Closing Stats
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
17.7% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
15.8% are below yesterday’s low.
66.5% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).
EVIDENCE OF INTRADAY TREND
35.3% of stocks are above today’s open. (63.6% are below).
27.6% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
27.2% are in the top half . 72.8% of stocks are in the bottom half of today’s range.
48.4% are in the bottom 20%.
35.4% are in the bottom 10%.
GAIN
32.7% of stocks are above yesterday’s close. (67.3% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
68.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.0%…>=90:2.3%…>=80:7.8%…>=50:42.1%…<=20:9.0%…<=10:4.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.6%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.7% above previous 1 highs, 15.8% below previous 1 lows
8.7% above previous 2 highs, 10.9% below previous 2 lows
5.6% above previous 3 highs, 9.0% below previous 3 lows
4.9% above previous 4 highs, 7.1% below previous 4 lows
4.6% above previous 5 highs, 4.9% below previous 5 lows
4.4% above previous 6 highs, 2.7% below previous 6 lows
4.3% above previous 7 highs, 2.0% below previous 7 lows
4.2% above previous 8 highs, 1.5% below previous 8 lows
4.2% above previous 9 highs, 1.4% below previous 9 lows
3.9% above previous 10 highs, 1.3% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 1.3% new lows
21d: 8.6% new highs, 1.3% new lows
42d: 6.2% new highs, 0.8% new lows
63d: 5.3% new highs, 0.5% new lows
126d: 2.7% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 31.1% above, 68.9% below
3-day: 57.9% above, 42.1% below
4-day: 41.7% above, 58.3% below
5-day: 36.9% above, 63.1% below
8-day: 53.5% above, 46.5% below
10-day: 72.6% above, 27.4% below
20-day: 61.9% above, 38.1% below
50-day: 54.6% above, 45.4% below
200-day: 36.8% above, 63.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.60% Top=JRCC SSRI SWC ANR PAAS X PCX ACI ….. AA CLD ABX NUE CLF TIE STLD NEM=Bottom (Metals & Mining)
CHEM(29): 0.14% Top=HUN GRA ROC IPI CF SOA SMG MOS ….. FMC MON IFF PPG RPM EMN OLN ASH=Bottom (Chemicals/Fertilizers)
ENER(94): -0.03% Top=ATPG NXY WFT FST HAL CVE KMI MMR ….. HOS RES KWK CHK UPL RDC CRK SFY=Bottom (Energy)
COHW(42): -0.04% Top=PCS FTR BCE LVLT RIMM APKT ARUN HPQ ….. AMT DELL WIN CSCO RVBD IBM BRCD TDC=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.14% Top=CP CNI UNP CSX TDW DAL UAL KSU ….. UPS CNW TRN FDX JBHT ALK JBLU LCC=Bottom (Transportation)
HEAL(43): -0.16% Top=HCA THC HMA CYH UHS HLS ESRX VAR ….. UNH EW WCG ALGN CNC AGP AET MAKO=Bottom (Health)
ELEC(50): -0.25% Top=FSLR CREE GTAT SPRD CPHD ARMH AMD TER ….. INTC JBL RFMD CRUS GRMN MOLX IPGP ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(62): -0.25% Top=BIDU TTWO TRI YNDX CTSH MDRX SFLY ROVI ….. VMW N CVLT CPWR ARBA CNQR SWI SINA=Bottom (Computer Software/Internet)
DISV(38): -0.30% Top=LPS ACM KBR RHI URS ULTA HRB VRSK ….. WU CXW MCO MA V WTW RCII ATHN=Bottom (Diversified Services)
MATE(26): -0.32% Top=CVA MDR MTZ EXP MLM SHAW FLR PHM ….. RYL LEN TOL USG FWLT FAST LPX MAS=Bottom (Materials & Construction)
INSU(37): -0.38% Top=SLF GNW PL AFL BRO AON LNC WSH ….. TRV CINF HIG ENH ORI FNF MMC RE=Bottom (Insurance)
MANU(36): -0.38% Top=TEX MTW AGCO AME GTI RS SPW CAT ….. SWK PCP DRC MHK CLC PPO ATU AOS=Bottom (Manufacturing)
REAL(64): -0.49% Top=IVR GGP ARR CBG BAM HST DFT HTS ….. SNH WRI SKT BMR PCL BDN HPT KIM=Bottom (Real Estate)
LEIS(22): -0.49% Top=MPEL MGM WYNN LVS WEN PENN MAR DRI ….. DNKN YUM SBUX HOT EXPE DPZ PCLN LTM=Bottom (Leisure)
CONS(49): -0.52% Top=OI GIL WMS SEE PKG HAR ECL RKT ….. SCSS CROX NWL TUP TPX DECK LEG FOSL=Bottom (Consumer)
FINA(74): -0.58% Top=PHH OZM TD BAC LAZ SEIC BNS FII ….. HBHC UMPQ AMP CSE HBAN ACAS HEK UBSI=Bottom (Banks/Financials)
RETA(69): -0.82% Top=BBY BID SVU RSH URBN ANF SIG IACI ….. TIF MW ANN HSNI ROST ARO AM SHLD=Bottom (Retail & Specialty Retail)
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 $ES_F http://daytrend.wordpress.com/category/market-stats/
