Closing Stats
by daytrend on 20120504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.
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COMPARED TO YESTERDAY’S RANGE
1.4% of stocks are above yesterday’s high.
7.2% are above yesterday’s midpoint. (92.8% are below.)
76.0% are below yesterday’s low.
22.6% are inside yesterday’s range.
5.2% of stocks with today’s high > yesterday’s high. (94.8% less than).
89.6% of stocks with today’s low < yesterday’s low. (10.4% greater than).
EVIDENCE OF INTRADAY TREND
15.6% of stocks are above today’s open. (83.7% are below).
6.7% of stocks are above today’s open and yesterday’s close.
82.5% are below both.
6.7% of stocks opened above yesterday’s close. (91.9% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
1.5% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
23.3% are in the top half. 76.7% of stocks are in the bottom half of today’s range.
40.6% are in the bottom 20%.
22.0% are in the bottom 10%.
GAIN
8.5% of stocks are above yesterday’s close. (91.5% are below.)
0.6% are up 4.5% or more. 6.1% are down 4.5% or more.
0.6% are up 3.5% or more. 13.1% are down 3.5% or more.
25.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.5%…>=90:1.3%…>=80:2.8%…>=50:8.4%…<=20:73.3%…<=10:50.8%…<=5:24.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:29.0%…<=20:3.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.4% above previous 1 highs, 76.0% below previous 1 lows
1.2% above previous 2 highs, 65.4% below previous 2 lows
1.1% above previous 3 highs, 61.5% below previous 3 lows
0.9% above previous 4 highs, 56.8% below previous 4 lows
0.9% above previous 5 highs, 54.1% below previous 5 lows
0.9% above previous 6 highs, 45.7% below previous 6 lows
0.9% above previous 7 highs, 39.8% below previous 7 lows
0.9% above previous 8 highs, 31.4% below previous 8 lows
0.9% above previous 9 highs, 26.1% below previous 9 lows
0.9% above previous 10 highs, 26.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.5% are above or equal to 5/3 close (1 days ago), 91.5% are below.
7.8% are above or equal to 5/2 close (2 days ago), 92.2% are below.
12.0% are above or equal to 5/1 close (3 days ago), 88.0% are below.
20.1% are above or equal to 4/30 close (4 days ago), 79.9% are below.
17.5% are above or equal to 4/27 close (5 days ago), 82.5% are below.
23.6% are above or equal to 4/26 close (6 days ago), 76.4% are below.
33.2% are above or equal to 4/25 close (7 days ago), 66.8% are below.
47.7% are above or equal to 4/24 close (8 days ago), 52.3% are below.
49.7% are above or equal to 4/23 close (9 days ago), 50.3% are below.
40.7% are above or equal to 4/20 close (10 days ago), 59.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 26.3% new lows
21d: 1.9% new highs, 26.2% new lows
42d: 1.4% new highs, 21.1% new lows
63d: 1.3% new highs, 18.4% new lows
126d: 1.2% new highs, 4.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.9% above, 92.1% below
3-day: 6.8% above, 93.2% below
4-day: 8.0% above, 92.0% below
5-day: 10.7% above, 89.3% below
8-day: 15.3% above, 84.7% below
10-day: 23.4% above, 76.6% below
20-day: 37.3% above, 62.7% below
50-day: 37.7% above, 62.3% below
200-day: 67.1% above, 32.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): -0.83% Top=MFA DFT REG BRE HT EQR HME AIV ….. OHI CIT BMR GGP PSA NCT CBG BEE=Bottom (Real Estate)
INSU(36): -1.24% Top=ORI CHSI VR RE PGR AXS CLGX ALL ….. MET MBI LNC AIZ SLF PRU AIG AON=Bottom (Insurance)
TRAN(26): -1.29% Top=UAL FDX DAL LCC ALK UNP UPS CNI ….. GLNG SWFT NSC GWR CP TK CNW TRN=Bottom (Transportation)
FINA(70): -1.40% Top=PHH TCB LPLA BLK NDAQ BX AMTD JNS ….. WBS PFG KKR IVZ JPM FITB BAC RF=Bottom (Banks/Financials)
HEAL(49): -1.55% Top=CFN ALR HNT WAT HCA BCR CVH LH ….. HOLX LIFE THOR NUVA ESRX WCG CNC MOH=Bottom (Health)
DISV(43): -1.62% Top=AH V DV CXW VRSK WTW VPRT HRB ….. R JEC LPS URI ULTA ACM CACI KBR=Bottom (Diversified Services)
META(30): -1.63% Top=RGLD AUY NEM EGO GG ABX AEM CNX ….. PCX SWC CLF X BTU STLD CLD AKS=Bottom (Metals & Mining)
COSW(69): -1.85% Top=LNKD JCOM NLSN IRM RATE ANSS IT SXCI ….. EA ZNGA ADSK INFA VMW ROVI SFLY BSFT=Bottom (Computer Software/Internet)
MATE(29): -1.89% Top=FLR MAS AWI MDU SHW SHAW WCN WM ….. SPF CLH DAR FAST USG KBH FWLT MDR=Bottom (Materials & Construction)
RETA(78): -1.90% Top=ASNA SBH DDS CHRS PSS EXPR CTAS WMT ….. ANF SAH JCP SHLD KORS GES FRAN JNY=Bottom (Retail & Specialty Retail)
ELEC(58): -1.93% Top=DLB SPRD CAVM TSL VECO ISIL ATML GTAT ….. AMD PMCS BRCM NXPI JBL FSLR QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -2.09% Top=MHK SPW TYC BWC DCI DRC AME EMR ….. RS RBN CR GTLS FLS TKR TEX MTW=Bottom (Manufacturing)
LEIS(28): -2.17% Top=DRI EAT TXRH CAKE PNRA LVS WYN CCL ….. MAR WYNN H MGM BYD HOT MPEL ARCO=Bottom (Leisure)
COHW(47): -2.19% Top=NTAP RIMM WIN RVBD MSI NIHD BCE EQIX ….. BRCD SYNA JDSU CIEN TDC FNSR UBNT TDS=Bottom (Computer Hardware/Telecom)
CONS(59): -2.26% Top=CHD FBHS PG GT NWL KMB DECK CL ….. BC TPX FOSL TWI EL CROX PVH WRC=Bottom (Consumer)
CHEM(28): -2.43% Top=WPZ DD APD ASH PX RPM PPG HUN ….. ALB AGU ROC EMN IPI WLK FTK CF=Bottom (Chemicals/Fertilizers)
ENER(91): -2.61% Top=MMR SD KOG ETP EPD ETE QEP CHKM ….. GPOR CVE NE EXH HOS SPN SWN MHR=Bottom (Energy)
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/
