Hello
I have been learning R for the past year for use at work.  To keep the learning going I started plotting the change in the major market indices (S&P, Dow, NIKKEI, etc) using a variety of graphs such as heat maps, run charts and radial plots.  I was primarily interested if return on any given date was in the outliers of historical returns, and to present this information in a simple graphical way using the principles of Tufte and Harrell.  
I present these to you and invite your comments.  The website is named "Stock Market Index Visualizations using R"  and is located at http://sites.google.com/site/indexplot  Index data can be accessed using the left sidebar.
Please feel free to share your comments.  All R source code is available upon request.  I use the quantmod library to pull data from Yahoo finance and am using the 2.10.1 R distribution to create all graphs.  
I am plotting the history of the market return in percentiles, and annualized returns in deciles (using quantile function).  There are two help files on the website that describe in detail all the calculations done in R.  I am using simple math like ratios and basic stats (quantiles), basic geometry and trigonometry for the graph transformations. I hope to but am not too sure if I achieved the graph clarity I wanted.
AcknowledgementsI have listed the R community in my acknowledgements page, to Dirk Eddelbuettel and to Jeffrey Ryan (for quantmod).  Special thanks to Dirk for his interest in my poster at UseR2010 and his encouragement to create this page.  It has been a lot of fun, in learning the using the google website tools.  
Next steps- Update graphs and analysis based on your comments.- plot the historical returns for a portfolio, something like a 50:50 stock:bond portfolio.  - learn RApache- plead to Google sites to allow ftp...
best regardsNadeemHockessin, DE  
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