39.03 | 39.73 | 38.89 | 39.61 | 38.32 | 0.70 | 0.58
| | AINV | 1 | 24.01 | 24.20 | 23.84 | 24.12 | 23.79 | 0.19 | 0.11
| | AIV | 1 | 61.60 | 62.29 | 60.71 | 61.99 | 63.41 | 0.69 | 0.39
| | AL | 3 | 53.96 | 54.97 | 53.77 | 54.73 | 54.53 | 1.01 | 0.77
| | ALGN | 1 | 17.48 | 17.95 | 17.46 | 17.88 | 17.01 | 0.47 | 0.40
| | ALVR | 1 | 8.18 | 8.27 | 8.10 | 8.22 | 7.77 | 0.09 | 0.04
| | AMX | 1 | 48.30 | 48.45 | 47.30 | 47.68 | 45.76 | 0.15 | -0.62
| | ANAD | 1 | 13.00 | 13.71 | 12.92 | 13.63 | 12.49 | 0.71 | 0.63
| | AOC | 1 | 38.70 | 39.21 | 38.43 | 39.08 | 38.95 | 0.51 | 0.38
| | APPB | 1 | 26.32 | 26.92 | 26.31 | 26.90 | 26.15 | 0.60 | 0.58
| | ARBA | 1 | 10.14 | 10.15 | 9.87 | 9.98 | 9.79 | 0.01 | -0.16
| | ATHR | 1 | 25.58 | 26.30 | 25.23 | 26.27 | 25.37 | 0.72 | 0.69
| | AUY | 1 | 14.06 | 14.12 | 13.91 | 13.97 | 13.61 | 0.06 | -0.09
| | AVP | 1 | 38.72 | 40.13 | 38.72 | 39.99 | 38.64 | 1.41 | 1.27
| | BG | 1 | 81.30 | 83.80 | 80.84 | 83.52 | 79.85 | 2.50 | 2.22
| | BGC | 2 | 51.93 | 52.55 | 51.67 | 52.46 | 50.81 | 0.62 | 0.53
| | BID | 1 | 39.00 | 39.08 | 38.23 | 38.99 | 38.31 | 0.08 | -0.01
| | CAR | 1 | 27.30 | 27.40 | 26.96 | 27.40 | 26.76 | 0.10 | 0.10
| | CBS | 1 | 31.87 | 32.01 | 31.60 | 31.95 | 31.91 | 0.14 | 0.08
| | CE | 1 | 29.30 | 29.80 | 29.10 | 29.68 | 28.71 | 0.50 | 0.38
| | CECO | 3 | 28.88 | 29.29 | 28.30 | 28.66 | 28.13 | 0.41 | -0.22
| | CEN | 1 | 34.16 | 34.25 | 33.71 | 34.10 | 32.98 | 0.09 | -0.06
| | CERN | 1 | 51.91 | 53.23 | 51.81 | 53.15 | 50.95 | 1.32 | 1.24
| | CGV | 1 | 41.86 | 41.91 | 41.35 | 41.45 | 41.39 | 0.05 | -0.41
| | CHINA | 1 | 10.55 | 10.79 | 10.43 | 10.69 | 10.63 | 0.24 | 0.14
| | COH | 2 | 50.00 | 51.00 | 49.69 | 50.83 | 47.03 | 1.00 | 0.83
| | CPWR | 1 | 9.44 | 9.55 | 9.42 | 9.50 | 9.32 | 0.11 | 0.06
| | CRM | 1 | 50.00 | 50.43 | 49.40 | 49.43 | 47.82 | 0.43 | -0.57
| | CRUS | 1 | 8.01 | 8.29 | 8.00 | 8.26 | 8.16 | 0.28 | 0.25
| | CSX | 1 | 40.53 | 40.76 | 40.18 | 40.42 | 39.69 | 0.23 | -0.11
| | DD | 1 | 52.12 | 52.75 | 52.00 | 52.63 | 51.00 | 0.63 | 0.51
| | DOW | 1 | 43.26 | 43.45 | 43.05 | 43.38 | 42.68 | 0.19 | 0.12
| | EDS | 3 | 29.07 | 29.50 | 29.00 | 29.38 | 27.62 | 0.43 | 0.31
| | EGO | 1 | 6.20 | 6.23 | 6.03 | 6.07 | 6.20 | 0.03 | -0.13
| | EXC | 1 | 63.43 | 63.92 | 63.26 | 63.64 | 62.72 | 0.49 | 0.21
| | EXPE | 1 | 21.72 | 22.38 | 21.33 | 22.22 | 21.65 | 0.66 | 0.50
| | FMCN | 2 | 82.50 | 83.67 | 82.00 | 83.35 | 85.84 | 1.17 | 0.85
| | GCI | 1 | 62.81 | 63.01 | 62.55 | 62.87 | 62.14 | 0.20 | 0.06
| | GM | 2 | 36.47 | 36.62 | 35.67 | 35.95 | 35.99 | 0.15 | -0.52
| | GSK | 2 | 58.23 | 58.40 | 57.97 | 58.00 | 56.11 | 0.17 | -0.23
| | GT | 1 | 25.10 | 25.45 | 24.75 | 25.39 | 25.33 | 0.35 | 0.29
| | HAS | 1 | 29.60 | 29.62 | 29.21 | 29.32 | 29.47 | 0.02 | -0.28
| | HD | 1 | 40.74 | 41.80 | 40.70 | 41.34 | 41.18 | 1.06 | 0.60
| | HES | 1 | 54.06 | 54.06 | 53.05 | 53.62 | 53.00 | 0.00 | -0.44
| | HNT | 1 | 53.86 | 54.45 | 53.20 | 54.29 | 54.01 | 0.59 | 0.43
| | HTZ | 1 | 21.95 | 22.28 | 21.57 | 22.25 | 21.65 | 0.33 | 0.30
| | IAR | 1 | 35.24 | 35.45 | 34.92 | 35.35 | 34.89 | 0.21 | 0.11
| | IP | 1 | 37.41 | 37.75 | 37.35 | 37.68 | 36.93 | 0.34 | 0.27
| | IRF | 1 | 43.39 | 43.39 | 42.50 | 43.00 | 42.99 | 0.00 | -0.39
| | ITW | 1 | 52.61 | 53.50 | 52.52 | 53.33 | 52.21 | 0.89 | 0.72
| | JBHT | 2 | 26.65 | 27.37 | 26.47 | 27.31 | 26.54 | 0.72 | 0.66
| | KG | 1 | 18.63 | 18.70 | 18.39 | 18.64 | 18.66 | 0.07 | 0.01
| | LI | 2 | 34.42 | 34.63 | 34.36 | 34.44 | 32.50 | 0.21 | 0.02
| | MA | 1 | 108.32 | 108.50 | 106.54 | 107.82 | 113.08 | 0.18 | -0.50
| | MCHP | 1 | 35.87 | 36.30 | 35.53 | 36.25 | 36.09 | 0.43 | 0.38
| | MET | 2 | 64.95 | 65.71 | 64.52 | 65.61 | 64.75 | 0.76 | 0.66
| | MIR | 1 | 35.93 | 36.31 | 35.68 | 36.30 | 35.65 | 0.38 | 0.37
| | MOS | 1 | 25.73 | 26.18 | 25.38 | 25.97 | 22.57 | 0.45 | 0.24
| | MRVC | 1 | 4.27 | 4.31 | 4.22 | 4.29 | 4.19 | 0.04 | 0.02
| | NKE | 3 | 106.30 | 107.10 | 105.64 | 106.81 | 105.58 | 0.80 | 0.51
| | NOC | 2 | 75.14 | 75.49 | 74.91 | 75.45 | 73.57 | 0.35 | 0.31
| | NOK | 1 | 23.03 | 23.10 | 22.86 | 22.99 | 23.02 | 0.07 | -0.04
| | NOV | 1 | 67.51 | 67.69 | 66.66 | 66.72 | 68.85 | 0.18 | -0.79
| | NT | 1 | 31.67 | 31.79 | 31.25 | 31.31 | 31.08 | 0.12 | -0.36
| | NUAN | 1 | 14.39 | 15.03 | 14.32 | 15.00 | 14.44 | 0.64 | 0.61
| | NVL | 1 | 44.10 | 44.28 | 44.02 | 44.13 | 40.00 | 0.18 | 0.03
| | NVT | 1 | 34.80 | 34.86 | 34.37 | 34.86 | 35.17 | 0.06 | 0.06
| | ONXX | 2 | 28.30 | 29.88 | 27.56 | 29.03 | 18.41 | 1.58 | 0.73
| | OSI | 1 | 40.68 | 40.74 | 40.39 | 40.51 | 39.96 | 0.06 | -0.17
| | PCLN | 1 | 51.87 | 53.89 | 51.67 | 53.50 | 51.53 | 2.02 | 1.63
| | PNC | 1 | 75.85 | 76.41 | 74.24 | 76.23 | 75.15 | 0.56 | 0.38
| | PX | 1 | 64.10 | 64.89 | 63.64 | 64.83 | 64.20 | 0.79 | 0.73
| | RHT | 3 | 24.00 | 24.71 | 23.96 | 24.37 | 24.47 | 0.71 | 0.37
| | RSH | 1 | 22.97 | 23.56 | 22.88 | 23.54 | 23.10 | 0.59 | 0.57
| | RTH | 1 | 105.31 | 106.72 | 104.79 | 106.58 | 104.95 | 1.41 | 1.27
| | SHLD | 1 | 187.03 | 189.37 | 185.25 | 189.08 | 180.10 | 2.34 | 2.05
| | SNE | 2 | 52.00 | 52.61 | 51.97 | 52.54 | 50.39 | 0.61 | 0.54
| | SONS | 1 | 7.56 | 7.77 | 7.54 | 7.69 | 7.80 | 0.21 | 0.13
| | TEVA | 1 | 37.54 | 38.18 | 37.45 | 38.12 | 37.76 | 0.64 | 0.58
| | TIF | 2 | 42.90 | 42.99 | 42.06 | 42.94 | 40.50 | 0.09 | 0.04
| | TRA | 3 | 17.44 | 17.96 | 17.37 | 17.78 | 16.80 | 0.52 | 0.34
| | TRN | 1 | 42.77 | 44.09 | 42.57 | 43.83 | 42.12 | 1.32 | 1.06
| | TSG | 1 | 32.43 | 32.49 | 32.41 | 32.45 | 32.52 | 0.06 | 0.02
| | TSN | 2 | 18.75 | 19.16 | 18.75 | 19.13 | 18.67 | 0.41 | 0.38
| | USU | 1 | 14.03 | 14.50 | 13.90 | 14.37 | 14.78 | 0.47 | 0.34
| | VRSN | 1 | 25.97 | 26.51 | 25.59 | 26.25 | 25.49 | 0.54 | 0.28
| | WB | 1 | 58.10 | 58.50 | 58.02 | 58.36 | 57.34 | 0.40 | 0.26
| | WYN | 2 | 34.70 | 35.33 | 34.50 | 35.33 | 34.40 | 0.63 | 0.63
| | XL | 1 | 73.85 | 73.89 | 72.86 | 73.85 | 72.23 | 0.04 | 0.00
| | XLY | 1 | 39.83 | 40.21 | 39.75 | 40.19 | 39.72 | 0.38 | 0.36
| | XRX | 2 | 18.09 | 18.19 | 18.01 | 18.06 | 17.25 | 0.10 | -0.03
| | 93 | | 3676.02 | | | | | 45.70 | 27.22
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 20 - Tue
Trading Site of the Day -- John Mauldin: Market Investments
Looking at the economy from the big picture perspective is John Mauldin's Weekly E-Letter.
He is an investment advisor who appears to be well connected to well known economic thinkers
and shakers.
His newsletter provides good analysis of current macroeconomic causes and affects.
Recent articles cover such things as what the the inverted yield curve portends (the
difference between the 3
month T-bill rate and the 10 year bond), the current housing slow down (and how it relates
to the folding of sub-prime mortgate issuers), commodities, real-estate, ....
His articles provide useful insight into what the markets are doing, and where they might
be headed.
[/Trading/SiteOfTheDay/D200702]
permanent link
2007 Feb 18 - Sun
Darvas Selections for 2007/02/20
Here are the selections for Tuesday.
Monday is President's Day holiday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-16 High: 2007-02-09 EOD: 2007-02-16
| Symbol | Stop |
| AEP | 45.41
| | AGU | 38.32
| | AINV | 23.79
| | AIV | 63.41
| | AL | 54.53
| | AMX | 45.76
| | AOC | 38.95
| | ARBA | 9.79
| | ARDI | 7.44
| | ATHR | 25.37
| | AUY | 13.61
| | AVP | 38.64
| | BG | 79.85
| | BID | 38.31
| | CBS | 31.91
| | CECO | 28.13
| | CGV | 41.39
| | CHINA | 10.63
| | COH | 47.03
| | CPWR | 9.32
| | CRUS | 8.16
| | DD | 51.00
| | EDS | 27.62
| | EGO | 6.20
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GM | 35.99
| | GT | 25.33
| | HAS | 29.47
| | HES | 53.00
| | HTZ | 21.65
| | IRF | 42.99
| | LI | 32.50
| | MA | 113.08
| | MCHP | 36.09
| | MET | 64.75
| | MIR | 35.65
| | MRVC | 4.19
| | NKE | 105.58
| | NUAN | 14.44
| | NVT | 35.17
| | RHT | 24.47
| | RSH | 23.10
| | RTH | 104.95
| | SHLD | 180.10
| | SNE | 50.39
| | SONS | 7.80
| | TIF | 40.50
| | TRA | 16.80
| | TSN | 18.67
| | USU | 14.78
| | VRSN | 25.49
| | WYN | 34.40
| | XL | 72.23
| | XLY | 39.72
| | XRX | 17.25
|
|
Start: 2007-01-16 High: 2007-02-12 EOD: 2007-02-16
| Symbol | Stop |
| AL | 54.53
| | BGC | 50.81
| | CECO | 28.13
| | EDS | 27.62
| | FMCN | 85.84
| | GSK | 56.11
| | HD | 41.18
| | JBHT | 26.54
| | KG | 18.66
| | LI | 32.50
| | NKE | 105.58
| | NOC | 73.57
| | NVL | 40.00
| | ONXX | 18.41
| | RHT | 24.47
| | TRA | 16.80
|
|
Start: 2007-01-16 High: 2007-02-13 EOD: 2007-02-16
| Symbol | Stop |
| ADP | 49.77
| | AGU | 38.32
| | AL | 54.53
| | ALGN | 17.01
| | ALVR | 7.77
| | ANAD | 12.49
| | APPB | 26.15
| | BGC | 50.81
| | CAR | 26.76
| | CE | 28.71
| | CECO | 28.13
| | CEN | 32.98
| | CERN | 50.95
| | COH | 47.03
| | CRM | 47.82
| | CSX | 39.69
| | DOW | 42.68
| | EDS | 27.62
| | GCI | 62.14
| | GM | 35.99
| | GSK | 56.11
| | HNT | 54.01
| | IAR | 34.89
| | IP | 36.93
| | ITW | 52.21
| | JBHT | 26.54
| | MET | 64.75
| | MOS | 22.57
| | NKE | 105.58
| | NOC | 73.57
| | NOK | 23.02
| | NOV | 68.85
| | NT | 31.08
| | ONXX | 18.41
| | OSI | 39.96
| | PCLN | 51.53
| | PNC | 75.15
| | PX | 64.20
| | RHT | 24.47
| | SNE | 50.39
| | TEVA | 37.76
| | TIF | 40.50
| | TRA | 16.80
| | TRN | 42.12
| | TSG | 32.52
| | TSN | 18.67
| | WB | 57.34
| | WYN | 34.40
| | XRX | 17.25
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/16
In comparison, the Dow Jones Industrial Index opened down slightly at 12764,
had a lower high of 12769,
had a higher low of 12744,
and closed up for the day slightly at 12767.
Here is an equity curve for trading one 100 share block of each of the
selected instruments from opening bell to three
minutes before the ending bell:
.
The low points on the curve correspond to
the initial low points of the Dow. This resulted in about a $1000 draw down. From there, the Dow traded
sideways, but the Darvas selections
trended upwards to end, after commissions, at about $1600 profit,
with the day's hypothetical trades yielding 0.32% return.
In this case, I've used the Darvas selector as something to suggest instruments for day trading:
in at the beginning of the day, out at the end. Even though a stop is shown
for each instrument, no stops were placed. For this day, I found that stops reduced the return.
For the result chart below, here is a description of cell colors:
- If Low is green, then it stayed above the stop level.
- If Close is green, the symbol closed up for the day.
- If Stop is green, then stop was below close of the day.
The '#' column represents the number of occurances in the previous day's selections.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| AEP | 1 | 45.58 | 45.92 | 45.37 | 45.89 | 45.41 | 0.34 | 0.31
| | AFFX | 1 | 28.14 | 28.19 | 27.49 | 27.93 | 27.83 | 0.05 | -0.21
| | AGU | 1 | 38.73 | 38.81 | 38.23 | 38.77 | 38.32 | 0.08 | 0.04
| | AINV | 1 | 23.41 | 23.88 | 23.41 | 23.79 | 23.30 | 0.47 | 0.38
| | AIV | 1 | 60.70 | 61.72 | 60.34 | 61.60 | 63.41 | 1.02 | 0.90
| | AKAM | 1 | 56.16 | 56.39 | 55.55 | 55.99 | 55.71 | 0.23 | -0.17
| | AL | 2 | 55.06 | 55.30 | 54.42 | 54.76 | 54.53 | 0.24 | -0.30
| | ALVR | 1 | 8.20 | 8.33 | 7.94 | 8.32 | 7.77 | 0.13 | 0.12
| | AMX | 2 | 48.25 | 48.53 | 47.82 | 48.23 | 45.76 | 0.28 | -0.02
| | ANAD | 1 | 12.19 | 12.99 | 12.15 | 12.91 | 11.40 | 0.80 | 0.72
| | ANF | 1 | 82.35 | 82.74 | 81.63 | 82.67 | 82.81 | 0.39 | 0.32
| | AOC | 1 | 38.72 | 39.20 | 38.72 | 39.01 | 36.91 | 0.48 | 0.29
| | ARBA | 1 | 11.08 | 11.08 | 10.00 | 10.02 | 9.79 | 0.00 | -1.06
| | ARDI | 1 | 7.47 | 7.49 | 7.45 | 7.49 | 7.44 | 0.02 | 0.02
| | ARO | 1 | 38.14 | 38.14 | 37.56 | 37.71 | 37.06 | 0.00 | -0.43
| | ATHR | 1 | 26.00 | 26.00 | 25.06 | 25.73 | 25.37 | 0.00 | -0.27
| | AVP | 1 | 39.83 | 39.83 | 38.94 | 38.99 | 38.64 | 0.00 | -0.84
| | BEN | 1 | 125.70 | 126.61 | 124.87 | 126.02 | 121.77 | 0.91 | 0.32
| | BG | 2 | 80.50 | 80.85 | 80.17 | 80.56 | 79.85 | 0.35 | 0.06
| | BGC | 2 | 51.67 | 52.00 | 51.37 | 51.97 | 50.81 | 0.33 | 0.30
| | BID | 1 | 38.58 | 38.95 | 38.44 | 38.90 | 38.31 | 0.37 | 0.32
| | BIG | 1 | 26.60 | 26.60 | 26.17 | 26.41 | 26.34 | 0.00 | -0.19
| | CBS | 2 | 31.75 | 31.93 | 31.61 | 31.81 | 31.91 | 0.18 | 0.06
| | CECO | 2 | 27.10 | 29.00 | 26.33 | 28.88 | 28.13 | 1.90 | 1.78
| | CGV | 1 | 41.45 | 41.68 | 41.31 | 41.67 | 41.39 | 0.23 | 0.22
| | CHINA | 2 | 10.41 | 10.65 | 10.39 | 10.54 | 10.63 | 0.24 | 0.13
| | COH | 2 | 49.29 | 50.00 | 49.01 | 49.98 | 47.03 | 0.71 | 0.69
| | CPWR | 1 | 9.26 | 9.51 | 9.26 | 9.47 | 8.88 | 0.25 | 0.21
| | CRUS | 1 | 8.17 | 8.17 | 8.00 | 8.06 | 8.16 | 0.00 | -0.11
| | CVG | 1 | 26.53 | 26.81 | 26.48 | 26.69 | 26.50 | 0.28 | 0.16
| | DD | 1 | 51.98 | 52.48 | 51.82 | 52.47 | 51.00 | 0.50 | 0.49
| | DIS | 1 | 34.68 | 34.91 | 34.41 | 34.89 | 34.44 | 0.23 | 0.21
| | DLTR | 1 | 34.09 | 34.19 | 33.66 | 34.17 | 33.89 | 0.10 | 0.08
| | EDS | 3 | 28.91 | 29.26 | 28.83 | 29.17 | 27.62 | 0.35 | 0.26
| | EGO | 1 | 6.20 | 6.50 | 6.20 | 6.50 | 6.20 | 0.30 | 0.30
| | EMC | 1 | 14.69 | 14.69 | 14.46 | 14.60 | 14.38 | 0.00 | -0.09
| | EXC | 2 | 62.62 | 63.32 | 62.18 | 63.19 | 62.72 | 0.70 | 0.57
| | EXPE | 2 | 22.14 | 22.17 | 21.76 | 21.83 | 21.65 | 0.03 | -0.31
| | FMCN | 3 | 81.80 | 82.85 | 80.98 | 82.00 | 85.84 | 1.05 | 0.20
| | GGP | 1 | 64.76 | 65.91 | 64.26 | 65.65 | 65.07 | 1.15 | 0.89
| | GM | 1 | 36.63 | 36.83 | 35.63 | 36.34 | 35.99 | 0.20 | -0.29
| | GSK | 1 | 58.09 | 58.15 | 57.50 | 57.78 | 56.11 | 0.06 | -0.31
| | GT | 2 | 25.12 | 25.36 | 24.51 | 25.18 | 25.33 | 0.24 | 0.06
| | HAS | 2 | 29.30 | 29.63 | 29.11 | 29.60 | 28.94 | 0.33 | 0.30
| | HCP | 1 | 39.50 | 39.53 | 39.10 | 39.42 | 39.60 | 0.03 | -0.08
| | HD | 1 | 41.50 | 41.66 | 41.20 | 41.44 | 40.98 | 0.16 | -0.06
| | HTZ | 2 | 21.42 | 22.05 | 21.37 | 21.90 | 19.95 | 0.63 | 0.48
| | IACI | 1 | 39.94 | 39.99 | 39.46 | 39.83 | 39.48 | 0.05 | -0.11
| | IBN | 1 | 44.12 | 44.35 | 44.05 | 44.35 | 45.89 | 0.23 | 0.23
| | IFX | 1 | 16.05 | 16.29 | 16.00 | 16.26 | 15.68 | 0.24 | 0.21
| | IP | 1 | 37.53 | 37.81 | 37.10 | 37.78 | 36.93 | 0.28 | 0.25
| | IRF | 1 | 42.75 | 43.10 | 42.45 | 42.99 | 42.99 | 0.35 | 0.24
| | ITW | 1 | 52.87 | 53.14 | 52.36 | 52.55 | 52.21 | 0.27 | -0.32
| | JBHT | 1 | 26.96 | 26.96 | 26.57 | 26.72 | 26.54 | 0.00 | -0.24
| | KG | 1 | 18.70 | 18.93 | 18.51 | 18.69 | 18.66 | 0.23 | -0.01
| | LI | 2 | 34.48 | 34.50 | 34.35 | 34.41 | 32.50 | 0.02 | -0.07
| | MA | 2 | 108.01 | 109.12 | 106.05 | 108.32 | 113.08 | 1.11 | 0.31
| | MCHP | 1 | 36.21 | 36.21 | 35.81 | 36.02 | 36.09 | 0.00 | -0.19
| | MCO | 1 | 71.50 | 72.75 | 71.43 | 72.68 | 74.82 | 1.25 | 1.18
| | MET | 2 | 64.65 | 65.12 | 64.60 | 64.85 | 64.75 | 0.47 | 0.20
| | MIR | 1 | 35.64 | 35.98 | 35.54 | 35.93 | 35.65 | 0.34 | 0.29
| | MNST | 1 | 54.08 | 54.76 | 54.00 | 54.67 | 51.39 | 0.68 | 0.59
| | MRVC | 2 | 4.18 | 4.40 | 4.13 | 4.24 | 4.19 | 0.22 | 0.06
| | NKE | 3 | 106.50 | 107.51 | 105.68 | 106.30 | 100.25 | 1.01 | -0.20
| | NOC | 2 | 74.99 | 75.05 | 74.76 | 75.01 | 73.57 | 0.06 | 0.02
| | NT | 1 | 31.05 | 31.63 | 30.71 | 31.63 | 29.32 | 0.58 | 0.58
| | NUAN | 2 | 14.30 | 14.47 | 14.12 | 14.46 | 12.72 | 0.17 | 0.16
| | NVL | 1 | 44.29 | 44.34 | 44.06 | 44.29 | 40.00 | 0.05 | 0.00
| | NVT | 1 | 34.44 | 34.95 | 34.16 | 34.84 | 35.17 | 0.51 | 0.40
| | ONXX | 1 | 26.16 | 27.85 | 25.65 | 27.75 | 17.21 | 1.69 | 1.59
| | PRU | 1 | 91.40 | 92.70 | 91.28 | 92.51 | 91.26 | 1.30 | 1.11
| | RHT | 3 | 23.67 | 24.00 | 23.55 | 24.00 | 24.47 | 0.33 | 0.33
| | RMBS | 1 | 22.84 | 23.08 | 22.29 | 22.64 | 21.49 | 0.24 | -0.20
| | RSH | 2 | 23.08 | 23.24 | 22.86 | 22.97 | 23.10 | 0.16 | -0.11
| | RTH | 2 | 105.17 | 105.31 | 104.66 | 105.14 | 104.95 | 0.14 | -0.03
| | SHLD | 1 | 186.00 | 187.50 | 185.23 | 187.26 | 180.10 | 1.50 | 1.26
| | SINA | 1 | 35.61 | 35.82 | 35.03 | 35.11 | 34.35 | 0.21 | -0.50
| | SNE | 1 | 52.06 | 52.73 | 52.06 | 52.56 | 50.39 | 0.67 | 0.50
| | SONS | 2 | 7.51 | 7.60 | 7.41 | 7.57 | 7.80 | 0.09 | 0.06
| | TGT | 1 | 62.40 | 62.95 | 62.15 | 62.91 | 61.13 | 0.55 | 0.51
| | TIF | 2 | 42.50 | 42.72 | 42.11 | 42.61 | 40.50 | 0.22 | 0.11
| | TRA | 2 | 17.25 | 17.47 | 16.99 | 17.20 | 16.80 | 0.22 | -0.05
| | TROW | 1 | 49.53 | 49.88 | 49.20 | 49.60 | 48.94 | 0.35 | 0.07
| | TSN | 1 | 18.90 | 19.00 | 18.79 | 18.94 | 18.67 | 0.10 | 0.04
| | UBS | 1 | 62.48 | 63.06 | 62.41 | 63.03 | 63.33 | 0.58 | 0.55
| | UIS | 1 | 9.21 | 9.30 | 9.18 | 9.28 | 9.22 | 0.09 | 0.07
| | URI | 1 | 29.58 | 29.63 | 28.97 | 29.30 | 28.88 | 0.05 | -0.28
| | USU | 1 | 14.21 | 14.21 | 13.84 | 14.08 | 14.78 | 0.00 | -0.13
| | VNO | 1 | 133.30 | 134.00 | 131.90 | 133.99 | 132.85 | 0.70 | 0.69
| | VRSN | 1 | 26.15 | 26.52 | 26.08 | 26.12 | 24.71 | 0.37 | -0.03
| | WLP | 1 | 81.95 | 82.94 | 81.75 | 82.25 | 79.00 | 0.99 | 0.30
| | WYN | 2 | 34.48 | 34.80 | 34.44 | 34.67 | 32.65 | 0.32 | 0.19
| | XEL | 1 | 24.15 | 24.35 | 24.04 | 24.26 | 24.14 | 0.20 | 0.11
| | XL | 2 | 72.67 | 73.85 | 72.66 | 73.85 | 72.23 | 1.18 | 1.18
| | XLY | 1 | 39.74 | 39.90 | 39.67 | 39.90 | 39.72 | 0.16 | 0.16
| | XRX | 1 | 17.97 | 18.17 | 17.91 | 18.09 | 17.25 | 0.20 | 0.12
| | YHOO | 1 | 31.00 | 32.00 | 31.00 | 31.91 | 29.88 | 1.00 | 0.91
| | ZMH | 1 | 84.51 | 85.01 | 83.90 | 84.92 | 85.00 | 0.50 | 0.41
| | 98 | | 3977.28 | | | | | 38.57 | 18.97
|
[/Trading/Darvas/D200702]
permanent link
2007/02/18 Market Notes
Upcoming on Wednesday are a couple of economic releases: the index of U.S. leading economic indicators, and the U.S.
Consumer Price Index, the later of which will be released at 8:30 a.m. by the Bureau of Labour Statistics.
In looking at the daily candles for the Down JOnes Industrial Average over the last few months, it looks like trading
for the upcoming week could be flat or in a downwards direction as traders do some profit taking.
The Darvas trades obviously work well on positive DOW days, and seem to keep somewhat above water on flat days. On
down days, it looks like an effort will be needed to stay afloat. On down days, the goal would be to find a low point of
the day, and then enter the trades there. I'm currently looking at the Arms Index to see if that will help at all.
So if my eyeballed pattern analysis is any good, Tuesday looks like it could be another relatively flat day or the
start of downward temporary correction.
[/Trading/MarketNotes]
permanent link
2007 Feb 17 - Sat
Active Directory Authentication with Perl and LDAP
On the monitoring server, I'd like to authenticate users in the following situations:
- various types of tacacs access
- access to portions of the web pages
- authentication to Linux command prompt
- authentication to call detail record tools
I think someone has started a similar authentication capability for NetDisco. In any
case, I wanted to see what I could come up with.
I have a basic proof of concept
script. All the options are embedded variables. I'll have to factor all that out. In
the meantime, it does prove that one can provide a basic Microsoft Active Directory group
name, use it to look up the distinguished name for the group name, and then perform a test
to see if a user is a member of that group. At the moment, there are no recursive tests to
see if the user is a member based upon a group being a member of another group.
The documentation at CPAN perl-ldap-0.34 was helpful for syntax. Microsoft's ADSIEdit MMC was
helpful in seeing which Active Directory/LDAP classes/objects contained the meaningful
attributes.
[/OpenSource]
permanent link
Trading Site of the Day -- StratFor: Global Intelligence Briefings
John Mauldin's regular Out Of The Box newsletter has recurring essays from George
Friedman, the mind behind the informative site called StratFor, a site dedicated to 'Predictive, Insightful, Global
Intelligence'.
You can get an idea of the types of things they write about forom article introductions
on their main page. This is a 'pay for news' type of site, but I think it well worth it for
the individual who wishes to get more information of what is happening 'behind the scenes'
regarding the global economy and statistics.
Subscribers recieve multiple daily email releases as well as access to the report
archives. Typically there is a morning summary of
international happenings, an afternoon summary, as well as major write-up on a significant
current event. Iraq figures prominently and often, but China, Russia, Europe, and other
world locales do get their fair share of coverage.
This isn't necessarily a trading site per-se, but as the markets are global in nature and
are affected by international news events, information releases from this site can help
shape daily trading moods.
[/Trading/SiteOfTheDay/D200702]
permanent link
2007 Feb 16 - Fri
Darvas Selections for 2007/02/16
Here are the selections for Friday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-15 High: 2007-02-08 EOD: 2007-02-15
| Symbol | Stop |
| AFFX | 27.83
| | AKAM | 55.71
| | ALVR | 7.77
| | AMX | 45.76
| | ANAD | 11.40
| | ANF | 82.81
| | APCC | 30.85
| | ARO | 37.06
| | BEN | 121.77
| | BG | 79.85
| | BGC | 50.81
| | BIG | 26.34
| | CBS | 31.91
| | CHINA | 10.63
| | COH | 47.03
| | CVG | 26.50
| | DIS | 34.44
| | DLTR | 33.89
| | EDS | 27.62
| | EMC | 14.38
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GGP | 65.07
| | GT | 25.33
| | HAS | 28.94
| | HCP | 39.60
| | HTZ | 19.95
| | IACI | 39.48
| | IBN | 45.89
| | IFX | 15.68
| | IP | 36.93
| | ITW | 52.21
| | MA | 113.08
| | MCO | 74.82
| | MET | 64.75
| | MNST | 51.39
| | MRVC | 4.19
| | NKE | 100.25
| | NOC | 73.57
| | NT | 29.32
| | NUAN | 12.72
| | PRU | 91.26
| | RHT | 24.47
| | RMBS | 21.49
| | RSH | 23.10
| | RTH | 104.95
| | SINA | 34.35
| | SONS | 7.80
| | TGT | 61.13
| | TIF | 40.50
| | TROW | 48.94
| | UBS | 63.33
| | UIS | 9.22
| | URI | 28.88
| | VNO | 132.85
| | WLP | 79.00
| | WYN | 32.65
| | XEL | 24.14
| | XL | 72.23
| | YHOO | 29.88
| | ZMH | 85.00
|
|
Start: 2007-01-15 High: 2007-02-09 EOD: 2007-02-15
| Symbol | Stop |
| AEP | 45.41
| | AGU | 38.32
| | AINV | 23.30
| | AIV | 63.41
| | AL | 54.53
| | AMX | 45.76
| | AOC | 36.91
| | ARBA | 9.79
| | ARDI | 7.44
| | ATHR | 25.37
| | AVP | 38.64
| | BG | 79.85
| | BID | 38.31
| | CBS | 31.91
| | CECO | 28.13
| | CGV | 41.39
| | CHINA | 10.63
| | COH | 47.03
| | CPWR | 8.88
| | CRUS | 8.16
| | DD | 51.00
| | EDS | 27.62
| | EGO | 6.20
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GM | 35.99
| | GT | 25.33
| | HAS | 28.94
| | HTZ | 19.95
| | IRF | 42.99
| | LI | 32.50
| | MA | 113.08
| | MCHP | 36.09
| | MET | 64.75
| | MIR | 35.65
| | MRVC | 4.19
| | NKE | 100.25
| | NUAN | 12.72
| | NVT | 35.17
| | RHT | 24.47
| | RSH | 23.10
| | RTH | 104.95
| | SHLD | 180.10
| | SNE | 50.39
| | SONS | 7.80
| | TIF | 40.50
| | TRA | 16.80
| | TSN | 18.67
| | USU | 14.78
| | VRSN | 24.71
| | WYN | 32.65
| | XL | 72.23
| | XLY | 39.72
| | XRX | 17.25
|
|
Start: 2007-01-15 High: 2007-02-12 EOD: 2007-02-15
| Symbol | Stop |
| AL | 54.53
| | BGC | 50.81
| | CECO | 28.13
| | EDS | 27.62
| | FMCN | 85.84
| | GSK | 56.11
| | HD | 40.98
| | JBHT | 26.54
| | KG | 18.66
| | LI | 32.50
| | NKE | 100.25
| | NOC | 73.57
| | NVL | 40.00
| | ONXX | 17.21
| | RHT | 24.47
| | TRA | 16.80
|
|
[/Trading/Darvas/D200702]
permanent link
Rancid / CVSWeb
RANCID provides two types of functions. One of its foundations is that it provides a structure for logging
into network devices for the purpose of obtaining configuration files. The second is that it stores versions of the
configuration files in CVS.
