Closing Stats
by daytrend on 20120702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.
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COMPARED TO YESTERDAY’S RANGE
40.6% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
8.4% are below yesterday’s low.
51.0% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
29.2% of stocks with today’s low < yesterday’s low. (70.8% greater than).
EVIDENCE OF INTRADAY TREND
52.6% of stocks are above today’s open. (46.0% are below).
48.3% of stocks are above today’s open and yesterday’s close.
37.5% are below both.
63.4% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
25.6% of stocks are in the top 10% of today’s range.
37.3% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.6% are in the bottom 10%.
GAIN
57.9% of stocks are above yesterday’s close. (42.1% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 2.1% are down 3.5% or more.
54.4% are between +1% and -1%.
RSI on DAILY
2-day: >=95:29.8%…>=90:44.0%…>=80:59.0%…>=50:87.9%…<=20:1.7%…<=10:1.4%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:81.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:72.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.6% above previous 1 highs, 8.4% below previous 1 lows
40.3% above previous 2 highs, 1.3% below previous 2 lows
38.5% above previous 3 highs, 1.2% below previous 3 lows
38.0% above previous 4 highs, 1.2% below previous 4 lows
37.5% above previous 5 highs, 1.2% below previous 5 lows
35.4% above previous 6 highs, 1.2% below previous 6 lows
30.7% above previous 7 highs, 1.2% below previous 7 lows
29.0% above previous 8 highs, 1.2% below previous 8 lows
27.0% above previous 9 highs, 1.2% below previous 9 lows
26.7% above previous 10 highs, 1.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.9% are above or equal to 6/29 close (1 days ago), 42.1% are below.
93.0% are above or equal to 6/28 close (2 days ago), 7.0% are below.
90.6% are above or equal to 6/27 close (3 days ago), 9.4% are below.
91.6% are above or equal to 6/26 close (4 days ago), 8.4% are below.
91.6% are above or equal to 6/25 close (5 days ago), 8.4% are below.
80.4% are above or equal to 6/22 close (6 days ago), 19.6% are below.
84.4% are above or equal to 6/21 close (7 days ago), 15.6% are below.
61.2% are above or equal to 6/20 close (8 days ago), 38.8% are below.
58.8% are above or equal to 6/19 close (9 days ago), 41.2% are below.
68.7% are above or equal to 6/18 close (10 days ago), 31.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 36.3% new highs, 1.4% new lows
21d: 36.1% new highs, 1.4% new lows
42d: 15.0% new highs, 1.4% new lows
63d: 11.2% new highs, 1.4% new lows
126d: 9.3% new highs, 1.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.0% above, 43.0% below
3-day: 87.0% above, 13.0% below
4-day: 90.2% above, 9.8% below
5-day: 91.5% above, 8.5% below
8-day: 90.8% above, 9.2% below
10-day: 83.9% above, 16.1% below
20-day: 80.0% above, 20.0% below
50-day: 58.0% above, 42.0% below
200-day: 56.1% above, 43.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(73): 0.94% Top=NCT OHI IVR CUBE BRE NNN HME CBL ….. EXR CLI OFC KIM SHO LRY CBG BDN=Bottom (Real Estate)
DISV(45): 0.76% Top=MYGN MELI ATHN V MA TMH TAL VRSK ….. URI JEC MAN RRD VPRT ULTA R WTW=Bottom (Diversified Services)
FINA(73): 0.73% Top=LAZ EFX MS TCB HBHC BX PSEC KKR ….. FRC KCG PHH HCBK JEF SIVB FNFG BAC=Bottom (Banks/Financials)
RETA(75): 0.66% Top=BBY GNC AN LTD SKS PAG SAH KORS ….. GES SWY KR EBAY GME FINL JCP DLTR=Bottom (Retail & Specialty Retail)
MATE(30): 0.58% Top=USG MTZ EXP MAS PHM MTH CLH SPF ….. SHAW FLR WM PWR RSG KBH FAST FWLT=Bottom (Materials & Construction)
TRAN(24): 0.56% Top=SAVE CHRW SWFT JBLU UAL DAL LCC ALK ….. KEX NSC UNP JBHT CSX CNW KSU TRN=Bottom (Transportation)
INSU(37): 0.53% Top=CLGX AXS RE UNM HCC AON PRA VR ….. AGO PRU MET PGR AIG HIG ORI LNC=Bottom (Insurance)
META(29): 0.47% Top=CLD STLD ACI EGO KGC X BTU AUQ ….. FCX GG CLF TIE AKS AA MCP PAAS=Bottom (Metals & Mining)
ENER(97): 0.29% Top=MMR GDP CIE EXXI WNR PWE PXP KMP ….. UPL PXD SM QEP SD GPOR FST KEG=Bottom (Energy)
HEAL(50): 0.24% Top=LNCR ALGN BSX HOLX BKD THOR BAX MDT ….. MOH CVH WLP HMA HNT CI LIFE UNH=Bottom (Health)
COHW(44): 0.02% Top=PCS NIHD CCI AMT NTGR WIN NSR AAPL ….. RVBD WDC ADTN LVLT APKT NTAP JNPR FNSR=Bottom (Computer Hardware/Telecom)
ELEC(53): -0.13% Top=AYI VECO CPHD TRMB FSLR CY OVTI ARMH ….. JBL TXN IRF ONNN NVDA CREE INVN CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): -0.16% Top=PCLN EXPE HOT SIX JACK FUN CCL WYN ….. MCD YUM MGM SBUX LVS PNRA WYNN MPEL=Bottom (Leisure)
CONS(56): -0.24% Top=FBHS NUS EL JAH PVH HBI NKE CHD ….. FOSL WWW LULU UA AVP GT CROX TPX=Bottom (Consumer)
COSW(79): -0.26% Top=IT DDD TRIP ACOM WWWW GLUU TIBX ZNGA ….. SREV UIS SINA ROVI SOHU QLIK PMTC GRPN=Bottom (Computer Software/Internet)
CHEM(28): -0.53% Top=VAL ALB MON RPM POT AGU MOS FMC ….. ROC GRA EMN PPG APD DD HUN CE=Bottom (Chemicals/Fertilizers)
MANU(39): -1.96% Top=PNR RBN DRC PCP FLS MHK DHR CRS ….. EMR AGCO KMT PPO TEX MTW JOY AME=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
