Closing Stats
by daytrend on 20120420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 788.
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COMPARED TO YESTERDAY’S RANGE
17.1% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
22.7% are below yesterday’s low.
60.2% are inside yesterday’s range.
46.3% of stocks with today’s high > yesterday’s high. (53.7% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).
EVIDENCE OF INTRADAY TREND
35.5% of stocks are above today’s open. (63.8% are below).
35.0% of stocks are above today’s open and yesterday’s close.
45.6% are below both.
92.5% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
27.8% are in the top half. 72.2% of stocks are in the bottom half of today’s range.
44.9% are in the bottom 20%.
27.2% are in the bottom 10%.
GAIN
53.9% of stocks are above yesterday’s close. (46.1% are below.)
0.9% are up 4.5% or more. 3.2% are down 4.5% or more.
1.3% are up 3.5% or more. 4.6% are down 3.5% or more.
56.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.7%…>=90:10.3%…>=80:20.2%…>=50:49.0%…<=20:23.4%…<=10:9.6%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:45.3%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.1% above previous 1 highs, 22.7% below previous 1 lows
14.5% above previous 2 highs, 18.4% below previous 2 lows
10.9% above previous 3 highs, 15.6% below previous 3 lows
10.8% above previous 4 highs, 11.7% below previous 4 lows
10.3% above previous 5 highs, 11.3% below previous 5 lows
10.2% above previous 6 highs, 10.9% below previous 6 lows
10.0% above previous 7 highs, 10.0% below previous 7 lows
9.6% above previous 8 highs, 9.1% below previous 8 lows
9.5% above previous 9 highs, 9.1% below previous 9 lows
8.1% above previous 10 highs, 9.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.9% are above or equal to 4/19 close (1 days ago), 46.1% are below.
43.7% are above or equal to 4/18 close (2 days ago), 56.3% are below.
38.6% are above or equal to 4/17 close (3 days ago), 61.4% are below.
63.3% are above or equal to 4/16 close (4 days ago), 36.7% are below.
60.7% are above or equal to 4/13 close (5 days ago), 39.3% are below.
45.1% are above or equal to 4/12 close (6 days ago), 54.9% are below.
67.1% are above or equal to 4/11 close (7 days ago), 32.9% are below.
75.5% are above or equal to 4/10 close (8 days ago), 24.5% are below.
54.4% are above or equal to 4/9 close (9 days ago), 45.6% are below.
41.0% are above or equal to 4/5 close (10 days ago), 59.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.9% new highs, 11.0% new lows
21d: 9.9% new highs, 11.0% new lows
42d: 8.0% new highs, 8.0% new lows
63d: 7.0% new highs, 5.5% new lows
126d: 6.9% new highs, 2.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.8% above, 47.2% below
3-day: 47.7% above, 52.3% below
4-day: 44.8% above, 55.2% below
5-day: 49.6% above, 50.4% below
8-day: 53.6% above, 46.4% below
10-day: 57.9% above, 42.1% below
20-day: 40.4% above, 59.6% below
50-day: 45.7% above, 54.3% below
200-day: 73.4% above, 26.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(25): 1.38% Top=DHI LEN KBH MDC CLH PWR RYL PHM ….. WM RSG MAS MLM EXP LPX USG SHAW=Bottom (Materials & Construction)
REAL(62): 1.15% Top=CBL BPO BRE CPT EXR PPS GGP MAC ….. DFT TWO OHI LRY CYS CIT CBG DLR=Bottom (Real Estate)
MANU(35): 0.70% Top=PPO GDI KMT PH TEX PLL GE PNR ….. AME ROK CRS SPW DRC RS ATI JOY=Bottom (Manufacturing)
CONS(53): 0.56% Top=HBI UA BC GIL LII WWW DECK WRC ….. DBD XRX WHR AVP FOSL PAY SCSS TPX=Bottom (Consumer)
DISV(36): 0.55% Top=MYGN CXW MAN SAI URS MCO ULTA KBR ….. V DV WU HRB RCII LPS MELI APOL=Bottom (Diversified Services)
CHEM(26): 0.43% Top=ALB GRA POT AGU MOS SMG CHMT APD ….. ROC EMN DD HUN PX CE CYT FTK=Bottom (Chemicals/Fertilizers)
LEIS(24): 0.20% Top=YUM ARCO PENN DPZ MPEL EXPE CAKE LTM ….. LVS WYN PCLN MAR H MGM CMG CCL=Bottom (Leisure)
RETA(75): 0.07% Top=CVS SBH SIG DKS EXPR ANF FRAN TIF ….. IACI RSH SVU JCP BBY DANG SHLD LL=Bottom (Retail & Specialty Retail)
HEAL(46): -0.01% Top=MOH VAR CNC CVD BSX UNH CFN HRC ….. SYK ESRX LH MAKO THOR CYH HCA HMA=Bottom (Health)
FINA(72): -0.16% Top=ACAS FITB HBAN BBT NDAQ EFX SLM PNC ….. BX ASBC CME ZION KCG DLLR MS BAC=Bottom (Banks/Financials)
COSW(60): -0.31% Top=NCR MSFT IGT DDD IRM NLSN TRI ACOM ….. FFIV RAX VMW YNDX ZNGA TNGO GRPN INTU=Bottom (Computer Software/Internet)
INSU(34): -0.34% Top=TRV WSH AGO CINF L ACE BRO FNF ….. UNM LNC SLF MET MMC AFL MBI PGR=Bottom (Insurance)
TRAN(23): -0.40% Top=TK GLNG UNP NSC JBHT CNI CP CHRW ….. CNW DAL TRN SAVE LCC UAL LUV EXPD=Bottom (Transportation)
ENER(92): -0.69% Top=KOG SLB SFY INT PDS ETE ETP MWE ….. GDP KEG CHK PXP MMR UPL MHR BAS=Bottom (Energy)
COHW(42): -1.61% Top=AMX VZ TWTC BCE PLCM NIHD T CCI ….. NTAP AAPL EQIX FNSR CIEN APKT ARUN RVBD=Bottom (Computer Hardware/Telecom)
META(30): -1.82% Top=X GG SCCO AUY PAAS AA PVR TIE ….. BTU SWC MCP IAG ANR ACI CLD PCX=Bottom (Metals & Mining)
ELEC(53): -2.38% Top=ROP CREE DLB JBL A APH SNPS IPGP ….. OVTI SWKS INVN FCS CPHD CRUS ALTR SNDK=Bottom (Electronics/Semis/Equip/Materials/Solar)
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/
