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

Sunday, September 27, 2009

Russell 3000 Weekly Stats (09/21/09-09/25/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 87 (0.59%) 0 (0.00%)
# All-time Closing Lows 13 (0.09%) 0 (0.00%)

# Higher Closes 5228 (35.17%) 1 (20.00%)
# Lower Closes 9343 (62.85%) 4 (80.00%)

Total Gains/Losses $-1921.76 (-0.53%) $-1.39 (-0.45%)
Average True Range (3.99%) (1.38%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, September 25, 2009

Russell 3000 Daily Stats (09/25/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 12 (0.40%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1134 (38.14%) 0 (0.00%)
# Lower Closes 1780 (59.87%) 1 (100.00%)

Total Gains/Losses $-330.20 (-0.47%) $-0.30 (-0.49%)
Average True Range (3.70%) (1.14%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, September 24, 2009

Russell 3000 Daily Stats (09/24/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 522 (17.56%) 0 (0.00%)
# Lower Closes 2387 (80.29%) 1 (100.00%)

Total Gains/Losses $-1059.47 (-1.48%) $-0.66 (-1.06%)
Average True Range (4.66%) (1.98%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, September 23, 2009

Russell 3000 Daily Stats (09/23/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 14 (0.47%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 747 (25.13%) 0 (0.00%)
# Lower Closes 2179 (73.29%) 1 (100.00%)

Total Gains/Losses $-841.66 (-1.16%) $-0.69 (-1.10%)
Average True Range (3.86%) (1.87%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, September 22, 2009

Russell 3000 Daily Stats (09/22/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 28 (0.94%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1756 (59.06%) 1 (100.00%)
# Lower Closes 1153 (38.78%) 0 (0.00%)

Total Gains/Losses $565.18 (0.78%) $0.44 (0.70%)
Average True Range (3.75%) (0.91%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 21, 2009

Russell 3000 Daily Stats (09/21/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 24 (0.81%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 1069 (35.96%) 0 (0.00%)
# Lower Closes 1844 (62.02%) 1 (100.00%)

Total Gains/Losses $-255.57 (-0.35%) $-0.18 (-0.29%)
Average True Range (3.97%) (1.02%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, September 20, 2009

Russell 3000 Weekly Stats (09/14/09-09/18/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 136 (0.91%) 0 (0.00%)
# All-time Closing Lows 3 (0.02%) 0 (0.00%)

# Higher Closes 9084 (61.11%) 4 (80.00%)
# Lower Closes 5451 (36.67%) 1 (20.00%)

Total Gains/Losses $2518.04 (0.71%) $1.57 (0.50%)
Average True Range (3.96%) (1.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Saturday, September 19, 2009

Russell 3000 Daily Stats (09/18/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 33 (1.11%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1623 (54.59%) 1 (100.00%)
# Lower Closes 1286 (43.26%) 0 (0.00%)

Total Gains/Losses $274.69 (0.38%) $0.03 (0.05%)
Average True Range (3.86%) (0.73%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, September 17, 2009

Russell 3000 Daily Stats (09/17/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 26 (0.87%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1215 (40.87%) 0 (0.00%)
# Lower Closes 1701 (57.21%) 1 (100.00%)

Total Gains/Losses $-138.74 (-0.19%) $-0.12 (-0.19%)
Average True Range (4.04%) (1.46%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, September 16, 2009

Russell 3000 Daily Stats (09/16/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 35 (1.18%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2386 (80.26%) 1 (100.00%)
# Lower Closes 523 (17.59%) 0 (0.00%)

Total Gains/Losses $1271.15 (1.79%) $0.98 (1.58%)
Average True Range (4.14%) (1.58%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, September 15, 2009

Russell 3000 Daily Stats (09/15/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 20 (0.67%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 1805 (60.71%) 1 (100.00%)
# Lower Closes 1096 (36.87%) 0 (0.00%)

Total Gains/Losses $520.78 (0.74%) $0.34 (0.55%)
Average True Range (3.80%) (1.30%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 14, 2009

Russell 3000 Daily Stats (09/14/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 22 (0.74%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 2055 (69.12%) 1 (100.00%)
# Lower Closes 845 (28.42%) 0 (0.00%)

Total Gains/Losses $590.34 (0.85%) $0.34 (0.55%)
Average True Range (3.98%) (1.55%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, September 13, 2009

Russell 3000 Weekly Stats (09/08/09-09/11/09)

Key Figures Russell 3000 IWV
Total Active Components2975 1
Total New Listings this period0 0
Total Inactive this period3 0
# All-time Closing Highs 58 (0.49%) 0 (0.00%)
# All-time Closing Lows 3 (0.03%) 0 (0.00%)

# Higher Closes 7676 (64.48%) 4 (100.00%)
# Lower Closes 3981 (33.44%) 0 (0.00%)

Total Gains/Losses $2224.89 (0.81%) $1.82 (0.75%)
Average True Range (3.95%) (1.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, September 11, 2009

Russell 3000 Daily Stats (09/11/09)

Total Active Components = 2975
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 11 (0.37%)
# All-time Closing Lows 0 (0.00%)

# Stocks Closing Higher 1207 (40.57%)
# Stocks Closing Lower 1704 (57.28%)

Total Gains/Losses $-79.19 (-0.11%)
Average True Range (3.68%)


Price verification found 0 errors

Thursday, September 10, 2009

Russell 3000 Daily Stats (09/10/09)

Total Active Components = 2976
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 17 (0.57%)
# All-time Closing Lows 0 (0.00%)

# Stocks Closing Higher 2197 (73.82%)
# Stocks Closing Lower 714 (23.99%)

Total Gains/Losses $759.08 (1.10%)
Average True Range (3.97%)


Price verification found 0 errors

Wednesday, September 09, 2009

Russell 3000 Daily Stats (09/09/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Russell 3000
# All-time Closing Highs 16 (0.54%)
# All-time Closing Lows 2 (0.07%)

# Stocks Closing Higher 2341 (78.64%)
# Stocks Closing Lower 579 (19.45%)

Total Gains/Losses $903.64 (1.32%)
Average True Range (4.17%)


Price verification found 0 errors

[Edit: Google Finance has a limitation of 14 symbols one can load at one time...so I had to switch to Yahoo Finance for the quote links. Actually works out better...I like the View All Charts feature that Yahoo allows.]

Tuesday, September 08, 2009

Russell 3000 Daily Stats (09/08/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 14 (0.47%)
# All-time Closing Lows 1 (0.03%)

# Stocks Closing Higher 1931 (64.86%)
# Stocks Closing Lower 984 (33.05%)

Total Gains/Losses $641.70 (0.95%)
Average True Range (3.97%)


Price verification found 0 errors
[Edit: This post was corrected. Having troubles with the pricing database this week. I believe I've identified the issues...but time will tell. Most of the issues were a result of adding benchmark comparison functionality to the reporting engine. I haven't rolled out the front-end to this yet. But, once I'm sure all the issues are resolved, the stats will post with a comparison to the ETF benchmark IWV. Should always be roughly the same...but will be interesting if there are days that miss the mark.]