Monday, November 30, 2009

Russell 3000 Daily Stats (11/30/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 7 (0.24%) 0 (0.00%)
# All-time Closing Lows 8 (0.27%) 0 (0.00%)

# Higher Closes 1639 (55.33%) 1 (100.00%)
# Lower Closes 1265 (42.71%) 0 (0.00%)

Total Gains/Losses $367.10 (0.52%) $0.32 (0.50%)
Average True Range (4.22%) (1.07%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 29, 2009

Russell 3000 Weekly Stats (11/23/09-11/27/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 47 (0.40%) 0 (0.00%)
# All-time Closing Lows 28 (0.24%) 0 (0.00%)

# Higher Closes 5075 (42.81%) 2 (50.00%)
# Lower Closes 6520 (55.00%) 2 (50.00%)

Total Gains/Losses $-571.81 (-0.20%) $-0.10 (-0.04%)
Average True Range (3.71%) (1.68%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 27, 2009

Russell 3000 Daily Stats (11/27/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 102 (3.44%) 0 (0.00%)
# Lower Closes 2835 (95.71%) 1 (100.00%)

Total Gains/Losses $-1593.57 (-2.22%) $-1.13 (-1.75%)
Average True Range (4.36%) (3.18%)

* Results are cumulative for the period.

Price verification found 0 errors

Portfolio Performance for October 2009

Nothing like the holidays in order to catch up with the chores. Reporting October's performance being one of them. Really not much to report. Neither the market nor the portfolio did much of anything. Which is good considering all the gloom and doom out there in the financial landscape.



As you can see, the market still has the portfolio by a small edge.



Basically, it was a tie this month with a monthly decline of -1.98% for the market and a decline of -1.95% for the portfolio. Technically, a win this month...but I'm calling it a tie.



As a said before, a pretty nothing month for October. Not much else to say. On to other things...

The simulation platform is ongoing. I'm still hip deep in unit testing. But, getting ever closer to feeling good about the validity of the platform's results.

The system the portfolio is based on, as we know by reviewing the portfolio's performance each month, has quite a bit of volatility. I've discovered a very simple filter recently that may aid in reducing the vol of the system. Of course, the testing platform needs to be finished before I can be sure of the filter's validity. But, preliminary results look promising.

From the fun pile...have you checked out ESPN's wildlife cam? My brother-in-law pointed it out to me and it is truly addicting. Never know what you may see. Last night there was a hog all by his lonesome eating the corn. The other day, about 15 turkeys were feeding, along with some deer. The funnest part is when the coons and deer fight over the feed. Good stuff.

Also, not sure if the readers are aware...but I'm on twitter now...and post every now and then random stuff. You can view my twitter feed at the top right of this blog.

Happy Thanksgiving,

MT

Wednesday, November 25, 2009

Russell 3000 Daily Stats (11/25/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 11 (0.37%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1386 (46.76%) 1 (100.00%)
# Lower Closes 1488 (50.20%) 0 (0.00%)

Total Gains/Losses $151.56 (0.21%) $0.26 (0.40%)
Average True Range (2.94%) (0.59%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 24, 2009

Russell 3000 Daily Stats (11/24/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 16 (0.54%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 1119 (37.75%) 0 (0.00%)
# Lower Closes 1761 (59.41%) 1 (100.00%)

Total Gains/Losses $-154.32 (-0.22%) $-0.03 (-0.05%)
Average True Range (3.30%) (0.93%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 23, 2009

Russell 3000 Daily Stats (11/23/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 19 (0.64%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 2468 (83.27%) 1 (100.00%)
# Lower Closes 436 (14.71%) 0 (0.00%)

Total Gains/Losses $1024.90 (1.45%) $0.80 (1.26%)
Average True Range (4.24%) (2.01%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 22, 2009

Russell 3000 Weekly Stats (11/16/09-11/20/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 116 (0.78%) 0 (0.00%)
# All-time Closing Lows 25 (0.17%) 0 (0.00%)

