Enumeration of Large Up Moves, from Alex Castaldo
Here are the largest upward point moves in the S&P (cash) index from 1999 up to (and not including) November 13, 2007.
Largest one day point moves since 1999
(up to and not including 11/13/2007)
Rnk Date Px Last Chg
1 03/16/2000 1458.47 66.33
2 01/03/2001 1347.56 64.29
3 12/05/2000 1376.54 51.57
4 04/05/2001 1151.44 48.19
5 04/25/2000 1477.44 47.58
6 10/19/2000 1388.76 46.63
7 04/18/2001 1238.16 46.35
8 07/29/2002 898.96 46.12
9 10/28/1999 1342.44 45.73
10 07/24/2002 843.42 45.72
11 04/17/2000 1401.44 44.88
12 05/30/2000 1422.45 44.43
13 10/13/2000 1374.17 44.39
14 09/18/2007 1519.78 43.13
15 04/18/2000 1441.61 40.17
16 10/15/2002 881.27 39.83
17 11/13/2007 1478.6 39.42
18 05/08/2002 1088.85 39.36
19 09/03/1999 1357.24 38.13
20 01/07/2000 1441.47 38.02
Today's rise of 41.87 would be the 15th entry.
Jim Sogi adds:
All of them are from the 1999-2002 period or from 2007. There are none from the low volatility years 2003, 2004, 2005, 2006. The list of big down moves is similar.