Registered User Joined: 3/31/2005 Posts: 17
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Question regarding SPY OHLC data.Background:I created two custom ROC indicators as described by Woodshedder at http://ibankcoin.com/woodshedderblog/category/roc-indicator/ and TC2007 matches all his ROC5 results but the ROC252 is not close. The ROC5 is (C-C5)/C5*100 and the ROC252 is (C-C252)/C252*100. I downloaded SPY data from the Yahoo site and then both numbers match Woodshedder’s. Next I checked the results at Stockcharts and there’s too matches Woodshedder’s. Example, using TC2007 on 11/8/11 the ROC5 is 4.82 and the ROC252 is 5.7. Stockcharts as of 11/8/11 is ROC5: 4.82 but the ROC252 is 7.25. Question:Three separate sources provide the same results for the ROC252 but Worden’s long term data for SPY is different. Can you tell me why that is? Thanks
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Administration
Joined: 9/30/2004 Posts: 9,187
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We don't back dividends into stock data. The dividend payouts over the last year effectively reduce the price 1 year ago by about $2.40 which results in a higher ROC.
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