Closing Stats
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
3.3% of stocks are above yesterday’s high.
15.8% are above yesterday’s midpoint. (84.2% are below.)
34.3% are below yesterday’s low.
62.4% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
94.1% of stocks with today’s low < yesterday’s low. (5.9% greater than).
EVIDENCE OF INTRADAY TREND
76.6% of stocks are above today’s open. (22.4% are below).
37.9% of stocks are above today’s open and yesterday’s close.
21.2% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
22.5% of stocks are in the top 10% of today’s range.
42.9% are in the top 20%.
83.2% are in the top half. 16.8% of stocks are in the bottom half of today’s range.
4.0% are in the bottom 20%.
1.4% are in the bottom 10%.
GAIN
40.5% of stocks are above yesterday’s close. (59.5% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
2.2% are up 3.5% or more. 1.4% are down 3.5% or more.
61.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.4%…>=90:2.3%…>=80:6.2%…>=50:25.4%…<=20:43.8%…<=10:25.1%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:60.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.3% above previous 1 highs, 34.3% below previous 1 lows
2.7% above previous 2 highs, 32.5% below previous 2 lows
2.2% above previous 3 highs, 28.7% below previous 3 lows
2.1% above previous 4 highs, 24.9% below previous 4 lows
2.1% above previous 5 highs, 21.8% below previous 5 lows
1.7% above previous 6 highs, 18.8% below previous 6 lows
1.6% above previous 7 highs, 16.1% below previous 7 lows
1.4% above previous 8 highs, 13.5% below previous 8 lows
1.4% above previous 9 highs, 12.5% below previous 9 lows
1.3% above previous 10 highs, 11.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.5% are above or equal to 5/22 close (1 days ago), 59.5% are below.
15.2% are above or equal to 5/21 close (2 days ago), 84.8% are below.
20.5% are above or equal to 5/20 close (3 days ago), 79.5% are below.
27.8% are above or equal to 5/17 close (4 days ago), 72.2% are below.
47.6% are above or equal to 5/16 close (5 days ago), 52.4% are below.
40.4% are above or equal to 5/15 close (6 days ago), 59.6% are below.
44.4% are above or equal to 5/14 close (7 days ago), 55.6% are below.
55.7% are above or equal to 5/13 close (8 days ago), 44.3% are below.
52.9% are above or equal to 5/10 close (9 days ago), 47.1% are below.
59.3% are above or equal to 5/9 close (10 days ago), 40.7% are below.
57.2% are above or equal to 5/8 close (11 days ago), 42.8% are below.
62.2% are above or equal to 5/7 close (12 days ago), 37.8% are below.
65.9% are above or equal to 5/6 close (13 days ago), 34.1% are below.
70.5% are above or equal to 5/3 close (14 days ago), 29.5% are below.
75.7% are above or equal to 5/2 close (15 days ago), 24.3% are below.
79.8% are above or equal to 5/1 close (16 days ago), 20.2% are below.
73.5% are above or equal to 4/30 close (17 days ago), 26.5% are below.
77.2% are above or equal to 4/29 close (18 days ago), 22.8% are below.
79.9% are above or equal to 4/26 close (19 days ago), 20.1% are below.
76.8% are above or equal to 4/25 close (20 days ago), 23.2% are below.
78.1% are above or equal to 4/24 close (21 days ago), 21.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 10.6% new lows
21d: 2.1% new highs, 10.3% new lows
42d: 2.1% new highs, 4.2% new lows
63d: 1.7% new highs, 3.1% new lows
126d: 1.5% new highs, 1.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.2% above, 60.8% below
3-day: 22.3% above, 77.7% below
4-day: 19.6% above, 80.4% below
5-day: 22.1% above, 77.9% below
8-day: 32.6% above, 67.4% below
10-day: 38.4% above, 61.6% below
20-day: 64.0% above, 36.0% below
50-day: 76.1% above, 23.9% below
200-day: 84.8% above, 15.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.69% Top=MDC HOV LEN KBH FAST MTH TOL MAS ….. WM FLR CVA PWR MLM DHI MTZ MDR=Bottom (Materials & Construction)
TRAN(24): 0.52% Top=AIRM EXPD UAL ALK LUV JBLU DAL CHRW ….. CNW GLNG CNI UPS UNP SWFT CP CSX=Bottom (Transportation)
HEAL(46): 0.37% Top=EW CYH HNT VOLC PODD THOR WCG HCA ….. MR SYK TMO VAR ALGN A STJ IRWD=Bottom (Health)
DISV(46): 0.22% Top=LPS Z ADT WOOF APOL RRD URS HPY ….. WTW V RCII MA CXW MAN GEO AL=Bottom (Diversified Services)
INSU(41): 0.20% Top=FNF CLGX AFSI MTG MBI RDN ACGL BRO ….. PRU L AON HIG MMC RGA AGO RE=Bottom (Insurance)
CHEM(29): 0.09% Top=AXLL MEOH CYT MOS RPM FMC MON ASH ….. PPG SHW HUN GRA APD CE TROX POT=Bottom (Chemicals/Fertilizers)
COHW(45): 0.07% Top=HPQ WDC SYNA SSYS WIN TMUS VSAT ARUN ….. RKUS PLCM FIO QCOM RVBD TDC FNSR INFN=Bottom (Computer Hardware/Telecom)
RETA(66): 0.04% Top=DLTR JCP WSM BBY EXPR BBBY PETM DG ….. CAB SIG TIF TFM AEO AAP LL CSTR=Bottom (Retail & Specialty Retail)
ELEC(53): -0.05% Top=WFR CSIQ SCTY ATML DLB TQNT SNPS NVDA ….. FSLR JBL SMTC IPGP ONNN FCS JASO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -0.08% Top=BBG XEC EXXI CHK UPL COG PDCE ROSE ….. DVN PTEN APA DK EVEP NTI RGP HK=Bottom (Energy)
COSW(77): -0.08% Top=CVLT EA ANGI VCLK IACI DBD QLIK RAX ….. SFLY GRPN YNDX IRM SINA YHOO NOW SYMC=Bottom (Computer Software/Internet)
CONS(56): -0.22% Top=PAY LF BC MWV IP WHR FOSL CHD ….. CROX SKX NKE FNP TPX DECK OI RL=Bottom (Consumer)
LEIS(28): -0.24% Top=DPZ BYD DRI KKD HOT EXPE CAKE BYI ….. SBUX EAT H MGM LVS CZR WYNN MPEL=Bottom (Leisure)
MANU(40): -0.31% Top=DOV AGCO KMT CFX TEX DE TKR AOS ….. PCP ATI PNR JOY EMR XYL SWK PPO=Bottom (Manufacturing)
FINA(76): -0.61% Top=CME AINV CBOE SEIC JNS BBT FSC FITB ….. PBCT MS SF KKR WETF RJF OZM APO=Bottom (Banks/Financials)
META(29): -0.68% Top=KGC IAG ACI CNX ANR AUY RGLD SLW ….. AA FCX MCP SWC SCCO TRQ CLF WLT=Bottom (Metals & Mining)
REAL(81): -1.20% Top=EQR WAC SBY PMT NRF DLR NCT CWH ….. UDR HR LXP VTR O OHI HCN HCP=Bottom (Real Estate)
NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/