Technical Analysis of STOCKS & COMMODITIES
The Traders’ Magazine since 1982 has had over 1,226,237 subscribers from 174 different countries. 37,000 Page Traders’ Archive for $89.99
Price Changes During Non-Trading Hours by George R. Arrington and Howard E. Arrington
ARTICLE SYNOPSIS...Price Changes During Non-Trading Hours
by George R. Arrington and Howard E. Arrington
One frustrating aspect of trading commodities is the price changes that occur during non-trading hours.
It is difficult enough to make a profit when markets are open a
AUTHOR: George R. Arrington and Howard E. ArringtonDATE:OCT 1991
SIDEBAR: Comparison between actual price changes and normal distribution.
ARTICLE SYNOPSIS...COMPARISON BETWEEN ACTUAL PRICE
CHANGES AND NORMAL DISTRIBUTION
The average weekly natural log changes in the Standard & Poor's 500 index from April 1986 through December
1995 was measured and the standard deviation of these changes calculated. The resu