CVSWeb is a web based tool for reviewing and comparing the files under CVS version control.
Rancid Installation
Obtain the latest version of Rancid, place it in /usr/src, and expand it:
wget ftp://ftp.shrubbery.net/pub/rancid/rancid-2.3.2a4.tar.gz
tar -zxvf rancid-2.3.2a4.tar.gz
cd rancid-2.3.2a4
Build it:
./configure \
--prefix=/usr/local/rancid \
--localstatedir=/var/local/rancid \
--sysconfdir=/etc/rancid \
--bindir=/usr/local/bin \
--sbindir=/usr/local/sbin
make install
In /etc/rancid/rancid.conf, create group based upon the company name:
LIST_OF_GROUPS="example"
in /etc/aliases, add two aliases to the file based upon the group name created in the previous step:
rancid-example: root
rancid-admin-example: root
Run the command 'newaliases' to update the aliases.
Run the command 'rancid-cvs' to create the cvs
archives. This creates a repository based upon the group name... /var/local/rancid/CVS/example/configs.
Update the device list file /var/local/rancid/example/router.db. Each line has three items, with the three items
being separated with colons
':'. Use the device names as defined in the dns files.
device01:cisco:up
To login to devices via the command line, which is also needed by the crontab jobs following, you need
a .cloginrc file in your home directory. Use the sample provided in the source and update it based upon the examples
shown in the file.
cp cloginrc /root/.cloginrc
chmod 600 /root/.cloginrc
Turn on the hourly configuration update service by using the 'crontab -e' command and
updating the configuration with:
# run config differ hourly
1 * * * * /usr/local/bin/rancid-run
# clean out config differ logs
50 23 * * * /usr/bin/find /var/local/rancid/logs -type f -mtime +2 -exec rm {} \;
Login to a device is now automated through commands similar to:
clogin device01
CVSWeb Installation
Install the package:
apt-get install cvsweb
Add the following line to '/etc/apache2/sites-available/default':
Alias /cvsweb "/usr/share/cvsweb/"
and restart apache:
/etc/init.d/apache2 restart
In /etc/cvsweb.conf, just after @CVSrepositories and before the 'local' line,
insert the following:
'rancid' => ['Rancid', '/var/local/rancid/CVS'],
Later in the same file, update with the following line:
$cvstreedefault = 'rancid';
View the repository via:
http://localhost/cgi-bin/cvsweb
[/OpenSource/Debian/Monitoring]
permanent link
Darvas Results at EOD 2007/02/15
In comparison, the Dow Jones Industrial Index opened at 12741,
had a higher high of 12779,
had a higher low of 12728,
and closed up at 12765.
If Low is green, then it stayed above the stop level. If Close is green, the symbol
closed up for the day.
Start: 2007-01-14 High: 2007-02-08 EOD: 2007-02-14
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AFFX | 27.38 | 28.31 | 27.25 | 28.14 | 27.83 | 0.93 | 0.76
| | AKAM | 56.40 | 56.76 | 55.99 | 56.39 | 55.71 | 0.36 | -0.01
| | ALVR | 8.26 | 8.34 | 8.05 | 8.22 | 7.77 | 0.08 | -0.04
| | AMX | 48.29 | 48.59 | 47.88 | 48.46 | 45.76 | 0.30 | 0.17
| | ANAD | 12.17 | 12.27 | 11.99 | 12.14 | 11.40 | 0.10 | -0.03
| | ANF | 82.28 | 82.79 | 81.93 | 82.41 | 82.81 | 0.51 | 0.13
| | ARO | 38.41 | 38.60 | 38.08 | 38.14 | 37.06 | 0.19 | -0.27
| | BEN | 125.38 | 126.26 | 124.99 | 126.10 | 121.77 | 0.88 | 0.72
| | BG | 79.90 | 81.10 | 79.84 | 80.45 | 79.85 | 1.20 | 0.55
| | BGC | 50.70 | 51.78 | 50.56 | 51.64 | 48.38 | 1.08 | 0.94
| | BIG | 26.46 | 26.72 | 26.05 | 26.67 | 26.34 | 0.26 | 0.21
| | CBS | 32.05 | 32.15 | 31.74 | 31.88 | 31.91 | 0.10 | -0.17
| | CHINA | 10.80 | 10.85 | 10.37 | 10.42 | 10.63 | 0.05 | -0.38
| | COH | 49.25 | 49.46 | 49.01 | 49.29 | 47.03 | 0.21 | 0.04
| | CVG | 26.47 | 26.71 | 26.44 | 26.62 | 26.50 | 0.24 | 0.15
| | DIS | 34.70 | 34.73 | 34.17 | 34.67 | 34.44 | 0.03 | -0.03
| | DLTR | 33.94 | 34.39 | 33.64 | 34.13 | 33.89 | 0.45 | 0.19
| | EDS | 28.67 | 29.20 | 28.64 | 29.07 | 27.62 | 0.53 | 0.40
| | EMC | 14.67 | 14.79 | 14.62 | 14.70 | 14.38 | 0.12 | 0.03
| | EXC | 63.32 | 63.61 | 62.65 | 62.82 | 62.72 | 0.29 | -0.50
| | EXPE | 22.51 | 23.10 | 22.00 | 22.30 | 21.65 | 0.59 | -0.21
| | FMCN | 78.45 | 80.49 | 76.00 | 80.32 | 85.84 | 2.04 | 1.87
| | GGP | 64.60 | 65.73 | 64.25 | 65.22 | 65.07 | 1.13 | 0.62
| | GT | 25.00 | 25.63 | 25.00 | 25.41 | 25.33 | 0.63 | 0.41
| | HAS | 28.98 | 29.59 | 28.91 | 29.44 | 28.94 | 0.61 | 0.46
| | HCP | 39.73 | 39.87 | 39.24 | 39.50 | 39.60 | 0.14 | -0.23
| | HTZ | 21.07 | 21.80 | 20.75 | 21.62 | 19.95 | 0.73 | 0.55
| | IACI | 39.80 | 39.96 | 39.47 | 39.85 | 39.48 | 0.16 | 0.05
| | IBN | 44.24 | 44.45 | 43.66 | 44.12 | 45.89 | 0.21 | -0.12
| | IFX | 16.00 | 16.15 | 15.95 | 16.05 | 15.68 | 0.15 | 0.05
| | IP | 37.17 | 37.49 | 36.97 | 37.35 | 36.93 | 0.32 | 0.18
| | ITW | 52.57 | 53.20 | 52.57 | 53.08 | 52.21 | 0.63 | 0.51
| | MA | 108.00 | 108.80 | 107.09 | 108.04 | 113.08 | 0.80 | 0.04
| | MCO | 71.85 | 72.25 | 71.44 | 71.80 | 74.82 | 0.40 | -0.05
| | MET | 65.16 | 65.32 | 64.35 | 64.92 | 64.75 | 0.16 | -0.24
| | MNST | 53.29 | 54.46 | 53.04 | 54.25 | 51.39 | 1.17 | 0.96
| | MRVC | 4.34 | 4.45 | 4.21 | 4.27 | 4.19 | 0.11 | -0.07
| | NKE | 105.24 | 105.70 | 104.80 | 105.51 | 100.25 | 0.46 | 0.27
| | NOC | 74.54 | 75.00 | 74.35 | 74.96 | 73.57 | 0.46 | 0.42
| | NT | 30.60 | 31.18 | 30.37 | 31.05 | 29.32 | 0.58 | 0.45
| | NUAN | 14.47 | 14.59 | 14.32 | 14.40 | 12.72 | 0.12 | -0.07
| | PRU | 92.00 | 92.15 | 91.55 | 91.84 | 91.26 | 0.15 | -0.16
| | RHT | 24.24 | 24.54 | 23.77 | 23.81 | 24.47 | 0.30 | -0.43
| | RMBS | 22.20 | 22.54 | 21.91 | 22.45 | 21.49 | 0.34 | 0.25
| | SINA | 35.99 | 36.00 | 35.50 | 35.74 | 34.35 | 0.01 | -0.25
| | SONS | 7.46 | 7.59 | 7.44 | 7.51 | 7.80 | 0.13 | 0.05
| | TGT | 62.22 | 62.99 | 62.08 | 62.67 | 61.13 | 0.77 | 0.45
| | TIF | 42.01 | 42.46 | 41.80 | 42.43 | 40.50 | 0.45 | 0.42
| | TROW | 49.53 | 49.81 | 49.18 | 49.73 | 48.94 | 0.28 | 0.20
| | UBS | 62.28 | 62.57 | 62.14 | 62.39 | 63.33 | 0.29 | 0.11
| | UIS | 9.25 | 9.31 | 9.21 | 9.23 | 9.22 | 0.06 | -0.02
| | URI | 28.79 | 29.68 | 28.79 | 29.56 | 28.25 | 0.89 | 0.77
| | VNO | 134.16 | 134.61 | 132.14 | 133.30 | 132.85 | 0.45 | -0.86
| | WLP | 80.98 | 82.96 | 80.98 | 82.41 | 79.00 | 1.98 | 1.43
| | WYN | 34.78 | 34.79 | 34.44 | 34.69 | 32.65 | 0.01 | -0.09
| | XEL | 24.32 | 24.37 | 24.13 | 24.26 | 24.14 | 0.05 | -0.06
| | XL | 72.90 | 73.40 | 72.51 | 72.93 | 71.56 | 0.50 | 0.03
| | YHOO | 30.82 | 31.65 | 30.69 | 31.25 | 29.88 | 0.83 | 0.43
| | ZMH | 84.43 | 84.92 | 83.66 | 84.84 | 85.00 | 0.49 | 0.41
| | 2745.47 | | | | | 27.49 | 11.39
|
Start: 2007-01-14 High: 2007-02-09 EOD: 2007-02-14
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AEP | 45.98 | 45.98 | 45.48 | 45.71 | 45.41 | 0.00 | -0.27
| | AGU | 37.84 | 39.21 | 37.65 | 38.72 | 37.05 | 1.37 | 0.88
| | AINV | 23.55 | 23.64 | 23.26 | 23.41 | 23.30 | 0.09 | -0.14
| | AIV | 61.09 | 61.62 | 60.43 | 60.74 | 63.41 | 0.53 | -0.35
| | AL | 54.26 | 55.45 | 54.26 | 55.15 | 52.32 | 1.19 | 0.89
| | AMX | 48.29 | 48.59 | 47.88 | 48.46 | 45.76 | 0.30 | 0.17
| | ARBA | 10.48 | 10.99 | 10.41 | 10.76 | 9.79 | 0.51 | 0.28
| | ARDI | 7.43 | 7.49 | 7.43 | 7.45 | 7.42 | 0.06 | 0.03
| | ATHR | 25.92 | 26.43 | 25.85 | 26.09 | 24.80 | 0.51 | 0.17
| | AVP | 38.54 | 39.29 | 38.00 | 39.06 | 38.64 | 0.75 | 0.52
| | BG | 79.90 | 81.10 | 79.84 | 80.45 | 79.85 | 1.20 | 0.55
| | CBS | 32.05 | 32.15 | 31.74 | 31.88 | 31.91 | 0.10 | -0.17
| | CECO | 29.45 | 29.85 | 29.45 | 29.64 | 28.13 | 0.40 | 0.19
| | CGV | 42.01 | 42.04 | 41.50 | 41.59 | 41.39 | 0.03 | -0.42
| | CHINA | 10.80 | 10.85 | 10.37 | 10.42 | 10.63 | 0.05 | -0.38
| | COH | 49.25 | 49.46 | 49.01 | 49.29 | 47.03 | 0.21 | 0.04
| | CPWR | 9.10 | 9.33 | 9.07 | 9.32 | 8.88 | 0.23 | 0.22
| | CRUS | 8.20 | 8.30 | 8.14 | 8.17 | 8.16 | 0.10 | -0.03
| | DD | 52.02 | 52.17 | 51.61 | 51.77 | 51.00 | 0.15 | -0.25
| | EDS | 28.67 | 29.20 | 28.64 | 29.07 | 27.62 | 0.53 | 0.40
| | EGO | 6.20 | 6.33 | 6.09 | 6.33 | 5.80 | 0.13 | 0.13
| | EXC | 63.32 | 63.61 | 62.65 | 62.82 | 62.72 | 0.29 | -0.50
| | EXPE | 22.51 | 23.10 | 22.00 | 22.30 | 21.65 | 0.59 | -0.21
| | FMCN | 78.45 | 80.49 | 76.00 | 80.32 | 85.84 | 2.04 | 1.87
| | GM | 36.45 | 36.70 | 36.42 | 36.44 | 35.99 | 0.25 | -0.01
| | GT | 25.00 | 25.63 | 25.00 | 25.41 | 25.33 | 0.63 | 0.41
| | HAS | 28.98 | 29.59 | 28.91 | 29.44 | 28.94 | 0.61 | 0.46
| | HTZ | 21.07 | 21.80 | 20.75 | 21.62 | 19.95 | 0.73 | 0.55
| | IRF | 43.23 | 43.49 | 42.73 | 43.07 | 42.99 | 0.26 | -0.16
| | LI | 34.54 | 34.59 | 34.48 | 34.48 | 32.50 | 0.05 | -0.06
| | MA | 108.00 | 108.80 | 107.09 | 108.04 | 113.08 | 0.80 | 0.04
| | MCHP | 36.14 | 36.32 | 35.89 | 36.10 | 36.09 | 0.18 | -0.04
| | MET | 65.16 | 65.32 | 64.35 | 64.92 | 64.75 | 0.16 | -0.24
| | MIR | 35.55 | 35.80 | 35.40 | 35.60 | 35.65 | 0.25 | 0.05
| | MRVC | 4.34 | 4.45 | 4.21 | 4.27 | 4.19 | 0.11 | -0.07
| | NKE | 105.24 | 105.70 | 104.80 | 105.51 | 100.25 | 0.46 | 0.27
| | NUAN | 14.47 | 14.59 | 14.32 | 14.40 | 12.72 | 0.12 | -0.07
| | NVT | 34.49 | 34.82 | 34.33 | 34.44 | 35.17 | 0.33 | -0.05
| | RHT | 24.24 | 24.54 | 23.77 | 23.81 | 24.47 | 0.30 | -0.43
| | SHLD | 183.40 | 186.29 | 183.38 | 186.11 | 180.10 | 2.89 | 2.71
| | SNE | 51.50 | 51.88 | 50.66 | 51.79 | 50.39 | 0.38 | 0.29
| | SONS | 7.46 | 7.59 | 7.44 | 7.51 | 7.80 | 0.13 | 0.05
| | TIF | 42.01 | 42.46 | 41.80 | 42.43 | 40.50 | 0.45 | 0.42
| | TRA | 16.52 | 17.34 | 16.52 | 17.25 | 15.82 | 0.82 | 0.73
| | TSN | 18.61 | 18.99 | 18.61 | 18.90 | 18.67 | 0.38 | 0.29
| | USU | 13.87 | 14.23 | 13.73 | 14.20 | 14.78 | 0.36 | 0.33
| | VRSN | 26.25 | 26.25 | 25.94 | 26.19 | 24.71 | 0.00 | -0.06
| | WYN | 34.78 | 34.79 | 34.44 | 34.69 | 32.65 | 0.01 | -0.09
| | XL | 72.90 | 73.40 | 72.51 | 72.93 | 71.56 | 0.50 | 0.03
| | XLY | 39.81 | 39.95 | 39.67 | 39.95 | 39.72 | 0.14 | 0.14
| | XRX | 17.89 | 18.16 | 17.85 | 18.05 | 17.25 | 0.27 | 0.16
| | 1934.98 | | | | | 22.93 | 9.27
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 15 - Thu
Trading Site of the Day -- Commodity Trader: understanding of the Global Commodity Markets
Commodity Trader is a site
specializing in looking at commodities and providing suggestions on what is active, where it
is going, and possible things to do with it. News items, as they relate to commodities are
also covered. Foreign Exchange coverage is included.
[/Trading/SiteOfTheDay/D200702]
permanent link
Trading Site of the Day -- One Option: Option Trading Blog
Pete Stolcers has a blog called OneOption
in which he discussed the theory behind option trades as well as showing real trades.
In his February 13 article, he talks about spreads. He discusses when to get in, how to
get in, what happens when you are close to an expiry date, and examines some considerations
on how to get out. He also discusses how he finds a suitable candidate for a trade.
As part of the analysis, he also examines the overall market situation. By thinking
about the general, followed by some fundamental analsysis, he then generates a 'feeling' as
to where things might go.
So, by what I just mentioned in the last paragraph, he isn't just a technical analsyst.
He does examine each symbol's fundamentals and latest news to help justify his feelings as
to where a trading instrument might be heading.
Initial posts to his blog were few and far between. Perhaps he may maintain more
frequent posts in the here and now. Anyway, there is useful information there for a
practitioner to learn from.
[/Trading/SiteOfTheDay/D200702]
permanent link
Darvas Selections for 2007/02/15
Here are the selections for Thursday. These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-14 High: 2007-02-08 EOD: 2007-02-14
| Symbol | Stop |
| AFFX | 27.83
| | AKAM | 55.71
| | ALVR | 7.77
| | AMX | 45.76
| | ANAD | 11.40
| | ANF | 82.81
| | APCC | 30.85
| | ARO | 37.06
| | BEN | 121.77
| | BG | 79.85
| | BGC | 48.38
| | BIG | 26.34
| | CBS | 31.91
| | CHINA | 10.63
| | COH | 47.03
| | CVG | 26.50
| | DIS | 34.44
| | DLTR | 33.89
| | EDS | 27.62
| | EMC | 14.38
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GGP | 65.07
| | GT | 25.33
| | HAS | 28.94
| | HCP | 39.60
| | HTZ | 19.95
| | IACI | 39.48
| | IBN | 45.89
| | IFX | 15.68
| | IP | 36.93
| | ITW | 52.21
| | MA | 113.08
| | MCO | 74.82
| | MET | 64.75
| | MNST | 51.39
| | MRVC | 4.19
| | NKE | 100.25
| | NOC | 73.57
| | NT | 29.32
| | NUAN | 12.72
| | PRU | 91.26
| | RHT | 24.47
| | RMBS | 21.49
| | SINA | 34.35
| | SONS | 7.80
| | TGT | 61.13
| | TIF | 40.50
| | TROW | 48.94
| | UBS | 63.33
| | UIS | 9.22
| | URI | 28.25
| | VNO | 132.85
| | WLP | 79.00
| | WYN | 32.65
| | XEL | 24.14
| | XL | 71.56
| | YHOO | 29.88
| | ZMH | 85.00
|
|
Start: 2007-01-14 High: 2007-02-09 EOD: 2007-02-14
| Symbol | Stop |
| AEP | 45.41
| | AGU | 37.05
| | AINV | 23.30
| | AIV | 63.41
| | AL | 52.32
| | AMX | 45.76
| | ARBA | 9.79
| | ARDI | 7.42
| | ATHR | 24.80
| | AVP | 38.64
| | BG | 79.85
| | CBS | 31.91
| | CECO | 28.13
| | CGV | 41.39
| | CHINA | 10.63
| | COH | 47.03
| | CPWR | 8.88
| | CRUS | 8.16
| | DD | 51.00
| | EDS | 27.62
| | EGO | 5.80
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GM | 35.99
| | GT | 25.33
| | HAS | 28.94
| | HTZ | 19.95
| | IRF | 42.99
| | LI | 32.50
| | MA | 113.08
| | MCHP | 36.09
| | MET | 64.75
| | MIR | 35.65
| | MRVC | 4.19
| | NKE | 100.25
| | NUAN | 12.72
| | NVT | 35.17
| | RHT | 24.47
| | SHLD | 180.10
| | SNE | 50.39
| | SONS | 7.80
| | TIF | 40.50
| | TRA | 15.82
| | TSN | 18.67
| | USU | 14.78
| | VRSN | 24.71
| | WYN | 32.65
| | XL | 71.56
| | XLY | 39.72
| | XRX | 17.25
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/14
In comparison, the Dow Jones Industrial Index opened down slightly at 12651,
had a higher high of 12759,
had a higher low (an all positive day) of 12651,
and closed up further at 12741.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-13 High: 2007-02-07 EOD: 2007-02-13
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 18.66 | 19.25 | 18.65 | 19.13 | 18.62 | 0.59 | 0.47
| | ACN | 38.72 | 39.25 | 38.69 | 39.20 | 37.86 | 0.53 | 0.48
| | AET | 42.60 | 43.80 | 42.60 | 43.64 | 42.99 | 1.20 | 1.04
| | AFL | 47.95 | 48.02 | 47.64 | 47.90 | 48.71 | 0.07 | -0.05
| | AMKR | 11.41 | 11.98 | 11.32 | 11.76 | 11.40 | 0.57 | 0.35
| | AMP | 61.18 | 63.07 | 61.16 | 62.56 | 59.35 | 1.89 | 1.38
| | AMT | 39.54 | 40.03 | 39.50 | 39.60 | 39.30 | 0.49 | 0.06
| | AN | 23.06 | 23.08 | 22.76 | 23.03 | 22.56 | 0.02 | -0.03
| | ANAD | 12.12 | 12.13 | 11.91 | 12.10 | 11.40 | 0.01 | -0.02
| | ARO | 38.21 | 38.51 | 37.81 | 38.40 | 37.06 | 0.30 | 0.19
| | ATHR | 25.69 | 26.20 | 25.60 | 25.79 | 24.80 | 0.51 | 0.10
| | BEN | 123.16 | 126.00 | 122.95 | 125.59 | 121.77 | 2.84 | 2.43
| | BIG | 26.49 | 26.58 | 26.29 | 26.41 | 26.34 | 0.09 | -0.08
| | BMC | 32.15 | 32.67 | 32.02 | 32.44 | 35.41 | 0.52 | 0.29
| | CAR | 27.00 | 27.16 | 26.90 | 27.05 | 26.76 | 0.16 | 0.05
| | CECO | 29.38 | 29.49 | 29.29 | 29.46 | 28.13 | 0.11 | 0.08
| | CHINA | 10.59 | 10.88 | 10.58 | 10.85 | 10.63 | 0.29 | 0.26
| | CHKP | 24.77 | 25.03 | 24.63 | 24.92 | 24.43 | 0.26 | 0.15
| | CIT | 59.22 | 60.44 | 59.03 | 59.82 | 58.63 | 1.22 | 0.60
| | COH | 48.25 | 49.58 | 47.81 | 49.38 | 47.03 | 1.33 | 1.13
| | COL | 68.45 | 69.22 | 68.40 | 69.22 | 66.18 | 0.77 | 0.77
| | COST | 56.51 | 57.15 | 56.34 | 57.05 | 54.66 | 0.64 | 0.54
| | CRM | 48.90 | 50.13 | 48.78 | 49.88 | 47.82 | 1.23 | 0.98
| | CROX | 53.77 | 54.53 | 53.20 | 53.51 | 57.32 | 0.76 | -0.26
| | CX | 35.88 | 37.14 | 35.72 | 36.95 | 36.37 | 1.26 | 1.07
| | DD | 51.40 | 51.89 | 51.33 | 51.79 | 51.00 | 0.49 | 0.39
| | DISH | 42.14 | 42.50 | 41.93 | 42.04 | 41.53 | 0.36 | -0.10
| | DTV | 23.98 | 24.29 | 23.86 | 23.92 | 24.76 | 0.31 | -0.06
| | EEM | 115.30 | 117.88 | 113.85 | 117.65 | 116.50 | 2.58 | 2.35
| | EFA | 75.66 | 76.40 | 75.63 | 76.32 | 74.51 | 0.74 | 0.66
| | EXPE | 21.68 | 22.49 | 21.64 | 22.27 | 21.65 | 0.81 | 0.59
| | FHN | 43.90 | 44.35 | 43.79 | 43.99 | 44.05 | 0.45 | 0.09
| | FISV | 53.75 | 54.50 | 53.65 | 54.30 | 51.44 | 0.75 | 0.55
| | GGP | 63.59 | 65.20 | 63.10 | 64.72 | 65.07 | 1.61 | 1.13
| | GIGM | 12.20 | 12.55 | 12.16 | 12.39 | 11.95 | 0.35 | 0.19
| | GILD | 70.94 | 71.74 | 70.51 | 71.72 | 71.92 | 0.80 | 0.78
| | GNW | 36.43 | 36.77 | 36.31 | 36.63 | 36.61 | 0.34 | 0.20
| | GR | 49.95 | 50.78 | 49.77 | 50.44 | 48.39 | 0.83 | 0.49
| | HAS | 28.50 | 29.00 | 28.45 | 28.98 | 28.94 | 0.50 | 0.48
| | HCP | 40.25 | 40.33 | 39.68 | 39.83 | 39.60 | 0.08 | -0.42
| | HLT | 36.61 | 37.17 | 36.54 | 36.82 | 37.31 | 0.56 | 0.21
| | HON | 46.51 | 47.65 | 46.20 | 47.54 | 45.90 | 1.14 | 1.03
| | HTZ | 20.40 | 21.32 | 20.28 | 21.22 | 19.95 | 0.92 | 0.82
| | IACI | 39.90 | 40.15 | 39.63 | 39.85 | 39.48 | 0.25 | -0.05
| | IBN | 42.24 | 43.67 | 42.00 | 43.61 | 45.89 | 1.43 | 1.37
| | IFX | 15.98 | 16.24 | 15.95 | 16.18 | 15.68 | 0.26 | 0.20
| | ITW | 52.05 | 52.93 | 52.02 | 52.77 | 50.29 | 0.88 | 0.72
| | JCP | 83.44 | 84.92 | 83.12 | 84.59 | 84.09 | 1.48 | 1.15
| | KEY | 39.00 | 39.49 | 38.93 | 39.37 | 38.97 | 0.49 | 0.37
| | KLIC | 9.63 | 10.00 | 9.63 | 9.95 | 9.09 | 0.37 | 0.32
| | LEH | 83.30 | 84.36 | 82.77 | 83.65 | 84.13 | 1.06 | 0.35
| | LLL | 86.17 | 87.73 | 86.05 | 87.62 | 83.25 | 1.56 | 1.45
| | MCO | 71.10 | 72.18 | 71.07 | 71.68 | 74.82 | 1.08 | 0.58
| | MET | 64.30 | 65.79 | 64.25 | 65.34 | 64.75 | 1.49 | 1.04
| | MIR | 35.45 | 35.97 | 35.38 | 35.69 | 34.61 | 0.52 | 0.24
| | MLS | 26.31 | 26.61 | 26.05 | 26.35 | 26.30 | 0.30 | 0.04
| | MRVC | 4.20 | 4.39 | 4.18 | 4.28 | 4.19 | 0.19 | 0.08
| | NKE | 105.20 | 105.78 | 104.95 | 105.38 | 100.25 | 0.58 | 0.18
| | NOC | 74.60 | 74.96 | 73.84 | 74.48 | 73.57 | 0.36 | -0.12
| | NT | 30.18 | 30.60 | 29.94 | 30.50 | 29.32 | 0.42 | 0.32
| | NTY | 50.90 | 51.76 | 50.59 | 51.20 | 52.32 | 0.86 | 0.30
| | NUAN | 14.25 | 14.46 | 14.08 | 14.40 | 12.72 | 0.21 | 0.15
| | NYT | 25.55 | 25.97 | 25.38 | 25.75 | 25.69 | 0.42 | 0.20
| | PCAR | 70.00 | 72.36 | 69.85 | 72.36 | 69.72 | 2.36 | 2.36
| | PLCM | 33.73 | 34.19 | 33.70 | 34.07 | 32.43 | 0.46 | 0.34
| | RHT | 24.29 | 25.00 | 24.02 | 24.23 | 24.47 | 0.71 | -0.06
| | RTN | 55.48 | 55.48 | 54.95 | 54.96 | 53.22 | 0.00 | -0.52
| | SCUR | 8.80 | 9.14 | 8.80 | 9.05 | 8.84 | 0.34 | 0.25
| | SNV | 32.72 | 33.02 | 32.63 | 32.93 | 32.10 | 0.30 | 0.21
| | SPG | 116.60 | 118.72 | 115.65 | 117.73 | 121.24 | 2.12 | 1.13
| | TGT | 62.10 | 62.60 | 61.90 | 62.44 | 59.88 | 0.50 | 0.34
| | TRN | 40.30 | 41.82 | 40.25 | 41.60 | 39.83 | 1.52 | 1.30
| | TSN | 18.75 | 18.80 | 18.47 | 18.62 | 18.67 | 0.05 | -0.13
| | UBS | 62.57 | 63.35 | 62.47 | 63.31 | 63.33 | 0.78 | 0.74
| | UIS | 9.25 | 9.28 | 9.15 | 9.21 | 9.22 | 0.03 | -0.04
| | URI | 28.48 | 28.80 | 28.35 | 28.74 | 28.25 | 0.32 | 0.26
| | VNO | 133.90 | 135.06 | 132.64 | 133.91 | 132.85 | 1.16 | 0.01
| | WLP | 80.69 | 81.29 | 80.27 | 80.98 | 79.00 | 0.60 | 0.29
| | XL | 73.00 | 73.44 | 72.75 | 73.10 | 71.56 | 0.44 | 0.10
| | XLI | 36.34 | 36.78 | 36.26 | 36.73 | 35.96 | 0.44 | 0.39
| | XLY | 39.65 | 39.87 | 39.58 | 39.82 | 39.72 | 0.22 | 0.17
| | YHOO | 29.69 | 30.86 | 29.64 | 30.66 | 29.88 | 1.17 | 0.97
| | ZMH | 84.09 | 84.96 | 83.92 | 84.62 | 85.00 | 0.87 | 0.53
| | 3775.55 | | | | | 59.88 | 38.89
|
Start: 2007-01-13 High: 2007-02-08 EOD: 2007-02-13
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AFFX | 27.33 | 27.66 | 27.11 | 27.40 | 27.83 | 0.33 | 0.07
| | ALVR | 8.31 | 8.39 | 8.25 | 8.32 | 7.77 | 0.08 | 0.01
| | AMX | 47.83 | 48.67 | 47.79 | 48.50 | 45.76 | 0.84 | 0.67
| | ANAD | 12.12 | 12.13 | 11.91 | 12.10 | 11.40 | 0.01 | -0.02
| | ANF | 81.52 | 82.51 | 81.06 | 82.27 | 82.81 | 0.99 | 0.75
| | APCC | 30.94 | 31.00 | 30.93 | 30.98 | 30.85 | 0.06 | 0.04
| | ARO | 38.21 | 38.51 | 37.81 | 38.40 | 37.06 | 0.30 | 0.19
| | BEN | 123.16 | 126.00 | 122.95 | 125.59 | 121.77 | 2.84 | 2.43
| | BG | 80.15 | 80.55 | 79.86 | 79.92 | 79.85 | 0.40 | -0.23
| | BGC | 50.36 | 51.49 | 50.10 | 50.68 | 48.38 | 1.13 | 0.32
| | BIG | 26.49 | 26.58 | 26.29 | 26.41 | 26.34 | 0.09 | -0.08
| | CBS | 31.98 | 32.27 | 31.95 | 31.99 | 31.91 | 0.29 | 0.01
| | CHINA | 10.59 | 10.88 | 10.58 | 10.85 | 10.63 | 0.29 | 0.26
| | COH | 48.25 | 49.58 | 47.81 | 49.38 | 47.03 | 1.33 | 1.13
| | CVG | 26.34 | 26.60 | 26.26 | 26.55 | 26.50 | 0.26 | 0.21
| | DIS | 34.58 | 34.82 | 34.52 | 34.75 | 34.44 | 0.24 | 0.17
| | DLTR | 33.34 | 34.03 | 33.11 | 34.00 | 32.53 | 0.69 | 0.66
| | EDS | 28.30 | 28.77 | 28.22 | 28.65 | 27.62 | 0.47 | 0.35
| | EMC | 14.56 | 14.77 | 14.40 | 14.70 | 14.38 | 0.21 | 0.14
| | EXC | 63.63 | 64.04 | 63.50 | 63.78 | 62.72 | 0.41 | 0.15
| | EXPE | 21.68 | 22.49 | 21.64 | 22.27 | 21.65 | 0.81 | 0.59
| | FMCN | 80.32 | 81.75 | 79.30 | 79.62 | 85.84 | 1.43 | -0.70
| | GGP | 63.59 | 65.20 | 63.10 | 64.72 | 65.07 | 1.61 | 1.13
| | GT | 24.74 | 25.00 | 24.38 | 24.85 | 25.33 | 0.26 | 0.11
| | HAS | 28.50 | 29.00 | 28.45 | 28.98 | 28.94 | 0.50 | 0.48
| | HCP | 40.25 | 40.33 | 39.68 | 39.83 | 39.60 | 0.08 | -0.42
| | HTZ | 20.40 | 21.32 | 20.28 | 21.22 | 19.95 | 0.92 | 0.82
| | IACI | 39.90 | 40.15 | 39.63 | 39.85 | 39.48 | 0.25 | -0.05
| | IBN | 42.24 | 43.67 | 42.00 | 43.61 | 45.89 | 1.43 | 1.37
| | IFX | 15.98 | 16.24 | 15.95 | 16.18 | 15.68 | 0.26 | 0.20
| | IP | 37.00 | 37.49 | 36.91 | 37.33 | 36.93 | 0.49 | 0.33
| | ITW | 52.05 | 52.93 | 52.02 | 52.77 | 50.29 | 0.88 | 0.72
| | MA | 104.21 | 108.82 | 104.10 | 108.02 | 113.08 | 4.61 | 3.81
| | MCO | 71.10 | 72.18 | 71.07 | 71.68 | 74.82 | 1.08 | 0.58
| | MET | 64.30 | 65.79 | 64.25 | 65.34 | 64.75 | 1.49 | 1.04
| | MNST | 53.31 | 53.92 | 53.00 | 53.63 | 51.39 | 0.61 | 0.32
| | MRVC | 4.20 | 4.39 | 4.18 | 4.28 | 4.19 | 0.19 | 0.08
| | NKE | 105.20 | 105.78 | 104.95 | 105.38 | 100.25 | 0.58 | 0.18
| | NOC | 74.60 | 74.96 | 73.84 | 74.48 | 73.57 | 0.36 | -0.12
| | NT | 30.18 | 30.60 | 29.94 | 30.50 | 29.32 | 0.42 | 0.32
| | NUAN | 14.25 | 14.46 | 14.08 | 14.40 | 12.72 | 0.21 | 0.15
| | PRU | 91.73 | 92.75 | 91.50 | 92.55 | 91.26 | 1.02 | 0.82
| | RHT | 24.29 | 25.00 | 24.02 | 24.23 | 24.47 | 0.71 | -0.06
| | RMBS | 21.90 | 22.17 | 21.83 | 22.00 | 21.49 | 0.27 | 0.10
| | SONS | 7.34 | 7.62 | 7.34 | 7.48 | 7.80 | 0.28 | 0.14
| | TGT | 62.10 | 62.60 | 61.90 | 62.44 | 59.88 | 0.50 | 0.34
| | TIF | 41.75 | 42.45 | 41.56 | 42.07 | 40.50 | 0.70 | 0.32
| | TROW | 48.97 | 49.78 | 48.87 | 49.60 | 48.94 | 0.81 | 0.63
| | UBS | 62.57 | 63.35 | 62.47 | 63.31 | 63.33 | 0.78 | 0.74
| | UIS | 9.25 | 9.28 | 9.15 | 9.21 | 9.22 | 0.03 | -0.04
| | URI | 28.48 | 28.80 | 28.35 | 28.74 | 28.25 | 0.32 | 0.26
| | VNO | 133.90 | 135.06 | 132.64 | 133.91 | 132.85 | 1.16 | 0.01
| | WLP | 80.69 | 81.29 | 80.27 | 80.98 | 79.00 | 0.60 | 0.29
| | WYN | 34.81 | 35.05 | 34.61 | 34.85 | 32.65 | 0.24 | 0.04
| | XEL | 24.25 | 24.53 | 24.20 | 24.30 | 24.14 | 0.28 | 0.05
| | XL | 73.00 | 73.44 | 72.75 | 73.10 | 71.56 | 0.44 | 0.10
| | YHOO | 29.69 | 30.86 | 29.64 | 30.66 | 29.88 | 1.17 | 0.97
| | ZMH | 84.09 | 84.96 | 83.92 | 84.62 | 85.00 | 0.87 | 0.53
| | 2664.80 | | | | | 39.91 | 23.41
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 14 - Wed
Monitoring Server: DNS with BIND
When doing diagnostics with network devices and their interfaces, it is helpful to have forward and
reverse lookups on a number of ip addresses. These lookups can be implemented within Active Directory or
under
a separate DNS server. Use the following instructions if you wish to use a separate dns server, based upon Bind.
