Closing Stats
by daytrend on 20120828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 747.
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COMPARED TO YESTERDAY’S RANGE
18.2% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
22.4% are below yesterday’s low.
59.4% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
59.6% of stocks with today’s low < yesterday’s low. (40.4% greater than).
EVIDENCE OF INTRADAY TREND
63.2% of stocks are above today’s open. (35.7% are below).
48.9% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
21.6% of stocks opened above yesterday’s close. (72.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.1% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
8.3% are in the bottom 10%.
GAIN
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.6% are up 3.5% or more. 0.4% are down 3.5% or more.
74.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.8%…>=90:10.6%…>=80:21.3%…>=50:52.6%…<=20:23.2%…<=10:14.1%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:64.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.2% above previous 1 highs, 22.4% below previous 1 lows
16.5% above previous 2 highs, 12.4% below previous 2 lows
13.4% above previous 3 highs, 12.3% below previous 3 lows
11.4% above previous 4 highs, 11.2% below previous 4 lows
8.2% above previous 5 highs, 11.1% below previous 5 lows
7.4% above previous 6 highs, 10.6% below previous 6 lows
6.8% above previous 7 highs, 10.3% below previous 7 lows
6.4% above previous 8 highs, 9.6% below previous 8 lows
6.3% above previous 9 highs, 7.6% below previous 9 lows
6.2% above previous 10 highs, 7.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.8% are above or equal to 8/27 close (1 days ago), 46.2% are below.
48.5% are above or equal to 8/24 close (2 days ago), 51.5% are below.
60.6% are above or equal to 8/23 close (3 days ago), 39.4% are below.
42.7% are above or equal to 8/22 close (4 days ago), 57.3% are below.
43.1% are above or equal to 8/21 close (5 days ago), 56.9% are below.
42.7% are above or equal to 8/20 close (6 days ago), 57.3% are below.
35.9% are above or equal to 8/17 close (7 days ago), 64.1% are below.
43.0% are above or equal to 8/16 close (8 days ago), 57.0% are below.
57.4% are above or equal to 8/15 close (9 days ago), 42.6% are below.
63.5% are above or equal to 8/14 close (10 days ago), 36.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.4% new highs, 4.3% new lows
21d: 7.2% new highs, 4.1% new lows
42d: 5.0% new highs, 1.3% new lows
63d: 3.7% new highs, 1.1% new lows
126d: 2.5% new highs, 0.9% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.3% above, 48.7% below
3-day: 49.9% above, 50.1% below
4-day: 55.7% above, 44.3% below
5-day: 51.7% above, 48.3% below
8-day: 44.2% above, 55.8% below
10-day: 47.5% above, 52.5% below
20-day: 64.1% above, 35.9% below
50-day: 74.7% above, 25.3% below
200-day: 62.0% above, 38.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(45): 0.66% Top=LXK APKT OCZ JNPR ARUN PLCM FNSR CIEN ….. WDC RIMM CSCO PCS SNDK HPQ DELL LEAP=Bottom (Computer Hardware/Telecom)
COSW(67): 0.51% Top=DDD TTWO INFA BIDU BSFT PMTC LNKD ADSK ….. EA ORCL ADBE QLIK CSC DNB VMW CRM=Bottom (Computer Software/Internet)
CONS(53): 0.44% Top=PVH UA WRC PAY NKE FNP VFC CRI ….. ENR TPX TWI GT BMS OI CTB ECL=Bottom (Consumer)
LEIS(21): 0.43% Top=CCL MPEL DNKN LVS PENN EXPE CAKE SBUX ….. DRI YUM WYNN MAR GET MCD MGM ARCO=Bottom (Leisure)
ENER(89): 0.41% Top=FST IOC SD GPOR PSX HES DNR MWE ….. EXXI ERF COG MMR NBR SWN SPN KEG=Bottom (Energy)
RETA(67): 0.39% Top=HIBB SBH JCP ANN GNC M FINL BIG ….. LTD PETM SHLD WAG WSM GES CTAS ANF=Bottom (Retail & Specialty Retail)
REAL(57): 0.32% Top=CUBE GGP O SNH DRE IVR SLG PSA ….. CBG REG HCN WRI VNO OHI STWD NCT=Bottom (Real Estate)
HEAL(40): 0.32% Top=MAKO HNT ALGN HMA MR BSX CYH EW ….. UNH WAT XRAY TMO VAR BKD AET WLP=Bottom (Health)
FINA(59): 0.23% Top=WDR FII JNS BX CMA EWBC BBT EV ….. COF PHH EFX DFS BAC MTB STI HCBK=Bottom (Banks/Financials)
MATE(25): 0.09% Top=FWLT MTZ LEN OC TOL WM RYL PWR ….. FLR MDR FAST MDC DHI USG LPX WCN=Bottom (Materials & Construction)
DISV(38): 0.00% Top=CAR ACM LPS HTZ HMSY ULTA MAN GPN ….. VRSK FISV FIS ACTG RRD RHI KBR URI=Bottom (Diversified Services)
ELEC(50): -0.02% Top=CPHD VECO OVTI TRMB SWKS ALTR CREE QLGC ….. JBL TQNT FCS ONNN KLAC GTAT NXPI INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(29): -0.12% Top=MCP SCCO WOR ABX IAG TRQ AEM AA ….. SSRI X CLF ANR CNX BTU ACI AKS=Bottom (Metals & Mining)
INSU(33): -0.18% Top=MBI CLGX CNO BRO GNW ENH CINF AFL ….. PRU MMC FNF HIG WSH AIG AGO AIZ=Bottom (Insurance)
CHEM(23): -0.35% Top=MON EMN CF SIAL ASH WPZ VAL IFF ….. CYT AGU SMG POT PX CE ALB ROC=Bottom (Chemicals/Fertilizers)
MANU(33): -0.71% Top=MTW SPW TEX AVY MHK DOV DHR EMR ….. ETN ITW SWK TKR CMI DE JOY PPO=Bottom (Manufacturing)
TRAN(18): -0.80% Top=KSU JBHT NSC TRN CNW UNP CP CSX ….. CHRW UPS ALK LUV GLNG LCC UAL DAL=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/
