Sentences with phrase «daily closing prices»

It hit a high of $ 951 on 6th January and is at its lowest level for the year this week, according to daily closing prices on the BPI.

I would suspect that building an outperforming equity model using daily closing prices is nigh on impossible given the amount of brain and compute power that has already been applied to the problem.

Using daily closing prices of spot VIX and the six nearest VIX futures with at least two weeks to maturity during late March 2004 through July 2010, he finds that: Keep Reading

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

For the bull and bear cycles, we tried to set their start / end points to the specific date at which the S&P 500 hit its ultimate top or bottom, based on daily closing prices.

To conduct the study, the researchers used stock - market data concerning 177 firms listed on the Egyptian stock exchange in early 2011, and examined daily closing prices for those firms between 2005 and 2013, as well as total firm assets and leverage (the amount of debt as a fraction of total assets).

Using daily closing prices for XIV and VXX and daily settlement prices for VIX futures from XIV inception (end of November 2010) through mid-November 2017, we find that:

The MACD is a collection of lines which are typically calculated from daily closing prices.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Using daily closing prices of DJIA stocks during mid-march 1939 through December 2010, they find that: Keep Reading

Using daily closing prices for the most liquid contract for each of 35 (6 energy, 10 commodity, 6 government bond, 6 currency exchange rate and 7 equity index) futures contract series as available during January 1987 through December 2013, he finds that: Keep Reading

«(i) the average daily closing price for international offset credits sold on registered exchanges (or if such price is unavailable, the average price as determined by the Administrator) during the six months prior to the strategic reserve auction at which they were auctioned, with the remaining funds collected upon the sale of the international offset credits deposited in the Treasury; and

This is done based on the Net Asset Value or the daily closing price of all the units of Mutual Funds or securities.

When the daily closing price moves below the moving average a sell signal is generated.

They use the daily closing price of all securities held by the fund, subtract some amount for liabilities, divide the result by the number of outstanding shares and Poof!

In the chart below I've plotted the daily closing price for the series from May 1885 to Friday's close (the blue line, log, right - hand side), along with the drawdowns (the red line, left - hand side).

Cover and go short when daily closing price crosses above upper band.

The Stock Trend Investing System is based on a mathematical approach that recognizes patterns in the monthly and daily closing price of stock market indices.

Cover and go long when daily closing price crosses above ParSAR.

Cover and go long when daily closing price crosses below lower band.

During the period 1983 to present, the purchase and sale price of a security was based on the volume weighted daily closing price of the security during the first ten trading days of each month.

Requires auctions to have a minimum reserve price, which in: (1) 2012 will be $ 28 per allowance; (2) 2013 and 2014 will be the minimum strategic reserve auction price for the previous year increased by 5 % plus the rate of inflation; and (3) 2015 and thereafter will be 60 % above a rolling 36 - month average of the daily closing price for that year's emission allowance vintage as reported on registered carbon trading facilities.

«(i) the average daily closing price for international offset credits sold on registered exchanges (or if such price is unavailable, the average price as determined by the Administrator) during the six months prior to the strategic reserve auction at which they were auctioned, with the remaining funds collected upon the sale of the international offset credits deposited in the Treasury; and

-- For each strategic reserve auction held in 2015 and each year thereafter, the minimum strategic reserve auction price shall be 60 percent above a rolling 36 - month average of the daily closing price for that year's emission allowance vintage as reported on registered carbon trading facilities, calculated using constant dollars.

Re # 36 Steve, in the financial world, a time series is created by taking the natural log of the daily closing price of the S&P 500 and than taking the difference to create a returns series, ie r (n) ~ ln (1 + r (n)-RRB- = ln (P (n +1)-RRB--- ln (P (n)-RRB-.

Not exact matches

Only a handful of brokers offer a true» 5 Day Chart» with the correct open and close shape of the daily price bar.

Due to the fact that daily chart trading strategies are critical for all traders to learn, we all need to see the most accurate and relevant daily chart closing price.

Traders who are planning on being members of my trading community need to have the correct NY close 5 - day charts since my price action strategies are focused around the daily charts and all my members use the correct NY close charting platform.

price action closed well off the intraday lows), yesterday's (January 24) price action closed near the low of the day, as shown on the daily chart of the Nasdaq Composite Index below:

In a speech to her party on Saturday, Ontario Premier Kathleen Wynne acknowledged rising electricity prices that are roiling ratepayers in province, calling it her «mistake» and taking responsibility for «for not paying close enough attention to some of the daily stresses in Ontarians» lives.»

Using daily bid, ask and closing prices for all stocks included in the S&P 1500 during January 1990 (supporting initial pair trades in January 1991) through December 2014, she finds that: Keep Reading

On the daily chart we see the price has surpassed and is about to close above the Monthly Pivot Range high, this is a significant event in that it demonstrates the bias has shifted from the many weeks of bearishness, to one of bullishness.

Daily price data is now typically updated within an hour or so of the closing time of each country's stock market.

Beta no longer captures volatility well since any widely traded stock will have thousands of daily prices, the final one the closing price.

Extreme leverage leads to clients being closed - out of their positions too quickly and too often to be profitable, even with normal daily market price movements.

Even though there is a humongous bullish candlestick in the 4 HR chart, we shall maintain our bearish view until prices touch or even close below the 61.8 % Fibonacci retracement in the daily chart.

Oct. 20, 2014 — Today's closing price was an all - time daily closing high of 72.83 for the CBOE Brazil ETF Volatility Index (VXEWZ), which reflects the implied volatility of the EWZ ETF.

Looking long, if price can break and hold above level 1 (ideally indicated by a daily close above it) then the potential upside is illustrated in Chart 2.

Daily News Wednesday, December 31, 2008 Juniors looking for a lifeline With commodities prices at multi-year lows, nickel and zinc mines closing, and exploration programs being scaled back or even cancelled, anxiety is mounting at all levels of the mining and exploration industries.

In addition to a real - time API updated every 60 seconds, CoinDesk will provide a GMT (Greenwich Mean Time) end - of - day closing index price including a high price and a low price for the daily trading period.

Technical proof for price confirmation in the S&P futures will require movement back over 2104.75 on a daily close, which should help prices to accelerate back up to near 2130 in short order.

On the daily chart we see the price has surpassed and is about to close...

In some cases, holders of long OTM options may decide to exercise if very close to the daily settlement underlying price, e.g. «Pin Risk.»

Here's a closer look at recent price action on the shorter - term daily chart:

Using monthly S&P 500 Index levels, quarterly S&P 500 earnings and daily T - note, T - bill and Baa yields during March 1989 through March 2015 (limited by availability of earnings data), and quarterly dividend - adjusted closing prices for the above three asset class ETFs during September 2002 through March 2015 (154 months, limited by availability of IEF and LQD), we find that: Keep Reading

Zooming out to the daily time frame reveals that price is closing in on a major area of interest.

Yesterday on the daily chart we see the price has surpassed and closed above the Monthly Pivot Range high...

RMC Sport report that talks are set to be concluded in the coming days as Arsenal look to bring in Aubameyang from Borussia Dortmund, with the Daily Express suggesting they're close to meeting the Bundesliga giants» asking price.

Design Features Material Price Taking care of babies, especially twins or close siblings, and at the same time going about daily activities for parents, can be a stressful task.

All told and comparably equipped, the Toyota Prius Prime plug - in hybrid is close to the regular Prius on price, is essentially the same on mileage, and it takes you 20 - 25 miles on battery power, which for many people would be the majority of their daily driving.