You'll
need to choose a different domain or a delegated domain than what is used in Active Directory or your other primary
DNS server.
Installation
Install bind:
The service starts upon installation.
Choose a domain for the network devices. For example, if your regular network domain is
'example.com', use something like 'netdevices.example.com'. You'll need to make a number of changes to files
in
the /etc/bind directory.
Create a file called 'db.netdevices.example.com'. It's content should look
similar to:
;
; BIND data file for network devices
;
$TTL 604800
@ IN SOA netdevices.example.com root.localhost. (
2006051501 ; Serial
604800 ; Refresh
86400 ; Retry
2419200 ; Expire
604800 ) ; Negative Cache TTL ;
@ IN NS localhost.
@ IN A 127.0.0.1
device01 IN A 10.1.6.30 ;device 01 on network
Edit 'named.conf.local'. Uncomment the line which includes 'zones.rfc1918'. Add
a reference to the zone file you just created. You should have something that looks
like:
include "/etc/bind/zones.rfc1918";
zone "netdevices.example.com" {
type master;
file "/etc/bind/db.netdevices.example.com";
};
Update the
forwarders entry in 'named.conf.options'. This should be your Active Directory or similar servers. On
those servers, you should delegate the netdevices.example.com domain to this server.
options {
directory "/var/cache/bind";
forwarders {
10.1.1.154;
10.1.1.159;
};
auth-nxdomain no; # conform to RFC1035
};
Depending upon the ip blocks in which your devices reside, you'll need to create some
reverse lookup files. For example, create a file called 'db.6.1.10.in-addr.arpa' to hold the reverse lookups
for rfc1918 ip addresses.
; BIND reverse data file for local loopback interface
;
$TTL 604800
@ IN SOA localhost. root.localhost. (
2006060901 ; Serial
604800 ; Refresh
86400 ; Retry
2419200 ; Expire
604800 ) ; Negative Cache TTL
;
@ IN NS localhost.
30 IN PTR device01
Now edit zones.rfc1918 and add a zone line so it uses your new file.
For example, our change should show as:
zone "6.1.10.in-addr.arpa" { type master; file "/etc/bind/db.6.1.10.in-addr.arpa"; };
Restart the service. Check /var/log/syslog to be
sure things started properly with no errors.
/etc/init.d/bind9 restart
Edit /etc/resolv.conf so you have the following. If you are running dhcp, this may not work properly as
the file may get over-written.
search netdevices.example.com example.com
nameserver 10.1.1.154
nameserver 10.1.1.159
Active Directory Changes
You need to configure forward and reverse delegations in Active Directory DNS to allow the monitoring
server to resolve the monitoring subnet.
To provide forward delegation:
- Look in the Forward Lookup Zones and select the internal domain
- Right click and select New Delegation
- In 'Delegated Domain', put 'netdevices'
- Add the fully qualified domain name, 'server.netdevices.example.com', and it's ip address
- finish to apply the change
To provide reverse delegation (assuming that a complete subnet
has been assigned to the network monitoring server):
- Look in Reverse Lookup Zones
- Add a new Active Directory integrated zone
- Put in the first octet ONLY of the network id (for example 10)
- Finish
- Right click on the new reverse zone (such as 10.in-addr.arpa) and create a new Domain
- If the second octet of the domain is '1', use 1 as the domain id and Finish
- Right click on the new domain and add a new delegation
- If the third octet is 6, put 6 in as the delegated domain
- For the server name, put in the fully qualified domain name and ip address of the monitoring server running Bind
- Finish
To test, on the active directory server, start nslookup. Put in the fully
qualified domain name of the bind server to see if resolves. Put in the ip address of the bind server to see
if it resolves.
[/OpenSource/Debian/Monitoring]
permanent link
Aptitude vs apt-get vs dselect
I have tried to use dselect on occasion. I thought it was just me who couldn't figure out how to deal with it. I
guess that is a common ailment around users. I see now on an old debian-users mail list, dselect is really not
recommended for much of anything.
As such, I have been using the likes of apt-get, apt-key, and apt-file for my package management. Today, I see
that even apt-get is old and gray. The new kid on the block is 'aptitude' for Debian package management. From
a message by Joey Hess on a another Debian User List entry, I
reprint the following reasons for using Aptitude:
Seven reasons why you should be using aptitude instead of apt-get.
1. aptitude can look just like apt-get
If you run 'aptitude update' or 'aptitude upgrade' or 'aptitude
install', it looks and works just like apt-get, with a few enhancements.
So there is no learning curve.
2. aptitude sanely handles recommends
A long-standing failure of apt-get has been its lack of support for
the Recommends relationship. Which is a problem because many packages
in Debian rely on Recommends to pull in software that the average user
generally uses with the package. This is a not uncommon cause of
trouble, even though apt-get recently became able to at least mention
recommended packages, it's easy to miss its warnings.
Aptitude supports Recommends by default, and can be confgigured to
support Suggests too. It even supports installing recommended packages
when used in command-line mode.
3. aptitude tracks automatically installed packages
Stop worrying about pruning unused libraries and support packages from
your system. If you use aptitude to install everything, it will keep
track of what packages are pulled in by dependencies alone, and remove
those packages when they are no longer needed.
4. use aptitude as a normal user and avoid hosing your system
Maybe you didn't know that you can run aptitude in gui mode as a regular
user. Make any changes you'd like to try out. If you get into a real
mess, you can hit 'q' and exit, your changes will not be saved.
(aptitude also lets you use ctrl-u to undo changes). Since it's running
as a normal user, you cannot hose your system until you tell aptitude to
do something, at which point it will prompt you for your root password.
5. aptitude has a powerful UI and searching capabilities
Between aptitude's categorical browser and its great support for
mutt-style filtering and searching of packages by name, description,
maintainer, dependencies, etc, you should be able to find packages
faster than ever before using aptitude.
6. aptitude makes it easy to keep track of obsolete software
If Debian stops distributing a package, apt will leave it on your system
indefinitly, with no warnings, and no upgrades. Aptitude lists such
packages in its "Obsolete and Locally Created Packages" section, so you
can be informed of the problem and do something about it.
7. aptitude has an interface to the Debian task system
Aptitude lets you use Debian's task system as it was designed to be
used. You can browse the available tasks, select a task for install, and
then dig into it and de-select parts of the task that you don't want.
apt-get has no support for tasks, and aptitude is better even than
special purpose tools like tasksel.
Makes sense to me. I'll give it a try.
[/OpenSource/Debian]
permanent link
Tag Line, by Tom Robbins
Using words to describe magic is like using a screwdriver to cut roast beef.
-- Tom Robbins
[/Personal/TagLines]
permanent link
Hints for Debian apt-get and Expired Public Keys
When running 'apt-get update', I encountered time out issues and this error:
W: GPG error: http://security.debian.org testing/updates Release:
The following signatures couldn't be verified
because the public key is not available: NO_PUBKEY A70DAF536070D3A1
A search came up with a solution at
FreeSpamFilter.org Forum Site. The site recommended the following commands (where the key is the
one from the above error message):
gpg --keyserver subkeys.pgp.net --recv-keys A70DAF536070D3A1
gpg --export A70DAF536070D3A1 | apt-key add -
Before running 'apt-get update' again, based upon comments from
Ubuntu Forums,
I also ran the following two commands:
apt-get clean
apt-get check
The update process now runs cleanly.
[/OpenSource/Debian]
permanent link
Darvas Selections for 2007/02/14
Here are the selections for Wednesday. These lists have the Darvas stop calculated in the second column.
|
Start: 2007-01-13 High: 2007-02-07 EOD: 2007-02-13
| Symbol | Stop |
| ABB | 18.62
| | ACN | 37.86
| | AET | 42.99
| | AFL | 48.71
| | AMKR | 11.40
| | AMP | 59.35
| | AMT | 39.30
| | AN | 22.56
| | ANAD | 11.40
| | ARO | 37.06
| | ATHR | 24.80
| | BEN | 121.77
| | BIG | 26.34
| | BMC | 35.41
| | CAR | 26.76
| | CECO | 28.13
| | CHINA | 10.63
| | CHKP | 24.43
| | CIT | 58.63
| | COH | 47.03
| | COL | 66.18
| | COST | 54.66
| | CRM | 47.82
| | CROX | 57.32
| | CX | 36.37
| | DD | 51.00
| | DISH | 41.53
| | DTV | 24.76
| | EEM | 116.50
| | EFA | 74.51
| | EXPE | 21.65
| | FHN | 44.05
| | FISV | 51.44
| | GGP | 65.07
| | GIGM | 11.95
| | GILD | 71.92
| | GNW | 36.61
| | GR | 48.39
| | HAS | 28.94
| | HCP | 39.60
| | HLT | 37.31
| | HON | 45.90
| | HTZ | 19.95
| | IACI | 39.48
| | IBN | 45.89
| | IFX | 15.68
| | ITW | 50.29
| | JCP | 84.09
| | KEY | 38.97
| | KLIC | 9.09
| | LEH | 84.13
| | LLL | 83.25
| | MCO | 74.82
| | MET | 64.75
| | MIR | 34.61
| | MLS | 26.30
| | MRVC | 4.19
| | NKE | 100.25
| | NOC | 73.57
| | NT | 29.32
| | NTY | 52.32
| | NUAN | 12.72
| | NYT | 25.69
| | PCAR | 69.72
| | PLCM | 32.43
| | RHT | 24.47
| | RTN | 53.22
| | SCUR | 8.84
| | SNV | 32.10
| | SPG | 121.24
| | TGT | 59.88
| | TRN | 39.83
| | TSN | 18.67
| | UBS | 63.33
| | UIS | 9.22
| | URI | 28.25
| | VNO | 132.85
| | WLP | 79.00
| | XL | 71.56
| | XLI | 35.96
| | XLY | 39.72
| | YHOO | 29.88
| | ZMH | 85.00
|
|
Start: 2007-01-13 High: 2007-02-08 EOD: 2007-02-13
| Symbol | Stop |
| AFFX | 27.83
| | ALVR | 7.77
| | AMX | 45.76
| | ANAD | 11.40
| | ANF | 82.81
| | APCC | 30.85
| | ARO | 37.06
| | BEN | 121.77
| | BG | 79.85
| | BGC | 48.38
| | BIG | 26.34
| | CBS | 31.91
| | CHINA | 10.63
| | COH | 47.03
| | CVG | 26.50
| | DIS | 34.44
| | DLTR | 32.53
| | EDS | 27.62
| | EMC | 14.38
| | EXC | 62.72
| | EXPE | 21.65
| | FMCN | 85.84
| | GGP | 65.07
| | GT | 25.33
| | HAS | 28.94
| | HCP | 39.60
| | HTZ | 19.95
| | IACI | 39.48
| | IBN | 45.89
| | IFX | 15.68
| | IP | 36.93
| | ITW | 50.29
| | MA | 113.08
| | MCO | 74.82
| | MET | 64.75
| | MNST | 51.39
| | MRVC | 4.19
| | NKE | 100.25
| | NOC | 73.57
| | NT | 29.32
| | NUAN | 12.72
| | PRU | 91.26
| | RHT | 24.47
| | RMBS | 21.49
| | SONS | 7.80
| | TGT | 59.88
| | TIF | 40.50
| | TROW | 48.94
| | UBS | 63.33
| | UIS | 9.22
| | URI | 28.25
| | VNO | 132.85
| | WLP | 79.00
| | WYN | 32.65
| | XEL | 24.14
| | XL | 71.56
| | YHOO | 29.88
| | ZMH | 85.00
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/13
In comparison, the Dow Jones Industrial Index opened at 12549, had a higher high of 12658, had a
higher low (an all positive day) of 12549, and closed up further at 12654.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-12 High: 2007-02-06 EOD: 2007-02-12
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 34.85 | 36.05 | 34.55 | 35.00 | 32.29 | 1.20 | 0.15
| | ABB | 18.42 | 18.55 | 18.38 | 18.55 | 18.62 | 0.13 | 0.13
| | AEP | 45.83 | 45.88 | 45.38 | 45.78 | 45.23 | 0.05 | -0.05
| | AFL | 47.86 | 48.06 | 47.61 | 47.84 | 48.71 | 0.20 | -0.02
| | AMP | 60.35 | 61.53 | 60.28 | 61.12 | 59.35 | 1.18 | 0.77
| | ANAD | 11.36 | 12.32 | 11.24 | 11.98 | 11.40 | 0.96 | 0.62
| | ARO | 37.75 | 38.25 | 37.66 | 38.18 | 37.06 | 0.50 | 0.43
| | AVP | 38.32 | 38.66 | 38.03 | 38.60 | 38.64 | 0.34 | 0.28
| | BEN | 122.34 | 122.97 | 121.75 | 122.91 | 121.77 | 0.63 | 0.57
| | BMC | 31.02 | 32.10 | 30.93 | 32.01 | 35.41 | 1.08 | 0.99
| | CE | 28.62 | 29.19 | 28.62 | 28.99 | 27.32 | 0.57 | 0.37
| | CECO | 29.47 | 29.50 | 29.25 | 29.35 | 28.13 | 0.03 | -0.12
| | CHINA | 10.72 | 10.76 | 10.56 | 10.62 | 10.63 | 0.04 | -0.10
| | CHKP | 24.38 | 24.91 | 24.36 | 24.65 | 24.43 | 0.53 | 0.27
| | CIT | 58.91 | 59.33 | 58.87 | 59.12 | 58.63 | 0.42 | 0.21
| | CRM | 47.50 | 48.93 | 47.50 | 48.49 | 44.32 | 1.43 | 0.99
| | CROX | 55.70 | 55.70 | 52.60 | 53.54 | 57.32 | 0.00 | -2.16
| | DE | 103.23 | 104.19 | 102.52 | 102.67 | 100.95 | 0.96 | -0.56
| | EEM | 113.95 | 115.40 | 113.87 | 115.17 | 116.50 | 1.45 | 1.22
| | EFA | 74.83 | 75.34 | 74.77 | 75.30 | 74.51 | 0.51 | 0.47
| | FHN | 43.74 | 43.99 | 43.05 | 43.92 | 44.05 | 0.25 | 0.18
| | FRX | 53.33 | 53.50 | 52.86 | 53.30 | 56.54 | 0.17 | -0.03
| | GGB | 17.24 | 18.24 | 17.20 | 18.17 | 18.04 | 1.00 | 0.93
| | GGP | 59.50 | 63.12 | 59.42 | 62.98 | 65.07 | 3.62 | 3.48
| | GNW | 35.89 | 36.50 | 35.77 | 36.43 | 36.61 | 0.61 | 0.54
| | HLT | 36.35 | 36.90 | 36.22 | 36.61 | 37.31 | 0.55 | 0.26
| | HON | 46.10 | 46.59 | 46.03 | 46.51 | 45.90 | 0.49 | 0.41
| | HRS | 51.80 | 52.00 | 51.33 | 51.79 | 51.69 | 0.20 | -0.01
| | ITW | 52.00 | 52.56 | 51.89 | 51.95 | 50.29 | 0.56 | -0.05
| | KEY | 38.89 | 39.10 | 38.55 | 38.97 | 38.97 | 0.21 | 0.08
| | LEA | 38.98 | 39.12 | 38.46 | 38.98 | 40.60 | 0.14 | 0.00
| | LEH | 82.22 | 83.04 | 81.82 | 82.83 | 84.13 | 0.82 | 0.61
| | MAT | 26.20 | 26.52 | 25.96 | 26.42 | 26.13 | 0.32 | 0.22
| | MET | 63.80 | 64.97 | 63.50 | 64.85 | 62.87 | 1.17 | 1.05
| | MIR | 34.98 | 35.37 | 34.81 | 35.36 | 34.61 | 0.39 | 0.38
| | MLS | 25.88 | 26.25 | 25.86 | 26.24 | 26.30 | 0.37 | 0.36
| | MRVC | 4.27 | 4.27 | 4.20 | 4.22 | 4.19 | 0.00 | -0.05
| | NOC | 74.41 | 74.99 | 74.36 | 74.60 | 73.57 | 0.58 | 0.19
| | NTRS | 62.25 | 62.34 | 61.90 | 62.17 | 58.66 | 0.09 | -0.08
| | NUAN | 13.74 | 14.08 | 13.67 | 14.07 | 12.72 | 0.34 | 0.33
| | NVL | 43.72 | 43.95 | 43.67 | 43.85 | 40.00 | 0.23 | 0.13
| | NYT | 25.36 | 25.50 | 25.13 | 25.16 | 25.16 | 0.14 | -0.20
| | RDN | 61.00 | 62.01 | 60.82 | 61.90 | 62.50 | 1.01 | 0.90
| | SID | 34.68 | 35.96 | 34.64 | 35.51 | 35.20 | 1.28 | 0.83
| | SNE | 49.40 | 49.80 | 49.40 | 49.71 | 48.01 | 0.40 | 0.31
| | SNV | 32.57 | 32.78 | 32.51 | 32.78 | 32.10 | 0.21 | 0.21
| | SPG | 113.50 | 118.05 | 113.09 | 118.00 | 121.24 | 4.55 | 4.50
| | SSTI | 5.44 | 5.50 | 5.35 | 5.47 | 5.19 | 0.06 | 0.03
| | STP | 37.50 | 37.70 | 37.00 | 37.36 | 38.24 | 0.20 | -0.14
| | TPX | 24.83 | 25.36 | 24.64 | 25.36 | 24.40 | 0.53 | 0.53
| | TSN | 18.34 | 18.83 | 18.13 | 18.76 | 18.01 | 0.49 | 0.42
| | UIS | 9.04 | 9.14 | 9.03 | 9.14 | 9.22 | 0.10 | 0.10
| | WLP | 80.98 | 81.06 | 80.56 | 80.87 | 79.00 | 0.08 | -0.11
| | XEL | 24.10 | 24.24 | 24.00 | 24.21 | 24.14 | 0.14 | 0.11
| | XLU | 37.93 | 38.25 | 37.93 | 38.23 | 37.84 | 0.32 | 0.30
| | 2395.40 | | | | | 33.83 | 21.18
|
Start: 2007-01-12 High: 2007-02-07 EOD: 2007-02-12
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 18.42 | 18.55 | 18.38 | 18.55 | 18.62 | 0.13 | 0.13
| | ACN | 38.69 | 38.80 | 38.43 | 38.72 | 37.98 | 0.11 | 0.03
| | AET | 43.00 | 43.61 | 42.90 | 43.43 | 42.99 | 0.61 | 0.43
| | AFL | 47.86 | 48.06 | 47.61 | 47.84 | 48.71 | 0.20 | -0.02
| | ALTR | 20.41 | 21.03 | 20.41 | 20.62 | 20.64 | 0.62 | 0.21
| | AMKR | 11.07 | 11.42 | 11.02 | 11.36 | 11.40 | 0.35 | 0.29
| | AMP | 60.35 | 61.53 | 60.28 | 61.12 | 59.35 | 1.18 | 0.77
| | AMT | 39.50 | 39.98 | 39.47 | 39.55 | 39.30 | 0.48 | 0.05
| | AN | 22.82 | 23.08 | 22.81 | 23.08 | 22.56 | 0.26 | 0.26
| | ANAD | 11.36 | 12.32 | 11.24 | 11.98 | 11.40 | 0.96 | 0.62
| | ARO | 37.75 | 38.25 | 37.66 | 38.18 | 37.06 | 0.50 | 0.43
| | ATHR | 26.16 | 26.16 | 25.48 | 25.57 | 24.84 | 0.00 | -0.59
| | BEN | 122.34 | 122.97 | 121.75 | 122.91 | 121.77 | 0.63 | 0.57
| | BIG | 26.36 | 26.49 | 26.23 | 26.35 | 26.34 | 0.13 | -0.01
| | BMC | 31.02 | 32.10 | 30.93 | 32.01 | 35.41 | 1.08 | 0.99
| | CAR | 26.79 | 27.05 | 26.62 | 26.97 | 26.76 | 0.26 | 0.18
| | CECO | 29.47 | 29.50 | 29.25 | 29.35 | 28.13 | 0.03 | -0.12
| | CHINA | 10.72 | 10.76 | 10.56 | 10.62 | 10.63 | 0.04 | -0.10
| | CHKP | 24.38 | 24.91 | 24.36 | 24.65 | 24.43 | 0.53 | 0.27
| | CIT | 58.91 | 59.33 | 58.87 | 59.12 | 58.63 | 0.42 | 0.21
| | COH | 47.29 | 48.30 | 47.29 | 48.25 | 47.03 | 1.01 | 0.96
| | COL | 68.07 | 68.56 | 67.72 | 68.34 | 66.18 | 0.49 | 0.27
| | COST | 56.14 | 56.62 | 55.90 | 56.46 | 54.66 | 0.48 | 0.32
| | CRM | 47.50 | 48.93 | 47.50 | 48.49 | 44.32 | 1.43 | 0.99
| | CROX | 55.70 | 55.70 | 52.60 | 53.54 | 57.32 | 0.00 | -2.16
| | CX | 35.52 | 35.91 | 35.36 | 35.68 | 36.37 | 0.39 | 0.16
| | DD | 50.94 | 51.42 | 50.73 | 51.33 | 51.00 | 0.48 | 0.39
| | DISH | 41.69 | 42.41 | 41.68 | 42.12 | 41.53 | 0.72 | 0.43
| | DTV | 24.13 | 24.34 | 23.86 | 23.95 | 24.76 | 0.21 | -0.18
| | EEM | 113.95 | 115.40 | 113.87 | 115.17 | 116.50 | 1.45 | 1.22
| | EFA | 74.83 | 75.34 | 74.77 | 75.30 | 74.51 | 0.51 | 0.47
| | EXPE | 21.53 | 21.90 | 21.48 | 21.65 | 21.65 | 0.37 | 0.12
| | FHN | 43.74 | 43.99 | 43.05 | 43.92 | 44.05 | 0.25 | 0.18
| | FISV | 53.38 | 53.92 | 53.38 | 53.71 | 51.44 | 0.54 | 0.33
| | GGP | 59.50 | 63.12 | 59.42 | 62.98 | 65.07 | 3.62 | 3.48
| | GIGM | 11.80 | 12.27 | 11.75 | 12.03 | 11.95 | 0.47 | 0.23
| | GILD | 70.97 | 71.47 | 70.43 | 70.57 | 71.92 | 0.50 | -0.40
| | GNW | 35.89 | 36.50 | 35.77 | 36.43 | 36.61 | 0.61 | 0.54
| | GR | 49.37 | 50.19 | 49.26 | 50.10 | 48.39 | 0.82 | 0.73
| | HAS | 28.67 | 28.70 | 28.28 | 28.47 | 28.94 | 0.03 | -0.20
| | HCP | 39.90 | 40.50 | 39.05 | 40.29 | 39.60 | 0.60 | 0.39
| | HLT | 36.35 | 36.90 | 36.22 | 36.61 | 37.31 | 0.55 | 0.26
| | HON | 46.10 | 46.59 | 46.03 | 46.51 | 45.90 | 0.49 | 0.41
| | HTZ | 20.50 | 20.61 | 20.28 | 20.36 | 19.95 | 0.11 | -0.14
| | IACI | 39.48 | 39.83 | 39.34 | 39.74 | 39.48 | 0.35 | 0.26
| | IBN | 43.90 | 43.90 | 40.79 | 42.24 | 45.89 | 0.00 | -1.66
| | IFX | 15.65 | 15.91 | 15.64 | 15.89 | 15.68 | 0.26 | 0.24
| | ITW | 52.00 | 52.56 | 51.89 | 51.95 | 50.29 | 0.56 | -0.05
| | JCP | 82.85 | 83.58 | 82.75 | 83.34 | 84.09 | 0.73 | 0.49
| | KEY | 38.89 | 39.10 | 38.55 | 38.97 | 38.97 | 0.21 | 0.08
| | KLIC | 9.52 | 9.73 | 9.46 | 9.57 | 9.09 | 0.21 | 0.05
| | LEH | 82.22 | 83.04 | 81.82 | 82.83 | 84.13 | 0.82 | 0.61
| | LLL | 85.50 | 86.10 | 85.25 | 85.92 | 83.25 | 0.60 | 0.42
| | MAT | 26.20 | 26.52 | 25.96 | 26.42 | 26.13 | 0.32 | 0.22
| | MCO | 71.84 | 72.10 | 70.81 | 70.95 | 74.82 | 0.26 | -0.89
| | MET | 63.80 | 64.97 | 63.50 | 64.85 | 62.87 | 1.17 | 1.05
| | MIR | 34.98 | 35.37 | 34.81 | 35.36 | 34.61 | 0.39 | 0.38
| | MLS | 25.88 | 26.25 | 25.86 | 26.24 | 26.30 | 0.37 | 0.36
| | MRVC | 4.27 | 4.27 | 4.20 | 4.22 | 4.19 | 0.00 | -0.05
| | NKE | 103.43 | 105.57 | 103.43 | 105.20 | 100.25 | 2.14 | 1.77
| | NOC | 74.41 | 74.99 | 74.36 | 74.60 | 73.57 | 0.58 | 0.19
| | NT | 29.08 | 30.39 | 29.08 | 30.29 | 27.56 | 1.31 | 1.21
| | NTY | 52.10 | 52.25 | 50.37 | 50.87 | 52.32 | 0.15 | -1.23
| | NUAN | 13.74 | 14.08 | 13.67 | 14.07 | 12.72 | 0.34 | 0.33
| | NYT | 25.36 | 25.50 | 25.13 | 25.16 | 25.16 | 0.14 | -0.20
| | PCAR | 69.18 | 69.96 | 69.12 | 69.86 | 69.72 | 0.78 | 0.68
| | PLCM | 33.73 | 33.99 | 33.49 | 33.84 | 32.57 | 0.26 | 0.11
| | RHT | 25.00 | 25.15 | 24.16 | 24.27 | 24.47 | 0.15 | -0.73
| | RTN | 54.54 | 55.26 | 54.14 | 55.26 | 53.22 | 0.72 | 0.72
| | SCUR | 8.81 | 8.87 | 8.74 | 8.81 | 8.84 | 0.06 | 0.00
| | SID | 34.68 | 35.96 | 34.64 | 35.51 | 35.20 | 1.28 | 0.83
| | SNV | 32.57 | 32.78 | 32.51 | 32.78 | 32.10 | 0.21 | 0.21
| | SPG | 113.50 | 118.05 | 113.09 | 118.00 | 121.24 | 4.55 | 4.50
| | SSTI | 5.44 | 5.50 | 5.35 | 5.47 | 5.19 | 0.06 | 0.03
| | TGT | 62.02 | 62.35 | 61.77 | 62.13 | 59.88 | 0.33 | 0.11
| | TRN | 39.56 | 40.37 | 39.55 | 40.25 | 39.83 | 0.81 | 0.69
| | TSN | 18.34 | 18.83 | 18.13 | 18.76 | 18.01 | 0.49 | 0.42
| | UBS | 62.50 | 63.12 | 62.17 | 63.04 | 63.33 | 0.62 | 0.54
| | UIS | 9.04 | 9.14 | 9.03 | 9.14 | 9.22 | 0.10 | 0.10
| | URI | 28.40 | 28.76 | 28.32 | 28.40 | 28.25 | 0.36 | 0.00
| | VNO | 130.51 | 134.48 | 130.04 | 134.32 | 132.85 | 3.97 | 3.81
| | WLP | 80.98 | 81.06 | 80.56 | 80.87 | 79.00 | 0.08 | -0.11
| | XL | 72.48 | 72.72 | 72.33 | 72.61 | 71.56 | 0.24 | 0.13
| | XLI | 35.82 | 36.20 | 35.82 | 36.20 | 35.96 | 0.38 | 0.38
| | XLU | 37.93 | 38.25 | 37.93 | 38.23 | 37.84 | 0.32 | 0.30
| | XLY | 39.36 | 39.62 | 39.31 | 39.62 | 39.72 | 0.26 | 0.26
| | YHOO | 29.37 | 29.68 | 29.26 | 29.56 | 29.88 | 0.31 | 0.19
| | ZMH | 83.07 | 84.39 | 82.78 | 84.18 | 85.00 | 1.32 | 1.11
| | 3792.74 | | | | | 53.22 | 31.26
|
[/Trading/Darvas/D200702]
permanent link
Trading Sites of the Day -- A ThreeSome: Alea, Interfluidity, Coding the Markets
Today I ended upon Coding The
Markets because of the
name. Perhaps this would be a kindred soul who would offerup all sorts of pearls of wisdom.
The author doesn't get quite as deep as I would like. He obliquely refers to playing with
his 600kloc crafted in MS VC++/MFC. No meat there though. He does spend some time
reviewing sections from Larry Harris' book Trading & Exchanges: Market Microstructure for
Practitioners. That book does indeed explain a lot of what goes on behind the scenes in the
operations of pricing and exchanges.
I managed to get side-tracked to Andrew Gelman's Statistical
Modeling, Causal Inference, and Social Science. A lot of the stuff I'm developing is
based upon statistics and sampling. Andrew presents the human side of statistics.
Just to match the statistics side with probability, here is the Oddhead Blog.
Continuing to be side tracked, I see an article about scalping at trade-ideas software. Sunday was
the first in a series on scalping. There is to be second Wednesday.
Getting back to what was supposed to be my second submission, Alea is a blog that crosses many
economic a nd market boundaries, but stays mostly with the derivatives markets. If one were
to spend some time with the site, I think there are many potential meaningful tidbits.
And yes, I know, I havn't described the sites in the same order they are presented in the
title. Just seeing if you were paying attention. Anyway, the third entry is interfluidity. I think he is talking
about the fluidity of the markets from one place to the other and the liquidity (or lack
thereof) of the flows thereof.
[/Trading/SiteOfTheDay/D200702]
permanent link
Mit Press Journals: Evolutionary Computation
In my pursuit for recent relevant information regarding Genetic Programming, I see that MIT Press has a Journal called
Evolutionary Computation. And contrary to many
scientific publishers, the subscription cost is actually atainable: $61 for an electronic subscription to a quarterly
journal. They do have the odd free article to download as a teaser.
The journal is described as covering "both theoretical and practical developments of computational systems drawing their
inspiration from nature, with particular emphasis on evolutionary algorithms (EAs), including, but not limited to, genetic
algorithms (GAs), evolution strategies (ESs), evolutionary programming (EP), genetic programming (GP), classifier systems
(CSs), and other natural computation techniques."
[/Trading/AutomatedTrading]
permanent link
Chris Donnan: Programming - Brooklyn Style
Ahh... finally, a programmer who writes about programming in the financial markets. They guy talks about
data sources, optimizers, platforms, languages, networking, and a whole raft of other stuff. I've put him on
my read-frequently list.
[/Trading/AutomatedTrading]
permanent link
Books on Financial Time Series Analysis
There is a course being presented on Financial Time Series Analysis by J. Michael Steele. There is a
reading
list titled An Eclectic Selection of Books Pertaining to Financial Time Series. I
reprint it here just in case it goes away:
General References:
Chris Chatfield, The Analysis of Time Series: An Introduction (6th Edition),
Chapman and Hall, New York, 2004.
This is perhaps the most widely required texts for time series courses at the level of
our course. It does not focus specifically on financial series, but it provides one will a
good general basis. It strikes a sensible balance between theory and practice.
N. H. Chan, Time Series: Applications to Finance, John Wiley and Sons, New York,
2004.
