S&P500 and DJIA – Week Ending May 20, 2013

lpplmarketwatch dow jones, markets, standard and poors, united states

NOTE:
The posts before this one had some errors in the C++ code. I believe I have worked the most of the bugs out and this post contains the best plots to date.

I have been working on code to make a single plot which combines multiple sizes of data. When this has been finished there will only be one plot, not a six and seven year window together.

Also, the weekly data will now begin and end on Mondays, since I obtain my data from finance.yahoo.com.

Week ending May 20, 2013 for the S&P 500.

Based on the figures, there appears to be no indication of a current bubble.

Figure 1

Figure 1 was produced with C++ code. S&P 500. Six year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.

1. Sept. 28, 1987 — followed by a 31.7% drop

2. August 28, 2000 — followed by a 36.5% drop

3. April 19, 2010 — followed by a 16% drop

Figure 2

 Figure 2 was produced with C++ code. S&P 500. Seven year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.

Same lines as Figure 1.

Week ending May 20, 2013 for the Dow Jones Industrial Average.

Based on the figures, there appears to be no indication of a current bubble.

Figure 3

Figure 3 was produced with C++ code. Dow Jones Industrial Average. Six year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.
1. December 31, 1909 — followed by a 23% drop
2. October 2, 1929 — followed by a 43% drop
3. March 12, 1937 — followed by a 40% drop
4. September 23, 1955 — followed by a quick 8.7% drop and then recovery
5. January 8, 1960 — followed by a 15.6% drop
6. October 2, 1987 — followed by a 31.7% drop
7. July 27, 1990 — followed by a 17% drop
8. September 8, 2000 — followed by a 36% drop
9. October 12, 2007 — followed by a drop in excess of 42%
10. July 8, 2011 — followed by a 16% drop

Figure 4

Figure 4 was produced with C++ code. Dow Jones Industrial Average. Seven year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.
Numbers correspond to same as Figure 3.