# Higher Closes 6560 (44.26%) 2 (40.00%)
# Lower Closes 7948 (53.62%) 3 (60.00%)

Total Gains/Losses $-341.19 (-0.09%) $-0.18 (-0.06%)
Average True Range (3.77%) (1.28%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 20, 2009

Russell 3000 Daily Stats (11/20/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 7 (0.24%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1314 (44.33%) 0 (0.00%)
# Lower Closes 1572 (53.04%) 1 (100.00%)

Total Gains/Losses $-142.92 (-0.20%) $-0.24 (-0.38%)
Average True Range (3.40%) (0.83%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 19, 2009

Russell 3000 Daily Stats (11/19/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 8 (0.27%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 234 (7.89%) 0 (0.00%)
# Lower Closes 2696 (90.96%) 1 (100.00%)

Total Gains/Losses $-1354.49 (-1.88%) $-0.90 (-1.39%)
Average True Range (4.14%) (2.05%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 18, 2009

Russell 3000 Daily Stats (11/18/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 24 (0.81%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 1055 (35.58%) 0 (0.00%)
# Lower Closes 1839 (62.02%) 1 (100.00%)

Total Gains/Losses $-289.44 (-0.40%) $-0.05 (-0.08%)
Average True Range (3.37%) (0.79%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 17, 2009

Russell 3000 Daily Stats (11/17/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 34 (1.15%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1287 (43.41%) 1 (100.00%)
# Lower Closes 1579 (53.25%) 0 (0.00%)

Total Gains/Losses $-111.16 (-0.15%) $0.03 (0.05%)
Average True Range (3.38%) (0.76%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 16, 2009

Russell 3000 Daily Stats (11/16/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 43 (1.45%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 2670 (90.05%) 1 (100.00%)
# Lower Closes 262 (8.84%) 0 (0.00%)

Total Gains/Losses $1556.97 (2.19%) $0.98 (1.54%)
Average True Range (4.57%) (1.96%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 15, 2009

Russell 3000 Weekly Stats (11/09/09-11/13/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 98 (0.66%) 0 (0.00%)
# All-time Closing Lows 52 (0.35%) 0 (0.00%)

# Higher Closes 7971 (53.73%) 4 (80.00%)
# Lower Closes 6589 (44.42%) 1 (20.00%)

Total Gains/Losses $1084.40 (0.31%) $1.45 (0.46%)
Average True Range (3.93%) (1.45%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 13, 2009

Russell 3000 Daily Stats (11/13/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 18 (0.61%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 2211 (74.57%) 1 (100.00%)
# Lower Closes 679 (22.90%) 0 (0.00%)

Total Gains/Losses $595.26 (0.84%) $0.38 (0.60%)
Average True Range (3.68%) (1.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 12, 2009

Russell 3000 Daily Stats (11/12/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period3 0
# All-time Closing Highs 4 (0.13%) 0 (0.00%)
# All-time Closing Lows 15 (0.51%) 0 (0.00%)

# Higher Closes 320 (10.79%) 0 (0.00%)
# Lower Closes 2609 (87.99%) 1 (100.00%)

Total Gains/Losses $-1236.04 (-1.72%) $-0.70 (-1.09%)
Average True Range (4.27%) (1.71%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 11, 2009

Russell 3000 Daily Stats (11/11/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 21 (0.71%) 0 (0.00%)
# All-time Closing Lows 9 (0.30%) 0 (0.00%)

# Higher Closes 2011 (67.76%) 1 (100.00%)
# Lower Closes 901 (30.36%) 0 (0.00%)

Total Gains/Losses $583.45 (0.82%) $0.35 (0.55%)
Average True Range (3.69%) (1.14%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 10, 2009

Russell 3000 Daily Stats (11/10/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 25 (0.84%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 937 (31.57%) 1 (100.00%)
# Lower Closes 1971 (66.41%) 0 (0.00%)

Total Gains/Losses $-327.43 (-0.46%) $0.05 (0.08%)
Average True Range (3.90%) (0.89%)

* Results are cumulative for the period.

