Closing Stats
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.
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COMPARED TO YESTERDAY’S RANGE
11.9% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
37.6% are below yesterday’s low.
50.5% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
57.2% of stocks with today’s low < yesterday’s low. (42.8% greater than).
EVIDENCE OF INTRADAY TREND
34.2% of stocks are above today’s open. (64.9% are below).
25.9% of stocks are above today’s open and yesterday’s close.
62.2% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
1.0% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
24.7% are in the bottom 10%.
GAIN
29.9% of stocks are above yesterday’s close. (70.1% are below.)
1.9% are up 4.5% or more. 3.4% are down 4.5% or more.
2.7% are up 3.5% or more. 4.9% are down 3.5% or more.
50.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:6.3%…>=90:12.2%…>=80:20.1%…>=50:47.5%…<=20:10.0%…<=10:2.4%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:64.9%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:64.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.9% above previous 1 highs, 37.6% below previous 1 lows
10.6% above previous 2 highs, 16.3% below previous 2 lows
9.7% above previous 3 highs, 7.3% below previous 3 lows
9.1% above previous 4 highs, 3.5% below previous 4 lows
8.2% above previous 5 highs, 3.2% below previous 5 lows
7.7% above previous 6 highs, 3.0% below previous 6 lows
6.9% above previous 7 highs, 3.0% below previous 7 lows
5.7% above previous 8 highs, 2.8% below previous 8 lows
5.6% above previous 9 highs, 2.8% below previous 9 lows
5.3% above previous 10 highs, 2.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.9% are above or equal to 7/30 close (1 days ago), 70.1% are below.
33.5% are above or equal to 7/27 close (2 days ago), 66.5% are below.
74.5% are above or equal to 7/26 close (3 days ago), 25.5% are below.
82.4% are above or equal to 7/25 close (4 days ago), 17.6% are below.
80.3% are above or equal to 7/24 close (5 days ago), 19.7% are below.
71.8% are above or equal to 7/23 close (6 days ago), 28.2% are below.
59.5% are above or equal to 7/20 close (7 days ago), 40.5% are below.
47.7% are above or equal to 7/19 close (8 days ago), 52.3% are below.
48.7% are above or equal to 7/18 close (9 days ago), 51.3% are below.
53.0% are above or equal to 7/17 close (10 days ago), 47.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.0% new highs, 3.7% new lows
21d: 11.9% new highs, 3.7% new lows
42d: 10.2% new highs, 1.8% new lows
63d: 5.4% new highs, 1.6% new lows
126d: 3.5% new highs, 1.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.5% above, 71.5% below
3-day: 31.3% above, 68.7% below
4-day: 49.1% above, 50.9% below
5-day: 67.6% above, 32.4% below
8-day: 69.3% above, 30.7% below
10-day: 64.5% above, 35.5% below
20-day: 60.1% above, 39.9% below
50-day: 66.8% above, 33.2% below
200-day: 53.0% above, 47.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.07% Top=CRUS VSH FSLR IPGP TQNT SWKS FSL VECO ….. SNPS TEL CAVM LSI NXPI ATML QLGC PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): 0.15% Top=APKT ADTN AAPL LVLT NTGR WIN T MSI ….. HRS VIP OCZ RVBD PCS FIO EQIX CMVT=Bottom (Computer Hardware/Telecom)
REAL(64): -0.04% Top=EXR CIT PPS BPO LHO DCT NCT AVB ….. AIV DRE DLR UDR MTGE ARR DFT CBG=Bottom (Real Estate)
TRAN(23): -0.14% Top=DAL JBLU LCC SAVE SWFT LUV TRN CSX ….. FDX UAL KEX UPS KSU CP EXPD GWR=Bottom (Transportation)
META(29): -0.20% Top=X AKS CLF NUE PAAS STLD WOR TIE ….. NEM RGLD IAG ANR AUY KGC AUQ EGO=Bottom (Metals & Mining)
FINA(68): -0.30% Top=HCBK HBHC CSH PFG NYB ACAS MS OCN ….. PNC HBAN FITB RJF DFS WDR NDAQ KKR=Bottom (Banks/Financials)
MANU(43): -0.36% Top=CMI FLS RS TEX MTW ATU GDI PPO ….. KMT DCI AOS WWD TKR LII SWK MHK=Bottom (Manufacturing)
CHEM(24): -0.41% Top=EMN HUN SMG ROC CE OLN DD ALB ….. AGU APD GRA PPG POT MON PX ASH=Bottom (Chemicals/Fertilizers)
COSW(63): -0.76% Top=CVLT BSFT TRIP ACOM SYMC AOL CSC QSII ….. VRSN FTNT AWAY GRPN TTWO SINA FB YNDX=Bottom (Computer Software/Internet)
DISV(42): -0.79% Top=DV TYC CXW LPS WTW VPRT RRD URS ….. GPN HTZ KBR CAR ULTA FISV MELI ACTG=Bottom (Diversified Services)
INSU(34): -0.80% Top=ORI MET HIG L AIZ ACE AFL WSH ….. AIG AGO MMC ACGL CNO BRO AXS MBI=Bottom (Insurance)
LEIS(25): -0.84% Top=EXPE HOT DPZ MGM BKW MCD EAT LTM ….. CCL WYN PNRA MPEL YUM LVS PCLN SBUX=Bottom (Leisure)
RETA(66): -1.09% Top=TFM JCP KR SWY CTAS WAG DG BBY ….. SIG DDS BBBY LL EBAY TIF ANF LOW=Bottom (Retail & Specialty Retail)
CONS(56): -1.11% Top=GT OI SHOO PBI LEG JAH SEE CCK ….. CRI NKE EL TPX ECL FOSL LULU COH=Bottom (Consumer)
HEAL(45): -1.50% Top=MD MDT HOLX HLS ZMH BSX ESRX CYH ….. CNC CI AET WCG WLP UNH HUM MGLN=Bottom (Health)
ENER(87): -1.76% Top=VLO CIE EEP HFC WNR BAS PAA ETE ….. RES EXXI KEG NBR MMR GDP SPN CRK=Bottom (Energy)
MATE(27): -2.23% Top=RSG FWLT WCN OC WM MDU SHW FLR ….. KBH TOL MDC MLM MTH LPX MAS SPF=Bottom (Materials & Construction)
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/