|
PureBytes Links
Trading Reference Links
|
Jim,
Thanks for the information. I am no fan of Yahoo but you got my
curiosity up so I looked up Yahoo and they show (on symbol screen
1433.06) yet on historical 1450.92 with * adjusted close. This is
what they say about adjusted close:
"Yahoo! Finance offers access to historical quote data in tabular
format in several timeframes: Daily, Weekly, Monthly, and Dividends.
The historical quotes feature includes notations for all splits and
dividend distributions during the date range covered. Open, high, low,
and close quotes are not adjusted for splits or dividends. An
additional column, Adjusted Close, is provided that shows the close
price adjusted for all splits and dividends.
On the Historical Quotes page, you can choose the date range of the
data displayed, change the ticker symbol query, or switch to a
different timeframe format. If the data requested is beyond the range
of historical quotes available through Yahoo! Finance, all available
data within the range is displayed. Historical quotes typically do not
go back further than 1970.
There is currently no restriction to the amount of historical quote
data you can request, however, only 66 rows are displayed at a time.
To see all the data you've requested, click the "Download to
Spreadsheet" link at the bottom of the page. Note that dividend
information is not included in the downloaded spreadsheet. However,
dividend data can be downloaded separately when the "Dividends Only"
button is clicked.
? Daily Historical Quotes provide you with the daily open, high, low,
close, and volume for each trading day in the chosen date range.
? Weekly Historical Quotes retrieve the open trade from the first
trading day for the week, the high and low price quotes of the week,
and the closing price on the last trading day of the week. The weekly
volume is the average daily volume for all trading days in the
reported week.
? Monthly Historical Quotes report the open trade from the first
trading day of the month, the high and low price quotes for the month,
and the closing price on the last trading day of the month. The
monthly volume is the average daily volume for all trading days in the
reported month.
? Historical Dividends report the dividend distributed by a company
and the ex-dividend date of the distribution.
? Adjusted Close provides the closing price for the requested day,
week, or month, adjusted for all applicable splits and dividend
distributions. Data is adjusted using appropriate split and dividend
multipliers, adhering to Center for Research in Security Prices (CRSP)
standards. Split multipliers are determined by the split ratio. For
instance, in a 2 for 1 split, the pre-split data is multiplied by 0.5.
Dividend multipliers are calculated based on dividend as a percentage
of price, primarily to avoid negative historical pricing. For example,
when a $0.08 cash dividend is distributed on Feb 19 (ex-date), and the
Feb 18 closing price was 24.96, the pre-dividend data is multiplied by
(1-0.08/24.96) = 0.9968. Below is a detailed example of adjusted close
calculations.
Example: Adjusted Close Calculations
2/13/03 Close = 46.99
2/14/03 Close = 48.30
2/18/03 Split = 2:1
2/18/03 Close = 24.96
2/19/03 Cash Dividend = 0.08 (ex-date)
2/19/03 Close = 24.53
--- In amibroker@xxxxxxxxxxxxxxx, "jim_trades_stocks" <jnk1997@xxx> wrote:
>
> Take a look at this:
>
> S&P close on Friday Aug 3rd was 1433, 17 points below the 200 day sma.
> A technical trader would consider this bearish, a breakdown, a possible
> change of trend.
>
> http://finance.yahoo.com/q?s=%5EGSPC
>
>
> On the historical quotes page (used by many free downloaders) the close
> is at 1450, smack dab on the 200 day sma. A technical trader might
> consider this as an entry point looking for a bounce off the 200 day
> sma.
>
> http://finance.yahoo.com/q/hp?s=%5EGSPC
>
>
> Makes 20-30 bucks a month for "clean data" worth every dollar.
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|