A straightforward text that develops the theory of time series a the level of our
course. It is less encyclopedic than Zivot and Wang, and this makes it easier to read. This
text is useful even though it does not fully engage the struggle required by an honest
attempt to understand real-world financial time series.
James D. Hamilton, Time Series Analysis, Princeton University Press, Princeton
New Jersey, 1994.
For many, the "big green book" is their main resource. Weighing in at just
under 800 pages, it is arguably the most complete treatment of the theory of time series as
it is currently applied in economics and finance. It is more mathematical than our course,
but for students who expect to make time series a serious part of their professional tool
kit, it is worth the investment.
Terence C. Mills, The Econometrics of Financial Time Series (second edition),
Cambridge University Press, Cambridge UK, 1999.
This book is close to the level of our course, and it provides good supplementary
reading. Chapter 5, Modelling Return Distributions is particularly relevant.
Whereas Zivot and Whang devote their energy to reporting on models that are off current
interest, Mills takes a more editorial point of view. This is also one of our aims.
C.W.J. Granger (editor), Modelling Economic Series: Readings in Econometric
Methodology, Clarendon Press, Oxford, 1990.
This is a collection of essays by leading econometrician's. The book now shows signs of
age, but some bits are timeless, such as Leamer's "Let's Take the Con out of
Econometrics." If I had picked the subtitle, I might have chosen "Modelling is not
(or should not be) for Sissies."
State Space Models:
J. Durbin and S. J. Koopman, Time Series Analysis by State Space Models, Oxford
University Press, 2000.
This is book is at the level of our class and it provides as smooth an introduction to
state space models as you are likely to find. The basic theory is developed without going
overboard.
A. C. Harvey, Forecasting, Structural Time Models and the Kalman filter,
Cambridge University Press, 1989.
This text is also at the level of our course, and it is also well worth your time. When
I first looked at it I thought it was "too hard" for our class, but now I don't
see what I thought was the problem.
M. West and J. Harrison, Bayesian Forecasting and Dynamic Models (2nd Ed.),
Springer-Verlag, 1999.
This book is often referenced, perhaps more often than it is read. Its 680 pages make
it a book that many need to reference but few need to digest. Once you have some experience
with state space models, it becomes a useful resource which (ironically!) turns out to be
less encyclopedic than one might hope.
Works with an Attitude:
David F. Hendry, Econometrics: Alchemy or Science (New Edition), Oxford
University Press, Oxford, 2000.
This bravely titled collection of essays is well-worth dipping into, though I doubt
that few readers will plow through all of the individual works. Certainly one of the
attractive features of the book is its willingness to tackle some hard issues head-on.
De minimus, it gives us a list of the problems that you will face.
Authors of academic papers often relegate their acknowledgment of the shortcomings of
their work to their closing paragraphs, and, just as often, they suggest that the present
defects will be remedied at a later date. The authors and the readers quietly conspire in
their knowledge that no remedy is unlikely to be forthcoming.
Robert E. Rubin and Jacob Weisberg, In an Uncertain World: Tough Choices from Wall
Street to Washington, Random House, New York, 2003.
Rubin's premise is that to think wisely about the world, one must think
probabilistically. He does not suggest that explicit models must be used at every turn, but
he does argue that leaders are nuts unless they explicitly consider multiple circumstances
that have widely differing likelihood of coming to pass. The work is autobiographical, and
it comes from a certain political perspective. Nevertheless, Rubin is about as nonpartisan
as a person can be who has had access to the top levels of financial decision making. This
is a nontechnical book, but reading it will enrich almost anyone's understanding of the
potential and the limitation of probabilistic models.
Andrei Shleifer, Inefficient Markets: An Introduction to Behavioral Finance,
Oxford University Press, Oxford, 2000.
This brief, efficient survey puts on the table all of the most important examples of
situations where the Efficient Market Hypothesis is known to break. It sets forth many of
the basic arguments both for and against the EMH in all its many flavors.
Original Sources
Textbooks provide an efficient way to get a quick view of the "playing field,"
but, if you really want to play, then eventually you must engage the original resources. A
person who tries to do original research without reading original research is like a person
who tries to dance without listening to music. It can be done, but something vital is
missing.
Back to Steele's Home Page
[/Trading/TechnicalAnalysis]
permanent link
Magazine: Automated Trader -- The Portal of Automated and Algorithmic Trading
Well one magazine called Automated
Trader. I'll have to follow it to see what it has to offer.
[/Trading/AutomatedTrading]
permanent link
2007 Feb 13 - Tue
Darvas Selections for 2007/02/13
Here are the selections for Tuesday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-12 High: 2007-02-06 EOD: 2007-02-12
| Symbol | Stop |
| AA | 32.29
| | ABB | 18.62
| | AEP | 45.23
| | AFL | 48.71
| | AMP | 59.35
| | ANAD | 11.40
| | ARO | 37.06
| | AVP | 38.64
| | BEN | 121.77
| | BMC | 35.41
| | CE | 27.32
| | CECO | 28.13
| | CHINA | 10.63
| | CHKP | 24.43
| | CIT | 58.63
| | CRM | 44.32
| | CROX | 57.32
| | DE | 100.95
| | EEM | 116.50
| | EFA | 74.51
| | FHN | 44.05
| | FRX | 56.54
| | GGB | 18.04
| | GGP | 65.07
| | GNW | 36.61
| | HLT | 37.31
| | HON | 45.90
| | HRS | 51.69
| | ITW | 50.29
| | KEY | 38.97
| | LEA | 40.60
| | LEH | 84.13
| | MAT | 26.13
| | MET | 62.87
| | MIR | 34.61
| | MLS | 26.30
| | MRVC | 4.19
| | NOC | 73.57
| | NTRS | 58.66
| | NUAN | 12.72
| | NVL | 40.00
| | NYT | 25.16
| | RDN | 62.50
| | SID | 35.20
| | SNE | 48.01
| | SNV | 32.10
| | SPG | 121.24
| | SSTI | 5.19
| | STP | 38.24
| | TPX | 24.40
| | TSN | 18.01
| | UIS | 9.22
| | WLP | 79.00
| | XEL | 24.14
| | XLU | 37.84
|
|
Start: 2007-01-12 High: 2007-02-07 EOD: 2007-02-12
| Symbol | Stop |
| ABB | 18.62
| | ACN | 37.98
| | AET | 42.99
| | AFL | 48.71
| | ALTR | 20.64
| | AMKR | 11.40
| | AMP | 59.35
| | AMT | 39.30
| | AN | 22.56
| | ANAD | 11.40
| | ARO | 37.06
| | ATHR | 24.84
| | BEN | 121.77
| | BIG | 26.34
| | BMC | 35.41
| | CAR | 26.76
| | CECO | 28.13
| | CHINA | 10.63
| | CHKP | 24.43
| | CIT | 58.63
| | COH | 47.03
| | COL | 66.18
| | COST | 54.66
| | CRM | 44.32
| | CROX | 57.32
| | CX | 36.37
| | DD | 51.00
| | DISH | 41.53
| | DTV | 24.76
| | EEM | 116.50
| | EFA | 74.51
| | EXPE | 21.65
| | FHN | 44.05
| | FISV | 51.44
| | GGP | 65.07
| | GIGM | 11.95
| | GILD | 71.92
| | GNW | 36.61
| | GR | 48.39
| | HAS | 28.94
| | HCP | 39.60
| | HLT | 37.31
| | HON | 45.90
| | HTZ | 19.95
| | IACI | 39.48
| | IBN | 45.89
| | IFX | 15.68
| | ITW | 50.29
| | JCP | 84.09
| | KEY | 38.97
| | KLIC | 9.09
| | LEH | 84.13
| | LLL | 83.25
| | MAT | 26.13
| | MCO | 74.82
| | MET | 62.87
| | MIR | 34.61
| | MLS | 26.30
| | MRVC | 4.19
| | NKE | 100.25
| | NOC | 73.57
| | NT | 27.56
| | NTY | 52.32
| | NUAN | 12.72
| | NYT | 25.16
| | PCAR | 69.72
| | PLCM | 32.57
| | RHT | 24.47
| | RTN | 53.22
| | SCUR | 8.84
| | SID | 35.20
| | SNV | 32.10
| | SPG | 121.24
| | SSTI | 5.19
| | TGT | 59.88
| | TRN | 39.83
| | TSN | 18.01
| | UBS | 63.33
| | UIS | 9.22
| | URI | 28.25
| | VNO | 132.85
| | WLP | 79.00
| | XL | 71.56
| | XLI | 35.96
| | XLU | 37.84
| | XLY | 39.72
| | YHOO | 29.88
| | ZMH | 85.00
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/12
In comparison, the Dow Jones Industrial Index opened at 12580, had a lower high of 12607, had a
lower low of 12536, and closed down further at 12552.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-09 High: 2007-02-05 EOD: 2007-02-09
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ACN | 38.30 | 38.68 | 38.16 | 38.35 | 37.98 | 0.38 | 0.05
| | AEP | 45.55 | 45.93 | 45.41 | 45.67 | 45.23 | 0.38 | 0.12
| | AET | 42.60 | 43.07 | 42.52 | 43.00 | 42.99 | 0.47 | 0.40
| | AMP | 60.11 | 60.42 | 59.74 | 60.25 | 59.35 | 0.31 | 0.14
| | ANAD | 11.30 | 11.94 | 11.08 | 11.44 | 11.40 | 0.64 | 0.14
| | ATHR | 26.30 | 26.30 | 25.37 | 25.70 | 24.84 | 0.00 | -0.60
| | BIG | 26.46 | 26.52 | 26.10 | 26.18 | 26.34 | 0.06 | -0.28
| | CAR | 26.85 | 26.85 | 26.51 | 26.79 | 26.76 | 0.00 | -0.06
| | CEN | 30.63 | 30.72 | 30.44 | 30.72 | 30.38 | 0.09 | 0.09
| | CIT | 59.47 | 59.50 | 58.83 | 58.90 | 58.63 | 0.03 | -0.57
| | CMS | 17.35 | 17.69 | 17.22 | 17.55 | 17.42 | 0.34 | 0.20
| | CRM | 46.79 | 47.63 | 46.54 | 47.39 | 44.32 | 0.84 | 0.60
| | CROX | 54.01 | 54.83 | 52.64 | 54.27 | 57.32 | 0.82 | 0.26
| | CX | 35.82 | 35.83 | 35.12 | 35.35 | 36.37 | 0.01 | -0.47
| | D | 87.48 | 87.99 | 87.34 | 87.55 | 86.36 | 0.51 | 0.07
| | DE | 102.91 | 103.75 | 102.13 | 103.22 | 100.95 | 0.84 | 0.31
| | DO | 81.04 | 81.15 | 77.76 | 78.97 | 85.14 | 0.11 | -2.07
| | ETN | 77.43 | 77.55 | 76.78 | 77.22 | 78.23 | 0.12 | -0.21
| | ETR | 97.90 | 98.66 | 97.50 | 97.92 | 96.32 | 0.76 | 0.02
| | FE | 63.17 | 63.59 | 63.03 | 63.28 | 62.30 | 0.42 | 0.11
| | FRX | 54.25 | 54.87 | 53.95 | 54.09 | 56.54 | 0.62 | -0.16
| | GGB | 17.35 | 17.43 | 16.97 | 17.08 | 17.74 | 0.08 | -0.27
| | GMST | 4.08 | 4.17 | 4.08 | 4.10 | 4.14 | 0.09 | 0.02
| | GT | 25.11 | 25.26 | 24.58 | 24.66 | 25.33 | 0.15 | -0.45
| | HCP | 40.20 | 40.50 | 39.54 | 39.94 | 41.43 | 0.30 | -0.26
| | HLT | 36.36 | 36.45 | 35.84 | 36.20 | 37.31 | 0.09 | -0.16
| | HLTH | 14.21 | 14.32 | 14.12 | 14.18 | 14.52 | 0.11 | -0.03
| | HRS | 52.75 | 52.76 | 51.47 | 51.65 | 51.69 | 0.01 | -1.10
| | IACI | 39.80 | 39.80 | 39.10 | 39.42 | 39.48 | 0.00 | -0.38
| | KEY | 39.16 | 39.25 | 38.87 | 38.89 | 38.97 | 0.09 | -0.27
| | KR | 25.85 | 26.06 | 25.68 | 25.90 | 25.99 | 0.21 | 0.05
| | LEA | 39.10 | 39.40 | 38.59 | 38.77 | 40.60 | 0.30 | -0.33
| | MAT | 25.99 | 26.20 | 25.97 | 26.17 | 26.13 | 0.21 | 0.18
| | MIR | 35.20 | 35.21 | 34.81 | 34.98 | 34.61 | 0.01 | -0.22
| | MLS | 26.33 | 26.33 | 25.57 | 25.75 | 26.30 | 0.00 | -0.58
| | MNST | 51.89 | 51.99 | 50.98 | 51.44 | 51.39 | 0.10 | -0.45
| | MRVC | 4.27 | 4.27 | 4.14 | 4.27 | 4.19 | 0.00 | 0.00
| | NOC | 74.01 | 74.66 | 74.00 | 74.40 | 73.57 | 0.65 | 0.39
| | NTY | 51.61 | 51.72 | 50.28 | 50.89 | 52.32 | 0.11 | -0.72
| | PCAR | 68.51 | 69.61 | 68.33 | 69.17 | 69.72 | 1.10 | 0.66
| | RAD | 6.10 | 6.17 | 6.03 | 6.10 | 6.24 | 0.07 | 0.00
| | RRI | 15.53 | 15.90 | 15.43 | 15.71 | 15.89 | 0.37 | 0.18
| | RTN | 54.74 | 55.09 | 54.42 | 54.54 | 53.22 | 0.35 | -0.20
| | SCUR | 8.75 | 8.97 | 8.66 | 8.77 | 8.84 | 0.22 | 0.02
| | SHLD | 182.46 | 182.63 | 180.50 | 181.38 | 176.50 | 0.17 | -1.08
| | SID | 34.79 | 34.80 | 33.67 | 34.10 | 35.80 | 0.01 | -0.69
| | SPG | 117.13 | 117.35 | 114.59 | 114.91 | 121.24 | 0.22 | -2.22
| | SSTI | 5.27 | 5.42 | 5.16 | 5.41 | 5.28 | 0.15 | 0.14
| | STP | 37.50 | 37.50 | 36.81 | 37.10 | 38.24 | 0.00 | -0.40
| | SUNW | 6.46 | 6.51 | 6.39 | 6.42 | 6.25 | 0.05 | -0.04
| | TPX | 24.55 | 24.84 | 24.40 | 24.83 | 24.40 | 0.29 | 0.28
| | TRI | 49.65 | 49.75 | 49.55 | 49.65 | 48.27 | 0.10 | 0.00
| | TSN | 18.21 | 18.47 | 18.09 | 18.35 | 18.15 | 0.26 | 0.14
| | TYC | 31.49 | 31.88 | 31.46 | 31.86 | 32.32 | 0.39 | 0.37
| | UIS | 8.95 | 9.10 | 8.93 | 9.03 | 9.22 | 0.15 | 0.08
| | WLP | 80.98 | 81.18 | 80.44 | 80.69 | 79.00 | 0.20 | -0.29
| | XEL | 24.04 | 24.13 | 23.96 | 23.99 | 24.12 | 0.09 | -0.05
| | XLI | 35.87 | 35.93 | 35.75 | 35.91 | 35.96 | 0.06 | 0.04
| | XLU | 38.11 | 38.14 | 37.90 | 37.90 | 37.64 | 0.03 | -0.21
| | XRX | 17.40 | 17.45 | 17.28 | 17.38 | 17.30 | 0.05 | -0.02
| | 2394.43 | | | | | 14.59 | -9.78
|
Start: 2007-01-09 High: 2007-02-06 EOD: 2007-02-09
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.61 | 33.20 | 32.61 | 32.90 | 32.29 | 0.59 | 0.29
| | ABB | 18.46 | 18.49 | 18.29 | 18.35 | 18.62 | 0.03 | -0.11
| | ACF | 26.29 | 26.67 | 26.04 | 26.14 | 25.60 | 0.38 | -0.15
| | AEP | 45.55 | 45.93 | 45.41 | 45.67 | 45.23 | 0.38 | 0.12
| | AFL | 47.93 | 48.21 | 47.72 | 47.86 | 48.71 | 0.28 | -0.07
| | AMP | 60.11 | 60.42 | 59.74 | 60.25 | 59.35 | 0.31 | 0.14
| | ANAD | 11.30 | 11.94 | 11.08 | 11.44 | 11.40 | 0.64 | 0.14
| | ARO | 37.45 | 37.75 | 37.32 | 37.73 | 37.06 | 0.30 | 0.28
| | AVP | 38.99 | 39.07 | 37.99 | 38.11 | 38.64 | 0.08 | -0.88
| | BEN | 122.15 | 122.76 | 121.22 | 122.66 | 121.77 | 0.61 | 0.51
| | BMC | 32.82 | 32.94 | 31.04 | 31.18 | 35.41 | 0.12 | -1.64
| | CCK | 22.57 | 22.74 | 22.48 | 22.66 | 22.33 | 0.17 | 0.09
| | CECO | 29.41 | 29.49 | 29.19 | 29.30 | 28.13 | 0.08 | -0.11
| | CHINA | 10.82 | 10.88 | 10.51 | 10.61 | 10.63 | 0.06 | -0.21
| | CHKP | 24.27 | 24.63 | 24.02 | 24.50 | 24.43 | 0.36 | 0.23
| | CIT | 59.47 | 59.50 | 58.83 | 58.90 | 58.63 | 0.03 | -0.57
| | CMS | 17.35 | 17.69 | 17.22 | 17.55 | 17.42 | 0.34 | 0.20
| | CRM | 46.79 | 47.63 | 46.54 | 47.39 | 44.32 | 0.84 | 0.60
| | CROX | 54.01 | 54.83 | 52.64 | 54.27 | 57.32 | 0.82 | 0.26
| | DE | 102.91 | 103.75 | 102.13 | 103.22 | 100.95 | 0.84 | 0.31
| | EEM | 114.35 | 114.35 | 112.81 | 113.37 | 116.50 | 0.00 | -0.98
| | EFA | 74.53 | 74.57 | 74.22 | 74.35 | 74.51 | 0.04 | -0.18
| | FHN | 44.06 | 44.06 | 43.58 | 43.75 | 44.05 | 0.00 | -0.31
| | FRX | 54.25 | 54.87 | 53.95 | 54.09 | 56.54 | 0.62 | -0.16
| | GGB | 17.35 | 17.43 | 16.97 | 17.08 | 17.74 | 0.08 | -0.27
| | GGP | 61.90 | 62.24 | 59.71 | 60.40 | 65.07 | 0.34 | -1.50
| | GNW | 36.12 | 36.44 | 35.83 | 35.88 | 36.61 | 0.32 | -0.24
| | HLT | 36.36 | 36.45 | 35.84 | 36.20 | 37.31 | 0.09 | -0.16
| | HLTH | 14.21 | 14.32 | 14.12 | 14.18 | 14.52 | 0.11 | -0.03
| | HRS | 52.75 | 52.76 | 51.47 | 51.65 | 51.69 | 0.01 | -1.10
| | HYSL | 42.16 | 42.16 | 41.33 | 41.40 | 42.44 | 0.00 | -0.76
| | ITW | 51.25 | 51.75 | 51.25 | 51.66 | 50.29 | 0.50 | 0.41
| | KEY | 39.16 | 39.25 | 38.87 | 38.89 | 38.97 | 0.09 | -0.27
| | LEA | 39.10 | 39.40 | 38.59 | 38.77 | 40.60 | 0.30 | -0.33
| | LEH | 83.30 | 83.77 | 81.47 | 82.22 | 84.13 | 0.47 | -1.08
| | MAT | 25.99 | 26.20 | 25.97 | 26.17 | 26.13 | 0.21 | 0.18
| | MET | 63.95 | 64.00 | 63.25 | 63.45 | 62.87 | 0.05 | -0.50
| | MIR | 35.20 | 35.21 | 34.81 | 34.98 | 34.61 | 0.01 | -0.22
| | MLS | 26.33 | 26.33 | 25.57 | 25.75 | 26.30 | 0.00 | -0.58
| | MOGN | 21.35 | 21.83 | 21.35 | 21.38 | 21.62 | 0.48 | 0.03
| | MRVC | 4.27 | 4.27 | 4.14 | 4.27 | 4.19 | 0.00 | 0.00
| | MTG | 65.53 | 65.73 | 63.63 | 64.20 | 67.45 | 0.20 | -1.33
| | NOC | 74.01 | 74.66 | 74.00 | 74.40 | 73.57 | 0.65 | 0.39
| | NTRS | 61.91 | 62.25 | 61.80 | 62.01 | 58.66 | 0.34 | 0.10
| | NUAN | 13.55 | 13.73 | 13.40 | 13.54 | 12.72 | 0.18 | -0.01
| | NVL | 44.01 | 44.01 | 43.67 | 43.67 | 32.56 | 0.00 | -0.34
| | NYT | 25.25 | 25.43 | 25.14 | 25.19 | 25.42 | 0.18 | -0.06
| | RDN | 62.32 | 62.64 | 60.10 | 60.92 | 62.50 | 0.32 | -1.40
| | SID | 34.79 | 34.80 | 33.67 | 34.10 | 35.80 | 0.01 | -0.69
| | SNE | 49.10 | 49.15 | 48.51 | 48.84 | 48.01 | 0.05 | -0.26
| | SNV | 32.64 | 32.80 | 32.47 | 32.54 | 32.10 | 0.16 | -0.10
| | SPG | 117.13 | 117.35 | 114.59 | 114.91 | 121.24 | 0.22 | -2.22
| | SSTI | 5.27 | 5.42 | 5.16 | 5.41 | 5.28 | 0.15 | 0.14
| | STP | 37.50 | 37.50 | 36.81 | 37.10 | 38.24 | 0.00 | -0.40
| | TPX | 24.55 | 24.84 | 24.40 | 24.83 | 24.40 | 0.29 | 0.28
| | TSN | 18.21 | 18.47 | 18.09 | 18.35 | 18.15 | 0.26 | 0.14
| | UIS | 8.95 | 9.10 | 8.93 | 9.03 | 9.22 | 0.15 | 0.08
| | WLP | 80.98 | 81.18 | 80.44 | 80.69 | 79.00 | 0.20 | -0.29
| | WMI | 35.20 | 35.35 | 34.80 | 34.93 | 38.31 | 0.15 | -0.27
| | XEL | 24.04 | 24.13 | 23.96 | 23.99 | 24.12 | 0.09 | -0.05
| | XLU | 38.11 | 38.14 | 37.90 | 37.90 | 37.64 | 0.03 | -0.21
| | 2319.57 | | | | | 14.61 | -15.12
|
[/Trading/Darvas/D200702]
permanent link
Trading Site of the Day -- Smart Options Report: Smart Financial 'Options' For The Savvy
Investor
I don't actually subscribe to the Smart Options eReport, but I've landed on serveral of the articles of the web site
through searches. The articles I've looked at have been informative and meaningful, and without marketing
hyperbole.
One of the recent articles I landed on had to do with
Limit Orders and
Options. The information regarding Limit Orders is not only applicable to options but is also very
applicable when dealing with equities. They talk about going 'inside' the spread to gain good entries and
exits. Limits also prevent one from getting shafted from the market makers who attempt to gain every
penny possible, so you should as a result try for every penny possible as well. Limit Orders will also
offer protection during fast moving markets, they can help prevent the emotional 'gotta get in at all
costs' mistake.
Another article, this one from the middle of last year, deals with
Option Spread
Trading. This one is a good introduction to spreads, and uses bull and bear spreads as examples.
With a bear spread, you buy a put in the expectation that the price of an equity will go down. You also
sell a put at a lower strike price. By selling a put, the price you get for selling the put offsets part
of the premium you paid to buy the higher put. Read the article in its entirety to get a good feel for
how the whole mechanics of the trade work.
[/Trading/SiteOfTheDay/D200702]
permanent link
2007 Feb 12 - Mon
Darvas Selections for 2007/02/12
Here are the selections for Monday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-09 High: 2007-02-05 EOD: 2007-02-09
| Symbol | Stop |
| ACN | 37.98
| | AEP | 45.23
| | AET | 42.99
| | AMP | 59.35
| | ANAD | 11.40
| | ATHR | 24.84
| | BIG | 26.34
| | CAR | 26.76
| | CEN | 30.38
| | CIT | 58.63
| | CMS | 17.42
| | CRM | 44.32
| | CROX | 57.32
| | CX | 36.37
| | D | 86.36
| | DE | 100.95
| | DO | 85.14
| | ETN | 78.23
| | ETR | 96.32
| | FE | 62.30
| | FRX | 56.54
| | GGB | 17.74
| | GMST | 4.14
| | GT | 25.33
| | HCP | 41.43
| | HLT | 37.31
| | HLTH | 14.52
| | HRS | 51.69
| | IACI | 39.48
| | KEY | 38.97
| | KR | 25.99
| | LEA | 40.60
| | MAT | 26.13
| | MIR | 34.61
| | MLS | 26.30
| | MNST | 51.39
| | MRVC | 4.19
| | NOC | 73.57
| | NTY | 52.32
| | PCAR | 69.72
| | RAD | 6.24
| | RRI | 15.89
| | RTN | 53.22
| | SCUR | 8.84
| | SHLD | 176.50
| | SID | 35.80
| | SPG | 121.24
| | SSTI | 5.28
| | STP | 38.24
| | SUNW | 6.25
| | TPX | 24.40
| | TRI | 48.27
| | TSN | 18.15
| | TYC | 32.32
| | UIS | 9.22
| | WLP | 79.00
| | XEL | 24.12
| | XLI | 35.96
| | XLU | 37.64
| | XRX | 17.30
|
|
Start: 2007-01-09 High: 2007-02-06 EOD: 2007-02-09
| Symbol | Stop |
| AA | 32.29
| | ABB | 18.62
| | ACF | 25.60
| | AEP | 45.23
| | AFL | 48.71
| | AMP | 59.35
| | ANAD | 11.40
| | ARO | 37.06
| | AVP | 38.64
| | BEN | 121.77
| | BMC | 35.41
| | CCK | 22.33
| | CECO | 28.13
| | CHINA | 10.63
| | CHKP | 24.43
| | CIT | 58.63
| | CMS | 17.42
| | CRM | 44.32
| | CROX | 57.32
| | DE | 100.95
| | EEM | 116.50
| | EFA | 74.51
| | FHN | 44.05
| | FRX | 56.54
| | GGB | 17.74
| | GGP | 65.07
| | GNW | 36.61
| | HLT | 37.31
| | HLTH | 14.52
| | HRS | 51.69
| | HYSL | 42.44
| | ITW | 50.29
| | KEY | 38.97
| | LEA | 40.60
| | LEH | 84.13
| | MAT | 26.13
| | MET | 62.87
| | MIR | 34.61
| | MLS | 26.30
| | MOGN | 21.62
| | MRVC | 4.19
| | MTG | 67.45
| | NOC | 73.57
| | NTRS | 58.66
| | NUAN | 12.72
| | NVL | 32.56
| | NYT | 25.42
| | RDN | 62.50
| | SID | 35.80
| | SNE | 48.01
| | SNV | 32.10
| | SPG | 121.24
| | SSTI | 5.28
| | STP | 38.24
| | TPX | 24.40
| | TSN | 18.15
| | UIS | 9.22
| | WLP | 79.00
| | WMI | 38.31
| | XEL | 24.12
| | XLU | 37.64
|
|
[/Trading/Darvas/D200702]
permanent link
Trading Site of the Day -- Financial Sense: Uncommon News & Views for the Wise Investor
Ok, I just realized the irony of my selection, I have a bias towards trading rather than
investing. Be that as it may, I have
listed an investor's site for my Trading Site of the Day:
Financial Sense.
Many other sites that I've come across are mostly rehashes of the daily news. This one
is different. Figuratively speaking, this one takes one step back, two steps to the side,
and three rungs up a ladder to take a completely different look at our world. Some articles
are definitely left leaning in their views. But that certainly forces one to think about
just what is our reality. You hear about names in the news and what they are doing. But
what drives these 'names'? Financial Sense offers up another perspective.
I've only come across the site today, but it looks like it brings together a wealth of
views and commentary on a daily basis. It is also an excellent starting point for searching
out related commentaries on the web.
Now if they could turn some of their headlines into RSS feeds, I'd be sure to visit it
regularily.
[/Trading/SiteOfTheDay/D200702]
permanent link
2007 Feb 11 - Sun
Genetic Programming and Volatility
SmartQuant QuantDeveloper provides a number of mechanisms for optimizing the parameters
of an automated strategy. Some of the mechanisms built-in include brute-force, simulated
annealing, and if you know how to use it, some routines for neural network capability.
There are other ways for handling the optimization of strategies. At the risk of over
optimization, which I've personally encountered, Genetic Programming offers another
mechanism for optimization.
Actually, Genetic Programming is a mechanism for finding a workable strategy. By
defining a bunch of basic constructs for use by Genetic Programming (GP) module, a GP
tool can search out _and_ optimize a strategy.
The best source of information available to me for coming up with an implemenation was
John R. Koza's 1992 book called Genetic Programming: On the Programming of Computers by
Means of Natural Selection. The first six chapters are the most relevant to developing a GP
engine. The remaining chapters offer up well thought out examples, and do go into more
advanced processes available.
My current implementation currently has a couple of population replication bugs in it.
Once I've eliminated them, I'll post a skeleton solution that can be used within a
QuantDeveloper environment for solution finding.
The reason for this post, however, is to record a link to a paper at Olsen & Associates called
Genetic
Programming with Syntactic Restrictions applied to Financial Volatility Forecasting.
Once I have the bugs worked out of my GP implementation, I think I'll review the details of
this paper and see if
there are any additional enhancments I can make for improving the efficiency/capability
of it's selection/refinement mechanisms.
Members of that organization have written book called "An Introduction to High Frequency
Finance" by Dacorogna, Gencay, Muller, Olsen and Pictet. A stand out section of that book,
among others is a chapter devoted to Adaptive Data Cleaning. As High Frequency Finance is
fast and furious, one needs fast algorithms to keep up with the flows. The techniques
presented help to clean the data.
The book is math heavy, but a welcome addition for information as to how researchers and
practitioners in the field deal with high frequency data.
It has taken me a while to realize only a few of the intracacies of volatility.
Volatility is not a good thing. Volatility is a trader's best friend... sometimes. A
trader has to understand volatility in order understand how profits are realized.
Volatility is a measure of how a trading instrument's price
changes. It is on the price changes where a trader makes his money... whether the price
goes up, down or sideways.
Bollinger's claim to fame is that he uses volatility, which, for his methods, is measured
by the standard deviation, to create opportunities for trading intra-day as well as
inter-day. The whole world of Options is based upon volatility measurements and
predictions.
With High Frequency data, volatility needs to be computed quickly and efficiently. On
Olsen's site, there are a number of other papers that may be of value in reading. I havn't
read them through, but am including them here for future reference:
As part of my random walk through web links, I came across an article called Statistical Modelling of
Financial Time Series: An Introduction from the Norwegian Computing Center. From their
abstract that provides some background in statistics and volatility calcuations:
This note is intended as a summary of a one-day course in quantitative analysis of financial
time series. It offers a guide to analysing and modelling financial time series using
statistical methods,
and is intended for researchers and practitioners in the finance industry.
[/Trading/AutomatedTrading]
permanent link
Non Linear Trading
Many, many years ago, when first looking into investing, the books I read were mostly
about buying stocks for the long haul based upon a review of the underlying fundamentals.
However, I'd classify myself as a trader as I don't really look at fundamentals, but look
at what happens on a daily basis. My preference is to day trade, that is, get in at the
beginning of
the day, and get out at the end of the day. I like to get out at the end of the day because
I've noticed the instruments that I trade tend to gap up or down on opening. That can be
nerve-wracking. I havn't studied Single Stock Futures enough to use them to minimize the
opening gap risk.
I've analyzed markets through various technical analysis methods such as moving averages,
stochastics, trend-lines, linear regressions, and other interesting analytical mechanisms.
The randomness of the markets are such that you can't rely on these only. Indicators and
visual charts work together to set an appropriate entry and exit points. Some of these are
hard for a computer automated solution to perform. Well, I've realized I need to finesses
some of these algorithms to only get in to position a few times a day and ignore a lot of
the noise that exists.
But I've wanted to trade the noise as well, also known as the ranging randomness. A
bunch of tools come into play on this. And this is where Market Makers make their bread and
butter.
I've been looking at ways to play the markets without really caring if the markets are
ranging or trending. Two references have come to light over the last couple days of my
research that help to refine my thoughts.
The first is an article called "Applying Pit-Trading Techniques to Electronic Trading" in
the November 2005 issue of Technical Analysis of Stocks & Commodities. The article
describes the art of playing the spread. The author, Clem Chambers, claims that "the market
pays for liquidity". Liquidity is supplied through limit orders. By supplying short and
long limit orders, one can play the spread. He also says that "if the market is wilder than
you like, invent your own spread and trade outside the market's spread". This is something
I'm going to try.
To reinforce and flesh out these ideas, I saw a discussion on
Elite
Trader where they discussed a form of this strategy. The remainder of this article
assembles excerpts from the thread. If some one else can provide good references on the web
for formalizing these strategies, please let me know. There are many good raw ideas in
there--I have to work thorugh them and pull out the good ones.
My trading is kind of high frequency in the futures with either a profit fill order or an
new entry order every 1 point level in the es sp mini. No mater what price is doing in the
es at each 1 point level I have short and long orders pending---------buy to covers, sell to
covers, new long orders, or new short orders. As price moves up and down on a daily basis my
ratio between my short and long positions constantly changes.
If we have a day like yesterday then my long side positions are depleting and my short
side
positions are accumulating---------I started yesterday at about 72% to 28% longs to shorts
and at the close I was sitting about 81% to 19% shorts to longs.
As priced moved about during the day I made profits mainly from the long side, but I also
had numerous short trade 1 point profit fills anytime price moved lower. Every 1 point of
emini movement which ever direction is giving me a profit and also at the same time an
accumulation to one side of my position or the other. Thursday was an extremely high
frequency trading day and I had more r/t's that day then any other for this system that I
use-------several hundred r/t's in one day is high frequency enough for me.