Price verification found 0 errors

Portfolio Performance for September 2009

Wow, I'm really bad at this blog thing. Seems like everyone else out in the blogosphere can sling out posts faster than Roscoe P. Coltrane. While I just get deeper and deeper into coding. Maybe one of these days I'll feel I've coded enough to take a break and share some of what I've been doing. Until then, let's get to September's performance review...







As you can see, September was a good month for the portfolio. Finally, beating the market with a 6.1% return versus the market's 3.6% return. But, one month doesn't a year make. So, need a few more of these to aid with the nasty drawdown for 2009.

MT

Monday, November 09, 2009

Russell 3000 Daily Stats (11/09/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 30 (1.01%) 0 (0.00%)
# All-time Closing Lows 8 (0.27%) 0 (0.00%)

# Higher Closes 2492 (83.96%) 1 (100.00%)
# Lower Closes 429 (14.45%) 0 (0.00%)

Total Gains/Losses $1469.56 (2.10%) $1.37 (2.20%)
Average True Range (4.11%) (2.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 08, 2009

Russell 3000 Weekly Stats (11/02/09-11/06/09)

Key Figures Russell 3000 IWV
Total Active Components2972 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 49 (0.33%) 0 (0.00%)
# All-time Closing Lows 51 (0.34%) 0 (0.00%)

# Higher Closes 8450 (56.90%) 5 (100.00%)
# Lower Closes 6128 (41.27%) 0 (0.00%)

Total Gains/Losses $2172.38 (0.63%) $2.00 (0.65%)
Average True Range (4.87%) (1.71%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 06, 2009

Russell 3000 Daily Stats (11/06/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 17 (0.57%) 0 (0.00%)
# All-time Closing Lows 10 (0.34%) 0 (0.00%)

# Higher Closes 1272 (42.84%) 1 (100.00%)
# Lower Closes 1622 (54.63%) 0 (0.00%)

Total Gains/Losses $-95.32 (-0.14%) $0.09 (0.14%)
Average True Range (4.14%) (1.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 05, 2009

Russell 3000 Daily Stats (11/05/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 16 (0.54%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 2722 (91.68%) 1 (100.00%)
# Lower Closes 226 (7.61%) 0 (0.00%)

Total Gains/Losses $1821.64 (2.67%) $1.27 (2.08%)
Average True Range (5.11%) (2.10%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 04, 2009

Russell 3000 Daily Stats (11/04/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 6 (0.20%) 0 (0.00%)
# All-time Closing Lows 10 (0.34%) 0 (0.00%)

# Higher Closes 923 (31.09%) 1 (100.00%)
# Lower Closes 2008 (67.63%) 0 (0.00%)

Total Gains/Losses $-499.40 (-0.73%) $0.05 (0.08%)
Average True Range (4.92%) (1.57%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 03, 2009

Russell 3000 Daily Stats (11/03/09)

Key Figures Russell 3000 IWV
Total Active Components2971 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 6 (0.20%) 0 (0.00%)
# All-time Closing Lows 11 (0.37%) 0 (0.00%)

# Higher Closes 2015 (67.82%) 1 (100.00%)
# Lower Closes 894 (30.09%) 0 (0.00%)

Total Gains/Losses $682.23 (1.00%) $0.23 (0.38%)
Average True Range (4.85%) (1.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 02, 2009

Russell 3000 Daily Stats (11/02/09)

Key Figures Russell 3000 IWV
Total Active Components2972 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 4 (0.13%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 1518 (51.08%) 1 (100.00%)
# Lower Closes 1378 (46.37%) 0 (0.00%)

Total Gains/Losses $263.31 (0.39%) $0.36 (0.60%)
Average True Range (5.35%) (2.30%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 01, 2009

Russell 3000 Weekly Stats (10/26/09-10/30/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 15 (0.10%) 0 (0.00%)
# All-time Closing Lows 52 (0.35%) 0 (0.00%)

# Higher Closes 4631 (31.13%) 1 (20.00%)
# Lower Closes 10024 (67.37%) 4 (80.00%)

Total Gains/Losses $-4034.07 (-1.14%) $-2.81 (-0.90%)
Average True Range (5.12%) (2.29%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, October 30, 2009

