




In the Figure you can see a summary of the trend conditions of the Index stocks. I used the 20, 50, 100 and 200 days moving average of the close. The background is Green when the close is > than the moving average. Red when it is below and yellow when it crosses. + and - indicate the slope of the moving average.
RANGE ANALYSIS
I have also programmed Tradestation Radarscreen to display:
- range of the past 20 trading sessions (%);
- % from the lowest close of the past 20 trading session. The cell
is RED if the close of today is the lowest close of the past 20 days.
- % from the highest close of the past 20 trading session. The cell
is GREEN if the close of today is the highest close of the past 20 days.
In the other columns I included the % of the close from the 20,50 and 100 days moving average.
CONSECUTIVE UP/DOWN CLOSES
I have programmed the Tradestation Radarscreen to display how nany consecutive up/down closes have been printed and what is the probability that the next day tomorrow) the asset closes in the opposite direction. I have calculated the probability using the past 1000 trading days.
Monsanto Co. (MON), E.I. DuPont de Nemours & Co. (DD), Dow Chemical Co. (DOW), Freeport-McMoRan Copper & Gold Inc. (FCX), Alcoa Inc. (AA), Newmont Mining Corp. (NEM), Praxair Inc. (PX), Air Products & Chemicals Inc. (APD), Nucor Corp. (NUE), Weyerhaeuser Co. (WY), International Paper Co. (IP), United States Steel Corp. (X), PPG Industries Inc. (PPG), Ecolab Inc. (ECL), Vulcan Materials Co. (VMC), Allegheny Technologies Inc. (ATI), Rohm & Haas Co. (ROH), Sigma-Aldrich Corp. (SIAL), Eastman Chemical Co. (EMN), MeadWestvaco Corp. (MWV), Ball Corp. (BLL), Sealed Air Corp. (SEE), Pactiv Corp. (PTV), International Flavors & Fragrances Inc. (IFF), Bemis Co. Inc. (BMS), Ashland Inc. (ASH), Hercules Inc. (HPC), Titanium Metals Corp. (TIE).