That was suppose to be 72%/28% shorts to longs prior to the Thursday news
selloff-----then
at the end of Thursday I was at 81%/19% shorts to longs. At the lows of Thursday I was at
one point sitting around 58%/42% shorts to longs with the big spike down. How this all
played out Thursday would take a long time to explain as I had short side position
buy-to-covers down every point to 1180 and new long buy orders down to 1190 sitting for the
overnight session. Once the price started tearing down I was clicking off orders like a
madman-----fortunately I use xtrader which was rock solid all through the price movement.
I trade this way for the ability to be neutral day after day and not having
a "need" for the market to go one way or the other to be profitable. You do need multiple
accounts that are cross-margined and starting this type of system is the crucial part. If
you start this system correctly you will have your cost basis of the longs and shorts
spreading farther and farther apart, to a point where the two sides cost basis are outside
of the boundaries of the daily trading range. This creates the perfect situation as big
trend days or multiple trend days do not hurt you in any way.
The repetitive and continuous 1 point profits on both the long and short side all through
out the day are the profit accumulation strength of this way of trading. Yes range or choppy
days are really good for this as both sides of the trade end the day with nice gains and a
further spread of the sides cost basis.
I will try to take advantage of extreme moves like Thursday to let the shorts run a bit
as
they did below the 1180 level and my longs only had accumulation orders down to 1190. When
price was moving back up after the 1170 lows, I put the needed longs that did not get added
in at 1176 to 1180. 1171 to 1189 was missed for the longs since I did not have standing
orders to accumulate below 1190. I never have standing long orders on for more then about 8
to 10 points below the current price levels incase some news event hits. Thursday I had to
add 19 price levels of long orders and this did not happen until the 1176 to 1180 levels as
I wanted to know what exactly had caused the big sell off. The short side was covered for
the ones that did not have standing buy-to-cover orders between 1172 and 1175, so that came
out about the same as if I had just had standing buy orders all the way from 1179 down to
1171.
There was a few good whipsaws in there during the sell off and recovery that had some
good
profit hits so Thursday turned out very profitable. I think I wore my mouse out that day
with all the frantic order clicking.
If price levels are trading down at the lows of my plotted fib levels, like around 1130
then
I would be at 35% to 65% shorts to longs. In this case I would have stops in place for my
long positions at all time for any news related events. The short side in this case would
have buy back orders down to the long stop level and then the rest would be able to free
fall if the news was very bad. I also do not leave all these longs on for the overnight
session when at the lower fib levels {I go to 40/60 or better at the end of every day
session}. I want to be properly hedged day after day so these type of rules must be followed
to protect all of the accounts capital.
I do have one other system that I trade during the day which is much easier to trade then
my
ratio trading and this system can run with the intra-day trends. This is a linear regression
line based system that also trades in both directions at times until strong trends are
established. If we have big trend days like Thursday and Friday up moves then I can take
advantage of this in a separate system.
I have separate short and long accounts for my ratio trading that are
cross-margined and separate short and long accounts for my linear regression line intraday
trading that are cross-margined. At times I may move funds between the ratio trading
accounts at the end of a week to keep the account balances in line with a formula I use
depending on what the current ratio is on that day. This is almost like having two
commingled hyperactive swing trades on in both directions at the same time----------- just
their position size adjusts over time in relation to the markets price movement. Swing
trades have fairly static cost basis though and my system has a very active movement of each
sides cost basis as each week goes by.
How many systems can have a 100% profit rate per trade, week after week for all closed
out
positions? This is the only way I have concluded to get an end of year profit factor or per
trade rate that is very very high.
Re last paragraph. Try to give consideration to using the way you determine to change the
cost basis over time as a strategy that could be applied to modifying orders for the purpose
of reversing holds on non closed out positions. Say for example you decide to close out;
then you could in the appropriate account "affect" a reversal instead of a "close out". I
feel that this is, in effect, a way to keep your stratey decision making the same and at the
same time continue to be in the market instead of sideling that capital until you later
rotate it back nto the balancing process that you do. It is the difference between
considering profits per trade and profits per available capital.
You do not fix things that are not busted. Terrific. There is still the aditional element
of
sidelined capital that you have.
I really recognize how you do keep a lot of capital working and chunck off steady profits
as
the directional nature permits. I do see you feeding that "taken profit" and subsequently
reapplying it. My suggestion is to do a "pseudo reversal" across accounts and utilize the
exit decision as a more powerfully leveraged decision (twice the financial power).
First off, the system does not need to do anything special on trend
days and that is very important or this system would have a big weakness in my opinion. If
you have a big price swing like Thursday then sure I will try to take advantage off this,
but I do not need to for robustness of returns.
What I was looking for when I started to develop this ratio non-linear trading method was
three primary points.
- I wanted to have a system that could return 3% a month or more on the account
balance.
- I wanted to not "need" the market to go any particular direction on a daily basis.
- I wanted a method that would benefit from growing position size and not be hindered by
this.
- I did not want the system to degrade in performance from an increase in position
sizing.
Running the short and long cost basis away from the current actual trading range is a
function of the way I trade all the intraday constant up and down 1 point profits that
continually accumulate----------you would have to watch me for 30 minutes to see what I am
talking about, then it would make perfect sense.
Quote from tradingbug:
I am currently working on an ES system that does a simliar thing. I look on the daily
timeframe to find what would probably be the most likely outcome for the day. Then I use the
30 minute timeframe to determine which way I should take my position trade and scalps. Then
I look at the 5 minute and buy pullbacks within my overall position trade to scalp within my
position. The key thing is determining when to switch ones position trade direction. You
have to get callibrated to the volume of the 30 min and 5 min timeframe along with an
absolute indicator.
I think its best to look at the big picture and try to firgure out how the small
timeframe
influences the longer timeframe.
Your ratio of fractal durations (30/5) is good (B+); for the same purposes, try using the
15
and 2 for a ratio of (15/2).. This will shift your timing ahead. What I mean it that you
will make the same set of decisions but they will be made sooner than before.
There are three threads here now: this one; the clininical hypnothreapy one (crying..etc)
and the trends stuff that collectively show how persons who are able to entertain with a
depth of understanding and can get past being "too smart" and really be able to consider how
one "grows" to be able to, optimally, take out of the market what is being offered by the
market.
The salient ingredients involve:
- Knowing concurrent independant trades are required; the trades must be able to run
independantly of each other so no netting of positions is taking place.
- All measures of performance are focused upon return of total leveraged capital
being in
the market at all times (Thus, edge trading is passe and not a possibility for makng money).
- The mind and its growth, maintenance and repair is a 24/7 obligation based upon the
fact
that there is no alternative. Your subconscious mind works all the time and, particularly,
when you sleep. Its function is to "organize" your immediate past EXPERIENCE into the
subconscious belief system your life has given you. Imagine going from "edge trading" to
continuous seamless trading where coordinated independant accounts continuously extract
money as price change occurs.
- Knowing that all sensory inputs are continually paired with the emotions (and the
biochemical generation of what "greases" the
facile operation of the mind and/or blocks you from thinking about that which endangers
you).
Today both my short and long side made booked profits, but what was
todays direction------ a little down, some sideways, a nice move up, a little down. My
system picks the direction of the market on a macro basis by the ratio----------the higher
the daily price levels the more the short side is accumulating positions and just the
opposite when the market moves downward. Of course I look at these ratio's in relation to
where I have my daily chart fib levels plotted.
On strong intraday trends I am playing one side heavier then the other side based on the
indicators I use. At the end of each day though, if I have played the long side real heavy
intraday, I must make sure my ratio is in line just prior to the cash session close. For
instance, yesterday I had to close out extra longs to be at my proper ratio right at the end
of the day. Actually there has been numerous days in the past several weeks where I have had
to close out extra positions because of very strong trends running to the finish of the day.
There is several different techniques that I use to move both sides cost basis away from
the
current trading range-------- but the primary event that moves the cost basis up for the
shorts and down for the longs is the way I trade all the constant intraday up/down 1 point
profit covers---------some of this is done with the play of position size at these levels
and some of it has to do with what gets covered when---------but 1 point of profit is the
minimum I take per trade when handling the intraday repetitive trades.
See the "direction" of the day is not always clearly defined or what is the primary means
to
collecting profits day after day. Daily direction is at times the wrong focus or the wrongly
weighted focus for a trade system--------- again I have to comeback to the power of the
repetitive and constant intraday price movement within each candlestick and within each
intraday trend.
I really do not know of specific references for this method, it is just
what I have gravitated too from frustration with the limitations of linear based
trading----------getting into a trade with a target and a stop, then "needing" the market to
go a specific direction to claim profits for that individual trade. Apparently this is what
some traders call non-linear trading, so maybe under NON-LINEAR in google there is some
additional ideas for this--------not sure though?
It is wonderful to see someone using an unconventional method successfully - especially
on
these boards. This technique itself has been around for a while though. The following was
written more than a hundred years ago (around 1895) by Charles Dow (founder, Wall Street
Journal).
"Catching the Fluctuations-
During a "Traders' market:, or a market without any pronounced trend one way or the other,
any active stock will move over certain points dozens of times. The plan is to place a net
that will catch these daily fluctuations. Buy 100 shares of, say, St. Paul, at the market
price, and 100 more every half point up or down, but don't hold more than a 100 at a time at
the same figure, and don't accumulate more than 600 shares altogether. Treat every purchase
as a separate transaction, and whenever a profit of one point net is shown , sell that 100
shares, buying back on a one point reaction, When a purchase and sale are both indicated at
the same figure, do nothing - simply hold that 100 shares, but for convenience assume that
100 has been sold and 100 bought. If St. Paul should keep on going up without a reaction,
you would thus always be long 200 shares. Don't get frightened because of a temporary
downward tendency. The fluctuations are what bring you profit. Great care must, of course,
be taken not to work this system on the bull side if the general trend is downward, or on
the bear side if the trend is upward."
Several variations of the above general method are being used in the ES market. An
Exchange
member of CME I met last year was using a very similar method and doing as much as 8K to 10K
roundturns per day. He, though, viewed his method as an attempt to 'make the spread'.
See the "direction" of the day is not always clearly defined or what is the primary means
to
collecting profits day after day. Daily direction is at times the wrong focus or the wrongly
weighted focus for a trade system--------- again I have to comeback to the power of the
repetitive and constant intraday price movement within each candlestick and within each
intraday trend.
Very interesting comment here. I have found that when my position trading bias changes,
it
can change into either a reversal OR congestion. If its a reversal, the position trade works
out great and I continue to scalp in the direction of the reversal. If its congestion, then
I can scalp a little in my position biased direction and the day will still end up a little
positive as I am essentially buying down and exiting when a more favorable swing comes in.
More often than not I can wait in a lateral trend to exit my position trade at a minor loss.
After congestion comes a BO and then the whole process above starts again.
A net position {if you picked the right direction that day----IF!} will rarely
on a daily basis beat a system that literally profits from almost every single gyration of
price movement during that day. There is more potential POINTS of profit stored in every
single candlestick and every little fluctuation of price movement then there is in most
trends from beginning to end during the day. Price moves so erratic through out the day that
every little fluctuation has the potential for profits and the only way I have found to take
advantage of this, is to be in both sides of the market at all times.
I pull off any extra contracts that I played intraday just prior to the close
to be within a formula of the ratio I need to be at for the current price level at that
decision time. So yes it is a formula that I use to get my overnight position set properly
for the ratio at the current price level when the market closes.
Several years and bigger then what you have listed. Started this with a 70,000 account
with
bigger spacing between the levels I would play. Over time I am now playing every es point in
both directions just at different ratios.
As of right now both sides of the system made some very good booked profits
today-----------the short side made some money the first part of the day, then the long side
did very well up to the close. Now the short side is profiting again with the earnings news.
To safely start this trade from scratch, I would say that a 100K
account could trade every 4 points of es movement. Over time and with the account size
increasing you then move to 3 point levels, 2 point levels, etc. The turning on and the
start point for this method are critical for immediate success.
I hit 100% to 0% shorts to longs for a period of time in the overnight for my ratio
trade----------the china currency news run-up finally touched the price level for this to
occur. I may hold off adding any longs until the es penetrates 1135 with the lack of clear
news out of GB.
When at the bottom of what I have projected of the current range for my ratio I would be
35
to 65 short to long-------- I never go below this and then I keep a stop for the long side
all the time when I have 40% or more longs for news spikes. When at the lower levels of my
price range when the longs are heavier, I will close everything down just before the close
on Fridays at 50 to 50. Sunday night I will rebalance everything back to the proper ratio
once the market reopens.
Where you start this trade from {price level} is very important and yes one side goes
into
the negative on the very first day if that was a heavy trend day. This trade is best started
where the 50 to 50 price level is {right now I have 1160 to 1170 as the range for where my
50/50 is located}. As every little up and down movement of the es is making 1 point profits
then the two sides cost basis are adjusting away from the current trading
price-----------this is very powerful as the 1 point accumulations are racking up minute by
minute. When you start trading for 1 point from .25 to .25, and .50 to .50, and .75 to .75,
and .00 to .00 on both the short and long side at the same time the profit accumulation
affect is very fast.
You can't start this trade with a small account size in the beginning-----------the
minimum
would be a 70,000 account and then the spread between levels traded would have to be wide in
the beginning weeks of trading.
Not necessarily----------If you were to start this trade and the market traded in a tight
range or was choppy for several days then you would have the perfect situation. Your long
and short side accounts would both be building up profits as the trading price stayed in
lets say a 12 point range over these start up days. Yes at any moment there will be one side
of the trade with positions in the negative, but you are hedged by the other
side--------------so the rapid and repetitive profit hits are outpacing the amount of loss
from the side that is "technically" negative {not a realized negative}.
To focus on the side that is negative will mask your ability to comprehend the amount of
realized profits from all the 1 point accumulations. This is the aspect of ratio trading
which is difficult to "see" unless you watch this realtime. I will give you a better example
later----------------have to go meet friends now.
My company developed a high-efficiency market depth processor for stock/index arbitrage.
We
deploy it for interlisted arbitrasge trading - by human traders and machines. Basically, it
is high-frequency scalping. We developed it (as a part of our trading system) because market
data providers fail to delivery necessary quality of market depth we need, especially for
Island and Arca ECNs (we tried Reuters, eSignal, Realtick, etc - all they suck). Anyway, our
market depth processor has latency less than 1/10 of milisecond and it runs on a cheap
single-CPU PC with throughput up to 100,000 messages a second. For example, currently for
all Island stocks CPU load is less than 3%. Processing includes parsing direct feed, sorting
of depth (with optional aggregating) and sending it into a network for distribution. In
terms of money we have traders who quite often are making 5K a day because of the superior
speed of the solution. Machines are making 7-10K daily. To summarise : without high-quality
data (what implies minimum latency) high-frequency trading is impossible
To my knowledge, reference to high frequency *analytics* is mostly of interest to
academics
and researchers, who can now study market microstructure matters on a tick-by-tick scale,
which result in new implications for risk management, dynamic hedging, agents behavior, etc.
High frequency *trading*, however, is mostly of interest to hedge funds and banks which
separate their operations between low frequency ones and high frequency ones. Low frequency
usually implies heavier/deeper analytics. The edge is in the numbers, not in the trading.
High frequency implies more simple analytics, but the timing and the volume are crucial.
They rely more on market microstructure than on acurate solving of PDEs. Yet it does not
mean easier to execute. The arbs are risky because you can get stuck on only one leg, and
information can turn against you within a second. Unclosed arbs are your loss.
High frequency trades can go from statistical arbs (most commonly heard), to volatility
frequency trades/price mean reversals. Most simple arbs, like mergers, correlation triangle
arbs, and such, are executed at high frequency because they go vapor quickly.
There would be many other examples I cant think of at the moment. But that should give a
good picture. To my belief, HF vs. LF is not about how many trades you shoot per day, but
what your strategy is about. HF has been there for a long time. But it's only recently,
because of the required skills that distinguish them from low frequency/deeper analytics
trades, that a separation has been made. Mostly in hedge funds.
Of course information risk exists!
Information risk is why trading is "expensive". Homogeneous information explains
liquidity,
and heterogeneous information explains market frictions and trading gridlocks. The more
heterogeneous the information is, the highest the informational cost of a trade will be.
This informational cost is translated into the bid/ask spread. This is the basis of market
microstructure information models.
This is why most of day traders who think they can make money with "trends" get screwed.
While they think their trades only cost them broker commissions, they are actually affected
by a much higher cost: that of superior information.
Using limit orders on markets does not avoid you the cost of the bid/ask spread. Bid and
ask
quotes are values conditional to trades based on the information structure of the market.
Placing a limit order will only get you hit by traders potentially having superior
information, and leave you screwed with losses.
In terms of informational value, technical trading models are not far higher than placing
blind trades at random on a market on which vultures with accurate insider information or
arbitrage models are waiting for their lunch.
For 11 months. As we are acquiring experience we are adding different trading models. But
foundation remains the same - low latency of data feeds and fast orders execution.
Please be reasonable. Our approach does not tolerate the risk of this magnitude. It is an
arbitrage - the system takes position for a period of fraction of second and tries to unwind
it in another market as soon as we got a fil or partial filll. If it fails to unwind it for
profit for a reasonable period (usually 5 seconds), a stop order is issued. As a result
losses are pretty limited. So as you can see for our model speed is everything. That is why
we process market data in-house because other solution fail to meet necessary latency
requirements.
"My trading is kind of high frequency in the futures with either a profit fill order or
an
new entry order every 1 point level in the es sp mini. No mater what price is doing in the
es at each 1 point level I have short and long orders pending---------buy to covers, sell to
covers, new long orders, or new short orders. As price moves up and down on a daily basis my
ratio between my short and long positions constantly changes........"
Macro - are you still trading this? As best I understand your method of trading, it seems
to
be a short volatility (mean reversion/option selling, etc) type of strategy with a
martingale element embedded into it.
What do you do with the accumulating unrealized losers? It seems like in a period of
prolonged trending (accentuated by large directional moves), you can easily blow up (or
build substantial loses). I simulated your approach (from what I could gather) and it did
poorly in the late 90s and during the Bear market of 2000-2002 (as expected). You must have
some other signal you are relying on - pure position sizing won't give you a true edge. Like
with any martingale strategy, the drawdowns could be huge and provided no artificial limits
are hit (forcing liquidation) the capital requirements needed to withstand the drawdown make
the resulting returns unattractive. In terms of the mean reversion element, you can probably
do better by avoiding the costs associated with frequent trading (i.e. average down less
frequently). I don't mean to be critical of your strategy, just trying to understand it (and
sharing my concerns in the process). Thanks for posting.
[/Trading/AutomatedTrading]
permanent link
Trading Site of the Day -- The Big Picture: A Macro Perspective
The Big Picture looks at the
macro perspective on the captital markets, economy, geopolitics, technology, and digitial
media. A little bit of everything.
This site looks to be actively maitained. There are articles covering many interesting
aspects of the markets, with regular diversions to off-topics like Jazz or classified ad
spam.
There is a significant BlogRoll, so if you are looking for a jumping off point to other
locations, this might be a good place to start.
[/Trading/SiteOfTheDay/D200702]
permanent link
2007 Feb 10 - Sat
Darvas Results at EOD 2007/02/09
In comparison, the Dow Jones Industrial Index opened at 12638, had a high of 12675, had a
low of 12545, and closed down at 12580.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-08 High: 2007-02-02 EOD: 2007-02-08
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 18.52 | 18.71 | 18.48 | 18.54 | 18.62 | 0.19 | 0.02
| | ACN | 38.84 | 38.93 | 38.48 | 38.79 | 37.98 | 0.09 | -0.05
| | ADCT | 17.11 | 17.15 | 16.65 | 16.80 | 16.65 | 0.04 | -0.31
| | AEP | 45.33 | 46.03 | 45.23 | 45.45 | 45.23 | 0.70 | 0.12
| | AMP | 61.12 | 61.73 | 59.47 | 60.10 | 59.35 | 0.61 | -1.02
| | ANF | 83.22 | 83.22 | 80.69 | 81.19 | 82.81 | 0.00 | -2.03
| | ARBA | 9.81 | 10.00 | 9.41 | 9.48 | 9.42 | 0.19 | -0.33
| | AVP | 38.05 | 39.72 | 38.00 | 39.06 | 36.89 | 1.67 | 1.01
| | BC | 33.85 | 34.05 | 33.18 | 33.23 | 30.49 | 0.20 | -0.62
| | BNI | 79.69 | 79.82 | 78.77 | 79.13 | 75.70 | 0.13 | -0.56
| | BUD | 50.18 | 50.37 | 49.97 | 50.05 | 50.65 | 0.19 | -0.13
| | CA | 26.96 | 27.00 | 26.46 | 26.69 | 25.77 | 0.04 | -0.27
| | CAR | 26.50 | 26.75 | 26.41 | 26.73 | 26.76 | 0.25 | 0.23
| | CEM | 11.64 | 11.75 | 11.54 | 11.67 | 11.78 | 0.11 | 0.03
| | CEN | 30.22 | 30.76 | 30.22 | 30.51 | 30.38 | 0.54 | 0.29
| | CGV | 40.45 | 40.82 | 40.32 | 40.82 | 39.99 | 0.37 | 0.37
| | CHKP | 24.79 | 24.92 | 24.37 | 24.38 | 24.43 | 0.13 | -0.41
| | CIT | 59.90 | 60.34 | 58.26 | 59.00 | 58.63 | 0.44 | -0.90
| | CMS | 17.69 | 17.74 | 17.34 | 17.52 | 17.12 | 0.05 | -0.17
| | COH | 47.59 | 47.75 | 46.31 | 46.86 | 47.03 | 0.16 | -0.73
| | CPWR | 9.08 | 9.22 | 8.97 | 8.97 | 8.88 | 0.14 | -0.11
| | CRM | 47.45 | 47.97 | 46.80 | 47.01 | 44.32 | 0.52 | -0.44
| | CROX | 56.00 | 56.50 | 53.75 | 54.15 | 57.32 | 0.50 | -1.85
| | CX | 36.53 | 36.85 | 35.80 | 35.82 | 36.37 | 0.32 | -0.71
| | D | 87.49 | 87.89 | 87.22 | 87.46 | 85.53 | 0.40 | -0.03
| | DE | 103.33 | 104.23 | 102.67 | 102.79 | 100.95 | 0.90 | -0.54
| | DHI | 28.66 | 28.80 | 27.74 | 28.05 | 29.38 | 0.14 | -0.61
| | ETN | 78.02 | 78.24 | 77.19 | 77.43 | 78.23 | 0.22 | -0.59
| | ETR | 98.40 | 99.00 | 97.75 | 98.12 | 96.32 | 0.60 | -0.28
| | FRX | 55.55 | 55.55 | 54.01 | 54.03 | 56.54 | 0.00 | -1.52
| | GMST | 4.18 | 4.19 | 4.09 | 4.14 | 3.98 | 0.01 | -0.04
| | GR | 50.03 | 50.05 | 49.24 | 49.40 | 48.39 | 0.02 | -0.63
| | HAS | 29.23 | 29.47 | 28.03 | 28.38 | 28.94 | 0.24 | -0.85
| | HCR | 53.47 | 53.59 | 53.12 | 53.30 | 53.08 | 0.12 | -0.17
| | HLT | 37.50 | 37.60 | 36.26 | 36.36 | 37.31 | 0.10 | -1.14
| | HLTH | 14.31 | 14.69 | 14.20 | 14.27 | 14.52 | 0.38 | -0.04
| | HYSL | 42.62 | 42.75 | 41.69 | 41.96 | 42.44 | 0.13 | -0.66
| | IJR | 68.67 | 68.73 | 67.65 | 68.22 | 68.48 | 0.06 | -0.45
| | IR | 42.95 | 43.14 | 42.22 | 42.27 | 43.26 | 0.19 | -0.68
| | JCP | 83.38 | 84.22 | 82.15 | 82.85 | 84.09 | 0.84 | -0.53
| | KEY | 39.17 | 39.39 | 38.83 | 39.05 | 38.97 | 0.22 | -0.12
| | KR | 25.95 | 26.24 | 25.65 | 25.88 | 25.99 | 0.29 | -0.07
| | LEH | 84.85 | 85.74 | 81.84 | 83.30 | 84.13 | 0.89 | -1.55
| | LLL | 87.00 | 87.12 | 85.63 | 86.03 | 83.25 | 0.12 | -0.97
| | MAT | 26.46 | 26.50 | 25.86 | 26.03 | 26.13 | 0.04 | -0.43
| | MCO | 75.00 | 75.25 | 73.66 | 73.71 | 74.82 | 0.25 | -1.29
| | MET | 64.10 | 64.44 | 62.89 | 63.32 | 62.87 | 0.34 | -0.78
| | MIR | 34.98 | 35.45 | 34.98 | 35.20 | 34.61 | 0.47 | 0.22
| | MNST | 53.46 | 53.46 | 51.19 | 51.78 | 51.39 | 0.00 | -1.68
| | NKE | 103.07 | 104.13 | 103.07 | 103.60 | 100.35 | 1.06 | 0.53
| | NOC | 74.20 | 74.44 | 73.67 | 74.00 | 73.57 | 0.24 | -0.20
| | NTY | 51.99 | 52.38 | 50.95 | 51.68 | 52.32 | 0.39 | -0.31
| | NYB | 17.32 | 17.32 | 16.66 | 16.76 | 16.94 | 0.00 | -0.56
| | ONNN | 9.53 | 9.80 | 9.48 | 9.55 | 9.35 | 0.27 | 0.02
| | PCAR | 69.85 | 70.14 | 68.44 | 68.72 | 69.72 | 0.29 | -1.13
| | PLCM | 34.50 | 34.96 | 34.10 | 34.26 | 32.57 | 0.46 | -0.24
| | PRU | 92.70 | 92.75 | 90.79 | 91.33 | 91.26 | 0.05 | -1.37
| | PWR | 21.29 | 21.29 | 20.73 | 20.93 | 20.70 | 0.00 | -0.36
| | RAD | 6.26 | 6.28 | 6.02 | 6.15 | 6.24 | 0.02 | -0.11
| | RCL | 41.77 | 42.00 | 40.85 | 41.02 | 45.01 | 0.23 | -0.75
| | RGC | 22.58 | 22.84 | 22.51 | 22.59 | 22.44 | 0.26 | 0.01
| | RRI | 15.79 | 15.87 | 15.47 | 15.73 | 15.89 | 0.08 | -0.06
| | RTN | 54.75 | 55.06 | 54.50 | 54.63 | 53.22 | 0.31 | -0.12
| | RYL | 56.18 | 56.18 | 53.93 | 54.27 | 57.30 | 0.00 | -1.91
| | SCUR | 9.02 | 9.10 | 8.71 | 8.75 | 8.84 | 0.08 | -0.27
| | SID | 35.47 | 35.87 | 34.73 | 34.93 | 35.80 | 0.40 | -0.54
| | SLE | 17.16 | 17.21 | 17.05 | 17.13 | 17.30 | 0.05 | -0.03
| | SNV | 32.68 | 32.77 | 32.41 | 32.49 | 32.10 | 0.09 | -0.19
| | SPF | 28.09 | 28.14 | 27.40 | 27.51 | 29.27 | 0.05 | -0.58
| | SSTI | 5.45 | 5.49 | 5.22 | 5.25 | 5.28 | 0.04 | -0.20
| | SVU | 38.12 | 38.40 | 37.71 | 37.88 | 37.74 | 0.28 | -0.24
| | SWK | 58.05 | 58.05 | 56.77 | 57.00 | 57.26 | 0.00 | -1.05
| | T | 37.49 | 37.72 | 36.83 | 36.90 | 37.22 | 0.23 | -0.59
| | TIN | 49.40 | 49.68 | 49.14 | 49.48 | 48.29 | 0.28 | 0.08
| | TSN | 18.25 | 18.49 | 18.12 | 18.12 | 18.15 | 0.24 | -0.13
| | TYC | 31.80 | 31.81 | 31.41 | 31.48 | 32.32 | 0.01 | -0.32
| | UIS | 9.23 | 9.32 | 8.92 | 8.94 | 9.22 | 0.09 | -0.29
| | WSM | 35.07 | 35.18 | 34.50 | 34.65 | 35.65 | 0.11 | -0.42
| | XLI | 36.02 | 36.07 | 35.74 | 35.85 | 35.96 | 0.05 | -0.17
| | XLY | 39.87 | 39.99 | 39.27 | 39.46 | 39.72 | 0.12 | -0.41
| | 3087.16 | | | | | 20.34 | -35.91
|
Start: 2007-01-08 High: 2007-02-05 EOD: 2007-02-08
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ACN | 38.84 | 38.93 | 38.48 | 38.79 | 37.98 | 0.09 | -0.05
| | AEP | 45.33 | 46.03 | 45.23 | 45.45 | 45.23 | 0.70 | 0.12
| | AET | 43.38 | 43.45 | 42.10 | 42.57 | 42.99 | 0.07 | -0.81
| | AMP | 61.12 | 61.73 | 59.47 | 60.10 | 59.35 | 0.61 | -1.02
| | ANAD | 11.93 | 11.93 | 11.10 | 11.13 | 11.40 | 0.00 | -0.80
| | ATHR | 25.90 | 26.71 | 25.87 | 26.30 | 24.84 | 0.81 | 0.40
| | BIG | 27.42 | 27.48 | 26.05 | 26.37 | 26.34 | 0.06 | -1.05
| | CAR | 26.50 | 26.75 | 26.41 | 26.73 | 26.76 | 0.25 | 0.23
| | CEN | 30.22 | 30.76 | 30.22 | 30.51 | 30.38 | 0.54 | 0.29
| | CIT | 59.90 | 60.34 | 58.26 | 59.00 | 58.63 | 0.44 | -0.90
| | CMS | 17.69 | 17.74 | 17.34 | 17.52 | 17.12 | 0.05 | -0.17
| | CRM | 47.45 | 47.97 | 46.80 | 47.01 | 44.32 | 0.52 | -0.44
| | CROX | 56.00 | 56.50 | 53.75 | 54.15 | 57.32 | 0.50 | -1.85
| | CX | 36.53 | 36.85 | 35.80 | 35.82 | 36.37 | 0.32 | -0.71
| | D | 87.49 | 87.89 | 87.22 | 87.46 | 85.53 | 0.40 | -0.03
| | DE | 103.33 | 104.23 | 102.67 | 102.79 | 100.95 | 0.90 | -0.54
| | DO | 86.95 | 86.95 | 84.25 | 85.28 | 85.14 | 0.00 | -1.67
| | ETN | 78.02 | 78.24 | 77.19 | 77.43 | 78.23 | 0.22 | -0.59
| | ETR | 98.40 | 99.00 | 97.75 | 98.12 | 96.32 | 0.60 | -0.28
| | FE | 63.62 | 64.35 | 63.00 | 63.15 | 62.90 | 0.73 | -0.47
| | FRX | 55.55 | 55.55 | 54.01 | 54.03 | 56.54 | 0.00 | -1.52
| | GGB | 17.45 | 17.46 | 17.14 | 17.34 | 17.97 | 0.01 | -0.11
| | GMST | 4.18 | 4.19 | 4.09 | 4.14 | 3.98 | 0.01 | -0.04
| | GT | 25.70 | 25.85 | 25.05 | 25.11 | 25.33 | 0.15 | -0.59
| | HCP | 41.50 | 41.50 | 40.11 | 40.90 | 41.43 | 0.00 | -0.60
| | HLT | 37.50 | 37.60 | 36.26 | 36.36 | 37.31 | 0.10 | -1.14
| | HLTH | 14.31 | 14.69 | 14.20 | 14.27 | 14.52 | 0.38 | -0.04
| | HRS | 52.58 | 52.86 | 52.37 | 52.76 | 51.50 | 0.28 | 0.18
| | IACI | 39.98 | 39.99 | 39.40 | 39.62 | 39.48 | 0.01 | -0.36
| | KEY | 39.17 | 39.39 | 38.83 | 39.05 | 38.97 | 0.22 | -0.12
| | KR | 25.95 | 26.24 | 25.65 | 25.88 | 25.99 | 0.29 | -0.07
| | LEA | 37.85 | 39.70 | 37.68 | 39.39 | 40.60 | 1.85 | 1.54
| | MAT | 26.46 | 26.50 | 25.86 | 26.03 | 26.13 | 0.04 | -0.43
| | MEL | 44.45 | 45.00 | 44.12 | 44.25 | 44.36 | 0.55 | -0.20
| | MIR | 34.98 | 35.45 | 34.98 | 35.20 | 34.61 | 0.47 | 0.22
| | MLS | 26.20 | 26.51 | 26.10 | 26.20 | 26.30 | 0.31 | 0.00
| | MNST | 53.46 | 53.46 | 51.19 | 51.78 | 51.39 | 0.00 | -1.68
| | MRVC | 4.50 | 4.50 | 4.20 | 4.22 | 4.19 | 0.00 | -0.28
| | NOC | 74.20 | 74.44 | 73.67 | 74.00 | 73.57 | 0.24 | -0.20
| | NTY | 51.99 | 52.38 | 50.95 | 51.68 | 52.32 | 0.39 | -0.31
| | PCAR | 69.85 | 70.14 | 68.44 | 68.72 | 69.72 | 0.29 | -1.13
| | RAD | 6.26 | 6.28 | 6.02 | 6.15 | 6.24 | 0.02 | -0.11
| | RRI | 15.79 | 15.87 | 15.47 | 15.73 | 15.89 | 0.08 | -0.06
| | RTN | 54.75 | 55.06 | 54.50 | 54.63 | 53.22 | 0.31 | -0.12
| | SCUR | 9.02 | 9.10 | 8.71 | 8.75 | 8.84 | 0.08 | -0.27
| | SHLD | 185.06 | 187.27 | 180.10 | 181.47 | 176.50 | 2.21 | -3.59
| | SID | 35.47 | 35.87 | 34.73 | 34.93 | 35.80 | 0.40 | -0.54
| | SPG | 121.25 | 121.62 | 115.61 | 118.22 | 121.24 | 0.37 | -3.03
| | SSTI | 5.45 | 5.49 | 5.22 | 5.25 | 5.28 | 0.04 | -0.20
| | STP | 37.40 | 37.75 | 36.76 | 37.09 | 38.24 | 0.35 | -0.31
| | SUNW | 6.61 | 6.67 | 6.44 | 6.48 | 6.25 | 0.06 | -0.13
| | TPX | 25.01 | 25.04 | 24.29 | 24.57 | 24.40 | 0.03 | -0.44
| | TRI | 49.68 | 49.70 | 49.47 | 49.60 | 48.27 | 0.02 | -0.08
| | TSN | 18.25 | 18.49 | 18.12 | 18.12 | 18.15 | 0.24 | -0.13
| | TYC | 31.80 | 31.81 | 31.41 | 31.48 | 32.32 | 0.01 | -0.32
| | UIS | 9.23 | 9.32 | 8.92 | 8.94 | 9.22 | 0.09 | -0.29
| | WLP | 81.59 | 81.85 | 80.57 | 80.68 | 79.05 | 0.26 | -0.91
| | XEL | 24.22 | 24.26 | 23.90 | 24.00 | 24.12 | 0.04 | -0.22
| | XLI | 36.02 | 36.07 | 35.74 | 35.85 | 35.96 | 0.05 | -0.17
| | XLU | 37.99 | 38.29 | 37.85 | 38.04 | 37.64 | 0.30 | 0.05
| | XRX | 17.35 | 17.51 | 17.30 | 17.41 | 17.30 | 0.16 | 0.06
| | 2378.14 | | | | | 18.52 | -28.03
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 09 - Fri
Trading Site of the Day -- Meyers Analytics: Meat and Potatoes of Algorithmic Trading
Meyers Analytics isn't afraid
to
explain the algorithm behind the product. The man behind the web site is Dennis Meyers. He
sells pre-packaged algorithms to those who want an out of the box solution.
