Closing Stats
by daytrend on 20120809. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.
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COMPARED TO YESTERDAY’S RANGE
28.3% of stocks are above yesterday’s high.
64.8% are above yesterday’s midpoint. (35.2% are below.)
13.1% are below yesterday’s low.
58.6% are inside yesterday’s range.
59.5% of stocks with today’s high > yesterday’s high. (40.5% less than).
30.9% of stocks with today’s low < yesterday’s low. (69.1% greater than).
EVIDENCE OF INTRADAY TREND
63.8% of stocks are above today’s open. (35.0% are below).
56.7% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
36.9% of stocks opened above yesterday’s close. (56.9% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.2% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.9% are in the bottom 10%.
GAIN
60.7% of stocks are above yesterday’s close. (39.3% are below.)
2.3% are up 4.5% or more. 0.1% are down 4.5% or more.
4.0% are up 3.5% or more. 0.4% are down 3.5% or more.
62.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:18.0%…>=90:28.5%…>=80:44.2%…>=50:71.2%…<=20:10.0%…<=10:5.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:77.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.3% above previous 1 highs, 13.1% below previous 1 lows
20.8% above previous 2 highs, 10.2% below previous 2 lows
19.7% above previous 3 highs, 7.4% below previous 3 lows
18.6% above previous 4 highs, 5.5% below previous 4 lows
18.0% above previous 5 highs, 2.4% below previous 5 lows
16.1% above previous 6 highs, 2.4% below previous 6 lows
15.3% above previous 7 highs, 2.4% below previous 7 lows
14.3% above previous 8 highs, 2.4% below previous 8 lows
13.6% above previous 9 highs, 2.4% below previous 9 lows
12.7% above previous 10 highs, 1.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.7% are above or equal to 8/8 close (1 days ago), 39.3% are below.
59.0% are above or equal to 8/7 close (2 days ago), 41.0% are below.
74.3% are above or equal to 8/6 close (3 days ago), 25.7% are below.
76.3% are above or equal to 8/3 close (4 days ago), 23.7% are below.
86.2% are above or equal to 8/2 close (5 days ago), 13.8% are below.
80.9% are above or equal to 8/1 close (6 days ago), 19.1% are below.
75.5% are above or equal to 7/31 close (7 days ago), 24.5% are below.
68.9% are above or equal to 7/30 close (8 days ago), 31.1% are below.
67.1% are above or equal to 7/27 close (9 days ago), 32.9% are below.
78.2% are above or equal to 7/26 close (10 days ago), 21.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 21.0% new highs, 2.5% new lows
21d: 20.6% new highs, 2.4% new lows
42d: 15.7% new highs, 0.6% new lows
63d: 11.3% new highs, 0.5% new lows
126d: 4.2% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.7% above, 41.3% below
3-day: 60.1% above, 39.9% below
4-day: 67.5% above, 32.5% below
5-day: 71.5% above, 28.5% below
8-day: 79.6% above, 20.4% below
10-day: 77.5% above, 22.5% below
20-day: 74.8% above, 25.2% below
50-day: 74.4% above, 25.6% below
200-day: 61.5% above, 38.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.29% Top=ANR ACI CNX BTU WLT CLD MCP KGC ….. NEM SCCO IAG AEM NUE WOR TIE RGLD=Bottom (Metals & Mining)
MATE(29): 1.21% Top=KBH PHM SPF USG RYL LEN DHI MTZ ….. WM RSG FAST FWLT MDU SRCL PWR EXP=Bottom (Materials & Construction)
COHW(46): 1.08% Top=ARUN NIHD FNSR JNPR SYNA CSCO LVLT WDC ….. SNDK IBM T MSI AMX FIO NTAP WIN=Bottom (Computer Hardware/Telecom)
ENER(96): 1.07% Top=FST EXXI PDS LUFK HOS BBG CRK PWE ….. HES KMI MPC SGY HK RES DNR CJES=Bottom (Energy)
ELEC(52): 0.86% Top=ONNN CREE NVDA KLIC CY CPHD VSH TQNT ….. MCHP APH ROP AMAT GLW NXPI FEIC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): 0.79% Top=MBI AGO ORI CLGX LNC VR UNM HIG ….. AXS ALL RGA CB ACGL PL HCC TMK=Bottom (Insurance)
CHEM(25): 0.61% Top=VAL CF ROC POT ALB MOS HUN MON ….. SIAL RPM APD PX ASH FMC CE IFF=Bottom (Chemicals/Fertilizers)
MANU(39): 0.47% Top=GDI TEX PPO GTLS MTW MHK SPW XYL ….. DE PLL DCI SWK PNR KMT ATU AGCO=Bottom (Manufacturing)
DISV(45): 0.36% Top=CXW HTZ FCN WTW ACM CAR URI RHI ….. TMH GPN AH V URS LOPE RRD ATHN=Bottom (Diversified Services)
COSW(67): 0.31% Top=SINA VMW DNB CSC CTXS INFA FFIV CRM ….. SREV TRIP BYI TTWO SFLY BSFT NUAN GRPN=Bottom (Computer Software/Internet)
HEAL(47): 0.13% Top=ESRX NUVA CYH BSX HNT COO HRC STJ ….. STE DVA MDT WLP HUM UNH EW WCG=Bottom (Health)
CONS(57): 0.12% Top=NUS TWI OI DECK BC EL DBD GIL ….. PKG PAY WWW RL PBI RKT CHD COH=Bottom (Consumer)
FINA(70): 0.12% Top=JEF AMTD IVZ BX KKR STI LAZ STT ….. UBSI HBHC TCB BK EFX DFS FHN AXP=Bottom (Banks/Financials)
LEIS(24): -0.01% Top=EAT GET HOT ARCO TXRH PENN MAR YUM ….. CAKE MCD DRI WYN LTM WYNN MGM MPEL=Bottom (Leisure)
REAL(67): -0.07% Top=DDR IVR CYS HCN LHO NCT NLY MTGE ….. DEI EQR SPG GOV CLP BAM BMR VNO=Bottom (Real Estate)
RETA(65): -0.07% Top=DDS ANF JCP LL BID LOW FRAN SKS ….. DG ORLY FDO LINTA DLTR SHLD BBY AAP=Bottom (Retail & Specialty Retail)
TRAN(27): -0.66% Top=NAT CNI SWFT GLNG UPS CP KEX GWR ….. ALK CNW NSC SAVE JBLU UAL DAL LCC=Bottom (Transportation)
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/
