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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 12/18 » Weekly %Change in the SPY (from Wednesday's Close to Wednesday's Close)

Weekly %Change in the SPY (from Wednesday's Close to Wednesday's Close)

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Putt4Dough

Posted : Tuesday, October 25, 2016 4:56:11 PM

Registered User
Joined: 7/30/2007
Posts: 1,072

Hey Bruce,

I have a Weekly SPY chart with a Rate of Change % plot.

Now that SPY has weekly options that expire on Wednesdays, I'm also interested in the week-to-week change in the SPY (based on Wednesday closes).

Doable?

StockGuy

Posted : Tuesday, October 25, 2016 5:09:18 PM

Administration

Joined: 9/30/2004
Posts: 9,187

Not really. You could do a 5 day percent change on or after market close on Wednesday, but this would only be accurate going back to the first market holiday in the past. After Labor Day and moving backward it would measure Monday to Monday until the next market holiday.

Putt4Dough

Posted : Tuesday, October 25, 2016 5:27:37 PM

Registered User
Joined: 7/30/2007
Posts: 1,072

Thanks StockGuy!

I suppose I can always export the 500 bars of daily data and calculate the Wednesday to Wednesday percent change in Excel. That'll give me almost two years to work with. Should be enough for my needs.

Thanks again.

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