For those who like to tinker, I think enough information is provided for one to
independently implement the algorithms. If there isn't quite enough information on the web
site, he refers to past articles he has written in magazines such as Stocks and Commodities
as well as Active Trader.
This style of this site is defintely rare. Describing the algorithm in the package that
you are selling is almost unheard of. But, there are many out there who are not programmers
and want prepackaged solutions, such as what Mr. Meyers offers. My hat is off.
[/Trading/SiteOfTheDay/D200702]
permanent link
Darvas Selections for 2007/02/09
Here are the selections for Friday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-08 High: 2007-02-02 EOD: 2007-02-08
| Symbol | Stop |
| ABB | 18.62
| | ACN | 37.98
| | ADCT | 16.65
| | AEP | 45.23
| | AMP | 59.35
| | ANF | 82.81
| | ARBA | 9.42
| | AVP | 36.89
| | BC | 30.49
| | BNI | 75.70
| | BUD | 50.65
| | CA | 25.77
| | CAR | 26.76
| | CEM | 11.78
| | CEN | 30.38
| | CGV | 39.99
| | CHKP | 24.43
| | CIT | 58.63
| | CMS | 17.12
| | COH | 47.03
| | CPWR | 8.88
| | CRM | 44.32
| | CROX | 57.32
| | CX | 36.37
| | D | 85.53
| | DE | 100.95
| | DHI | 29.38
| | ETN | 78.23
| | ETR | 96.32
| | FRX | 56.54
| | GMST | 3.98
| | GR | 48.39
| | HAS | 28.94
| | HCR | 53.08
| | HLT | 37.31
| | HLTH | 14.52
| | HYSL | 42.44
| | IJR | 68.48
| | IR | 43.26
| | JCP | 84.09
| | KEY | 38.97
| | KR | 25.99
| | LEH | 84.13
| | LLL | 83.25
| | MAT | 26.13
| | MCO | 74.82
| | MET | 62.87
| | MIR | 34.61
| | MNST | 51.39
| | NKE | 100.35
| | NOC | 73.57
| | NTY | 52.32
| | NYB | 16.94
| | ONNN | 9.35
| | PCAR | 69.72
| | PLCM | 32.57
| | PRU | 91.26
| | PWR | 20.70
| | RAD | 6.24
| | RCL | 45.01
| | RGC | 22.44
| | RRI | 15.89
| | RTN | 53.22
| | RYL | 57.30
| | SCUR | 8.84
| | SID | 35.80
| | SLE | 17.30
| | SNV | 32.10
| | SPF | 29.27
| | SSTI | 5.28
| | SVU | 37.74
| | SWK | 57.26
| | T | 37.22
| | TIN | 48.29
| | TSN | 18.15
| | TYC | 32.32
| | UIS | 9.22
| | WSM | 35.65
| | XLI | 35.96
| | XLY | 39.72
|
|
Start: 2007-01-08 High: 2007-02-05 EOD: 2007-02-08
| Symbol | Stop |
| ACN | 37.98
| | AEP | 45.23
| | AET | 42.99
| | AMP | 59.35
| | ANAD | 11.40
| | ATHR | 24.84
| | BIG | 26.34
| | CAR | 26.76
| | CEN | 30.38
| | CIT | 58.63
| | CMS | 17.12
| | CRM | 44.32
| | CROX | 57.32
| | CX | 36.37
| | D | 85.53
| | DE | 100.95
| | DO | 85.14
| | ETN | 78.23
| | ETR | 96.32
| | FE | 62.90
| | FRX | 56.54
| | GGB | 17.97
| | GMST | 3.98
| | GT | 25.33
| | HCP | 41.43
| | HLT | 37.31
| | HLTH | 14.52
| | HRS | 51.50
| | IACI | 39.48
| | KEY | 38.97
| | KR | 25.99
| | LEA | 40.60
| | MAT | 26.13
| | MEL | 44.36
| | MIR | 34.61
| | MLS | 26.30
| | MNST | 51.39
| | MRVC | 4.19
| | NOC | 73.57
| | NTY | 52.32
| | PCAR | 69.72
| | RAD | 6.24
| | RRI | 15.89
| | RTN | 53.22
| | SCUR | 8.84
| | SHLD | 176.50
| | SID | 35.80
| | SPG | 121.24
| | SSTI | 5.28
| | STP | 38.24
| | SUNW | 6.25
| | TPX | 24.40
| | TRI | 48.27
| | TSN | 18.15
| | TYC | 32.32
| | UIS | 9.22
| | WLP | 79.05
| | XEL | 24.12
| | XLI | 35.96
| | XLU | 37.64
| | XRX | 17.30
|
|
[/Trading/Darvas/D200702]
permanent link
SmartQuant QuantDeveloper & DataCenter Release
SmartQuant has released a revision
to
QuantDeveloper. DataCenter and QuantDeveloper are at the following revision levels:
DataCenter
Version 2.1.6 (22-Jan-2007)
QuantDeveloper Enterprise Edition
Version 2.4.3 (08-Feb-2007)
[/Trading/SmartQuant/Releases]
permanent link
Darvas Results at EOD 2007/02/08
In comparison, the Dow Jones Industrial Index opened at 12665, had a high of 12665, had a
low of 12575, and closed down at 12637.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-07 High: 2007-02-01 EOD: 2007-02-07
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.34 | 32.76 | 32.20 | 32.64 | 32.29 | 0.42 | 0.30
| | ACF | 27.24 | 27.26 | 26.11 | 26.78 | 25.60 | 0.02 | -0.46
| | ACN | 38.95 | 39.00 | 38.52 | 38.84 | 37.98 | 0.05 | -0.11
| | AGU | 35.77 | 35.93 | 35.57 | 35.65 | 34.51 | 0.16 | -0.12
| | AL | 50.98 | 51.95 | 50.76 | 51.85 | 50.00 | 0.97 | 0.87
| | ANF | 79.00 | 83.82 | 78.62 | 83.22 | 80.46 | 4.82 | 4.22
| | ARBA | 9.22 | 9.75 | 9.11 | 9.71 | 9.42 | 0.53 | 0.49
| | BA | 89.64 | 90.36 | 88.55 | 89.52 | 89.73 | 0.72 | -0.12
| | BAX | 49.80 | 49.88 | 49.51 | 49.78 | 49.98 | 0.08 | -0.02
| | BC | 33.81 | 33.98 | 33.61 | 33.76 | 30.49 | 0.17 | -0.05
| | BMET | 42.38 | 42.63 | 42.24 | 42.38 | 42.08 | 0.25 | 0.00
| | BNI | 79.65 | 79.88 | 79.25 | 79.44 | 75.70 | 0.23 | -0.21
| | CECO | 29.00 | 29.18 | 28.96 | 29.05 | 28.13 | 0.18 | 0.05
| | CEM | 11.77 | 11.80 | 11.58 | 11.64 | 11.78 | 0.03 | -0.13
| | CEN | 30.78 | 30.88 | 30.30 | 30.37 | 30.38 | 0.10 | -0.41
| | CGV | 40.02 | 40.45 | 40.02 | 40.45 | 39.99 | 0.43 | 0.43
| | CIT | 61.00 | 61.02 | 59.88 | 59.89 | 58.63 | 0.02 | -1.11
| | CPWR | 9.14 | 9.20 | 9.03 | 9.12 | 8.88 | 0.06 | -0.02
| | CRM | 47.69 | 47.99 | 46.75 | 47.70 | 44.32 | 0.30 | 0.01
| | D | 87.13 | 87.65 | 87.04 | 87.48 | 85.53 | 0.52 | 0.35
| | DE | 103.51 | 103.51 | 102.19 | 102.90 | 100.95 | 0.00 | -0.61
| | DHI | 29.05 | 29.20 | 28.61 | 28.65 | 29.38 | 0.15 | -0.40
| | DO | 86.50 | 87.90 | 84.47 | 87.23 | 79.34 | 1.40 | 0.73
| | EFA | 74.59 | 75.00 | 74.46 | 74.96 | 74.51 | 0.41 | 0.37
| | ETR | 98.80 | 98.80 | 97.60 | 98.24 | 96.32 | 0.00 | -0.56
| | FRX | 55.24 | 55.71 | 53.40 | 55.34 | 56.54 | 0.47 | 0.10
| | GGB | 17.23 | 17.58 | 17.15 | 17.40 | 17.97 | 0.35 | 0.17
| | GILD | 72.06 | 72.53 | 71.58 | 72.16 | 71.92 | 0.47 | 0.10
| | HLT | 37.52 | 37.54 | 37.17 | 37.50 | 37.31 | 0.02 | -0.02
| | HLTH | 14.39 | 14.80 | 14.19 | 14.67 | 14.02 | 0.41 | 0.28
| | HRB | 24.45 | 24.63 | 23.95 | 24.52 | 24.26 | 0.18 | 0.07
| | HYSL | 42.54 | 42.74 | 42.32 | 42.69 | 42.44 | 0.20 | 0.15
| | IJR | 68.35 | 68.77 | 68.28 | 68.68 | 68.48 | 0.42 | 0.33
| | ITT | 59.97 | 60.57 | 59.78 | 60.30 | 60.26 | 0.60 | 0.33
| | ITW | 52.01 | 52.14 | 51.68 | 51.75 | 50.29 | 0.13 | -0.26
| | JCP | 83.62 | 83.93 | 82.27 | 83.45 | 84.09 | 0.31 | -0.17
| | KR | 26.00 | 26.20 | 25.80 | 25.95 | 25.99 | 0.20 | -0.05
| | LEH | 85.50 | 85.50 | 83.07 | 84.42 | 84.13 | 0.00 | -1.08
| | LLL | 86.84 | 86.97 | 86.21 | 86.82 | 83.25 | 0.13 | -0.02
| | LYO | 30.21 | 30.55 | 30.21 | 30.41 | 31.30 | 0.34 | 0.20
| | MAT | 25.72 | 26.51 | 25.64 | 26.46 | 25.33 | 0.79 | 0.74
| | MCO | 73.85 | 76.09 | 73.85 | 74.84 | 72.60 | 2.24 | 0.99
| | MET | 64.35 | 64.38 | 63.63 | 63.78 | 62.87 | 0.03 | -0.57
| | MNST | 53.00 | 53.93 | 52.84 | 53.32 | 51.39 | 0.93 | 0.32
| | NIHD | 74.44 | 75.22 | 73.75 | 75.08 | 73.64 | 0.78 | 0.64
| | OI | 23.01 | 23.43 | 23.00 | 23.20 | 23.11 | 0.42 | 0.19
| | ONNN | 9.70 | 9.72 | 9.51 | 9.55 | 9.35 | 0.02 | -0.15
| | PRU | 91.50 | 92.83 | 91.19 | 92.14 | 90.02 | 1.33 | 0.64
| | PX | 63.37 | 63.46 | 62.65 | 62.77 | 63.18 | 0.09 | -0.60
| | RCL | 41.77 | 41.95 | 41.62 | 41.70 | 45.01 | 0.18 | -0.07
| | RGC | 22.66 | 22.93 | 22.20 | 22.58 | 22.44 | 0.27 | -0.08
| | RYL | 57.38 | 57.40 | 55.39 | 55.96 | 57.30 | 0.02 | -1.42
| | SLE | 17.00 | 17.25 | 16.90 | 17.12 | 17.30 | 0.25 | 0.12
| | SNV | 32.65 | 32.71 | 32.47 | 32.61 | 32.10 | 0.06 | -0.04
| | SUNW | 6.60 | 6.69 | 6.53 | 6.59 | 6.25 | 0.09 | -0.01
| | SVU | 38.37 | 38.48 | 38.06 | 38.19 | 37.74 | 0.11 | -0.18
| | SWK | 58.09 | 58.09 | 57.39 | 57.85 | 57.26 | 0.00 | -0.24
| | SYK | 62.40 | 62.97 | 61.72 | 62.51 | 62.07 | 0.57 | 0.11
| | TIN | 49.88 | 49.88 | 49.06 | 49.49 | 48.29 | 0.00 | -0.39
| | TMX | 30.70 | 31.31 | 30.54 | 31.27 | 30.93 | 0.61 | 0.57
| | TSN | 18.12 | 18.30 | 18.00 | 18.25 | 18.15 | 0.18 | 0.13
| | TV | 28.86 | 28.89 | 28.50 | 28.59 | 28.65 | 0.03 | -0.27
| | TYC | 31.85 | 31.90 | 31.60 | 31.80 | 32.32 | 0.05 | -0.05
| | UBS | 63.66 | 64.31 | 63.63 | 64.02 | 63.33 | 0.65 | 0.36
| | UIS | 9.01 | 9.46 | 9.01 | 9.22 | 8.50 | 0.45 | 0.21
| | UNP | 100.24 | 101.15 | 99.71 | 100.58 | 99.09 | 0.91 | 0.34
| | WPI | 28.10 | 28.29 | 27.99 | 28.21 | 28.01 | 0.19 | 0.11
| | WSM | 35.00 | 35.40 | 34.91 | 35.07 | 35.65 | 0.40 | 0.07
| | XLI | 36.28 | 36.28 | 35.97 | 35.99 | 35.96 | 0.00 | -0.29
| | XRX | 17.26 | 17.36 | 17.22 | 17.33 | 17.30 | 0.10 | 0.07
| | 2866.45 | | | | | 28.00 | 4.87
|
Start: 2007-01-07 High: 2007-02-02 EOD: 2007-02-07
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ABB | 18.42 | 18.54 | 18.37 | 18.48 | 18.62 | 0.12 | 0.06
| | ACN | 38.95 | 39.00 | 38.52 | 38.84 | 37.98 | 0.05 | -0.11
| | ADCT | 16.74 | 17.13 | 16.65 | 17.10 | 15.98 | 0.39 | 0.36
| | AEP | 45.01 | 45.37 | 44.77 | 45.30 | 43.48 | 0.36 | 0.29
| | AMP | 61.48 | 61.75 | 61.06 | 61.33 | 59.35 | 0.27 | -0.15
| | ANF | 79.00 | 83.82 | 78.62 | 83.22 | 80.46 | 4.82 | 4.22
| | ARBA | 9.22 | 9.75 | 9.11 | 9.71 | 9.42 | 0.53 | 0.49
| | AVP | 37.24 | 38.45 | 37.00 | 38.13 | 36.89 | 1.21 | 0.89
| | BC | 33.81 | 33.98 | 33.61 | 33.76 | 30.49 | 0.17 | -0.05
| | BNI | 79.65 | 79.88 | 79.25 | 79.44 | 75.70 | 0.23 | -0.21
| | BUD | 50.30 | 50.38 | 50.07 | 50.19 | 50.65 | 0.08 | -0.11
| | CA | 26.79 | 27.00 | 26.75 | 26.96 | 25.77 | 0.21 | 0.17
| | CAR | 27.00 | 27.00 | 26.42 | 26.50 | 26.76 | 0.00 | -0.50
| | CEM | 11.77 | 11.80 | 11.58 | 11.64 | 11.78 | 0.03 | -0.13
| | CEN | 30.78 | 30.88 | 30.30 | 30.37 | 30.38 | 0.10 | -0.41
| | CGV | 40.02 | 40.45 | 40.02 | 40.45 | 39.99 | 0.43 | 0.43
| | CHKP | 24.84 | 24.94 | 24.60 | 24.76 | 24.43 | 0.10 | -0.08
| | CIT | 61.00 | 61.02 | 59.88 | 59.89 | 58.63 | 0.02 | -1.11
| | CMS | 17.55 | 17.71 | 17.55 | 17.67 | 17.12 | 0.16 | 0.12
| | COH | 47.31 | 47.63 | 46.92 | 47.51 | 47.03 | 0.32 | 0.20
| | CPWR | 9.14 | 9.20 | 9.03 | 9.12 | 8.88 | 0.06 | -0.02
| | CRM | 47.69 | 47.99 | 46.75 | 47.70 | 44.32 | 0.30 | 0.01
| | CROX | 57.00 | 57.24 | 55.97 | 56.49 | 57.32 | 0.24 | -0.51
| | CX | 36.36 | 36.63 | 35.87 | 36.50 | 36.37 | 0.27 | 0.14
| | D | 87.13 | 87.65 | 87.04 | 87.48 | 85.53 | 0.52 | 0.35
| | DE | 103.51 | 103.51 | 102.19 | 102.90 | 100.95 | 0.00 | -0.61
| | DHI | 29.05 | 29.20 | 28.61 | 28.65 | 29.38 | 0.15 | -0.40
| | ETN | 78.35 | 78.36 | 77.38 | 77.82 | 78.23 | 0.01 | -0.53
| | ETR | 98.80 | 98.80 | 97.60 | 98.24 | 96.32 | 0.00 | -0.56
| | FRX | 55.24 | 55.71 | 53.40 | 55.34 | 56.54 | 0.47 | 0.10
| | GMST | 4.14 | 4.16 | 4.11 | 4.15 | 3.98 | 0.02 | 0.01
| | GR | 50.10 | 50.30 | 49.51 | 49.91 | 48.39 | 0.20 | -0.19
| | HAS | 28.95 | 29.26 | 28.73 | 29.12 | 27.91 | 0.31 | 0.17
| | HCR | 53.10 | 53.54 | 53.00 | 53.39 | 53.08 | 0.44 | 0.29
| | HLT | 37.52 | 37.54 | 37.17 | 37.50 | 37.31 | 0.02 | -0.02
| | HLTH | 14.39 | 14.80 | 14.19 | 14.67 | 14.02 | 0.41 | 0.28
| | HYSL | 42.54 | 42.74 | 42.32 | 42.69 | 42.44 | 0.20 | 0.15
| | IJR | 68.35 | 68.77 | 68.28 | 68.68 | 68.48 | 0.42 | 0.33
| | IR | 43.64 | 43.64 | 42.92 | 43.05 | 43.26 | 0.00 | -0.59
| | JCP | 83.62 | 83.93 | 82.27 | 83.45 | 84.09 | 0.31 | -0.17
| | KEY | 39.23 | 39.37 | 38.96 | 39.31 | 38.97 | 0.14 | 0.08
| | KR | 26.00 | 26.20 | 25.80 | 25.95 | 25.99 | 0.20 | -0.05
| | LEH | 85.50 | 85.50 | 83.07 | 84.42 | 84.13 | 0.00 | -1.08
| | LLL | 86.84 | 86.97 | 86.21 | 86.82 | 83.25 | 0.13 | -0.02
| | MAT | 25.72 | 26.51 | 25.64 | 26.46 | 25.33 | 0.79 | 0.74
| | MCO | 73.85 | 76.09 | 73.85 | 74.84 | 72.60 | 2.24 | 0.99
| | MET | 64.35 | 64.38 | 63.63 | 63.78 | 62.87 | 0.03 | -0.57
| | MIR | 34.83 | 34.99 | 34.51 | 34.98 | 34.61 | 0.16 | 0.15
| | MNST | 53.00 | 53.93 | 52.84 | 53.32 | 51.39 | 0.93 | 0.32
| | NKE | 102.70 | 103.70 | 102.24 | 103.39 | 100.35 | 1.00 | 0.69
| | NOC | 73.64 | 74.55 | 73.45 | 74.39 | 73.57 | 0.91 | 0.75
| | NTY | 54.27 | 54.27 | 50.43 | 51.43 | 52.32 | 0.00 | -2.84
| | NYB | 17.06 | 17.06 | 16.81 | 16.90 | 16.94 | 0.00 | -0.16
| | ONNN | 9.70 | 9.72 | 9.51 | 9.55 | 9.35 | 0.02 | -0.15
| | PCAR | 70.34 | 70.40 | 68.44 | 69.45 | 69.72 | 0.06 | -0.89
| | PLCM | 34.64 | 34.86 | 34.18 | 34.81 | 32.57 | 0.22 | 0.17
| | PRU | 91.50 | 92.83 | 91.19 | 92.14 | 90.02 | 1.33 | 0.64
| | PWR | 21.25 | 21.38 | 21.10 | 21.25 | 20.60 | 0.13 | 0.00
| | RAD | 6.31 | 6.35 | 6.29 | 6.31 | 6.24 | 0.04 | 0.00
| | RCL | 41.77 | 41.95 | 41.62 | 41.70 | 45.01 | 0.18 | -0.07
| | RGC | 22.66 | 22.93 | 22.20 | 22.58 | 22.44 | 0.27 | -0.08
| | RRI | 15.80 | 15.94 | 15.33 | 15.58 | 15.89 | 0.14 | -0.22
| | RTN | 55.05 | 55.19 | 54.49 | 54.67 | 53.22 | 0.14 | -0.38
| | RYL | 57.38 | 57.40 | 55.39 | 55.96 | 57.30 | 0.02 | -1.42
| | SCUR | 9.22 | 9.24 | 8.97 | 9.05 | 8.84 | 0.02 | -0.17
| | SID | 34.38 | 35.37 | 34.00 | 35.13 | 35.80 | 0.99 | 0.75
| | SLE | 17.00 | 17.25 | 16.90 | 17.12 | 17.30 | 0.25 | 0.12
| | SNV | 32.65 | 32.71 | 32.47 | 32.61 | 32.10 | 0.06 | -0.04
| | SPF | 29.00 | 29.02 | 27.90 | 27.98 | 29.27 | 0.02 | -1.02
| | SSTI | 5.40 | 5.50 | 5.30 | 5.46 | 5.28 | 0.10 | 0.06
| | SVU | 38.37 | 38.48 | 38.06 | 38.19 | 37.74 | 0.11 | -0.18
| | SWK | 58.09 | 58.09 | 57.39 | 57.85 | 57.26 | 0.00 | -0.24
| | T | 37.08 | 37.50 | 36.94 | 37.38 | 37.22 | 0.42 | 0.30
| | TIN | 49.88 | 49.88 | 49.06 | 49.49 | 48.29 | 0.00 | -0.39
| | TSN | 18.12 | 18.30 | 18.00 | 18.25 | 18.15 | 0.18 | 0.13
| | TYC | 31.85 | 31.90 | 31.60 | 31.80 | 32.32 | 0.05 | -0.05
| | UIS | 9.01 | 9.46 | 9.01 | 9.22 | 8.50 | 0.45 | 0.21
| | WSM | 35.00 | 35.40 | 34.91 | 35.07 | 35.65 | 0.40 | 0.07
| | XLI | 36.28 | 36.28 | 35.97 | 35.99 | 35.96 | 0.00 | -0.29
| | XLY | 39.85 | 39.86 | 39.69 | 39.83 | 39.72 | 0.01 | -0.02
| | 2856.04 | | | | | 26.09 | -1.56
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 08 - Thu
Perl based Code Colorer
In another article, I was looking at various batch oriented code colorization routines.
In looking for Perl Modules for another take, I found that there is a Perl module that will
do such a job, inline. It can be found at Colorer Library with another similar CPAN module at Syntax Hightlight Universal. I think that second supports about 200
different languages.
[/Personal/SoftwareDevelopment/HTML]
permanent link
Cisco Callmanager Call Detail Records (CDR) with Perl
It is possible to obtain Cisco Callmanager Call Detail Records through Perl. However,
there are a few prepatory steps to make it work.
Because Cisco recommends that Callmanager not be a member of a domain, it isn't possible to use flow through authentication to
access the SQL Database server when on a host other than Callmanager. Cisco therefore suggests that SQL Authentication be
changed to 'Mixed Mode'. This can be accomplished by starting sQL Enterprise Manager on the Callmanager Server containing the
CDRs (there should only be one server in the cluster with CDR responsibilites), right click on the server name and select
properties, select the security tab, and choose 'SQL Server and Windows' for authentication. Callmanager will need to be
restarted.
To connect to the database tables, one could code the sa username and password into the queries, but that probably isn't a
very good thing. Instead, I'd suggest creating a new login, call it cdr_reader, and assign it to the CDR database with public
and db_owner roles.
Perl DBD drivers for Sybase can be used for connecting to the SQL 2000 database tables in Callmanager 3.3 and 4.X. For those
who aren't using Debian, steps outlined at
Linux Journal
and FreeTDS: Tabular Data Stream.
For Debian users, obtaining the package is as simple as running 'apt-get install libdbd-sybase-perl' from unstable or testing.
As of the time of this writing, I don't think Stable has the most recent and appropriate version.
I then modified the example from a
Perl HowTo slightly to give
it a try:
#!/usr/bin/perl
#-- open database
use DBI;
my $dbh = DBI->connect('DBI:Sybase:server=10.10.10.10','cdr_reader','password') or die $DBI::errstr;
$dbh->do("use CDR");
#-- sample query
my $rows = $dbh->selectrow_array("SELECT COUNT(*) FROM CallDetailRecord");
print "CDR has $rows records\n" if ( defined $rows );
That turned out to be quite straightforward. I'll publish another article with some perl queries and summaries I've used.
[/Cisco/Callmanager]
permanent link
Some Ideas for Algorithmic Trading
When I mentioned to someone that I do trading development with SmartQuant's
QuantDeveloper, they said they've encountered similar tools with
names such
as KDB and Apama.
Upon further research, KDB is a tick database developed by ksxystems. It is designed for
recording high frequency ticks, as well as manipulating the data efficiently. I'm wondering
what sort of price tag is associated with it.
Apama is a Buy Side Algorithmic trading tool by Progress Software. They have an Algorithmic
Trading Resource Center. On that page, I found a one page article on 10 Innovative Algorithmic Trading Techniques by John Bates. Here are the
top ten techniques:
- Making your own "secret sauce"
- Gaining "first mover"
- Algorithmic trading beyond equities
- Concurrent access to multiple liquidity pools
- Cross-asset Trading
- Combining news analysis into algorithms
- Real-time market data capture
- Backtesting and Tuning
- Digital Forensics
- Managing Trading Risk
[/Trading/AutomatedTrading]
permanent link
Trading Site of the Day -- KQuant: Pointers to Who's Who and What's What
K|Quant is a nice, eye pleasing site
introducing one to the world of Quantitative Finance. Stereotypically, it is Rocket
Scientists, also known as Physicists, who are known to be comfortable in this type of
work.
However, the site's maintainer, Rico Blaser, does a great job of introducing the niche
field to the aspiring quant. He has a page describing some good books for getting
introduced to the mathematics of the field. He also has some good links to the
pages of
well known researchers, authors, and personalities of the field.
The one drawback is that it doesn't appear to be updated very frequently. On the other
hand, it is a good source of basic information.
