Closing Stats
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.
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COMPARED TO YESTERDAY’S RANGE
9.7% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
37.1% are below yesterday’s low.
53.2% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).
EVIDENCE OF INTRADAY TREND
39.0% of stocks are above today’s open. (59.5% are below).
34.3% of stocks are above today’s open and yesterday’s close.
56.0% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.0% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
67.1% are in the top half. 32.9% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
2.1% are in the bottom 10%.
GAIN
39.3% of stocks are above yesterday’s close. (60.7% are below.)
1.1% are up 4.5% or more. 2.5% are down 4.5% or more.
2.0% are up 3.5% or more. 4.3% are down 3.5% or more.
53.4% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.5%…>=90:2.4%…>=80:4.6%…>=50:22.5%…<=20:33.4%…<=10:11.7%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:20.5%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.7% above previous 1 highs, 37.1% below previous 1 lows
3.7% above previous 2 highs, 36.6% below previous 2 lows
3.6% above previous 3 highs, 30.9% below previous 3 lows
3.1% above previous 4 highs, 25.5% below previous 4 lows
3.1% above previous 5 highs, 17.6% below previous 5 lows
3.0% above previous 6 highs, 17.5% below previous 6 lows
3.0% above previous 7 highs, 12.9% below previous 7 lows
3.0% above previous 8 highs, 11.9% below previous 8 lows
2.4% above previous 9 highs, 11.7% below previous 9 lows
1.9% above previous 10 highs, 11.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.3% are above or equal to 5/30 close (1 days ago), 60.7% are below.
8.1% are above or equal to 5/29 close (2 days ago), 91.9% are below.
27.8% are above or equal to 5/25 close (3 days ago), 72.2% are below.
31.9% are above or equal to 5/24 close (4 days ago), 68.1% are below.
34.7% are above or equal to 5/23 close (5 days ago), 65.3% are below.
43.2% are above or equal to 5/22 close (6 days ago), 56.8% are below.
44.8% are above or equal to 5/21 close (7 days ago), 55.2% are below.
72.7% are above or equal to 5/18 close (8 days ago), 27.3% are below.
61.7% are above or equal to 5/17 close (9 days ago), 38.3% are below.
33.7% are above or equal to 5/16 close (10 days ago), 66.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 27.7% new lows
21d: 2.2% new highs, 27.7% new lows
42d: 1.7% new highs, 24.6% new lows
63d: 1.6% new highs, 21.9% new lows
126d: 1.2% new highs, 11.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.1% above, 61.9% below
3-day: 15.0% above, 85.0% below
4-day: 19.3% above, 80.7% below
5-day: 20.9% above, 79.1% below
8-day: 29.6% above, 70.4% below
10-day: 41.5% above, 58.5% below
20-day: 20.6% above, 79.4% below
50-day: 18.3% above, 81.7% below
200-day: 46.8% above, 53.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 1.26% Top=JBLU LCC UAL KSU DAL GLNG ALK LUV ….. FDX CSX TDW TRN CHRW TK KEX BRS=Bottom (Transportation)
REAL(61): 0.69% Top=SHO OHI CLP LHO DRE ACC VTR SLG ….. DEI NNN ARR UDR CYS GGP SKT MFA=Bottom (Real Estate)
FINA(67): 0.51% Top=STI TCB LPLA MS BAC SUSQ HBAN JNS ….. SLM LM STT FRC CME BPOP KKR BX=Bottom (Banks/Financials)
INSU(37): 0.43% Top=SLF PL MBI CINF PRE ACGL CB TMK ….. WSH PRU GNW LNC HIG MET CLGX AGO=Bottom (Insurance)
COHW(41): 0.38% Top=CIEN UBNT FIO NTGR JDSU BCE FNSR T ….. LVLT AMX DELL ARUN VIP WDC APKT TDC=Bottom (Computer Hardware/Telecom)
LEIS(24): 0.14% Top=GET EAT MAR EXPE DPZ TXRH DNKN CCL ….. H MCD HOT MGM WYNN PCLN LVS MPEL=Bottom (Leisure)
MATE(28): -0.00% Top=MAS PWR LEN SHW PHM SPF MTH RSG ….. WCN USG LPX DAR MDC EXP FWLT FLR=Bottom (Materials & Construction)
CONS(56): -0.52% Top=AVP PBI LII GT WWW PKG BMS OI ….. ICON WHR TPX PVH SKX EL GIL TWI=Bottom (Consumer)
DISV(41): -0.52% Top=AH CAR MAN HTZ RRD FISV HMSY R ….. JEC CACI V TAL MYGN VPRT MELI URI=Bottom (Diversified Services)
COSW(66): -0.54% Top=ZNGA BSFT IGT BYI VCLK ORCL SXCI AOL ….. CERN TIBX ROVI YNDX DDD EA FFIV GRPN=Bottom (Computer Software/Internet)
ELEC(55): -0.57% Top=OVTI TSL SWKS CAVM CY GLW ITRI CRUS ….. ATML TER IPGP CREE FCS SNDK INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.66% Top=PPG MON POT ASH AGU PX ALB APD ….. FTK GRA CE WLK FMC SIAL EMN HUN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.88% Top=LNCR MDT HCA UHS SYK MD STJ BSX ….. HMA CYH THOR DGX CNC VAR LH MOH=Bottom (Health)
RETA(74): -1.03% Top=FRAN TFM TJX TSCO AMZN FDO ROST CSTR ….. ANN LTD PIR SHLD JWN NFLX KSS BKE=Bottom (Retail & Specialty Retail)
ENER(96): -1.06% Top=ERF CIE CJES BRY SGY EGN IOC PWE ….. VLO HLX ESV HES NE CRZO HOS TSO=Bottom (Energy)
MANU(36): -1.89% Top=BWC AME ITW GE ATU MHK PNR PCP ….. GDI FLS ROK PH TKR GTLS JOY TEX=Bottom (Manufacturing)
META(29): -2.44% Top=HSC ABX AA STLD NUE AUY SCCO FCX ….. ANR AKS EGO AUQ X CLF SWC ACI=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/