Closing Stats
by daytrend on 20120423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 797.
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COMPARED TO YESTERDAY’S RANGE
2.9% of stocks are above yesterday’s high.
11.9% are above yesterday’s midpoint. (88.1% are below.)
63.7% are below yesterday’s low.
33.4% are inside yesterday’s range.
5.4% of stocks with today’s high > yesterday’s high. (94.6% less than).
94.6% of stocks with today’s low < yesterday’s low. (5.4% greater than).
EVIDENCE OF INTRADAY TREND
54.7% of stocks are above today’s open. (43.8% are below).
13.0% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
1.5% of stocks opened above yesterday’s close. (98.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
38.5% are in the top 20%.
75.2% are in the top half. 24.8% of stocks are in the bottom half of today’s range.
4.4% are in the bottom 20%.
2.0% are in the bottom 10%.
GAIN
14.4% of stocks are above yesterday’s close. (85.6% are below.)
0.6% are up 4.5% or more. 1.6% are down 4.5% or more.
0.6% are up 3.5% or more. 4.8% are down 3.5% or more.
42.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.5%…>=90:2.6%…>=80:5.3%…>=50:19.2%…<=20:43.2%…<=10:23.6%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.4%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.9% above previous 1 highs, 63.7% below previous 1 lows
1.8% above previous 2 highs, 44.0% below previous 2 lows
1.6% above previous 3 highs, 39.8% below previous 3 lows
1.5% above previous 4 highs, 34.6% below previous 4 lows
1.4% above previous 5 highs, 26.2% below previous 5 lows
1.4% above previous 6 highs, 24.6% below previous 6 lows
1.4% above previous 7 highs, 22.0% below previous 7 lows
1.3% above previous 8 highs, 20.1% below previous 8 lows
1.3% above previous 9 highs, 17.1% below previous 9 lows
1.3% above previous 10 highs, 17.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
14.4% are above or equal to 4/20 close (1 days ago), 85.6% are below.
25.7% are above or equal to 4/19 close (2 days ago), 74.3% are below.
24.3% are above or equal to 4/18 close (3 days ago), 75.7% are below.
23.2% are above or equal to 4/17 close (4 days ago), 76.8% are below.
46.4% are above or equal to 4/16 close (5 days ago), 53.6% are below.
45.5% are above or equal to 4/13 close (6 days ago), 54.5% are below.
31.0% are above or equal to 4/12 close (7 days ago), 69.0% are below.
54.6% are above or equal to 4/11 close (8 days ago), 45.4% are below.
65.7% are above or equal to 4/10 close (9 days ago), 34.3% are below.
42.3% are above or equal to 4/9 close (10 days ago), 57.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.8% new highs, 35.1% new lows
21d: 0.8% new highs, 34.5% new lows
42d: 0.5% new highs, 23.2% new lows
63d: 0.5% new highs, 14.3% new lows
126d: 0.5% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 13.3% above, 86.7% below
3-day: 18.1% above, 81.9% below
4-day: 21.1% above, 78.9% below
5-day: 20.7% above, 79.3% below
8-day: 28.7% above, 71.3% below
10-day: 37.4% above, 62.6% below
20-day: 28.2% above, 71.8% below
50-day: 37.4% above, 62.6% below
200-day: 71.3% above, 28.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(92): -0.13% Top=HLX CHK SUN BAS SFY FST QEP UPL ….. KOG HES CLR EVEP BBG MMR SEMG KMI=Bottom (Energy)
INSU(34): -0.47% Top=MET AIZ LNC HIG AON TRV SLF AIG ….. ACE AGO HCC CINF PRU MMC MBI CHSI=Bottom (Insurance)
LEIS(25): -0.81% Top=EAT CAKE DNKN DRI YUM CMG CCL PENN ….. EXPE LVS HOT MGM WYNN LTM ARCO MPEL=Bottom (Leisure)
FINA(72): -0.87% Top=STI ZION KCG COF DLLR RF JPM KEY ….. JNS BAC WDR BEN FNFG MS KKR BX=Bottom (Banks/Financials)
REAL(63): -0.99% Top=NLY ARR HTS NNN BRE TWO AIV MAC ….. CIT BAM DCT DRH HST GRT BEE LHO=Bottom (Real Estate)
HEAL(47): -1.08% Top=CI EW RMD WLP BAX COO BCR LNCR ….. CYH THOR CFN ALGN THC SYK HCA CNC=Bottom (Health)
CONS(52): -1.08% Top=SCSS WHR CROX XRX GT KMB LULU LEG ….. TPX FOSL SEE EL RKT WWW HBI HAS=Bottom (Consumer)
COHW(41): -1.24% Top=AMX APKT LXK KNOL NIHD WDC ADTN NTAP ….. JNPR RVBD FIO ARUN VIP CIEN FNSR JDSU=Bottom (Computer Hardware/Telecom)
RETA(77): -1.28% Top=KORS AEO GNC BBY SVU ANN KR TSCO ….. URBN IACI ASNA FRAN RSH NFLX WMT DANG=Bottom (Retail & Specialty Retail)
CHEM(26): -1.34% Top=ROC WPZ CYT PPG IFF AGU PX ASH ….. MOS MON CE SIAL CF POT FTK CHMT=Bottom (Chemicals/Fertilizers)
DISV(37): -1.42% Top=VRSK SAI FISV WU RCII ADS MCO PAYX ….. MELI ACTG MA V MAN HMSY DV CXW=Bottom (Diversified Services)
TRAN(23): -1.43% Top=UNP NSC UAL LUV CSX SWFT KSU CNI ….. FDX GLNG ALK EXPD CP DAL LCC TRN=Bottom (Transportation)
COSW(60): -1.53% Top=GRPN AKAM BMC ATVI VRSN GOOG CTSH SYMC ….. ARBA VMW ADSK BIDU SFLY QSII TNGO LNKD=Bottom (Computer Software/Internet)
MANU(37): -1.60% Top=DOV ETN DRC AGCO EMR AVY SPW CRS ….. PH GDI PPO ROK JOY MHK MTW TEX=Bottom (Manufacturing)
ELEC(56): -1.68% Top=SPRD SNDK LSI NXPI ROP CRUS GLW BRCM ….. CPHD LSCC SWKS AMD IPGP GTAT TSL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): -1.71% Top=WM SHW MLM EXP RSG MDC RYL MAS ….. USG DHI SHAW TOL KBH MDR FAST LEN=Bottom (Materials & Construction)
META(30): -2.01% Top=ACI ANR CLD BTU WLT STLD AA CNX ….. X IAG GG PAAS PCX MCP SWC EGO=Bottom (Metals & Mining)
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/