Russell 3000 Daily Stats (10/30/09)

Key Figures Russell 3000 IWV
Total Active Components2974 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 12 (0.40%) 0 (0.00%)

# Higher Closes 259 (8.71%) 0 (0.00%)
# Lower Closes 2696 (90.65%) 1 (100.00%)

Total Gains/Losses $-1910.03 (-2.73%) $-1.74 (-2.80%)
Average True Range (5.59%) (3.01%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, October 29, 2009

Russell 3000 Daily Stats (10/29/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 3 (0.10%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 2460 (82.66%) 1 (100.00%)
# Lower Closes 468 (15.73%) 0 (0.00%)

Total Gains/Losses $1472.84 (2.15%) $1.37 (2.26%)
Average True Range (5.17%) (2.42%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, October 28, 2009

Russell 3000 Daily Stats (10/28/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 266 (8.94%) 0 (0.00%)
# Lower Closes 2676 (89.92%) 1 (100.00%)

Total Gains/Losses $-2063.25 (-2.92%) $-1.43 (-2.30%)
Average True Range (5.45%) (2.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, October 27, 2009

Russell 3000 Daily Stats (10/27/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 2 (0.07%) 0 (0.00%)
# All-time Closing Lows 12 (0.40%) 0 (0.00%)

# Higher Closes 968 (32.53%) 0 (0.00%)
# Lower Closes 1940 (65.19%) 1 (100.00%)

Total Gains/Losses $-682.65 (-0.96%) $-0.28 (-0.45%)
Average True Range (4.41%) (1.17%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, October 26, 2009

Russell 3000 Daily Stats (10/26/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 8 (0.27%) 0 (0.00%)
# All-time Closing Lows 12 (0.40%) 0 (0.00%)

# Higher Closes 678 (22.78%) 0 (0.00%)
# Lower Closes 2244 (75.40%) 1 (100.00%)

Total Gains/Losses $-851.42 (-1.18%) $-0.73 (-1.16%)
Average True Range (5.01%) (2.53%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, October 25, 2009

Russell 3000 Weekly Stats (10/19/09-10/23/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 98 (0.66%) 0 (0.00%)
# All-time Closing Lows 33 (0.22%) 0 (0.00%)

# Higher Closes 6028 (40.49%) 2 (40.00%)
# Lower Closes 8613 (57.85%) 3 (60.00%)

Total Gains/Losses $-1031.21 (-0.28%) $-0.65 (-0.20%)
Average True Range (4.24%) (1.74%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, October 23, 2009

Russell 3000 Daily Stats (10/23/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 9 (0.30%) 0 (0.00%)

# Higher Closes 348 (11.69%) 0 (0.00%)
# Lower Closes 2598 (87.30%) 1 (100.00%)

Total Gains/Losses $-1132.16 (-1.54%) $-0.80 (-1.25%)
Average True Range (4.57%) (1.97%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, October 22, 2009

Russell 3000 Daily Stats (10/22/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 21 (0.71%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 2227 (74.78%) 1 (100.00%)
# Lower Closes 702 (23.57%) 0 (0.00%)

Total Gains/Losses $895.11 (1.24%) $0.69 (1.09%)
Average True Range (4.53%) (2.07%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, October 21, 2009

Russell 3000 Daily Stats (10/21/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 13 (0.44%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 693 (23.27%) 0 (0.00%)
# Lower Closes 2222 (74.61%) 1 (100.00%)

Total Gains/Losses $-789.26 (-1.08%) $-0.64 (-1.00%)
Average True Range (4.72%) (2.05%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, October 20, 2009

Russell 3000 Daily Stats (10/20/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 16 (0.54%) 0 (0.00%)
# All-time Closing Lows 8 (0.27%) 0 (0.00%)

# Higher Closes 538 (18.07%) 0 (0.00%)
# Lower Closes 2401 (80.62%) 1 (100.00%)

Total Gains/Losses $-764.73 (-1.03%) $-0.40 (-0.62%)
Average True Range (3.83%) (1.31%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, October 19, 2009

