Aug

23

Is the high-open in a day compared to the open-low much closer to equality than would be expected in a random walk with standard deviation and expectation similar to the stock market, (an expectation of 0 per hour and standard deviation of 4.5 per half hour and 6 1/2 per hour with 7 half hours per day might be very close to reality.) If so, can any predictive systems be devised from it, and are there other markets where similar excursions could be limned? 


SPU3 Open High Low Close
8/23/2013 1660.0 1662.5 1652.5 1661.4
8/22/2013 1644.0 1657.5 1643.5 1654.8
8/21/2013 1646.0 1654.7 1636.3 1636.5
8/20/2013 1645.3 1656.5 1643.5 1650.6
8/19/2013 1651.2 1656.5 1643.0 1644.9
8/16/2013 1655.5 1661.0 1650.0 1651.1
8/15/2013 1669.0 1669.0 1655.5 1655.7
8/14/2013 1690.5 1692.7 1681.2 1682.0
8/13/2013 1689.2 1694.4 1679.2 1690.8
8/12/2013 1679.7 1688.2 1679.2 1687.1
8/9/2013 1691.0 1696.0 1682.5 1686.2
8/8/2013 1695.7 1696.8 1684.5 1693.7
8/7/2013 1687.2 1689.2 1680.8 1688.2
8/6/2013 1698.8 1700.3 1688.9 1693.9
8/5/2013 1701.0 1704.7 1699.0 1702.5
 

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