Closing Stats
by daytrend on 20120330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 789.
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COMPARED TO YESTERDAY’S RANGE
38.9% of stocks are above yesterday’s high.
74.4% are above yesterday’s midpoint. (25.6% are below.)
6.5% are below yesterday’s low.
54.6% are inside yesterday’s range.
83.7% of stocks with today’s high > yesterday’s high. (16.3% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).
EVIDENCE OF INTRADAY TREND
32.7% of stocks are above today’s open. (65.9% are below).
32.6% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
96.3% of stocks opened above yesterday’s close. (3.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
24.3% are in the bottom 20%.
14.1% are in the bottom 10%.
GAIN
59.9% of stocks are above yesterday’s close. (40.1% are below.)
0.5% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.6% are down 3.5% or more.
62.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:3.4%…>=90:6.7%…>=80:14.6%…>=50:47.7%…<=20:24.5%…<=10:12.2%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:55.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:63.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.9% above previous 1 highs, 6.5% below previous 1 lows
17.1% above previous 2 highs, 5.4% below previous 2 lows
8.2% above previous 3 highs, 5.1% below previous 3 lows
7.6% above previous 4 highs, 4.1% below previous 4 lows
7.5% above previous 5 highs, 2.8% below previous 5 lows
7.2% above previous 6 highs, 2.7% below previous 6 lows
6.5% above previous 7 highs, 2.7% below previous 7 lows
6.0% above previous 8 highs, 2.7% below previous 8 lows
5.4% above previous 9 highs, 2.7% below previous 9 lows
4.9% above previous 10 highs, 2.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.9% are above or equal to 3/29 close (1 days ago), 40.1% are below.
49.9% are above or equal to 3/28 close (2 days ago), 50.1% are below.
33.6% are above or equal to 3/27 close (3 days ago), 66.4% are below.
26.7% are above or equal to 3/26 close (4 days ago), 73.3% are below.
52.7% are above or equal to 3/23 close (5 days ago), 47.3% are below.
61.2% are above or equal to 3/22 close (6 days ago), 38.8% are below.
45.5% are above or equal to 3/21 close (7 days ago), 54.5% are below.
45.6% are above or equal to 3/20 close (8 days ago), 54.4% are below.
39.4% are above or equal to 3/19 close (9 days ago), 60.6% are below.
44.2% are above or equal to 3/16 close (10 days ago), 55.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.7% new highs, 2.2% new lows
21d: 12.4% new highs, 2.0% new lows
42d: 9.6% new highs, 1.0% new lows
63d: 9.3% new highs, 0.8% new lows
126d: 8.4% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.8% above, 41.2% below
3-day: 53.4% above, 46.6% below
4-day: 45.0% above, 55.0% below
5-day: 37.3% above, 62.7% below
8-day: 44.9% above, 55.1% below
10-day: 44.4% above, 55.6% below
20-day: 59.1% above, 40.9% below
50-day: 66.4% above, 33.6% below
200-day: 78.5% above, 21.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(45): 0.90% Top=HCA CNC THC WLP CVH MAKO AGP BKD ….. EW BCR CYH RMD DGX LNCR HOLX THOR=Bottom (Health)
REAL(63): 0.74% Top=HST AIV EQR DRH NCT LRY CLP AVB ….. CBL SNH HCP NNN BAM HTS PDM MFA=Bottom (Real Estate)
ENER(97): 0.69% Top=PXD PDS OAS GPOR COG HP EXXI BHI ….. MMR CRK ATPG ROSE VLO KWK RES IOC=Bottom (Energy)
LEIS(23): 0.55% Top=WYN MPEL HMIN YUM WEN H DRI VAC ….. CCL DPZ WYNN HOT PCLN EAT CAKE MGM=Bottom (Leisure)
CHEM(27): 0.37% Top=CF POT WPZ ROC MON CE FTK EMN ….. MOS ASH VAL FUL SMG RPM CYT HUN=Bottom (Chemicals/Fertilizers)
FINA(69): 0.25% Top=BLK IVZ TROW BX EFX NYB PFG ICE ….. CSE BNS COF FII FNFG SUSQ TCB PHH=Bottom (Banks/Financials)
COHW(43): 0.22% Top=RIMM NIHD APKT EQIX UBNT HPQ AMT EMC ….. VIP BRCD WDC AAPL XLS FIO PCS LVLT=Bottom (Computer Hardware/Telecom)
INSU(33): 0.20% Top=AIG LNC L PRU TRV PGR MET PL ….. BRO AXS WRB VR CINF ORI MBI GNW=Bottom (Insurance)
MANU(35): 0.19% Top=ETN ATI PLL DOV GTI PNR AGCO GE ….. GTLS DCI TKR TEX ATU MTW SWK GDI=Bottom (Manufacturing)
ELEC(52): 0.12% Top=SPRD BRCM GTAT ONNN TEL LSI ALTR TXN ….. CPHD CY SNPS SNDK ATML CAVM AMD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32): 0.05% Top=EGO AUQ PAAS GG RGLD AUY AEM SCCO ….. AKS CLD WLT ACI CLF MCP BTU PCX=Bottom (Metals & Mining)
COSW(62): 0.02% Top=YNDX GRPN PWRD ROVI ZNGA NLSN SYMC TRIP ….. ACOM MDRX AOL TNGO SFLY VCLK RHT TIBX=Bottom (Computer Software/Internet)
CONS(54): -0.06% Top=LULU GIL WMS CROX CL WHR AVP RKT ….. MAT HAS NUS WWW BMS FOSL GT VFC=Bottom (Consumer)
DISV(38): -0.19% Top=LPS CAR MCO MAN HTZ TSS ATHN SNX ….. JEC PAYX DV HRB HMSY WU MA RRD=Bottom (Diversified Services)
TRAN(23): -0.39% Top=TNK KSU TDW CHRW UPS EXPD FDX SWFT ….. CP JBHT ALK DAL TK LUV LCC UAL=Bottom (Transportation)
RETA(69): -0.63% Top=FDO KORS KMX TJX CVS COST ORLY JWN ….. CHS SHLD SPLS SIG GME SVU BBY FINL=Bottom (Retail & Specialty Retail)
MATE(24): -1.11% Top=OC RSG WCN FWLT WM FLR MLM LEN ….. MAS EXP LPX TOL MDC USG RYL PHM=Bottom (Materials & Construction)
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/