[/Trading/SiteOfTheDay/D200702]
permanent link
Darvas Selections for 2007/02/08
Here are the selections for Thursday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-07 High: 2007-02-01 EOD: 2007-02-07
| Symbol | Stop |
| AA | 32.29
| | ACF | 25.60
| | ACN | 37.98
| | AGU | 34.51
| | AL | 50.00
| | ANF | 80.46
| | ARBA | 9.42
| | BA | 89.73
| | BAX | 49.98
| | BC | 30.49
| | BMET | 42.08
| | BNI | 75.70
| | CECO | 28.13
| | CEM | 11.78
| | CEN | 30.38
| | CGV | 39.99
| | CIT | 58.63
| | CONR | 33.30
| | CPWR | 8.88
| | CRM | 44.32
| | D | 85.53
| | DE | 100.95
| | DHI | 29.38
| | DO | 79.34
| | EFA | 74.51
| | ETR | 96.32
| | FRX | 56.54
| | GGB | 17.97
| | GILD | 71.92
| | HLT | 37.31
| | HLTH | 14.02
| | HRB | 24.26
| | HYSL | 42.44
| | IJR | 68.48
| | ITT | 60.26
| | ITW | 50.29
| | JCP | 84.09
| | KR | 25.99
| | LEH | 84.13
| | LLL | 83.25
| | LYO | 31.30
| | MAT | 25.33
| | MCO | 72.60
| | MET | 62.87
| | MNST | 51.39
| | NIHD | 73.64
| | OI | 23.11
| | ONNN | 9.35
| | PRU | 90.02
| | PX | 63.18
| | RCL | 45.01
| | RGC | 22.44
| | RYL | 57.30
| | SLE | 17.30
| | SNV | 32.10
| | SUNW | 6.25
| | SVU | 37.74
| | SWK | 57.26
| | SYK | 62.07
| | TIN | 48.29
| | TMX | 30.93
| | TSN | 18.15
| | TV | 28.65
| | TYC | 32.32
| | UBS | 63.33
| | UIS | 8.50
| | UNP | 99.09
| | WPI | 28.01
| | WSM | 35.65
| | XLI | 35.96
| | XRX | 17.30
|
|
Start: 2007-01-07 High: 2007-02-02 EOD: 2007-02-07
| Symbol | Stop |
| ABB | 18.62
| | ACN | 37.98
| | ADCT | 15.98
| | AEP | 43.48
| | AMP | 59.35
| | ANF | 80.46
| | ARBA | 9.42
| | AVP | 36.89
| | BC | 30.49
| | BNI | 75.70
| | BUD | 50.65
| | CA | 25.77
| | CAR | 26.76
| | CEM | 11.78
| | CEN | 30.38
| | CGV | 39.99
| | CHKP | 24.43
| | CIT | 58.63
| | CMS | 17.12
| | COH | 47.03
| | CPWR | 8.88
| | CRM | 44.32
| | CROX | 57.32
| | CX | 36.37
| | D | 85.53
| | DE | 100.95
| | DHI | 29.38
| | ETN | 78.23
| | ETR | 96.32
| | FRX | 56.54
| | GMST | 3.98
| | GR | 48.39
| | HAS | 27.91
| | HCR | 53.08
| | HLT | 37.31
| | HLTH | 14.02
| | HYSL | 42.44
| | IJR | 68.48
| | IR | 43.26
| | JCP | 84.09
| | KEY | 38.97
| | KR | 25.99
| | LEH | 84.13
| | LLL | 83.25
| | MAT | 25.33
| | MCO | 72.60
| | MET | 62.87
| | MIR | 34.61
| | MNST | 51.39
| | NKE | 100.35
| | NOC | 73.57
| | NTY | 52.32
| | NYB | 16.94
| | ONNN | 9.35
| | PCAR | 69.72
| | PLCM | 32.57
| | PRU | 90.02
| | PWR | 20.60
| | RAD | 6.24
| | RCL | 45.01
| | RGC | 22.44
| | RRI | 15.89
| | RTN | 53.22
| | RYL | 57.30
| | SCUR | 8.84
| | SID | 35.80
| | SLE | 17.30
| | SNV | 32.10
| | SPF | 29.27
| | SSTI | 5.28
| | SVU | 37.74
| | SWK | 57.26
| | T | 37.22
| | TIN | 48.29
| | TSN | 18.15
| | TYC | 32.32
| | UIS | 8.50
| | WSM | 35.65
| | XLI | 35.96
| | XLY | 39.72
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/07
In comparison, the Dow Jones Industrial Index opened at 12656, had a high of 12700, had a
low of 12630, and closed up at 12666.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-06 High: 2007-01-31 EOD: 2007-02-06
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ACF | 27.68 | 27.77 | 27.55 | 27.65 | 25.60 | 0.09 | -0.03
| | AGU | 35.45 | 36.05 | 35.43 | 35.78 | 34.51 | 0.60 | 0.33
| | AL | 51.23 | 51.69 | 50.32 | 50.66 | 50.00 | 0.46 | -0.57
| | APA | 69.72 | 70.20 | 68.95 | 69.20 | 70.73 | 0.48 | -0.52
| | BMET | 42.25 | 42.49 | 42.17 | 42.45 | 42.08 | 0.24 | 0.20
| | CECO | 29.08 | 29.25 | 28.97 | 29.01 | 28.13 | 0.17 | -0.07
| | CEN | 30.69 | 30.95 | 30.62 | 30.76 | 30.38 | 0.26 | 0.07
| | CHRW | 51.76 | 53.38 | 51.67 | 52.85 | 50.82 | 1.62 | 1.09
| | CIT | 61.18 | 61.59 | 60.94 | 61.36 | 58.63 | 0.41 | 0.18
| | CMX | 60.65 | 61.73 | 60.56 | 61.60 | 61.16 | 1.08 | 0.95
| | CPWR | 9.06 | 9.18 | 9.03 | 9.14 | 8.88 | 0.12 | 0.08
| | EL | 46.60 | 46.68 | 45.87 | 45.87 | 45.19 | 0.08 | -0.73
| | GGB | 17.95 | 17.95 | 17.50 | 17.65 | 17.97 | 0.00 | -0.30
| | GGP | 63.57 | 66.73 | 62.95 | 66.39 | 63.53 | 3.16 | 2.82
| | GTI | 7.99 | 8.15 | 7.91 | 8.09 | 7.77 | 0.16 | 0.10
| | HCP | 41.20 | 41.88 | 41.10 | 41.88 | 39.81 | 0.68 | 0.68
| | HLTH | 14.13 | 14.40 | 14.13 | 14.37 | 14.02 | 0.27 | 0.24
| | HYSL | 43.00 | 43.07 | 42.31 | 42.50 | 42.44 | 0.07 | -0.50
| | IR | 42.65 | 43.71 | 42.54 | 43.63 | 43.26 | 1.06 | 0.98
| | ITW | 52.00 | 52.09 | 51.80 | 52.00 | 50.29 | 0.09 | 0.00
| | KR | 25.62 | 26.23 | 25.58 | 26.14 | 25.57 | 0.61 | 0.52
| | LYO | 31.14 | 31.36 | 30.59 | 30.89 | 31.30 | 0.22 | -0.25
| | NCR | 47.10 | 47.30 | 46.98 | 47.25 | 46.25 | 0.20 | 0.15
| | NIHD | 74.05 | 74.68 | 73.53 | 74.52 | 73.64 | 0.63 | 0.47
| | PPC | 30.96 | 31.11 | 30.52 | 30.75 | 31.16 | 0.15 | -0.21
| | PRU | 89.65 | 90.37 | 89.65 | 90.37 | 90.02 | 0.72 | 0.72
| | RGC | 22.84 | 22.88 | 22.61 | 22.74 | 22.44 | 0.04 | -0.10
| | SPG | 118.89 | 123.96 | 117.90 | 123.78 | 118.66 | 5.07 | 4.89
| | SUNW | 6.57 | 6.62 | 6.51 | 6.59 | 6.25 | 0.05 | 0.02
| | SVU | 38.61 | 38.69 | 38.28 | 38.52 | 37.74 | 0.08 | -0.09
| | SWK | 58.35 | 58.41 | 57.66 | 58.09 | 57.26 | 0.06 | -0.26
| | SYK | 62.15 | 62.42 | 61.70 | 62.40 | 62.07 | 0.27 | 0.25
| | T | 37.44 | 37.61 | 36.88 | 37.16 | 37.22 | 0.17 | -0.28
| | TIN | 49.76 | 49.96 | 49.43 | 49.88 | 48.29 | 0.20 | 0.12
| | TMX | 31.15 | 31.20 | 30.75 | 31.08 | 30.93 | 0.05 | -0.07
| | TV | 28.96 | 29.11 | 28.81 | 28.96 | 28.65 | 0.15 | 0.00
| | UIS | 8.92 | 9.07 | 8.90 | 9.06 | 8.50 | 0.15 | 0.14
| | UNP | 100.35 | 102.19 | 99.93 | 100.15 | 99.09 | 1.84 | -0.20
| | 1642.40 | | | | | 21.76 | 10.82
|
Start: 2007-01-06 High: 2007-02-01 EOD: 2007-02-06
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.85 | 32.86 | 32.07 | 32.15 | 32.29 | 0.01 | -0.70
| | ACF | 27.68 | 27.77 | 27.55 | 27.65 | 25.60 | 0.09 | -0.03
| | ACN | 38.50 | 39.10 | 38.44 | 39.10 | 37.98 | 0.60 | 0.60
| | AGU | 35.45 | 36.05 | 35.43 | 35.78 | 34.51 | 0.60 | 0.33
| | AL | 51.23 | 51.69 | 50.32 | 50.66 | 50.00 | 0.46 | -0.57
| | ANF | 80.67 | 81.59 | 79.92 | 80.24 | 80.46 | 0.92 | -0.43
| | ARBA | 9.30 | 9.45 | 9.21 | 9.26 | 9.42 | 0.15 | -0.04
| | BA | 90.59 | 91.20 | 89.70 | 90.35 | 89.73 | 0.61 | -0.24
| | BAX | 49.46 | 49.66 | 49.40 | 49.65 | 49.98 | 0.20 | 0.19
| | BC | 34.21 | 34.21 | 33.75 | 33.86 | 30.49 | 0.00 | -0.35
| | BMET | 42.25 | 42.49 | 42.17 | 42.45 | 42.08 | 0.24 | 0.20
| | BNI | 80.31 | 81.30 | 79.62 | 79.90 | 75.70 | 0.99 | -0.41
| | CECO | 29.08 | 29.25 | 28.97 | 29.01 | 28.13 | 0.17 | -0.07
| | CEM | 11.82 | 11.89 | 11.73 | 11.77 | 11.78 | 0.07 | -0.05
| | CEN | 30.69 | 30.95 | 30.62 | 30.76 | 30.38 | 0.26 | 0.07
| | CGV | 40.07 | 40.14 | 39.63 | 39.99 | 39.99 | 0.07 | -0.08
| | CIT | 61.18 | 61.59 | 60.94 | 61.36 | 58.63 | 0.41 | 0.18
| | CPWR | 9.06 | 9.18 | 9.03 | 9.14 | 8.88 | 0.12 | 0.08
| | CRM | 47.20 | 48.15 | 47.06 | 47.69 | 44.32 | 0.95 | 0.49
| | D | 87.15 | 87.30 | 86.78 | 86.99 | 85.53 | 0.15 | -0.16
| | DE | 104.70 | 104.94 | 103.41 | 103.50 | 100.95 | 0.24 | -1.20
| | DHI | 30.18 | 30.18 | 29.47 | 29.64 | 29.38 | 0.00 | -0.54
| | DO | 84.47 | 84.89 | 83.05 | 84.47 | 79.34 | 0.42 | 0.00
| | EFA | 75.18 | 75.45 | 75.03 | 75.26 | 74.51 | 0.27 | 0.08
| | ETR | 97.39 | 98.04 | 96.92 | 97.92 | 96.32 | 0.65 | 0.53
| | FRX | 55.95 | 56.30 | 55.07 | 55.40 | 56.54 | 0.35 | -0.55
| | GGB | 17.95 | 17.95 | 17.50 | 17.65 | 17.97 | 0.00 | -0.30
| | GILD | 71.12 | 73.25 | 70.93 | 72.24 | 69.51 | 2.13 | 1.12
| | HLT | 37.49 | 37.65 | 36.97 | 37.52 | 36.68 | 0.16 | 0.03
| | HLTH | 14.13 | 14.40 | 14.13 | 14.37 | 14.02 | 0.27 | 0.24
| | HRB | 24.85 | 24.95 | 24.73 | 24.84 | 24.26 | 0.10 | -0.01
| | HYSL | 43.00 | 43.07 | 42.31 | 42.50 | 42.44 | 0.07 | -0.50
| | IJR | 68.56 | 68.88 | 68.27 | 68.88 | 66.81 | 0.32 | 0.32
| | ITT | 60.18 | 60.18 | 59.14 | 59.97 | 60.26 | 0.00 | -0.21
| | ITW | 52.00 | 52.09 | 51.80 | 52.00 | 50.29 | 0.09 | 0.00
| | JCP | 85.00 | 85.68 | 84.21 | 84.42 | 84.09 | 0.68 | -0.58
| | KR | 25.62 | 26.23 | 25.58 | 26.14 | 25.57 | 0.61 | 0.52
| | LEH | 85.95 | 86.18 | 85.20 | 85.70 | 84.13 | 0.23 | -0.25
| | LLL | 86.35 | 87.75 | 86.31 | 87.06 | 83.25 | 1.40 | 0.71
| | LYO | 31.14 | 31.36 | 30.59 | 30.89 | 31.30 | 0.22 | -0.25
| | MAT | 25.40 | 25.88 | 25.40 | 25.82 | 25.33 | 0.48 | 0.42
| | MCO | 72.61 | 74.00 | 72.12 | 73.95 | 72.60 | 1.39 | 1.34
| | MET | 63.65 | 64.31 | 63.50 | 64.21 | 62.87 | 0.66 | 0.56
| | MNST | 51.59 | 52.80 | 51.59 | 52.74 | 51.39 | 1.21 | 1.15
| | NIHD | 74.05 | 74.68 | 73.53 | 74.52 | 73.64 | 0.63 | 0.47
| | OI | 23.85 | 23.85 | 22.93 | 23.14 | 23.11 | 0.00 | -0.71
| | ONNN | 9.66 | 9.73 | 9.52 | 9.72 | 9.35 | 0.07 | 0.06
| | PRU | 89.65 | 90.37 | 89.65 | 90.37 | 90.02 | 0.72 | 0.72
| | PX | 63.29 | 63.65 | 63.20 | 63.40 | 63.18 | 0.36 | 0.11
| | RCL | 42.13 | 42.33 | 41.30 | 41.59 | 45.01 | 0.20 | -0.54
| | RGC | 22.84 | 22.88 | 22.61 | 22.74 | 22.44 | 0.04 | -0.10
| | RYL | 58.70 | 58.90 | 57.56 | 57.97 | 57.30 | 0.20 | -0.73
| | SLE | 17.27 | 17.29 | 16.83 | 17.00 | 17.30 | 0.02 | -0.27
| | SNV | 32.54 | 32.78 | 32.53 | 32.65 | 32.10 | 0.24 | 0.11
| | SUNW | 6.57 | 6.62 | 6.51 | 6.59 | 6.25 | 0.05 | 0.02
| | SVU | 38.61 | 38.69 | 38.28 | 38.52 | 37.74 | 0.08 | -0.09
| | SWK | 58.35 | 58.41 | 57.66 | 58.09 | 57.26 | 0.06 | -0.26
| | SYK | 62.15 | 62.42 | 61.70 | 62.40 | 62.07 | 0.27 | 0.25
| | TIN | 49.76 | 49.96 | 49.43 | 49.88 | 48.29 | 0.20 | 0.12
| | TMX | 31.15 | 31.20 | 30.75 | 31.08 | 30.93 | 0.05 | -0.07
| | TSN | 18.23 | 18.40 | 18.11 | 18.15 | 18.15 | 0.17 | -0.08
| | TV | 28.96 | 29.11 | 28.81 | 28.96 | 28.65 | 0.15 | 0.00
| | TYC | 32.34 | 32.34 | 31.65 | 31.97 | 32.32 | 0.00 | -0.37
| | UBS | 63.43 | 63.92 | 63.31 | 63.63 | 63.33 | 0.49 | 0.20
| | UIS | 8.92 | 9.07 | 8.90 | 9.06 | 8.50 | 0.15 | 0.14
| | UNP | 100.35 | 102.19 | 99.93 | 100.15 | 99.09 | 1.84 | -0.20
| | WPI | 27.85 | 28.19 | 27.74 | 28.08 | 27.69 | 0.34 | 0.23
| | WSM | 35.50 | 35.50 | 34.92 | 35.05 | 35.65 | 0.00 | -0.45
| | XLI | 36.35 | 36.35 | 36.19 | 36.24 | 35.96 | 0.00 | -0.11
| | XRX | 17.27 | 17.38 | 17.27 | 17.33 | 16.12 | 0.11 | 0.06
| | 3032.42 | | | | | 25.46 | 0.15
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 07 - Wed
Darvas Selections for 2007/02/07
Here are the selections for Wednesday. These lists have the Darvas stop calculated in
the second column.
|
Start: 2007-01-06 High: 2007-01-31 EOD: 2007-02-06
| Symbol | Stop |
| ACF | 25.60
| | AGU | 34.51
| | AL | 50.00
| | APA | 70.73
| | BMET | 42.08
| | CECO | 28.13
| | CEN | 30.38
| | CHRW | 50.82
| | CIT | 58.63
| | CMX | 61.16
| | CONR | 33.30
| | CPWR | 8.88
| | EL | 45.19
| | GGB | 17.97
| | GGP | 63.53
| | GTI | 7.77
| | HCP | 39.81
| | HLTH | 14.02
| | HYSL | 42.44
| | IR | 43.26
| | ITW | 50.29
| | KR | 25.57
| | LYO | 31.30
| | NCR | 46.25
| | NIHD | 73.64
| | PPC | 31.16
| | PRU | 90.02
| | RGC | 22.44
| | SPG | 118.66
| | SUNW | 6.25
| | SVU | 37.74
| | SWK | 57.26
| | SYK | 62.07
| | T | 37.22
| | TIN | 48.29
| | TMX | 30.93
| | TV | 28.65
| | UIS | 8.50
| | UNP | 99.09
|
|
Start: 2007-01-06 High: 2007-02-01 EOD: 2007-02-06
| Symbol | Stop |
| AA | 32.29
| | ACF | 25.60
| | ACN | 37.98
| | AGU | 34.51
| | AL | 50.00
| | ANF | 80.46
| | ARBA | 9.42
| | BA | 89.73
| | BAX | 49.98
| | BC | 30.49
| | BMET | 42.08
| | BNI | 75.70
| | CECO | 28.13
| | CEM | 11.78
| | CEN | 30.38
| | CGV | 39.99
| | CIT | 58.63
| | CONR | 33.30
| | CPWR | 8.88
| | CRM | 44.32
| | D | 85.53
| | DE | 100.95
| | DHI | 29.38
| | DO | 79.34
| | EFA | 74.51
| | ETR | 96.32
| | FRX | 56.54
| | GGB | 17.97
| | GILD | 69.51
| | HLT | 36.68
| | HLTH | 14.02
| | HRB | 24.26
| | HYSL | 42.44
| | IJR | 66.81
| | ITT | 60.26
| | ITW | 50.29
| | JCP | 84.09
| | KR | 25.57
| | LEH | 84.13
| | LLL | 83.25
| | LYO | 31.30
| | MAT | 25.33
| | MCO | 72.60
| | MET | 62.87
| | MNST | 51.39
| | NIHD | 73.64
| | OI | 23.11
| | ONNN | 9.35
| | PRU | 90.02
| | PX | 63.18
| | RCL | 45.01
| | RGC | 22.44
| | RYL | 57.30
| | SLE | 17.30
| | SNV | 32.10
| | SUNW | 6.25
| | SVU | 37.74
| | SWK | 57.26
| | SYK | 62.07
| | TIN | 48.29
| | TMX | 30.93
| | TSN | 18.15
| | TV | 28.65
| | TYC | 32.32
| | UBS | 63.33
| | UIS | 8.50
| | UNP | 99.09
| | WPI | 27.69
| | WSM | 35.65
| | XLI | 35.96
| | XRX | 16.12
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/06
In comparison, the Dow Jones Industrial Index opened at 12661 had a high of 12680, had a
low of 12633, and closed up at 12666.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-05 High: 2007-01-30 EOD: 2007-02-05
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.56 | 32.94 | 32.55 | 32.85 | 32.29 | 0.38 | 0.29
| | ACF | 27.27 | 27.63 | 27.17 | 27.61 | 25.60 | 0.36 | 0.34
| | AEP | 44.97 | 45.46 | 44.84 | 45.05 | 43.48 | 0.49 | 0.08
| | AGU | 34.87 | 35.76 | 34.63 | 35.45 | 34.51 | 0.89 | 0.58
| | ALGN | 16.21 | 16.70 | 16.15 | 16.33 | 16.35 | 0.49 | 0.12
| | APA | 70.07 | 70.25 | 69.16 | 69.90 | 70.73 | 0.18 | -0.17
| | ARDI | 7.43 | 7.44 | 7.42 | 7.42 | 7.26 | 0.01 | -0.01
| | BSX | 18.00 | 18.04 | 17.37 | 17.50 | 18.43 | 0.04 | -0.50
| | CHINA | 10.57 | 10.77 | 10.43 | 10.69 | 9.98 | 0.20 | 0.12
| | CMX | 61.10 | 61.16 | 60.67 | 60.69 | 61.16 | 0.06 | -0.41
| | CPWR | 9.05 | 9.14 | 8.99 | 9.09 | 8.88 | 0.09 | 0.04
| | CROX | 56.76 | 57.85 | 56.12 | 57.75 | 52.00 | 1.09 | 0.99
| | EXTR | 4.36 | 4.44 | 4.32 | 4.35 | 4.23 | 0.08 | -0.01
| | FHN | 43.95 | 44.50 | 43.85 | 44.31 | 42.79 | 0.55 | 0.36
| | FPL | 58.80 | 59.10 | 58.70 | 59.07 | 57.56 | 0.30 | 0.27
| | GMST | 4.23 | 4.25 | 4.07 | 4.17 | 3.98 | 0.02 | -0.06
| | GTI | 7.89 | 8.00 | 7.82 | 7.97 | 7.77 | 0.11 | 0.08
| | HCP | 41.33 | 41.44 | 41.11 | 41.25 | 39.81 | 0.11 | -0.08
| | HIG | 96.11 | 96.88 | 95.87 | 95.97 | 96.20 | 0.77 | -0.14
| | HLTH | 14.48 | 14.54 | 14.13 | 14.31 | 14.02 | 0.06 | -0.17
| | HYSL | 42.61 | 43.13 | 42.24 | 43.04 | 42.44 | 0.51 | 0.43
| | ITW | 51.75 | 51.93 | 51.70 | 51.90 | 50.29 | 0.18 | 0.15
| | KR | 25.97 | 26.07 | 25.61 | 25.72 | 25.57 | 0.10 | -0.25
| | LYO | 30.70 | 30.90 | 30.53 | 30.79 | 31.72 | 0.20 | 0.09
| | NCR | 47.29 | 47.30 | 46.60 | 46.95 | 46.25 | 0.01 | -0.34
| | PPC | 31.47 | 31.47 | 30.66 | 30.97 | 31.16 | 0.00 | -0.50
| | PRU | 89.77 | 90.36 | 89.51 | 89.73 | 90.02 | 0.59 | -0.04
| | RCL | 43.49 | 43.50 | 41.71 | 41.82 | 45.01 | 0.01 | -1.67
| | SPIL | 8.89 | 8.97 | 8.81 | 8.84 | 8.57 | 0.08 | -0.05
| | SSTI | 5.31 | 5.42 | 5.19 | 5.41 | 5.28 | 0.11 | 0.10
| | SUNW | 6.70 | 6.73 | 6.50 | 6.53 | 6.25 | 0.03 | -0.17
| | SVU | 38.65 | 38.73 | 38.41 | 38.61 | 38.48 | 0.08 | -0.04
| | SWK | 57.75 | 58.17 | 57.33 | 58.17 | 57.26 | 0.42 | 0.42
| | SYGR | 5.77 | 5.78 | 5.74 | 5.74 | 5.74 | 0.01 | -0.03
| | SYK | 62.49 | 62.54 | 61.95 | 61.95 | 62.07 | 0.05 | -0.54
| | TMX | 31.15 | 31.37 | 30.87 | 30.96 | 31.03 | 0.22 | -0.19
| | TPX | 24.60 | 25.41 | 24.37 | 25.25 | 24.40 | 0.81 | 0.65
| | WPI | 27.71 | 27.85 | 27.61 | 27.85 | 26.83 | 0.14 | 0.14
| | YRCW | 43.25 | 43.81 | 43.02 | 43.74 | 44.91 | 0.56 | 0.49
| | ZMH | 83.45 | 84.13 | 83.22 | 83.99 | 83.70 | 0.68 | 0.54
| | 1387.31 | | | | | 11.07 | 0.91
|
Start: 2007-01-05 High: 2007-01-31 EOD: 2007-02-05
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ACF | 27.27 | 27.63 | 27.17 | 27.61 | 25.60 | 0.36 | 0.34
| | AGU | 34.87 | 35.76 | 34.63 | 35.45 | 34.51 | 0.89 | 0.58
| | AL | 50.66 | 51.56 | 50.66 | 51.55 | 50.00 | 0.90 | 0.89
| | APA | 70.07 | 70.25 | 69.16 | 69.90 | 70.73 | 0.18 | -0.17
| | BMET | 42.20 | 42.25 | 42.15 | 42.15 | 42.08 | 0.05 | -0.05
| | BMY | 28.73 | 28.79 | 28.51 | 28.75 | 28.73 | 0.06 | 0.02
| | CECO | 28.80 | 29.13 | 28.55 | 28.98 | 28.13 | 0.33 | 0.18
| | CEN | 30.61 | 30.90 | 30.36 | 30.56 | 30.38 | 0.29 | -0.05
| | CHRW | 52.15 | 52.39 | 51.50 | 51.98 | 50.82 | 0.24 | -0.17
| | CIT | 60.38 | 61.26 | 60.30 | 60.92 | 58.63 | 0.88 | 0.54
| | CMX | 61.10 | 61.16 | 60.67 | 60.69 | 61.16 | 0.06 | -0.41
| | CPWR | 9.05 | 9.14 | 8.99 | 9.09 | 8.88 | 0.09 | 0.04
| | EL | 47.00 | 47.25 | 46.42 | 46.49 | 45.19 | 0.25 | -0.51
| | FPL | 58.80 | 59.10 | 58.70 | 59.07 | 57.56 | 0.30 | 0.27
| | GGB | 18.00 | 18.40 | 17.81 | 18.20 | 16.28 | 0.40 | 0.20
| | GTI | 7.89 | 8.00 | 7.82 | 7.97 | 7.77 | 0.11 | 0.08
| | HCP | 41.33 | 41.44 | 41.11 | 41.25 | 39.81 | 0.11 | -0.08
| | HIG | 96.11 | 96.88 | 95.87 | 95.97 | 96.20 | 0.77 | -0.14
| | HLTH | 14.48 | 14.54 | 14.13 | 14.31 | 14.02 | 0.06 | -0.17
| | HYSL | 42.61 | 43.13 | 42.24 | 43.04 | 42.44 | 0.51 | 0.43
| | IR | 43.55 | 43.81 | 43.30 | 43.45 | 43.26 | 0.26 | -0.10
| | ITW | 51.75 | 51.93 | 51.70 | 51.90 | 50.29 | 0.18 | 0.15
| | KR | 25.97 | 26.07 | 25.61 | 25.72 | 25.57 | 0.10 | -0.25
| | LYO | 30.70 | 30.90 | 30.53 | 30.79 | 31.72 | 0.20 | 0.09
| | NCR | 47.29 | 47.30 | 46.60 | 46.95 | 46.25 | 0.01 | -0.34
| | NIHD | 74.27 | 74.48 | 73.00 | 73.75 | 73.64 | 0.21 | -0.52
| | PPC | 31.47 | 31.47 | 30.66 | 30.97 | 31.16 | 0.00 | -0.50
| | PRU | 89.77 | 90.36 | 89.51 | 89.73 | 90.02 | 0.59 | -0.04
| | RGC | 22.59 | 22.99 | 22.59 | 22.88 | 22.44 | 0.40 | 0.29
| | SPG | 116.95 | 118.89 | 116.49 | 118.89 | 116.08 | 1.94 | 1.94
| | SPIL | 8.89 | 8.97 | 8.81 | 8.84 | 8.57 | 0.08 | -0.05
| | SUNW | 6.70 | 6.73 | 6.50 | 6.53 | 6.25 | 0.03 | -0.17
| | SVU | 38.65 | 38.73 | 38.41 | 38.61 | 38.48 | 0.08 | -0.04
| | SWK | 57.75 | 58.17 | 57.33 | 58.17 | 57.26 | 0.42 | 0.42
| | SYK | 62.49 | 62.54 | 61.95 | 61.95 | 62.07 | 0.05 | -0.54
| | T | 37.70 | 37.96 | 37.44 | 37.51 | 37.22 | 0.26 | -0.19
| | TIN | 50.23 | 50.37 | 49.52 | 49.79 | 48.29 | 0.14 | -0.44
| | TMX | 31.15 | 31.37 | 30.87 | 30.96 | 31.03 | 0.22 | -0.19
| | TV | 29.19 | 29.29 | 28.87 | 29.07 | 28.65 | 0.10 | -0.12
| | UIS | 8.85 | 8.95 | 8.84 | 8.92 | 8.50 | 0.10 | 0.07
| | UNP | 100.61 | 101.46 | 99.86 | 99.94 | 99.09 | 0.85 | -0.67
| | 1757.16 | | | | | 13.06 | 0.62
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 06 - Tue
Darvas Selections for 2007/02/06
Here are the selections for Tuesday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-05 High: 2007-01-30 EOD: 2007-02-05
| Symbol | Stop |
| AA | 32.29
| | ACF | 25.60
| | AEP | 43.48
| | AGU | 34.51
| | ALGN | 16.35
| | APA | 70.73
| | ARDI | 7.26
| | BSX | 18.43
| | CHINA | 9.98
| | CMX | 61.16
| | CPWR | 8.88
| | CROX | 52.00
| | EXTR | 4.23
| | FHN | 42.79
| | FPL | 57.56
| | GMST | 3.98
| | GTI | 7.77
| | HCP | 39.81
| | HIG | 96.20
| | HLTH | 14.02
| | HYSL | 42.44
| | ITW | 50.29
| | KR | 25.57
| | LYO | 31.72
| | NCR | 46.25
| | PPC | 31.16
| | PRU | 90.02
| | RCL | 45.01
| | SPIL | 8.57
| | SSTI | 5.28
| | SUNW | 6.25
| | SVU | 38.48
| | SWK | 57.26
| | SYGR | 5.74
| | SYK | 62.07
| | TMX | 31.03
| | TPX | 24.40
| | WPI | 26.83
| | YRCW | 44.91
| | ZMH | 83.70
|
|
Start: 2007-01-05 High: 2007-01-31 EOD: 2007-02-05
| Symbol | Stop |
| ACF | 25.60
| | AGU | 34.51
| | AL | 50.00
| | APA | 70.73
| | BMET | 42.08
| | BMY | 28.73
| | CECO | 28.13
| | CEN | 30.38
| | CHRW | 50.82
| | CIT | 58.63
| | CMX | 61.16
| | CONR | 33.30
| | CPWR | 8.88
| | EL | 45.19
| | FPL | 57.56
| | GGB | 16.28
| | GTI | 7.77
| | HCP | 39.81
| | HIG | 96.20
| | HLTH | 14.02
| | HYSL | 42.44
| | IR | 43.26
| | ITW | 50.29
| | KR | 25.57
| | LYO | 31.72
| | NCR | 46.25
| | NIHD | 73.64
| | PPC | 31.16
| | PRU | 90.02
| | RGC | 22.44
| | SPG | 116.08
| | SPIL | 8.57
| | SUNW | 6.25
| | SVU | 38.48
| | SWK | 57.26
| | SYK | 62.07
| | T | 37.22
| | TIN | 48.29
| | TMX | 31.03
| | TV | 28.65
| | UIS | 8.50
| | UNP | 99.09
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/05
In comparison, the Dow Jones Industrial Index opened at 12653 had a high of 12681, had a
low of 12629, and closed up at 12661.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-02 High: 2007-01-29 EOD: 2007-02-02
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ADCT | 16.55 | 16.70 | 16.44 | 16.48 | 15.91 | 0.15 | -0.07
| | AEP | 44.10 | 44.76 | 44.06 | 44.66 | 43.48 | 0.66 | 0.56
| | ANDW | 10.35 | 10.39 | 10.20 | 10.23 | 10.99 | 0.04 | -0.13
| | ARM | 19.75 | 20.21 | 19.53 | 20.05 | 19.77 | 0.46 | 0.30
| | BMY | 28.53 | 28.79 | 28.43 | 28.73 | 28.33 | 0.26 | 0.20
| | BOW | 27.45 | 27.64 | 26.86 | 26.97 | 26.73 | 0.19 | -0.48
| | CAR | 26.28 | 26.79 | 26.26 | 26.75 | 25.74 | 0.51 | 0.47
| | CEM | 11.83 | 11.87 | 11.66 | 11.77 | 11.78 | 0.04 | -0.06
| | CIT | 60.51 | 60.70 | 60.00 | 60.26 | 58.63 | 0.19 | -0.25
| | CTSH | 89.73 | 93.48 | 89.00 | 92.95 | 82.81 | 3.75 | 3.22
| | EXTR | 4.22 | 4.37 | 4.21 | 4.36 | 4.01 | 0.15 | 0.14
| | FPL | 57.53 | 58.68 | 57.45 | 58.63 | 57.44 | 1.15 | 1.10
| | GNTX | 17.72 | 17.92 | 17.56 | 17.78 | 16.92 | 0.20 | 0.06
| | GTI | 7.98 | 8.05 | 7.76 | 7.86 | 7.77 | 0.07 | -0.12
| | HCP | 41.50 | 41.50 | 41.08 | 41.17 | 39.81 | 0.00 | -0.33
| | HLTH | 14.38 | 14.52 | 14.26 | 14.48 | 14.02 | 0.14 | 0.10
| | IAR | 33.35 | 33.75 | 33.04 | 33.46 | 32.93 | 0.40 | 0.11
| | KG | 17.82 | 17.87 | 17.63 | 17.74 | 17.60 | 0.05 | -0.08
| | KR | 25.75 | 26.08 | 25.67 | 25.97 | 25.57 | 0.33 | 0.22
| | LYO | 31.37 | 31.37 | 30.69 | 30.75 | 30.76 | 0.00 | -0.62
| | MAT | 24.91 | 25.21 | 24.71 | 25.12 | 24.53 | 0.30 | 0.21
| | MBI | 72.17 | 72.53 | 71.87 | 72.13 | 71.88 | 0.36 | -0.04
| | MT | 47.23 | 47.85 | 47.15 | 47.59 | 46.97 | 0.62 | 0.36
| | NIHD | 73.53 | 74.09 | 72.68 | 73.97 | 72.97 | 0.56 | 0.44
| | NRG | 61.20 | 61.45 | 61.00 | 61.29 | 59.77 | 0.25 | 0.09
| | NTES | 20.30 | 20.44 | 19.92 | 20.36 | 19.81 | 0.14 | 0.06
| | ONNN | 9.58 | 9.80 | 9.47 | 9.68 | 9.35 | 0.22 | 0.10
| | PAAS | 28.62 | 29.13 | 28.45 | 28.98 | 28.07 | 0.51 | 0.36
| | PLCM | 34.18 | 34.60 | 33.98 | 34.24 | 32.57 | 0.42 | 0.06
| | POT | 156.57 | 156.58 | 149.54 | 150.06 | 148.61 | 0.01 | -6.51
| | PRU | 90.44 | 90.44 | 89.63 | 89.86 | 90.02 | 0.00 | -0.58
| | RRI | 15.50 | 16.18 | 15.30 | 16.09 | 15.20 | 0.68 | 0.59
| | SPIL | 8.78 | 8.88 | 8.66 | 8.88 | 8.30 | 0.10 | 0.10
| | STP | 36.50 | 39.80 | 36.45 | 39.55 | 37.27 | 3.30 | 3.05
| | SUNW | 6.68 | 6.78 | 6.64 | 6.64 | 6.25 | 0.10 | -0.04
| | SVU | 38.68 | 38.79 | 38.27 | 38.61 | 38.82 | 0.11 | -0.07
| | SYK | 62.21 | 62.65 | 62.05 | 62.39 | 62.07 | 0.44 | 0.18
| | TPX | 24.43 | 24.70 | 24.28 | 24.45 | 23.21 | 0.27 | 0.02
| | TRA | 14.63 | 14.63 | 14.00 | 14.23 | 13.86 | 0.00 | -0.40
| | TSN | 18.05 | 18.23 | 17.81 | 18.16 | 16.91 | 0.18 | 0.11
| | UIS | 8.76 | 8.86 | 8.74 | 8.85 | 8.50 | 0.10 | 0.09
| | ZMH | 82.80 | 83.98 | 82.59 | 83.77 | 83.70 | 1.18 | 0.97
| | 1344.52 | | | | | 18.59 | 3.49
|
Start: 2007-01-02 High: 2007-01-30 EOD: 2007-02-02
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.50 | 32.87 | 32.37 | 32.56 | 32.29 | 0.37 | 0.06
| | ACF | 27.37 | 27.53 | 27.13 | 27.25 | 26.09 | 0.16 | -0.12
| | AEP | 44.10 | 44.76 | 44.06 | 44.66 | 43.48 | 0.66 | 0.56
| | AGU | 35.62 | 35.86 | 34.74 | 34.74 | 34.51 | 0.24 | -0.88
| | ALGN | 16.11 | 16.40 | 16.10 | 16.22 | 16.35 | 0.29 | 0.11
| | ANDW | 10.35 | 10.39 | 10.20 | 10.23 | 10.99 | 0.04 | -0.13
| | APA | 70.96 | 71.32 | 69.50 | 69.62 | 70.73 | 0.36 | -1.34
| | ARDI | 7.42 | 7.44 | 7.42 | 7.42 | 7.26 | 0.02 | 0.00
| | BSX | 18.11 | 18.24 | 17.96 | 18.08 | 18.43 | 0.13 | -0.03
| | CHINA | 10.14 | 10.28 | 10.10 | 10.17 | 9.95 | 0.14 | 0.03
| | CMX | 60.29 | 61.08 | 60.29 | 60.93 | 60.08 | 0.79 | 0.64
| | CPWR | 9.08 | 9.14 | 9.04 | 9.05 | 8.88 | 0.06 | -0.03
| | CROX | 56.33 | 57.57 | 55.07 | 56.61 | 52.00 | 1.24 | 0.28
| | CTSH | 89.73 | 93.48 | 89.00 | 92.95 | 82.81 | 3.75 | 3.22
| | EXTR | 4.22 | 4.37 | 4.21 | 4.36 | 4.01 | 0.15 | 0.14
| | FHN | 43.74 | 43.91 | 43.53 | 43.71 | 43.75 | 0.17 | -0.03
| | FPL | 57.53 | 58.68 | 57.45 | 58.63 | 57.44 | 1.15 | 1.10
| | GMST | 4.28 | 4.43 | 4.15 | 4.18 | 4.06 | 0.15 | -0.10
| | GTI | 7.98 | 8.05 | 7.76 | 7.86 | 7.77 | 0.07 | -0.12
| | HCP | 41.50 | 41.50 | 41.08 | 41.17 | 39.81 | 0.00 | -0.33
| | HIG | 95.67 | 96.43 | 95.33 | 96.12 | 94.36 | 0.76 | 0.45
| | HLTH | 14.38 | 14.52 | 14.26 | 14.48 | 14.02 | 0.14 | 0.10
| | HYSL | 42.22 | 42.73 | 41.86 | 42.61 | 39.76 | 0.51 | 0.39
| | ITW | 51.31 | 51.81 | 51.18 | 51.72 | 50.29 | 0.50 | 0.41
| | KR | 25.75 | 26.08 | 25.67 | 25.97 | 25.57 | 0.33 | 0.22
| | LYO | 31.37 | 31.37 | 30.69 | 30.75 | 30.76 | 0.00 | -0.62
| | MT | 47.23 | 47.85 | 47.15 | 47.59 | 46.97 | 0.62 | 0.36
| | NCR | 46.81 | 47.49 | 46.81 | 47.29 | 46.04 | 0.68 | 0.48
| | NOK | 22.15 | 22.22 | 22.02 | 22.11 | 21.00 | 0.07 | -0.04
| | POT | 156.57 | 156.58 | 149.54 | 150.06 | 148.61 | 0.01 | -6.51
| | PPC | 31.97 | 32.00 | 30.92 | 31.32 | 31.16 | 0.03 | -0.65
| | PRU | 90.44 | 90.44 | 89.63 | 89.86 | 90.02 | 0.00 | -0.58
| | RCL | 44.91 | 45.10 | 43.10 | 43.51 | 45.01 | 0.19 | -1.40
| | SPIL | 8.78 | 8.88 | 8.66 | 8.88 | 8.30 | 0.10 | 0.10
| | SSTI | 5.33 | 5.33 | 5.07 | 5.28 | 5.28 | 0.00 | -0.05
| | SUNW | 6.68 | 6.78 | 6.64 | 6.64 | 6.25 | 0.10 | -0.04
| | SVU | 38.68 | 38.79 | 38.27 | 38.61 | 38.82 | 0.11 | -0.07
| | SWK | 58.62 | 58.83 | 57.55 | 57.70 | 57.26 | 0.21 | -0.92
| | SWY | 36.00 | 36.13 | 35.79 | 36.01 | 35.48 | 0.13 | 0.01
| | SYGR | 5.76 | 5.78 | 5.76 | 5.76 | 5.74 | 0.02 | 0.00
| | SYK | 62.21 | 62.65 | 62.05 | 62.39 | 62.07 | 0.44 | 0.18
| | TMX | 30.90 | 31.30 | 30.79 | 31.07 | 31.29 | 0.40 | 0.17
| | TPX | 24.43 | 24.70 | 24.28 | 24.45 | 23.21 | 0.27 | 0.02
| | TRA | 14.63 | 14.63 | 14.00 | 14.23 | 13.86 | 0.00 | -0.40
| | WPI | 27.78 | 27.78 | 27.47 | 27.56 | 26.93 | 0.00 | -0.22
| | XING | 15.65 | 16.15 | 15.55 | 16.02 | 16.43 | 0.50 | 0.37
| | YRCW | 43.13 | 44.00 | 42.92 | 43.17 | 44.91 | 0.87 | 0.04
| | ZMH | 82.80 | 83.98 | 82.59 | 83.77 | 83.70 | 1.18 | 0.97
| | 1598.48 | | | | | 18.10 | -4.20
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 03 - Sat
Darvas Selections for 2007/02/05
Here are the selections for Monday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-02 High: 2007-01-29 EOD: 2007-02-02
| Symbol | Stop |
| ADCT | 15.91
| | AEP | 43.48
| | ANDW | 10.99
| | ARM | 19.77
| | BMY | 28.33
| | BOW | 26.73
| | CAR | 25.74
| | CEM | 11.78
| | CIT | 58.63
| | CTSH | 82.81
| | EXTR | 4.01
| | FPL | 57.44
| | GNTX | 16.92
| | GTI | 7.77
| | HCP | 39.81
| | HLTH | 14.02
| | IAR | 32.93
| | KG | 17.60
| | KR | 25.57
| | LYO | 30.76
| | MAT | 24.53
| | MBI | 71.88
| | MT | 46.97
| | NIHD | 72.97
| | NRG | 59.77
| | NTES | 19.81
| | ONNN | 9.35
| | PAAS | 28.07
| | PLCM | 32.57
| | POT | 148.61
| | PRU | 90.02
| | RITA | 4.78
| | RRI | 15.20
| | SPIL | 8.30
| | STP | 37.27
| | SUNW | 6.25
| | SVU | 38.82
| | SYK | 62.07
| | TPX | 23.21
| | TRA | 13.86
| | TSN | 16.91
| | UIS | 8.50
| | ZMH | 83.70
|
|
Start: 2007-01-02 High: 2007-01-30 EOD: 2007-02-02
| Symbol | Stop |
| AA | 32.29
| | ACF | 26.09
| | AEP | 43.48
| | AGU | 34.51
| | ALGN | 16.35
| | ANDW | 10.99
| | APA | 70.73
| | ARDI | 7.26
| | BSX | 18.43
| | CHINA | 9.95
| | CMX | 60.08
| | CPWR | 8.88
| | CROX | 52.00
| | CTSH | 82.81
| | EXTR | 4.01
| | FHN | 43.75
| | FPL | 57.44
| | GMST | 4.06
| | GTI | 7.77
| | HCP | 39.81
| | HIG | 94.36
| | HLTH | 14.02
| | HYSL | 39.76
| | ITW | 50.29
| | KR | 25.57
| | LYO | 30.76
| | MT | 46.97
| | NCR | 46.04
| | NOK | 21.00
| | POT | 148.61
| | PPC | 31.16
| | PRU | 90.02
| | RCL | 45.01
| | SPIL | 8.30
| | SSTI | 5.28
| | SUNW | 6.25
| | SVU | 38.82
| | SWK | 57.26
| | SWY | 35.48
| | SYGR | 5.74
| | SYK | 62.07
| | TMX | 31.29
| | TPX | 23.21
| | TRA | 13.86
| | WPI | 26.93
| | XING | 16.43
| | YRCW | 44.91
| | ZMH | 83.70
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/02
In comparison, the Dow Jones Industrial Index opened at 12673 had a high of 12683, had a
low of 12638, and closed down at 12653.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.