Russell 3000 Daily Stats (10/19/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 39 (1.31%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 2222 (74.61%) 1 (100.00%)
# Lower Closes 690 (23.17%) 0 (0.00%)

Total Gains/Losses $759.80 (1.04%) $0.50 (0.78%)
Average True Range (3.55%) (1.30%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, October 18, 2009

Russell 3000 Weekly Stats (10/12/09-10/16/09)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 120 (0.81%) 0 (0.00%)
# All-time Closing Lows 19 (0.13%) 0 (0.00%)

# Higher Closes 7077 (47.52%) 3 (60.00%)
# Lower Closes 7473 (50.17%) 2 (40.00%)

Total Gains/Losses $595.58 (0.16%) $0.95 (0.30%)
Average True Range (3.46%) (1.17%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, October 16, 2009

Russell 3000 Daily Stats (10/16/09)

Key Figures Russell 3000 IWV
Total Active Components2978 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 11 (0.37%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 683 (22.93%) 0 (0.00%)
# Lower Closes 2229 (74.85%) 1 (100.00%)

Total Gains/Losses $-650.58 (-0.88%) $-0.48 (-0.75%)
Average True Range (3.55%) (1.38%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, October 15, 2009

Russell 3000 Daily Stats (10/15/09)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 27 (0.91%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1349 (45.28%) 1 (100.00%)
# Lower Closes 1560 (52.37%) 0 (0.00%)

Total Gains/Losses $81.38 (0.11%) $0.23 (0.36%)
Average True Range (3.45%) (0.92%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, October 14, 2009

Russell 3000 Daily Stats (10/14/09)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 40 (1.34%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 2546 (85.46%) 1 (100.00%)
# Lower Closes 380 (12.76%) 0 (0.00%)

Total Gains/Losses $1329.10 (1.83%) $1.05 (1.67%)
Average True Range (3.72%) (1.79%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (10/13/09)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 18 (0.60%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 1107 (37.16%) 0 (0.00%)
# Lower Closes 1772 (59.48%) 1 (100.00%)

Total Gains/Losses $-257.35 (-0.35%) $-0.10 (-0.16%)
Average True Range (3.26%) (0.87%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (10/12/09)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 24 (0.81%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1392 (46.73%) 1 (100.00%)
# Lower Closes 1532 (51.43%) 0 (0.00%)

Total Gains/Losses $93.04 (0.13%) $0.25 (0.40%)
Average True Range (3.33%) (0.89%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, October 11, 2009

Russell 3000 Weekly Stats (10/05/09-10/09/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 109 (0.73%) 0 (0.00%)
# All-time Closing Lows 10 (0.07%) 0 (0.00%)

# Higher Closes 10549 (70.77%) 5 (100.00%)
# Lower Closes 4059 (27.23%) 0 (0.00%)

Total Gains/Losses $3802.97 (1.07%) $2.82 (0.92%)
Average True Range (3.77%) (1.34%)

* Results are cumulative for the period.

Price verification found 0 errors

Saturday, October 10, 2009

Russell 3000 Daily Stats (10/09/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 28 (0.94%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 2189 (73.43%) 1 (100.00%)
# Lower Closes 742 (24.89%) 0 (0.00%)

Total Gains/Losses $587.10 (0.81%) $0.40 (0.64%)
Average True Range (3.29%) (0.85%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, October 08, 2009

Russell 3000 Daily Stats (10/08/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 26 (0.87%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 1945 (65.25%) 1 (100.00%)
# Lower Closes 970 (32.54%) 0 (0.00%)

Total Gains/Losses $746.58 (1.05%) $0.50 (0.81%)
Average True Range (3.75%) (1.39%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, October 07, 2009

Russell 3000 Daily Stats (10/07/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 18 (0.60%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 1431 (48.00%) 1 (100.00%)
# Lower Closes 1456 (48.84%) 0 (0.00%)

Total Gains/Losses $161.80 (0.23%) $0.11 (0.18%)
Average True Range (3.39%) (0.69%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, October 06, 2009

