Closing Stats
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.
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COMPARED TO YESTERDAY’S RANGE
28.1% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
16.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
55.1% of stocks with today’s high > yesterday’s high. (44.9% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).
EVIDENCE OF INTRADAY TREND
50.7% of stocks are above today’s open. (47.9% are below).
45.9% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
5.6% are in the bottom 10%.
GAIN
59.5% of stocks are above yesterday’s close. (40.5% are below.)
3.7% are up 4.5% or more. 1.8% are down 4.5% or more.
6.3% are up 3.5% or more. 3.2% are down 3.5% or more.
52.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:3.4%…>=90:9.6%…>=80:22.3%…>=50:54.4%…<=20:24.8%…<=10:16.1%…<=5:10.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:40.7%…<=20:3.7%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:41.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.1% above previous 1 highs, 16.8% below previous 1 lows
18.5% above previous 2 highs, 13.5% below previous 2 lows
16.1% above previous 3 highs, 12.0% below previous 3 lows
14.7% above previous 4 highs, 9.7% below previous 4 lows
11.9% above previous 5 highs, 9.6% below previous 5 lows
9.1% above previous 6 highs, 9.6% below previous 6 lows
7.6% above previous 7 highs, 9.5% below previous 7 lows
6.8% above previous 8 highs, 9.4% below previous 8 lows
6.2% above previous 9 highs, 8.8% below previous 9 lows
5.9% above previous 10 highs, 8.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.5% are above or equal to 10/26 close (1 days ago), 40.5% are below.
51.8% are above or equal to 10/25 close (2 days ago), 48.2% are below.
57.8% are above or equal to 10/24 close (3 days ago), 42.2% are below.
50.3% are above or equal to 10/23 close (4 days ago), 49.7% are below.
37.4% are above or equal to 10/22 close (5 days ago), 62.6% are below.
38.9% are above or equal to 10/19 close (6 days ago), 61.1% are below.
26.0% are above or equal to 10/18 close (7 days ago), 74.0% are below.
27.3% are above or equal to 10/17 close (8 days ago), 72.7% are below.
33.9% are above or equal to 10/16 close (9 days ago), 66.1% are below.
42.2% are above or equal to 10/15 close (10 days ago), 57.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 17.3% new lows
21d: 8.6% new highs, 17.2% new lows
42d: 5.7% new highs, 12.3% new lows
63d: 5.6% new highs, 6.8% new lows
126d: 4.4% new highs, 2.9% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.0% above, 42.0% below
3-day: 54.7% above, 45.3% below
4-day: 56.4% above, 43.6% below
5-day: 53.6% above, 46.4% below
8-day: 40.6% above, 59.4% below
10-day: 36.9% above, 63.1% below
20-day: 40.1% above, 59.9% below
50-day: 41.5% above, 58.5% below
200-day: 54.5% above, 45.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.52% Top=CLH EXP PWR OC USG MTZ MAS FAST ….. SRCL FWLT BZH SPF DAR MDR KBH TOL=Bottom (Materials & Construction)
CONS(54): 1.39% Top=PVH NUS CTB LEG TPX TWI GT FBHS ….. OI HAR CRI XRX HAS CROX DECK GLT=Bottom (Consumer)
REAL(69): 1.17% Top=WPC NCT EXR CUBE MPW PPS CBL BRE ….. KIM GOV O KRC DFT LHO CBG HST=Bottom (Real Estate)
TRAN(23): 1.09% Top=SWFT ODFL CNW WERN JBHT LCC CHRW FDX ….. CP ALK DAL CNI CSX UNP KSU NSC=Bottom (Transportation)
MANU(37): 0.98% Top=ETN FLS GDI BWC XYL MTW PNR SWK ….. CMI AME RS ATI CRS GTI DRC AGCO=Bottom (Manufacturing)
RETA(66): 0.85% Top=NFLX CSTR CPRT LL TSCO AAP LOW ANN ….. CAB M ASNA AMZN EBAY ARO JCP SHLD=Bottom (Retail & Specialty Retail)
META(29): 0.71% Top=AUY EGO RGLD KGC AUQ GG ABX PAAS ….. BTU ANR JRCC ACI MCP WLT AKS X=Bottom (Metals & Mining)
FINA(73): 0.53% Top=FII LAZ GS BAC WDR KKR LM CMA ….. RF WFC PHH BPOP PBCT AMTD HCBK AMP=Bottom (Banks/Financials)
ELEC(44): 0.29% Top=CAVM CRUS DLB MRVL FSLR CREE VECO NXPI ….. SLAB MXIM LLTC MCHP INTC GRMN TXN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 0.22% Top=HMSY VRSK ACTG URI RGS ACM AAN APOL ….. HTZ GPN ADT RRD PAYX WTW LPS WU=Bottom (Diversified Services)
INSU(36): 0.02% Top=GNW CLGX MBI BRO MMC MET AIG WSH ….. TRV ACE PGR CB AHL CINF AXS NOW=Bottom (Insurance)
CHEM(25): -0.05% Top=ASH VAL CBT POL AGU PX PPG POT ….. MOS CE WPZ TROX FMC DD EMN ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.19% Top=WYNN OEH CAKE SIX MPEL PENN LVS YUM ….. WYN MAR PCLN LTM RHP ARCO MGM H=Bottom (Leisure)
COSW(61): -0.21% Top=BSFT TTWO EA SWI GWRE CPWR SFLY LNKD ….. RHT MCRS SINA N SPLK FB VRSN BIDU=Bottom (Computer Software/Internet)
HEAL(43): -0.51% Top=CI BAX CYH ALGN DVA ISRG NUVA THC ….. HRC DGX ESRX MAKO LPNT UHS HCA WCG=Bottom (Health)
ENER(90): -0.53% Top=GPOR MMR APC CVE EOG PXD SWN SM ….. RDC IOC BHI HK CRK CPNO FST QEP=Bottom (Energy)
COHW(45): -0.79% Top=NIHD RIMM VIP AMT EMC BCE ARUN S ….. PANW HRS NTAP PCS CIEN SYNA JDSU RVBD=Bottom (Computer Hardware/Telecom)
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/