Start: 2007-01-01 High: 2007-01-26 EOD: 2007-02-01
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.75 | 32.75 | 32.15 | 32.44 | 32.29 | 0.00 | -0.31
| | ADCT | 16.44 | 16.88 | 16.40 | 16.65 | 15.91 | 0.44 | 0.21
| | AMP | 59.26 | 59.85 | 59.19 | 59.76 | 56.95 | 0.59 | 0.50
| | ARBA | 9.68 | 9.79 | 9.46 | 9.58 | 9.42 | 0.11 | -0.10
| | AXL | 21.55 | 22.84 | 21.48 | 22.35 | 19.27 | 1.29 | 0.80
| | CEM | 11.88 | 11.94 | 11.72 | 11.85 | 11.78 | 0.06 | -0.03
| | CFC | 44.10 | 45.19 | 43.94 | 45.03 | 43.16 | 1.09 | 0.93
| | CMX | 60.80 | 60.90 | 60.40 | 60.59 | 60.08 | 0.10 | -0.21
| | CNP | 17.54 | 17.55 | 17.44 | 17.50 | 17.47 | 0.01 | -0.04
| | CPWR | 9.07 | 9.20 | 9.07 | 9.13 | 8.88 | 0.13 | 0.06
| | FPL | 57.47 | 57.72 | 57.20 | 57.65 | 57.44 | 0.25 | 0.18
| | HET | 84.50 | 84.70 | 84.49 | 84.49 | 84.60 | 0.20 | -0.01
| | IAR | 32.50 | 34.05 | 32.50 | 33.65 | 31.95 | 1.55 | 1.15
| | IRF | 41.85 | 42.39 | 41.53 | 41.54 | 40.48 | 0.54 | -0.31
| | KR | 25.72 | 25.96 | 25.67 | 25.85 | 25.57 | 0.24 | 0.13
| | NIHD | 73.55 | 74.03 | 72.36 | 73.24 | 72.97 | 0.48 | -0.31
| | NOK | 21.87 | 22.12 | 21.85 | 22.07 | 21.00 | 0.25 | 0.20
| | NVL | 37.11 | 37.25 | 36.66 | 36.88 | 34.81 | 0.14 | -0.23
| | ONNN | 9.82 | 9.91 | 9.70 | 9.70 | 8.89 | 0.09 | -0.12
| | PD | 122.75 | 123.01 | 121.67 | 122.20 | 122.49 | 0.26 | -0.55
| | SPIL | 8.66 | 8.80 | 8.55 | 8.68 | 8.30 | 0.14 | 0.02
| | SVU | 38.57 | 39.02 | 38.51 | 38.95 | 36.64 | 0.45 | 0.38
| | SYK | 62.66 | 62.87 | 62.16 | 62.41 | 62.07 | 0.21 | -0.25
| | TPX | 24.00 | 24.47 | 23.98 | 24.43 | 23.21 | 0.47 | 0.43
| | TROW | 47.81 | 48.23 | 47.43 | 47.78 | 47.04 | 0.42 | -0.03
| | 939.16 | | | | | 9.51 | 2.49
|
Start: 2007-01-01 High: 2007-01-29 EOD: 2007-02-01
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| ADCT | 16.44 | 16.88 | 16.40 | 16.65 | 15.91 | 0.44 | 0.21
| | AEP | 43.76 | 44.35 | 43.70 | 44.26 | 43.48 | 0.59 | 0.50
| | ANDW | 10.30 | 10.44 | 10.21 | 10.34 | 10.99 | 0.14 | 0.04
| | ARM | 19.52 | 19.73 | 19.08 | 19.23 | 19.77 | 0.21 | -0.29
| | BMY | 28.80 | 29.00 | 28.35 | 28.64 | 28.33 | 0.20 | -0.16
| | BOW | 27.19 | 27.67 | 26.96 | 27.60 | 26.73 | 0.48 | 0.41
| | CAR | 25.84 | 26.48 | 25.82 | 26.30 | 25.74 | 0.64 | 0.46
| | CEM | 11.88 | 11.94 | 11.72 | 11.85 | 11.78 | 0.06 | -0.03
| | CIT | 59.99 | 60.53 | 59.75 | 60.47 | 58.63 | 0.54 | 0.48
| | CTSH | 85.50 | 86.40 | 85.08 | 85.83 | 82.81 | 0.90 | 0.33
| | EXTR | 4.24 | 4.28 | 4.23 | 4.24 | 4.01 | 0.04 | 0.00
| | FPL | 57.47 | 57.72 | 57.20 | 57.65 | 57.44 | 0.25 | 0.18
| | GNTX | 17.55 | 17.63 | 17.26 | 17.59 | 16.92 | 0.08 | 0.04
| | GTI | 8.10 | 8.10 | 7.90 | 7.97 | 7.77 | 0.00 | -0.13
| | HCP | 41.09 | 41.16 | 40.81 | 41.11 | 39.81 | 0.07 | 0.02
| | HLTH | 14.45 | 14.50 | 14.23 | 14.43 | 14.02 | 0.05 | -0.02
| | IAR | 32.50 | 34.05 | 32.50 | 33.65 | 31.95 | 1.55 | 1.15
| | KG | 17.79 | 17.97 | 17.73 | 17.91 | 17.60 | 0.18 | 0.12
| | KR | 25.72 | 25.96 | 25.67 | 25.85 | 25.57 | 0.24 | 0.13
| | LYO | 32.20 | 32.20 | 31.37 | 31.51 | 30.76 | 0.00 | -0.69
| | MAT | 24.97 | 25.02 | 24.75 | 24.99 | 24.53 | 0.05 | 0.02
| | MBI | 72.51 | 73.14 | 72.33 | 72.61 | 71.88 | 0.63 | 0.10
| | MT | 47.57 | 47.80 | 47.06 | 47.56 | 46.97 | 0.23 | -0.01
| | NIHD | 73.55 | 74.03 | 72.36 | 73.24 | 72.97 | 0.48 | -0.31
| | NRG | 60.58 | 61.05 | 60.50 | 61.04 | 59.77 | 0.47 | 0.46
| | NTES | 19.75 | 20.44 | 19.62 | 20.29 | 19.81 | 0.69 | 0.54
| | ONNN | 9.82 | 9.91 | 9.70 | 9.70 | 8.89 | 0.09 | -0.12
| | PAAS | 28.26 | 28.64 | 27.65 | 28.44 | 28.07 | 0.38 | 0.18
| | PLCM | 34.35 | 34.60 | 34.00 | 34.27 | 32.57 | 0.25 | -0.08
| | POT | 160.51 | 160.51 | 156.30 | 156.81 | 148.61 | 0.00 | -3.70
| | PRU | 90.00 | 90.70 | 89.93 | 90.33 | 88.78 | 0.70 | 0.33
| | RRI | 15.07 | 15.67 | 15.00 | 15.55 | 14.71 | 0.60 | 0.48
| | SPIL | 8.66 | 8.80 | 8.55 | 8.68 | 8.30 | 0.14 | 0.02
| | STP | 35.60 | 36.75 | 35.52 | 35.88 | 37.27 | 1.15 | 0.28
| | SUNW | 6.56 | 6.69 | 6.55 | 6.63 | 6.25 | 0.13 | 0.07
| | SVU | 38.57 | 39.02 | 38.51 | 38.95 | 36.64 | 0.45 | 0.38
| | SYK | 62.66 | 62.87 | 62.16 | 62.41 | 62.07 | 0.21 | -0.25
| | TPX | 24.00 | 24.47 | 23.98 | 24.43 | 23.21 | 0.47 | 0.43
| | TRA | 14.53 | 14.74 | 14.31 | 14.67 | 13.78 | 0.21 | 0.14
| | TSN | 17.84 | 18.15 | 17.76 | 18.12 | 16.91 | 0.31 | 0.28
| | UIS | 8.76 | 8.82 | 8.75 | 8.80 | 8.50 | 0.06 | 0.04
| | ZMH | 83.10 | 83.71 | 82.44 | 82.75 | 83.70 | 0.61 | -0.35
| | 1316.74 | | | | | 14.97 | 1.68
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 02 - Fri
Darvas Selections for 2007/02/02
Here are the selections for Friday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-01 High: 2007-01-26 EOD: 2007-02-01
| Symbol | Stop |
| AA | 32.29
| | ADCT | 15.91
| | AMP | 56.95
| | ARBA | 9.42
| | AXL | 19.27
| | CEM | 11.78
| | CFC | 43.16
| | CMX | 60.08
| | CNP | 17.47
| | CPWR | 8.88
| | FPL | 57.44
| | HET | 84.60
| | IAR | 31.95
| | ICOS | 33.96
| | IRF | 40.48
| | KR | 25.57
| | NIHD | 72.97
| | NOK | 21.00
| | NVL | 34.81
| | ONNN | 8.89
| | PD | 122.49
| | SPIL | 8.30
| | SVU | 36.64
| | SYK | 62.07
| | TPX | 23.21
| | TROW | 47.04
|
|
Start: 2007-01-01 High: 2007-01-29 EOD: 2007-02-01
| Symbol | Stop |
| ADCT | 15.91
| | AEP | 43.48
| | ANDW | 10.99
| | ARM | 19.77
| | BMY | 28.33
| | BOW | 26.73
| | CAR | 25.74
| | CEM | 11.78
| | CIT | 58.63
| | CTSH | 82.81
| | EXTR | 4.01
| | FPL | 57.44
| | GNTX | 16.92
| | GTI | 7.77
| | HCP | 39.81
| | HLTH | 14.02
| | IAR | 31.95
| | KG | 17.60
| | KR | 25.57
| | LYO | 30.76
| | MAT | 24.53
| | MBI | 71.88
| | MT | 46.97
| | NIHD | 72.97
| | NRG | 59.77
| | NTES | 19.81
| | ONNN | 8.89
| | PAAS | 28.07
| | PLCM | 32.57
| | POT | 148.61
| | PRU | 88.78
| | RITA | 4.78
| | RRI | 14.71
| | SPIL | 8.30
| | STP | 37.27
| | SUNW | 6.25
| | SVU | 36.64
| | SYK | 62.07
| | TPX | 23.21
| | TRA | 13.78
| | TSN | 16.91
| | UIS | 8.50
| | ZMH | 83.70
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/02/01
In comparison, the Dow Jones Industrial Index opened at 12617 had a high of 12682, had a
low of 12616, and closed up at 12673.
If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day
Start: 2007-01-01 High: 2007-01-25 EOD: 2007-01-31
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.54 | 32.92 | 32.50 | 32.80 | 32.29 | 0.38 | 0.26
| | ANF | 79.62 | 81.64 | 79.62 | 81.51 | 78.11 | 2.02 | 1.89
| | APD | 74.62 | 75.32 | 74.43 | 74.71 | 72.04 | 0.70 | 0.09
| | AXL | 20.78 | 20.98 | 20.59 | 20.95 | 19.27 | 0.20 | 0.17
| | BAX | 49.89 | 50.32 | 49.49 | 50.31 | 49.34 | 0.43 | 0.42
| | BC | 33.98 | 34.66 | 33.76 | 34.62 | 32.28 | 0.68 | 0.64
| | BUD | 50.93 | 51.49 | 50.90 | 51.40 | 50.65 | 0.56 | 0.47
| | CAH | 71.35 | 71.76 | 71.23 | 71.68 | 70.04 | 0.41 | 0.33
| | CIT | 59.22 | 60.28 | 58.00 | 60.06 | 58.63 | 1.06 | 0.84
| | FPL | 56.75 | 57.51 | 56.67 | 57.45 | 55.58 | 0.76 | 0.70
| | FRX | 56.04 | 56.59 | 55.78 | 56.40 | 56.00 | 0.55 | 0.36
| | GS | 213.44 | 213.90 | 209.73 | 212.00 | 215.13 | 0.46 | -1.44
| | GT | 24.69 | 24.97 | 24.32 | 24.55 | 25.03 | 0.28 | -0.14
| | HET | 84.20 | 84.93 | 84.17 | 84.50 | 84.60 | 0.73 | 0.30
| | HTZ | 18.70 | 19.40 | 18.70 | 18.95 | 18.96 | 0.70 | 0.25
| | HYSL | 42.20 | 42.80 | 42.09 | 42.69 | 39.76 | 0.60 | 0.49
| | IR | 42.95 | 43.25 | 42.80 | 43.15 | 42.01 | 0.30 | 0.20
| | ITU | 37.70 | 37.80 | 37.20 | 37.54 | 37.09 | 0.10 | -0.16
| | IVV | 144.50 | 144.96 | 144.22 | 144.91 | 143.13 | 0.46 | 0.41
| | JCI | 92.51 | 94.09 | 92.46 | 93.85 | 91.68 | 1.58 | 1.34
| | JPM | 50.96 | 51.24 | 50.86 | 51.21 | 49.78 | 0.28 | 0.25
| | KMI | 106.02 | 106.35 | 105.67 | 105.81 | 106.28 | 0.33 | -0.21
| | LYO | 31.65 | 32.48 | 31.62 | 32.24 | 30.76 | 0.83 | 0.59
| | MAT | 24.48 | 25.00 | 24.43 | 24.90 | 23.73 | 0.52 | 0.42
| | MET | 62.88 | 63.26 | 62.50 | 63.16 | 62.36 | 0.38 | 0.28
| | MON | 55.24 | 55.74 | 54.60 | 54.84 | 54.77 | 0.50 | -0.40
| | MRK | 44.90 | 45.44 | 44.69 | 45.13 | 45.45 | 0.54 | 0.23
| | MSFT | 30.84 | 30.94 | 30.37 | 30.56 | 31.10 | 0.10 | -0.28
| | MT | 47.96 | 48.49 | 47.78 | 48.40 | 46.97 | 0.53 | 0.44
| | NCC | 37.86 | 37.97 | 37.78 | 37.97 | 37.46 | 0.11 | 0.11
| | NIHD | 73.71 | 74.64 | 73.01 | 73.41 | 72.97 | 0.93 | -0.30
| | NTES | 20.32 | 20.41 | 19.60 | 20.11 | 19.81 | 0.09 | -0.21
| | ONNN | 9.05 | 9.76 | 9.00 | 9.72 | 8.43 | 0.71 | 0.67
| | PAAS | 28.70 | 28.95 | 28.50 | 28.64 | 28.07 | 0.25 | -0.06
| | PHG | 39.27 | 39.38 | 39.12 | 39.38 | 38.03 | 0.11 | 0.11
| | PLCM | 33.95 | 34.29 | 33.70 | 34.27 | 32.57 | 0.34 | 0.32
| | RIO | 34.33 | 34.67 | 33.93 | 34.10 | 31.22 | 0.34 | -0.23
| | SPG | 114.25 | 114.29 | 113.31 | 114.28 | 113.50 | 0.04 | 0.03
| | SPIL | 8.69 | 8.74 | 8.48 | 8.66 | 8.30 | 0.05 | -0.03
| | SUNW | 6.74 | 6.76 | 6.52 | 6.55 | 6.25 | 0.02 | -0.19
| | T | 37.70 | 37.81 | 37.47 | 37.75 | 37.22 | 0.11 | 0.05
| | XLF | 37.18 | 37.34 | 37.15 | 37.32 | 37.19 | 0.16 | 0.14
| | 2223.29 | | | | | 20.23 | 9.15
|
Start: 2007-01-01 High: 2007-01-26 EOD: 2007-01-31
| Symbol | Open | High | Low | Close | Stop | O->H | O->C |
| AA | 32.54 | 32.92 | 32.50 | 32.80 | 32.29 | 0.38 | 0.26
| | ADCT | 16.19 | 16.64 | 16.19 | 16.44 | 15.61 | 0.45 | 0.25
| | AXL | 20.78 | 20.98 | 20.59 | 20.95 | 19.27 | 0.20 | 0.17
| | CEM | 11.53 | 11.87 | 11.48 | 11.83 | 11.38 | 0.34 | 0.30
| | CFC | 43.88 | 44.10 | 43.38 | 44.03 | 43.16 | 0.22 | 0.15
| | CMX | 60.86 | 61.20 | 60.50 | 60.70 | 60.08 | 0.34 | -0.16
| | CNP | 17.28 | 17.50 | 17.25 | 17.50 | 17.47 | 0.22 | 0.22
| | CPWR | 8.94 | 9.13 | 8.93 | 9.12 | 8.88 | 0.19 | 0.18
| | FPL | 56.75 | 57.51 | 56.67 | 57.45 | 55.58 | 0.76 | 0.70
| | HET | 84.20 | 84.93 | 84.17 | 84.50 | 84.60 | 0.73 | 0.30
| | IAR | 32.55 | 32.75 | 32.15 | 32.42 | 31.76 | 0.20 | -0.13
| | IRF | 41.76 | 42.15 | 41.26 | 41.84 | 40.48 | 0.39 | 0.08
| | KR | 25.58 | 25.93 | 25.49 | 25.72 | 25.57 | 0.35 | 0.14
| | NIHD | 73.71 | 74.64 | 73.01 | 73.41 | 72.97 | 0.93 | -0.30
| | NOK | 22.13 | 22.24 | 22.04 | 22.12 | 21.00 | 0.11 | -0.01
| | NVL | 36.84 | 37.68 | 36.54 | 37.15 | 34.81 | 0.84 | 0.31
| | ONNN | 9.05 | 9.76 | 9.00 | 9.72 | 8.43 | 0.71 | 0.67
| | PD | 124.00 | 124.40 | 123.21 | 123.47 | 122.49 | 0.40 | -0.53
| | SPIL | 8.69 | 8.74 | 8.48 | 8.66 | 8.30 | 0.05 | -0.03
| | SVU | 38.08 | 38.89 | 37.99 | 38.66 | 36.64 | 0.81 | 0.58
| | SYK | 63.50 | 63.50 | 61.84 | 62.46 | 61.16 | 0.00 | -1.04
| | TPX | 23.90 | 24.45 | 23.72 | 23.99 | 23.21 | 0.55 | 0.09
| | 789.24 | | | | | 9.17 | 2.20
|
[/Trading/Darvas/D200702]
permanent link
2007 Feb 01 - Thu
Darvas Selections for 2007/02/01
Here are the selections for Thursday. These lists have the Darvas stop calculated in the
second column.
|
Start: 2007-01-01 High: 2007-01-25 EOD: 2007-01-31
| Symbol | Stop |
| AA | 32.29
| | ANF | 78.11
| | APD | 72.04
| | AXL | 19.27
| | BAX | 49.34
| | BC | 32.28
| | BUD | 50.65
| | CAH | 70.04
| | CIT | 58.63
| | FPL | 55.58
| | FRX | 56.00
| | GS | 215.13
| | GT | 25.03
| | HET | 84.60
| | HTZ | 18.96
| | HYSL | 39.76
| | IR | 42.01
| | ITU | 37.09
| | IVV | 143.13
| | JCI | 91.68
| | JPM | 49.78
| | KMI | 106.28
| | LYO | 30.76
| | MAT | 23.73
| | MET | 62.36
| | MON | 54.77
| | MRK | 45.45
| | MSFT | 31.10
| | MT | 46.97
| | NCC | 37.46
| | NIHD | 72.97
| | NTES | 19.81
| | ONNN | 8.43
| | PAAS | 28.07
| | PHG | 38.03
| | PLCM | 32.57
| | RIO | 31.22
| | RITA | 4.78
| | SPG | 113.50
| | SPIL | 8.30
| | SUNW | 6.25
| | T | 37.22
| | XLF | 37.19
|
|
Start: 2007-01-01 High: 2007-01-26 EOD: 2007-01-31
| Symbol | Stop |
| AA | 32.29
| | ADCT | 15.61
| | AXL | 19.27
| | CEM | 11.38
| | CFC | 43.16
| | CMX | 60.08
| | CNP | 17.47
| | CPWR | 8.88
| | FPL | 55.58
| | HET | 84.60
| | IAR | 31.76
| | ICOS | 33.96
| | IRF | 40.48
| | KR | 25.57
| | NIHD | 72.97
| | NOK | 21.00
| | NVL | 34.81
| | ONNN | 8.43
| | PD | 122.49
| | SPIL | 8.30
| | SVU | 36.64
| | SYK | 61.16
| | TPX | 23.21
|
|
[/Trading/Darvas/D200702]
permanent link
Darvas Results at EOD 2007/01/31
In comparison, the Dow Jones Industrial Index opened at 12520 had a high of 12657, had a
low of 12505, and closed up at 12621.
Start: 2007-01-01 High: 2007-01-24 EOD: 2007-01-30
| Symbol | Open | High | Low | Close | O->H | O->C |
| AA | 32.02 | 32.49 | 31.83 | 32.30 | 0.47 | 0.28
| | AGR | 19.95 | 20.20 | 19.70 | 20.14 | 0.25 | 0.19
| | ANDW | 11.06 | 11.06 | 10.54 | 10.62 | 0.00 | -0.44
| | APD | 73.28 | 75.00 | 73.28 | 74.66 | 1.72 | 1.38
| | CHL | 46.18 | 46.43 | 45.50 | 46.15 | 0.25 | -0.03
| | CMX | 60.65 | 61.59 | 60.50 | 61.26 | 0.94 | 0.61
| | CONR | 33.11 | 33.32 | 33.11 | 33.22 | 0.21 | 0.11
| | CTSH | 85.11 | 85.37 | 84.27 | 85.29 | 0.26 | 0.18
| | CVG | 25.86 | 26.16 | 25.78 | 26.04 | 0.30 | 0.18
| | CX | 34.95 | 35.49 | 34.65 | 35.38 | 0.54 | 0.43
| | DIA | 125.19 | 126.49 | 125.13 | 126.24 | 1.30 | 1.05
| | EEM | 112.39 | 114.30 | 111.76 | 114.30 | 1.91 | 1.91
| | EWJ | 14.20 | 14.37 | 14.16 | 14.31 | 0.17 | 0.11
| | EWZ | 46.76 | 47.58 | 46.46 | 47.25 | 0.82 | 0.49
| | FRX | 56.00 | 56.21 | 55.45 | 56.11 | 0.21 | 0.11
| | GS | 208.30 | 212.75 | 207.29 | 212.16 | 4.45 | 3.86
| | GT | 24.61 | 24.74 | 24.28 | 24.69 | 0.13 | 0.08
| | HLT | 35.09 | 35.85 | 34.79 | 35.39 | 0.76 | 0.30
| | HLTH | 14.05 | 14.33 | 13.97 | 14.26 | 0.28 | 0.21
| | HTZ | 18.57 | 18.80 | 18.25 | 18.62 | 0.23 | 0.05
| | HYSL | 41.85 | 42.60 | 41.80 | 42.20 | 0.75 | 0.35
| | IACI | 38.16 | 38.82 | 37.66 | 38.40 | 0.66 | 0.24
| | IR | 42.65 | 43.89 | 42.45 | 42.88 | 1.24 | 0.23
| | ITU | 36.60 | 37.24 | 36.32 | 36.97 | 0.64 | 0.37
| | IVV | 142.93 | 144.42 | 142.70 | 144.03 | 1.49 | 1.10
| | JPM | 50.07 | 51.16 | 49.85 | 50.93 | 1.09 | 0.86
| | KBH | 51.42 | 54.41 | 51.42 | 54.22 | 2.99 | 2.80
| | KKD | 12.88 | 13.00 | 12.30 | 12.33 | 0.12 | -0.55
| | KR | 25.30 | 25.73 | 25.20 | 25.60 | 0.43 | 0.30
| | LEH | 80.94 | 82.50 | 80.20 | 82.24 | 1.56 | 1.30
| | MA | 111.05 | 112.17 | 110.75 | 111.55 | 1.12 | 0.50
| | MAT | 24.00 | 24.38 | 23.98 | 24.36 | 0.38 | 0.36
| | MBT | 54.25 | 54.53 | 53.04 | 54.16 | 0.28 | -0.09
| | MET | 61.80 | 62.24 | 61.45 | 62.12 | 0.44 | 0.32
| | MIR | 34.30 | 34.30 | 33.91 | 34.18 | 0.00 | -0.12
| | MON | 54.93 | 55.48 | 54.78 | 55.09 | 0.55 | 0.16
| | MT | 46.29 | 47.57 | 46.05 | 47.57 | 1.28 | 1.28
| | NIHD | 72.32 | 74.02 | 71.99 | 73.80 | 1.70 | 1.48
| | NTES | 20.08 | 20.51 | 20.00 | 20.44 | 0.43 | 0.36
| | PAAS | 27.88 | 28.52 | 27.75 | 28.38 | 0.64 | 0.50
| | PHG | 38.71 | 39.25 | 38.62 | 39.15 | 0.54 | 0.44
| | POT | 158.00 | 158.50 | 155.72 | 156.03 | 0.50 | -1.97
| | RIO | 32.80 | 34.00 | 32.68 | 33.93 | 1.20 | 1.13
| | SPIL | 8.45 | 8.88 | 8.41 | 8.77 | 0.43 | 0.32
| | SPY | 142.63 | 144.13 | 142.40 | 143.75 | 1.50 | 1.12
| | SRE | 56.85 | 57.45 | 56.53 | 57.38 | 0.60 | 0.53
| | SSTI | 5.14 | 5.20 | 4.92 | 4.98 | 0.06 | -0.16
| | T | 37.08 | 37.88 | 37.08 | 37.63 | 0.80 | 0.55
| | TJX | 29.47 | 29.70 | 29.23 | 29.57 | 0.23 | 0.10
| | TOL | 32.50 | 34.04 | 32.44 | 33.83 | 1.54 | 1.33
| | TV | 28.95 | 29.61 | 28.86 | 29.46 | 0.66 | 0.51
| | UMC | 3.50 | 3.58 | 3.46 | 3.55 | 0.08 | 0.05
| | XLF | 36.78 | 37.17 | 36.67 | 37.08 | 0.39 | 0.30
| | 2672.53 | | | | 41.52 | 27.06
|
Start: 2007-01-01 High: 2007-01-25 EOD: 2007-01-30
| Symbol | Open | High | Low | Close | O->H | O->C |
| AA | 32.02 | 32.49 | 31.83 | 32.30 | 0.47 | 0.28
| | ANF | 77.85 | 79.78 | 77.57 | 79.54 | 1.93 | 1.69
| | APD | 73.28 | 75.00 | 73.28 | 74.66 | 1.72 | 1.38
| | AXL | 20.54 | 20.85 | 20.24 | 20.78 | 0.31 | 0.24
| | BAX | 49.47 | 49.74 | 49.20 | 49.66 | 0.27 | 0.19
| | BC | 33.75 | 34.15 | 33.50 | 34.11 | 0.40 | 0.36
| | BUD | 50.90 | 51.16 | 50.72 | 50.97 | 0.26 | 0.07
| | CAH | 71.63 | 71.63 | 70.85 | 71.42 | 0.00 | -0.21
| | CIT | 57.61 | 59.23 | 57.54 | 58.96 | 1.62 | 1.35
| | FPL | 56.13 | 56.87 | 56.00 | 56.65 | 0.74 | 0.52
| | FRX | 56.00 | 56.21 | 55.45 | 56.11 | 0.21 | 0.11
| | GS | 208.30 | 212.75 | 207.29 | 212.16 | 4.45 | 3.86
| | GT | 24.61 | 24.74 | 24.28 | 24.69 | 0.13 | 0.08
| | HET | 84.57 | 84.74 | 84.17 | 84.48 | 0.17 | -0.09
| | HTZ | 18.57 | 18.80 | 18.25 | 18.62 | 0.23 | 0.05
| | HYSL | 41.85 | 42.60 | 41.80 | 42.20 | 0.75 | 0.35
| | IR | 42.65 | 43.89 | 42.45 | 42.88 | 1.24 | 0.23
| | ITU | 36.60 | 37.24 | 36.32 | 36.97 | 0.64 | 0.37
| | IVV | 142.93 | 144.42 | 142.70 | 144.03 | 1.49 | 1.10
| | JCI | 90.83 | 92.67 | 90.65 | 92.46 | 1.84 | 1.63
| | JPM | 50.07 | 51.16 | 49.85 | 50.93 | 1.09 | 0.86
| | KMI | 105.90 | 106.25 | 105.75 | 106.00 | 0.35 | 0.10
| | LYO | 30.71 | 31.70 | 30.60 | 31.62 | 0.99 | 0.91
| | MAT | 24.00 | 24.38 | 23.98 | 24.36 | 0.38 | 0.36
| | MET | 61.80 | 62.24 | 61.45 | 62.12 | 0.44 | 0.32
| | MON | 54.93 | 55.48 | 54.78 | 55.09 | 0.55 | 0.16
| | MRK | 44.90 | 45.09 | 44.50 | 44.75 | 0.19 | -0.15
| | MSFT | 30.41 | 31.10 | 30.35 | 30.86 | 0.69 | 0.45
| | MT | 46.29 | 47.57 | 46.05 | 47.57 | 1.28 | 1.28
| | NCC | 37.75 | 37.95 | 37.62 | 37.85 | 0.20 | 0.10
| | NIHD | 72.32 | 74.02 | 71.99 | 73.80 | 1.70 | 1.48
| | NTES | 20.08 | 20.51 | 20.00 | 20.44 | 0.43 | 0.36
| | ONNN | 8.41 | 8.50 | 8.29 | 8.36 | 0.09 | -0.05
| | PAAS | 27.88 | 28.52 | 27.75 | 28.38 | 0.64 | 0.50
| | PHG | 38.71 | 39.25 | 38.62 | 39.15 | 0.54 | 0.44
| | PLCM | 34.11 | 34.19 | 33.14 | 33.62 | 0.08 | -0.49
| | RIO | 32.80 | 34.00 | 32.68 | 33.93 | 1.20 | 1.13
| | SPIL | 8.45 | 8.88 | 8.41 | 8.77 | 0.43 | 0.32
| | SUNW | 6.42 | 6.66 | 6.38 | 6.64 | 0.24 | 0.22
| | T | 37.08 | 37.88 | 37.08 | 37.63 | 0.80 | 0.55
| | XLF | 36.78 | 37.17 | 36.67 | 37.08 | 0.39 | 0.30
| | 2008.26 | | | | 31.57 | 22.71
|
[/Trading/Darvas/D200701]
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