StockFetcher Forums · Filter Exchange · 2/3 of S&P 500 stocks in 10% correction territory<< >>Post Follow-up
544 posts
msg #124704
Ignore glgene
8/21/2015 2:24:16 PM

I saw this wording today on Yahoo...

"2/3 of S&P 500 component stocks were in correction territory, meaning their session lows were at least 10% below their 52-week highs."

I don't know how to script this in SF. Could someone here show the SF way? Please keep it to the S&P 500. Thanks!

Gene in FL

993 posts
msg #124705
Ignore mahkoh
8/21/2015 3:08:35 PM

s&p 500
low more than 10 % below high 52 week high

431 posts
msg #124707
8/21/2015 10:03:17 PM


s&p 500
low more than 10 % below high 52 week high

set{where, low / high 52 week high}
set{plotwhere, high 52 week high * where}
add column where

draw price line at plotwhere

544 posts
msg #124708
Ignore glgene
8/21/2015 10:32:13 PM

Thanks! If I want to look at the close of the day number vs. the low of the day number, I would merely replace the word "low" with "close" -- right? I think I would prefer to use the closing price number as the end point. Comments, anyone?


544 posts
msg #124709
Ignore glgene
8/22/2015 3:10:46 AM

Based on the scripts provided above, here are the end-of-day SF stats for Friday, 8/21/2015:

% of stocks below 10% from 52-week high

S&P 500 ............. 344 of 493 = 70%
Dow 30.................... 22 of 30 = 79%
Nasdaq ......... 2,337 of 2,813 = 83%
Nasdaq 100 ............ 78 of 97 = 80%
Russell 2000.. 1,582 of 1,839 = 86%

Gene in FL

ps: Some of the total stock counts seem low (eg, S&P 500... 493 stocks; Nasdaq 100, 97 stocks). SF probably needs to refresh these lists. But the percentages above pretty much tell the "not pretty" story.

4,387 posts
msg #124710
Ignore four
8/22/2015 9:21:06 AM

Guess who does the heavy lifting (% of holdings) and the two stocks that are in the two indexes...

--- SP ---

AAPL 3.75%
MSFT 2.03%

--- QQQ ---

AAPL 13.27%
MSFT 7.17%

1,550 posts
msg #124715
Ignore Mactheriverrat
8/22/2015 3:41:49 PM

The question is how many are over extended in the sell mode.
Using a old SF poster Muddy bottom filter indicators one can find the most oversold stocks likely to bounce up.
Muddy's bottom indicator was Fast Stochastics Fast %K(14)
Add column Fast Stochastics Fast %K(14)

Other's say its was RSI(2) for finding the bottom.
add column RSI(2)

My indicators are bollinger band (20,2) and EMA(13). The bollinger bands to see price outside the bands. The EMA(13) as the rubber band. The ratio of Price to EMA(13) to see how far stretched that rubber band is. A rubber band when pulled to far in one direction tends to bounce back the other way when let go.
Just saying!

Draw bollinger band (20,2)

set{ratio, price /ema(13)}
and add column ratio
and add column ratio one day ago
and add column ratio two days ago
and add column ratio three days ago

StockFetcher Forums · Filter Exchange · 2/3 of S&P 500 stocks in 10% correction territory<< >>Post Follow-up

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