Closing Stats
by daytrend on 20120810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.
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COMPARED TO YESTERDAY’S RANGE
19.9% of stocks are above yesterday’s high.
58.4% are above yesterday’s midpoint. (41.6% are below.)
14.4% are below yesterday’s low.
65.7% are inside yesterday’s range.
32.8% of stocks with today’s high > yesterday’s high. (67.2% less than).
56.1% of stocks with today’s low < yesterday’s low. (43.9% greater than).
EVIDENCE OF INTRADAY TREND
68.9% of stocks are above today’s open. (29.4% are below).
53.8% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
12.9% of stocks opened above yesterday’s close. (84.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
29.1% of stocks are in the top 10% of today’s range.
47.2% are in the top 20%.
78.0% are in the top half. 22.0% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
0.5% are in the bottom 10%.
GAIN
55.7% of stocks are above yesterday’s close. (44.3% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
2.2% are up 3.5% or more. 0.7% are down 3.5% or more.
72.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:16.6%…>=90:24.5%…>=80:36.5%…>=50:66.4%…<=20:11.3%…<=10:4.6%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.9%…>=50:77.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.9% above previous 1 highs, 14.4% below previous 1 lows
16.3% above previous 2 highs, 8.5% below previous 2 lows
12.9% above previous 3 highs, 7.0% below previous 3 lows
12.0% above previous 4 highs, 5.3% below previous 4 lows
11.3% above previous 5 highs, 4.4% below previous 5 lows
10.9% above previous 6 highs, 1.8% below previous 6 lows
9.7% above previous 7 highs, 1.8% below previous 7 lows
9.3% above previous 8 highs, 1.8% below previous 8 lows
8.6% above previous 9 highs, 1.8% below previous 9 lows
8.1% above previous 10 highs, 1.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.7% are above or equal to 8/9 close (1 days ago), 44.3% are below.
62.7% are above or equal to 8/8 close (2 days ago), 37.3% are below.
60.8% are above or equal to 8/7 close (3 days ago), 39.2% are below.
73.2% are above or equal to 8/6 close (4 days ago), 26.8% are below.
76.6% are above or equal to 8/3 close (5 days ago), 23.4% are below.
85.4% are above or equal to 8/2 close (6 days ago), 14.6% are below.
80.3% are above or equal to 8/1 close (7 days ago), 19.7% are below.
75.7% are above or equal to 7/31 close (8 days ago), 24.3% are below.
69.7% are above or equal to 7/30 close (9 days ago), 30.3% are below.
66.6% are above or equal to 7/27 close (10 days ago), 33.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.8% new highs, 2.4% new lows
21d: 10.8% new highs, 1.9% new lows
42d: 7.9% new highs, 0.7% new lows
63d: 6.1% new highs, 0.6% new lows
126d: 1.3% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 60.0% above, 40.0% below
4-day: 60.0% above, 40.0% below
5-day: 66.5% above, 33.5% below
8-day: 78.6% above, 21.4% below
10-day: 78.0% above, 22.0% below
20-day: 75.5% above, 24.5% below
50-day: 74.5% above, 25.5% below
200-day: 62.0% above, 38.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(47): 1.48% Top=FIO LEAP LVLT RIMM PCS WDC VIP FNSR ….. APKT JNPR NIHD CSCO RVBD BRCD ADTN OCZ=Bottom (Computer Hardware/Telecom)
MANU(39): 0.58% Top=PPO EMR PH ETN ATU LECO GDI DOV ….. CMI XYL RBN MTW ROK PNR MHK KMT=Bottom (Manufacturing)
META(30): 0.52% Top=SWC KGC ANR AA IAG ABX SXC BTU ….. CLF MCP TIE PAAS WLT CNX CLD RGLD=Bottom (Metals & Mining)
COSW(67): 0.43% Top=GRPN TTWO BYI NUAN FB DNB CSC IGT ….. RHT RATE AOL PMTC CTRX SOHU TRIP SFLY=Bottom (Computer Software/Internet)
INSU(38): 0.37% Top=AGO MBI TMK MET RGA FNF PRE AON ….. ALL VR HCC AXS ACE PL AIZ LNC=Bottom (Insurance)
CHEM(25): 0.25% Top=SMG ASH CE VAL DD CYT POT FMC ….. GRA APD HUN SIAL PPG ROC MON CF=Bottom (Chemicals/Fertilizers)
HEAL(47): 0.23% Top=CFN WLP BKD MR CVD LIFE HUM HNT ….. HCA ALGN ESRX STJ CNC CYH WCG HMA=Bottom (Health)
REAL(67): 0.11% Top=CIT BMR NCT BRE BAM AVB HIW CPT ….. DRH TCO SHO DFT HME HTS LHO BDN=Bottom (Real Estate)
CONS(58): 0.10% Top=HAR RKT LULU PKG ECL LF RL BMS ….. AVP UA VFC WMS CROX NWL SCSS TPX=Bottom (Consumer)
FINA(69): 0.08% Top=JNS CSH OCN DFS SLM HBAN HCBK CMA ….. ZION SCHW BPOP LM JEF AXP BX AMTD=Bottom (Banks/Financials)
TRAN(25): 0.05% Top=CSX NSC KSU CHRW EXPD TDW CNI UNP ….. NAT UAL ODFL SWFT GLNG FDX TRN SAVE=Bottom (Transportation)
ELEC(52): 0.02% Top=ITRI BRCM TQNT ISIL NXPI SWKS MRVL FCS ….. IPGP CAVM FSLR ONNN INVN ATML CPHD SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.06% Top=AH FLT TMH WTW RBA CXW PAYX HMSY ….. JEC MAN KBR ACM CAR ULTA DV ACTG=Bottom (Diversified Services)
ENER(95): -0.12% Top=OAS SGY XEC HP HOS PWE MPC SLB ….. ERF WNR SWN NBR GDP CHK KMI GPOR=Bottom (Energy)
LEIS(25): -0.45% Top=MCD GET SBUX MPEL MGM YUM WYNN LVS ….. DPZ MAR DNKN JACK HOT ARCO EXPE EAT=Bottom (Leisure)
RETA(65): -0.51% Top=JCP GME NFLX JWN IACI SHLD AAP DG ….. DLTR FDO SWY AEO GNC FRAN BIG LINTA=Bottom (Retail & Specialty Retail)
MATE(29): -0.71% Top=MLM SRCL LPX PWR MDR MDU WM SHW ….. FLR PHM MTH FAST DHI RYL OC KBH=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/
