Since I continue to talk about volatility quite often I found some data that Barry Ritholz had posted from Andrew Horowitz of the Disciplined Investor. Here is the link to the Big Picture post
First are the biggest net intraday moves, only a couple since 1987 but notice all of the ones from the Fall/Winter of 2008
Next, best net gain/losses since 1901, getting warmer
Finally Best/Worst % gains and loses since 1901. Surprisingly none but this is probably like to the absolute increase in size of the market. For example back in the 30's when the DOW trades in the hundreds it doesn't take much to really move the markets from a % point of view
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