Closing Stats
by daytrend on 20120608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.
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COMPARED TO YESTERDAY’S RANGE
14.9% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
15.7% are below yesterday’s low.
69.4% are inside yesterday’s range.
19.7% of stocks with today’s high > yesterday’s high. (80.3% less than).
83.2% of stocks with today’s low < yesterday’s low. (16.8% greater than).
EVIDENCE OF INTRADAY TREND
84.9% of stocks are above today’s open. (14.5% are below).
74.0% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
12.8% of stocks opened above yesterday’s close. (83.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
42.4% of stocks are in the top 10% of today’s range.
65.7% are in the top 20%.
89.7% are in the top half. 10.3% of stocks are in the bottom half of today’s range.
2.6% are in the bottom 20%.
1.1% are in the bottom 10%.
GAIN
76.0% of stocks are above yesterday’s close. (24.0% are below.)
1.3% are up 4.5% or more. 0.4% are down 4.5% or more.
3.4% are up 3.5% or more. 0.7% are down 3.5% or more.
45.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.8%…>=90:21.2%…>=80:44.1%…>=50:80.7%…<=20:2.9%…<=10:1.0%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 15.7% below previous 1 lows
13.8% above previous 2 highs, 6.5% below previous 2 lows
13.4% above previous 3 highs, 1.4% below previous 3 lows
13.4% above previous 4 highs, 0.6% below previous 4 lows
12.0% above previous 5 highs, 0.6% below previous 5 lows
8.9% above previous 6 highs, 0.6% below previous 6 lows
8.0% above previous 7 highs, 0.6% below previous 7 lows
7.1% above previous 8 highs, 0.6% below previous 8 lows
6.8% above previous 9 highs, 0.6% below previous 9 lows
6.6% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.0% are above or equal to 6/7 close (1 days ago), 24.0% are below.
59.7% are above or equal to 6/6 close (2 days ago), 40.3% are below.
88.8% are above or equal to 6/5 close (3 days ago), 11.2% are below.
93.9% are above or equal to 6/4 close (4 days ago), 6.1% are below.
90.4% are above or equal to 6/1 close (5 days ago), 9.6% are below.
59.6% are above or equal to 5/31 close (6 days ago), 40.4% are below.
53.5% are above or equal to 5/30 close (7 days ago), 46.5% are below.
31.3% are above or equal to 5/29 close (8 days ago), 68.7% are below.
46.3% are above or equal to 5/25 close (9 days ago), 53.7% are below.
45.7% are above or equal to 5/24 close (10 days ago), 54.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 3.6% new lows
21d: 4.8% new highs, 3.6% new lows
42d: 2.3% new highs, 3.4% new lows
63d: 2.3% new highs, 3.4% new lows
126d: 2.2% new highs, 2.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.1% above, 24.9% below
3-day: 68.5% above, 31.5% below
4-day: 80.1% above, 19.9% below
5-day: 86.9% above, 13.1% below
8-day: 82.5% above, 17.5% below
10-day: 70.6% above, 29.4% below
20-day: 51.9% above, 48.1% below
50-day: 24.8% above, 75.2% below
200-day: 48.4% above, 51.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(47): 1.89% Top=MOH CNC WCG HMA AET HUM HNT WLP ….. CFN RMD SYK BAX MR LIFE CVD COO=Bottom (Health)
RETA(74): 1.71% Top=FRAN KORS AEO ASNA SHLD FDO WMT TGT ….. TFM TJX IACI BBBY DSW JOSB KR TIF=Bottom (Retail & Specialty Retail)
CONS(59): 1.64% Top=TPX SCSS SHFL SKX ICON UA COH FBHS ….. CHD PG WWW NWL PAY OI HAS AVP=Bottom (Consumer)
MATE(28): 1.34% Top=EXP MAS KBH DHI MDR LPX LEN FAST ….. MDC RYL MDU MTH WM DAR FLR FWLT=Bottom (Materials & Construction)
REAL(67): 1.27% Top=CBL DCT HR GRT SHO HCP GGP MAC ….. PDM STWD CIT TWO SKT BAM MTGE NCT=Bottom (Real Estate)
TRAN(25): 1.22% Top=LCC ALK JBLU UAL CNW LUV FDX UPS ….. TDW CSX UNP TK CNI BRS GLNG CP=Bottom (Transportation)
ELEC(54): 1.17% Top=TSL VECO KLAC CRUS TQNT FCS AMD TER ….. ISIL QLGC FSLR ARMH DLB IPGP A INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 1.15% Top=DGIT NIHD FIO RVBD CIEN EQIX LVLT CMVT ….. BCE DELL ADTN PLCM APKT PCS NTGR NTAP=Bottom (Computer Hardware/Telecom)
FINA(69): 1.13% Top=PHH OCN COF BPOP CSE JPM ASBC EFX ….. LM BEN RJF LAZ FHN BX TD BNS=Bottom (Banks/Financials)
LEIS(24): 0.90% Top=EXPE CCL JACK DNKN MGM DRI CAKE WYNN ….. MPEL SBUX DPZ ARCO GET MCD EAT YUM=Bottom (Leisure)
MANU(42): 0.65% Top=GTLS AGCO RBN PPO AOS MHK SPW SWK ….. GDI TKR TEX CRS CMI MTW ATI GTI=Bottom (Manufacturing)
DISV(42): 0.57% Top=ACM RHI ATHN FCN APOL AH TAL HTZ ….. URS RRD MCO MELI CACI VPRT WU URI=Bottom (Diversified Services)
CHEM(27): 0.56% Top=CF RPM VAL FMC MOS IPI CYT PX ….. FTK HUN APD POT ROC WPZ CE SMG=Bottom (Chemicals/Fertilizers)
COSW(71): 0.41% Top=ACOM AKAM TRIP WWWW LNKD RHT IRM DNB ….. NLSN SOHU SFLY OTEX QLIK TTWO SINA BSFT=Bottom (Computer Software/Internet)
INSU(37): 0.22% Top=FNF ORI AIG CINF LNC AIZ BRO L ….. AGO RNR MMC AFL HIG AJG RE VR=Bottom (Insurance)
META(29): -0.10% Top=RGLD KGC AUQ IAG AUY AEM SWC FCX ….. STLD CNX NEM MCP EGO ANR AKS X=Bottom (Metals & Mining)
ENER(96): -0.69% Top=CJES HFC INT ETE WNR CVI SD ETP ….. CRZO KEG AREX SM BAS FST ERF IOC=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/
