Closing Stats
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.
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COMPARED TO YESTERDAY’S RANGE
36.3% of stocks are above yesterday’s high.
70.3% are above yesterday’s midpoint. (29.7% are below.)
7.7% are below yesterday’s low.
55.9% are inside yesterday’s range.
75.7% of stocks with today’s high > yesterday’s high. (24.3% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).
EVIDENCE OF INTRADAY TREND
44.6% of stocks are above today’s open. (53.9% are below).
44.6% of stocks are above today’s open and yesterday’s close.
21.7% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.4% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
3.2% are in the bottom 10%.
GAIN
78.3% of stocks are above yesterday’s close. (21.7% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.1% are up 3.5% or more. 0.1% are down 3.5% or more.
66.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.0%…>=90:8.8%…>=80:18.5%…>=50:62.4%…<=20:13.3%…<=10:7.6%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:63.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.3% above previous 1 highs, 7.7% below previous 1 lows
16.4% above previous 2 highs, 5.7% below previous 2 lows
12.7% above previous 3 highs, 3.9% below previous 3 lows
9.5% above previous 4 highs, 3.6% below previous 4 lows
9.3% above previous 5 highs, 3.0% below previous 5 lows
8.1% above previous 6 highs, 2.5% below previous 6 lows
6.8% above previous 7 highs, 2.5% below previous 7 lows
5.9% above previous 8 highs, 2.3% below previous 8 lows
5.4% above previous 9 highs, 2.2% below previous 9 lows
4.8% above previous 10 highs, 2.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.3% are above or equal to 8/30 close (1 days ago), 21.7% are below.
41.3% are above or equal to 8/29 close (2 days ago), 58.7% are below.
51.8% are above or equal to 8/28 close (3 days ago), 48.2% are below.
55.7% are above or equal to 8/27 close (4 days ago), 44.3% are below.
50.6% are above or equal to 8/24 close (5 days ago), 49.4% are below.
60.9% are above or equal to 8/23 close (6 days ago), 39.1% are below.
46.7% are above or equal to 8/22 close (7 days ago), 53.3% are below.
44.5% are above or equal to 8/21 close (8 days ago), 55.5% are below.
43.0% are above or equal to 8/20 close (9 days ago), 57.0% are below.
40.1% are above or equal to 8/17 close (10 days ago), 59.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.2% new highs, 4.7% new lows
21d: 10.2% new highs, 2.9% new lows
42d: 6.9% new highs, 1.4% new lows
63d: 6.1% new highs, 0.8% new lows
126d: 2.9% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.1% above, 22.9% below
3-day: 59.4% above, 40.6% below
4-day: 57.5% above, 42.5% below
5-day: 57.2% above, 42.8% below
8-day: 55.2% above, 44.8% below
10-day: 51.5% above, 48.5% below
20-day: 57.0% above, 43.0% below
50-day: 74.7% above, 25.3% below
200-day: 61.9% above, 38.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 2.51% Top=SSRI PAAS AEM AUY SWC KGC RGLD AKS ….. WLT CLF WOR NUE ANR BTU ACI CNX=Bottom (Metals & Mining)
MATE(24): 1.32% Top=RYL MAS OC FWLT PHM MTH SPF PWR ….. MTZ SHW FLR MDR WM RSG FAST WCN=Bottom (Materials & Construction)
ENER(85): 1.29% Top=NOV NFX SM CAM DNR LUFK KOG RIG ….. IOC HAL HFC KEG BAS SE PSX GDP=Bottom (Energy)
CHEM(23): 1.20% Top=ROC AGU HUN MOS POT CYT CF GRA ….. SIAL PX ALB CE IFF DD WPZ MON=Bottom (Chemicals/Fertilizers)
ELEC(44): 1.06% Top=SWKS GLW LSI ALTR INTC LRCX NXPI OVTI ….. TXN NVDA MRVL ATML CY IPGP QLGC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): 0.87% Top=PPO JOY KMT MTW PNR CMI TKR FLS ….. GE SWK MHK EMR PCP AGCO TTC NDSN=Bottom (Manufacturing)
DISV(38): 0.75% Top=SAI ACTG URI CACI LPS DV KBR APOL ….. HRB FIS SBAC HTZ RHI MYGN HMSY RRD=Bottom (Diversified Services)
COSW(69): 0.67% Top=YNDX DDD ROVI CDNS N EA TTWO ADSK ….. IRM CERN BIDU ADBE SINA TRIP BSFT FB=Bottom (Computer Software/Internet)
TRAN(18): 0.61% Top=CNW LCC TRN DAL EXPD UAL CHRW KSU ….. UNP JBHT UPS ALK LUV NSC GLNG LSTR=Bottom (Transportation)
INSU(30): 0.56% Top=WSH AIZ AIG GNW AXS UNM MMC L ….. ALL AGO MBI PGR CNO LNC FNF ORI=Bottom (Insurance)
CONS(53): 0.48% Top=GT CROX WHR COH NWL DECK GIL FNP ….. MAT TPX SEE WMS NKE SCSS FOSL OI=Bottom (Consumer)
FINA(56): 0.42% Top=AXP AMTD SLM CSE EV WDR BK BAC ….. FHN FNFG PSEC LM HCBK CMA RF BX=Bottom (Banks/Financials)
LEIS(21): 0.27% Top=LVS PENN GET WYN MCD HOT DNKN YUM ….. ARCO SBUX EXPE DPZ CAKE DRI CCL EAT=Bottom (Leisure)
REAL(53): 0.23% Top=CYS HST SLG ACC SPG STWD NLY DRE ….. CIT CPT O KRC EQR DLR BAM OHI=Bottom (Real Estate)
RETA(66): 0.22% Top=KORS DG EBAY WAG JOSB LTD SIG SPLS ….. URBN GPS KSS FRAN FDO GES NFLX ARO=Bottom (Retail & Specialty Retail)
COHW(45): 0.21% Top=NIHD VIP CIEN AMX OCZ NTAP JDSU CSCO ….. WDC BCE DELL PLCM APKT FNSR ADTN JNPR=Bottom (Computer Hardware/Telecom)
HEAL(39): 0.11% Top=HUM ESRX WAT SIRO TMO LH DGX MR ….. WMGI HOLX CFN UNH WLP AET MAKO THC=Bottom (Health)
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/