Closing Stats
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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COMPARED TO YESTERDAY’S RANGE
11.3% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
26.7% are below yesterday’s low.
62.0% are inside yesterday’s range.
25.4% of stocks with today’s high > yesterday’s high. (74.6% less than).
56.5% of stocks with today’s low < yesterday’s low. (43.5% greater than).
EVIDENCE OF INTRADAY TREND
34.2% of stocks are above today’s open. (64.5% are below).
26.1% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
9.9% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
6.7% are in the bottom 10%.
GAIN
28.7% of stocks are above yesterday’s close. (71.3% are below.)
1.2% are up 4.5% or more. 1.3% are down 4.5% or more.
2.1% are up 3.5% or more. 2.8% are down 3.5% or more.
53.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:11.0%…>=90:15.1%…>=80:21.7%…>=50:50.4%…<=20:11.8%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.7%…>=50:63.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.3% above previous 1 highs, 26.7% below previous 1 lows
9.7% above previous 2 highs, 10.9% below previous 2 lows
9.1% above previous 3 highs, 7.7% below previous 3 lows
8.8% above previous 4 highs, 5.0% below previous 4 lows
8.8% above previous 5 highs, 4.3% below previous 5 lows
8.0% above previous 6 highs, 4.3% below previous 6 lows
7.2% above previous 7 highs, 3.9% below previous 7 lows
7.2% above previous 8 highs, 3.9% below previous 8 lows
7.0% above previous 9 highs, 3.8% below previous 9 lows
6.9% above previous 10 highs, 3.8% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.7% are above or equal to 4/27 close (1 days ago), 71.3% are below.
47.4% are above or equal to 4/26 close (2 days ago), 52.6% are below.
65.7% are above or equal to 4/25 close (3 days ago), 34.3% are below.
78.9% are above or equal to 4/24 close (4 days ago), 21.1% are below.
78.9% are above or equal to 4/23 close (5 days ago), 21.1% are below.
68.3% are above or equal to 4/20 close (6 days ago), 31.7% are below.
66.7% are above or equal to 4/19 close (7 days ago), 33.3% are below.
63.8% are above or equal to 4/18 close (8 days ago), 36.2% are below.
58.2% are above or equal to 4/17 close (9 days ago), 41.8% are below.
69.6% are above or equal to 4/16 close (10 days ago), 30.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.2% new highs, 4.4% new lows
21d: 10.0% new highs, 4.3% new lows
42d: 7.0% new highs, 3.3% new lows
63d: 6.1% new highs, 2.0% new lows
126d: 5.8% new highs, 0.9% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.3% above, 71.7% below
3-day: 36.4% above, 63.6% below
4-day: 50.6% above, 49.4% below
5-day: 64.1% above, 35.9% below
8-day: 70.2% above, 29.8% below
10-day: 67.9% above, 32.1% below
20-day: 62.7% above, 37.3% below
50-day: 54.0% above, 46.0% below
200-day: 76.0% above, 24.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 1.01% Top=SUN SD ETE RRC COG IOC SWN ETP ….. KMP MRO TSO PWE KOG VLO OAS HFC=Bottom (Energy)
META(30): 0.19% Top=ACI BTU AKS CLD AUQ CNX ANR AEM ….. IAG WLT EGO PCX PVR STLD GG MCP=Bottom (Metals & Mining)
REAL(60): -0.22% Top=DCT LRY OFC DRE HIW ARR BXP SLG ….. PPS MFA HST IVR DRH GGP BEE CBG=Bottom (Real Estate)
INSU(34): -0.42% Top=AXS MMC TRV AON GNW LNC HCC L ….. PGR WSH HIG SLF AIG PRU ORI AGO=Bottom (Insurance)
CONS(57): -0.50% Top=WWW HAR SKX TWI NUS GIL CROX CHD ….. UFS NWL HBI DBD BC GT SCSS PAY=Bottom (Consumer)
LEIS(25): -0.53% Top=EXPE DPZ MCD ARCO SBUX PCLN PNRA EAT ….. MAR CAKE CMG WYNN HOT MPEL MGM BYD=Bottom (Leisure)
COHW(44): -0.54% Top=PCS WDC RIMM AMX LVLT TDS CSCO JNPR ….. ARUN APKT JDSU EQIX AAPL LEAP RVBD FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.55% Top=CY CYMI LSI TSL CAVM ATML SLAB FSL ….. ITRI TRMB OVTI SWKS ARMH AYI GTAT SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.64% Top=DAL CHRW SAVE LUV EXPD FDX TK GLNG ….. UAL CNW UNP ODFL KSU WAB TRN SWFT=Bottom (Transportation)
FINA(69): -0.76% Top=ACAS AMTD MS FII BX GS AMP ICE ….. STI FNFG KKR NDAQ CYN ASBC KCG HBHC=Bottom (Banks/Financials)
CHEM(27): -0.90% Top=WPZ FTK APD EMN GRA MOS PPG POT ….. RPM ALB FMC VAL WLK MON CE CF=Bottom (Chemicals/Fertilizers)
DISV(41): -0.93% Top=AH VNTV SAI FCN SBAC LPS CAR DV ….. ACM MAN HTZ MYGN RRD RHI RCII VPRT=Bottom (Diversified Services)
COSW(64): -0.99% Top=MDRX CERN TRIP BYI DDD SWI ORCL BMC ….. ROVI UIS QLIK ARBA PMTC YNDX SOHU GRPN=Bottom (Computer Software/Internet)
HEAL(45): -1.08% Top=CVD MDT TMO AET BAX BDX LH EW ….. AGP UHS MAKO UNH MOH ALR HUM HOLX=Bottom (Health)
MATE(29): -1.21% Top=RSG SHAW PWR MDU WM CLH SHW MLM ….. SPF MAS MTH KBH LEN PHM OC AWI=Bottom (Materials & Construction)
RETA(78): -1.28% Top=FRAN AMZN SIG LL GME BID AN GES ….. SKS CHS ARO PIR JNY SAH NFLX GNC=Bottom (Retail & Specialty Retail)
MANU(40): -1.41% Top=ATI BWC DRC EMR AME PCP DE PNR ….. TKR CMI AOS TYC RBN GDI TEX MTW=Bottom (Manufacturing)
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/