Russell 3000 Daily Stats (10/06/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 25 (0.84%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 2470 (82.86%) 1 (100.00%)
# Lower Closes 462 (15.50%) 0 (0.00%)

Total Gains/Losses $1111.87 (1.58%) $0.94 (1.54%)
Average True Range (4.18%) (2.05%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, October 05, 2009

Russell 3000 Daily Stats (10/05/09)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 12 (0.40%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 2515 (84.37%) 1 (100.00%)
# Lower Closes 429 (14.39%) 0 (0.00%)

Total Gains/Losses $1195.81 (1.73%) $0.87 (1.45%)
Average True Range (4.23%) (1.70%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, October 04, 2009

Russell 3000 Weekly Stats (09/28/09-10/02/09)

Key Figures Russell 3000 IWV
Total Active Components2983 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 68 (0.46%) 0 (0.00%)
# All-time Closing Lows 22 (0.15%) 0 (0.00%)

# Higher Closes 5776 (38.73%) 1 (20.00%)
# Lower Closes 8920 (59.81%) 4 (80.00%)

Total Gains/Losses $-1487.97 (-0.42%) $-1.22 (-0.40%)
Average True Range (4.30%) (1.75%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, October 02, 2009

Russell 3000 Daily Stats (10/02/09)

Key Figures Russell 3000 IWV
Total Active Components2982 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 7 (0.23%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 919 (30.82%) 0 (0.00%)
# Lower Closes 2002 (67.14%) 1 (100.00%)

Total Gains/Losses $-407.39 (-0.59%) $-0.29 (-0.48%)
Average True Range (4.27%) (1.14%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, October 01, 2009

Russell 3000 Daily Stats (10/01/09)

Key Figures Russell 3000 IWV
Total Active Components2983 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 5 (0.17%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 194 (6.50%) 0 (0.00%)
# Lower Closes 2764 (92.66%) 1 (100.00%)

Total Gains/Losses $-2023.64 (-2.83%) $-1.63 (-2.63%)
Average True Range (4.81%) (2.73%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, September 30, 2009

Russell 3000 Daily Stats (09/30/09)

Key Figures Russell 3000 IWV
Total Active Components2983 1
Total New Listings this period10 0
Total Inactive this period0 0
# All-time Closing Highs 15 (0.50%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 846 (28.36%) 0 (0.00%)
# Lower Closes 2104 (70.53%) 1 (100.00%)

Total Gains/Losses $-516.04 (-0.72%) $-0.25 (-0.40%)
Average True Range (4.49%) (1.77%)

* Results are cumulative for the period.

Price verification found 0 errors

[Manually updating the following components added to the Russell 3000 today:
CPIX - CUMBERLAND PHARM
CYS - CYPRESS SHARPRIDGE INV
EM - EMDEON INC
GOV - GOVERNMENT PPTY INCOME
IVR - INVESCO MORTGAGE CAP
LOGM - LOGMEIN INC
MDSO - MEDIDATA SOLUTIONS INC
PMT - PENNYMAC MORTGAGE INV
STWD - STARWOOD PPTY TRUST INC
TBNK - TERRITORIAL BANCORP INC

Price Reporting system is not correctly tracking new issues. Hopefully, I can get the issues ironed out before the next additions come our way.]

Tuesday, September 29, 2009

Russell 3000 Daily Stats (09/29/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 13 (0.44%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1203 (40.46%) 0 (0.00%)
# Lower Closes 1712 (57.58%) 1 (100.00%)

Total Gains/Losses $-86.35 (-0.12%) $-0.05 (-0.08%)
Average True Range (3.57%) (1.16%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 28, 2009

Russell 3000 Daily Stats (09/28/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 27 (0.91%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2596 (87.32%) 1 (100.00%)
# Lower Closes 336 (11.30%) 0 (0.00%)

Total Gains/Losses $1539.91 (2.19%) $1.00 (1.63%)
Average True Range (4.35%) (1.97%)

* Results are cumulative for the period.

Price verification found 0 errors