daytrend

05/04/2012

Filed under: Market Stats — daytrend @ 8:19 am

PRE – Market Stats at 9:18 am ET
by daytrend on 20120504. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 441.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
1.6% of stocks are above yesterday’s high.
13.6% are above yesterday’s midpoint. (86.4% are below.)
29.9% are below yesterday’s low.
68.5% are inside yesterday’s range.
1.6% of stocks with today’s high > yesterday’s high. (98.4% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
37.2% of stocks opened above yesterday’s close. (62.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
37.2% of stocks are above yesterday’s close. (62.8% are below.)
0.7% are up 4.5% or more. 1.4% are down 4.5% or more.
0.7% are up 3.5% or more. 1.8% are down 3.5% or more.
81.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:2.3%…>=80:5.4%…>=50:18.8%…<=20:47.8%…<=10:26.5%…<=5:11.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:40.4%…<=20:3.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.6% above previous 1 highs, 29.9% below previous 1 lows
1.6% above previous 2 highs, 26.1% below previous 2 lows
1.1% above previous 3 highs, 23.8% below previous 3 lows
1.1% above previous 4 highs, 20.4% below previous 4 lows
1.1% above previous 5 highs, 19.7% below previous 5 lows
1.1% above previous 6 highs, 16.1% below previous 6 lows
1.1% above previous 7 highs, 13.4% below previous 7 lows
1.1% above previous 8 highs, 11.3% below previous 8 lows
1.1% above previous 9 highs, 8.2% below previous 9 lows
1.1% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.2% are above or equal to 5/3 close (1 days ago), 62.8% are below.
13.6% are above or equal to 5/2 close (2 days ago), 86.4% are below.
17.7% are above or equal to 5/1 close (3 days ago), 82.3% are below.
29.5% are above or equal to 4/30 close (4 days ago), 70.5% are below.
26.8% are above or equal to 4/27 close (5 days ago), 73.2% are below.
32.7% are above or equal to 4/26 close (6 days ago), 67.3% are below.
44.2% are above or equal to 4/25 close (7 days ago), 55.8% are below.
56.0% are above or equal to 4/24 close (8 days ago), 44.0% are below.
56.7% are above or equal to 4/23 close (9 days ago), 43.3% are below.
50.6% are above or equal to 4/20 close (10 days ago), 49.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 6.8% new lows
21d: 0.9% new highs, 6.8% new lows
42d: 0.9% new highs, 5.9% new lows
63d: 0.7% new highs, 5.7% new lows
126d: 0.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.2% above, 62.8% below
3-day: 15.9% above, 84.1% below
4-day: 15.0% above, 85.0% below
5-day: 20.0% above, 80.0% below
8-day: 27.4% above, 72.6% below
10-day: 37.6% above, 62.4% below
20-day: 46.9% above, 53.1% below
50-day: 41.7% above, 58.3% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(31): 0.20% Top=DLB SPRD FSLR ATML TER CRUS OVTI LSI ….. GLW ARMH TXN IO LRCX TRMB QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(20): 0.15% Top=HCA HNT MD ZMH HUM STJ MDT UNH ….. AET BAX HRC UHS CI ESRX MAKO RMD=Bottom (Health)
CHEM(14): 0.08% Top=WLK WPZ HUN IFF ASH OLN CF MOS ….. CF MOS MEOH PPG AGU EMN FTK POT=Bottom (Chemicals/Fertilizers)
REAL(23): 0.06% Top=BEE DLR BAM BPO UDR VNO STWD DRE ….. CLI HT CIT O NLY TWO SNH HCN=Bottom (Real Estate)
COSW(30): 0.04% Top=LNKD IRM JCOM ZNGA BYI AOL NCR IGT ….. MSFT CTSH AKAM BIDU SINA CERN TRIP ROVI=Bottom (Computer Software/Internet)
RETA(32): 0.02% Top=ABG TJX KORS FRAN DANG ARO SWY SBH ….. CVS TGT GME NFLX LOW JCP ASNA EBAY=Bottom (Retail & Specialty Retail)
TRAN(15): 0.01% Top=SAVE CNI FDX UAL GLNG KSU DAL LUV ….. LUV CNW NSC UPS UNP LCC JBHT CSX=Bottom (Transportation)
MATE(16): -0.15% Top=FLR PWR USG WCN KBH LPX WM SHW ….. RYL RSG FAST DHI PHM LEN FWLT MDR=Bottom (Materials & Construction)
META(24): -0.20% Top=WLT AEM PAAS ABX EGO KGC NEM RGLD ….. SCCO AA ACI BTU X FCX TIE AKS=Bottom (Metals & Mining)
INSU(19): -0.21% Top=LNC AIZ TMK TRV GNW L PRE SLF ….. ALL PRU UNM MBI AFL MMC BRO AIG=Bottom (Insurance)
DISV(16): -0.23% Top=MELI KBR JEC VNTV WTW GPN TSS MAN ….. RRD WU MCO V MA PAYX CACI AH=Bottom (Diversified Services)
CONS(32): -0.37% Top=GIL AVP WRC ENR PBI GT DBD BMS ….. WHR LULU DECK UA PVH HAS CHD EL=Bottom (Consumer)
FINA(37): -0.40% Top=LAZ AMTD DFS BBT BLK BEN NTRS PNC ….. EV BX BAC RF COF NDAQ JPM SCHW=Bottom (Banks/Financials)
COHW(32): -0.42% Top=FNSR BRCD ARUN NTAP OCZ CIEN RCI TDS ….. CSCO JDSU LVLT FIO WDC RVBD JNPR UBNT=Bottom (Computer Hardware/Telecom)
ENER(65): -0.60% Top=GDP MUR INT EGN NBR WNR WMB PDS ….. MRO TSO SWN DNR FST NXY KOG MHR=Bottom (Energy)
LEIS(17): -0.65% Top=VAC PENN DPZ BYD HOT DNKN PCLN LVS ….. YUM MGM MCD WYNN CCL SBUX MPEL ARCO=Bottom (Leisure)
MANU(18): -0.81% Top=MHK GGG PCP ATU TYC SWK ETN AGCO ….. BWC KMT AME JOY CMI GTLS 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.
PRE – Market Stats at 9:18 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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