Closing Stats
by daytrend on 20120619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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
67.9% of stocks are above yesterday’s high.
91.5% are above yesterday’s midpoint. (8.5% are below.)
1.8% are below yesterday’s low.
30.3% are inside yesterday’s range.
90.3% of stocks with today’s high > yesterday’s high. (9.7% less than).
4.3% of stocks with today’s low < yesterday’s low. (95.7% greater than).
EVIDENCE OF INTRADAY TREND
74.6% of stocks are above today’s open. (23.9% are below).
73.9% of stocks are above today’s open and yesterday’s close.
12.6% are below both.
91.2% of stocks opened above yesterday’s close. (6.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.7% of stocks are in the top 10% of today’s range.
23.8% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.1% are in the bottom 10%.
GAIN
86.6% of stocks are above yesterday’s close. (13.4% are below.)
5.1% are up 4.5% or more. 0.2% are down 4.5% or more.
12.0% are up 3.5% or more. 0.2% are down 3.5% or more.
36.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:24.4%…>=90:45.8%…>=80:67.4%…>=50:90.8%…<=20:1.3%…<=10:0.4%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:79.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
67.9% above previous 1 highs, 1.8% below previous 1 lows
61.6% above previous 2 highs, 1.2% below previous 2 lows
59.9% above previous 3 highs, 0.9% below previous 3 lows
55.8% above previous 4 highs, 0.9% below previous 4 lows
52.2% above previous 5 highs, 0.7% below previous 5 lows
41.1% above previous 6 highs, 0.7% below previous 6 lows
40.7% above previous 7 highs, 0.7% below previous 7 lows
34.8% above previous 8 highs, 0.7% below previous 8 lows
34.7% above previous 9 highs, 0.7% below previous 9 lows
34.7% above previous 10 highs, 0.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
86.6% are above or equal to 6/18 close (1 days ago), 13.4% are below.
84.6% are above or equal to 6/15 close (2 days ago), 15.4% are below.
93.1% are above or equal to 6/14 close (3 days ago), 6.9% are below.
94.4% are above or equal to 6/13 close (4 days ago), 5.6% are below.
84.9% are above or equal to 6/12 close (5 days ago), 15.1% are below.
90.1% are above or equal to 6/11 close (6 days ago), 9.9% are below.
75.9% are above or equal to 6/8 close (7 days ago), 24.1% are below.
78.4% are above or equal to 6/7 close (8 days ago), 21.6% are below.
74.6% are above or equal to 6/6 close (9 days ago), 25.4% are below.
84.8% are above or equal to 6/5 close (10 days ago), 15.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 37.7% new highs, 0.6% new lows
21d: 37.5% new highs, 0.6% new lows
42d: 10.9% new highs, 0.5% new lows
63d: 8.5% new highs, 0.5% new lows
126d: 7.6% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.7% above, 14.3% below
3-day: 87.6% above, 12.4% below
4-day: 90.7% above, 9.3% below
5-day: 93.6% above, 6.4% below
8-day: 90.9% above, 9.1% below
10-day: 86.8% above, 13.2% below
20-day: 79.4% above, 20.6% below
50-day: 45.1% above, 54.9% below
200-day: 55.1% above, 44.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(24): 2.79% Top=CF HUN POT MOS AGU GRA FMC EMN ….. ROC PX IFF DD SMG WPZ PPG MON=Bottom (Chemicals/Fertilizers)
ENER(91): 2.59% Top=SM KEG HOS TSO NBR VLO XEC HLX ….. APA END QEP NOV EXXI CJES COG UPL=Bottom (Energy)
META(28): 2.35% Top=X STLD WLT CLD ACI CNX CLF BTU ….. AUQ KGC IAG SWC RGLD NEM GG EGO=Bottom (Metals & Mining)
MANU(40): 2.16% Top=ATI RS PPO GTI MTW KMT JOY AGCO ….. DOV EMR PLL PCP DCI MHK XYL TKR=Bottom (Manufacturing)
MATE(29): 1.96% Top=LPX FWLT EXP DAR CLH MDR PHM OC ….. MAS WM MDU LEN PWR SHW USG WCN=Bottom (Materials & Construction)
FINA(70): 1.82% Top=LAZ BAC BPOP JNS PHH BNS FHN STI ….. CBSH FII PSEC JEF EFX ICE CME CBOE=Bottom (Banks/Financials)
TRAN(24): 1.73% Top=SAVE CNW TRN GLNG UAL FDX DAL LUV ….. TK CP UPS NSC UNP KSU CSX JBHT=Bottom (Transportation)
INSU(36): 1.60% Top=GNW MET LNC HIG AGO CNO AIZ PL ….. UNM VR TRV AON L RNR MMC FNF=Bottom (Insurance)
ELEC(52): 1.43% Top=NVDA CPHD FSLR TRMB OVTI ONNN VECO ARMH ….. INVN CY CAVM MXIM ISIL SWKS CRUS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 1.32% Top=HMA ALGN CVH BAX HOLX CNC DVA THOR ….. ESRX LNCR BSX LMNX ALR COO AET WCG=Bottom (Health)
DISV(41): 1.24% Top=URI CAR HTZ WTW FCN KBR APOL JEC ….. URS TSS HRB ULTA ATHN SAI CXW MYGN=Bottom (Diversified Services)
LEIS(23): 1.24% Top=WYNN MPEL HOT MAR LVS DNKN YUM MGM ….. TXRH SIX ARCO DRI CAKE MCD EAT EXPE=Bottom (Leisure)
RETA(73): 1.17% Top=SHLD NFLX LL CAB WSM KORS JWN GNC ….. ROST FDO AEO IACI FRAN AAP WAG JCP=Bottom (Retail & Specialty Retail)
CONS(58): 1.10% Top=GT BC NUS TWI WHR CTB FOSL IP ….. PG BMS SHFL ENR CL SCSS NWL DECK=Bottom (Consumer)
COSW(71): 1.04% Top=NUAN SFLY SINA ZNGA JIVE ORCL ADSK MSFT ….. IGT AOL QSII TRIP AWAY IT GRPN FFIV=Bottom (Computer Software/Internet)
COHW(44): 0.88% Top=UBNT ARUN EMC AMX ADTN PCS VSAT WIN ….. PLCM VZ T HPQ MSI CCI DELL EQIX=Bottom (Computer Hardware/Telecom)
REAL(65): 0.48% Top=CIT CBG BAM PCL TWO DFT HPT IVR ….. HCN BDN NCT CPT SNH CBL MTGE HCP=Bottom (Real Estate)
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/
