Another All or Nothing Day!

We consider all or nothing days in the market to be days where the net daily A/D reading in the S&P 500 exceeds plus or minus 400.  With a net advance/decline reading of negative 422 today, the S&P 500 extended its record run of all or nothing days for 2011 to 59.  At this rate 2011 is on pace to see 67 all or nothing days, which would dwarf the prior record of 52 seen back in 2008.  Since August 1st, 39 of the 77 trading days have been all or nothing!

Subscribe to Bespoke Premium to receive more in-depth research from Bespoke.