daytrend

07/29/2011

Filed under: Market Stats — daytrend @ 3:00 pm
Closing Stats
by daytrend on 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

CAUTION:  Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY'S RANGE
6.0% of stocks are above yesterday's high.
20.5% are above yesterday's midpoint.  (79.5% are below.)
39.7% are below yesterday's low.
54.3% are inside yesterday's range.
13.8% of stocks with today's high > yesterday's high.  (86.2% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
76.0% of stocks are above today's open.  (23.5% are below).
34.5% of stocks are above today's open and yesterday's close.
22.8% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
6.5% of stocks are in the top 10% of today's range.
21.5% are in the top 20%.
68.3% are in the top half .  31.7% of stocks are in the bottom half of today's range.
9.0% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
36.5% of stocks are above breakeven.  (63.5% are below b/e.)
2.0% are up 4.5% or more.  2.3% are down 4.5% or more.
3.1% are up 3.5% or more.  3.5% are down 3.5% or more.
60.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.1%...>=90:1.1%...>=80:3.8%...>=50:17.4%...<=20:55.3%...<=10:43.0%...<=5:28.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.1%...>=50:21.5%...<=20:5.6%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:26.2%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.0% above previous 1 highs, 39.7% below previous 1 lows
2.9% above previous 2 highs, 36.0% below previous 2 lows
1.9% above previous 3 highs, 34.9% below previous 3 lows
1.4% above previous 4 highs, 33.6% below previous 4 lows
1.3% above previous 5 highs, 33.1% below previous 5 lows
1.2% above previous 6 highs, 31.6% below previous 6 lows
1.2% above previous 7 highs, 30.3% below previous 7 lows
1.2% above previous 8 highs, 27.6% below previous 8 lows
1.2% above previous 9 highs, 25.3% below previous 9 lows
1.2% above previous 10 highs, 25.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.4% new highs, 49.1% new lows
21d:  1.4% new highs, 47.3% new lows
42d:  1.2% new highs, 30.0% new lows
63d:  1.0% new highs, 28.2% new lows
126d:  0.6% new highs, 19.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  35.2% above, 64.8% below
3-day:  30.4% above, 69.6% below
4-day:  16.1% above, 83.9% below
5-day:  13.7% above, 86.3% below
8-day:  12.1% above, 87.9% below
10-day:  16.3% above, 83.7% below
20-day:  21.0% above, 79.0% below
50-day:  35.5% above, 64.5% below
200-day:  48.1% above, 51.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(22):  0.36% Top=UAL LCC DAL LUV TDW ALK GLNG KSU ..... CSX UNP CNI OSG KNX NSC FDX TRN=Bottom (Transportation)
LEIS(26):  0.02% Top=EXPE PCLN DPZ EAT DRI SIX SBUX YUM ..... WYN GET PENN HMIN WYNN MGM CCL BYD=Bottom (Leisure)
MANU(39):  -0.03% Top=MTW AGCO PCP SWK PPO MHK FLS TEX ..... TYC PNR EMR DE GTI ATI ROK PLL=Bottom (Manufacturing)
ENER(92):  -0.05% Top=GPOR HFC WLL CVI CHK IOC MPC MHR ..... OII XOM COG RES NR HES HP SWN=Bottom (Energy)
MATE(23):  -0.05% Top=OC LPX VMC CVA RSG USG PHM FLR ..... MDR SHAW TOL FAST WCN KBH SRCL WM=Bottom (Materials & Construction)
CONS(56):  -0.19% Top=NWL DECK SCSS LII LIZ GT SLGN CROX ..... SKX PAY LEG LULU IP UFS WMS GIL=Bottom (Consumer)
INSU(37):  -0.19% Top=GNW MET CHSI WSH MMC PRU ALL AFL ..... CB WRB TMK CINF CNO VR AON ORI=Bottom (Insurance)
REAL(60):  -0.21% Top=CBG AIV HIW AVB HPT DCT UDR DRH ..... ANH TWO STWD HST CYS CMO NLY HTS=Bottom (Real Estate)
RETA(68):  -0.27% Top=GNC EZPW TGT MW LINTA BBBY LTD AEO ..... WHR EBAY PAG SVU IACI ARO OMX CSTR=Bottom (Retail & Specialty Retail)
FINA(69):  -0.29% Top=CSE BLK JNS JEF HBHC KCG AF TROW ..... KKR TD BEN ACAS FNGN LAZ BX GHL=Bottom (Banks/Financials)
ELEC(69):  -0.44% Top=STP PWER LDK SPRD YGE ARMH RFMD MXIM ..... VECO OVTI KLIC NXPI LRCX KLAC ENTR QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(64):  -0.75% Top=CDNS CERN QLIK ARBA CNQR RNOW FTNT MDRX ..... AOL YHOO BMC ROVI TIBX YNDX ACOM DRIV=Bottom (Computer Software/Internet)
CHEM(26):  -0.79% Top=PX CE MOS SOA GRA POL ROC OLN ..... DOW ASH MON IPI DD CF POT EMN=Bottom (Chemicals/Fertilizers)
HEAL(49):  -0.79% Top=LPNT CYH HRC ISRG KND ALR VAR BCR ..... BSX HS HCA NUVA CNC CVH WCG AGP=Bottom (Health)
META(41):  -1.00% Top=GSM CRS CMC CLD STLD X CLF CNX ..... GG UXG SCCO PAAS EGO NEM SWC IAG=Bottom (Metals & Mining)
DISV(46):  -1.13% Top=EDU WTW KBR ESI RCII MCO RHI BPI ..... ATHN FISV WOOF RRD FIS TSS SFLY VPRT=Bottom (Diversified Services)
COHW(46):  -2.07% Top=LEAP APKT IDCC ARUN PANL NIHD FTR TDC ..... WDC HPQ PLCM MSI FNSR OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

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 $IWM http://daytrend.wordpress.com/category/market-stats/
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