Closing Stats
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.
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COMPARED TO YESTERDAY’S RANGE
20.5% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
16.2% are below yesterday’s low.
63.3% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).
EVIDENCE OF INTRADAY TREND
48.6% of stocks are above today’s open. (50.2% are below).
43.8% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
4.4% are in the bottom 10%.
GAIN
54.1% of stocks are above yesterday’s close. (45.9% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
71.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:12.4%…>=90:22.6%…>=80:38.9%…>=50:66.3%…<=20:10.2%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:73.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.5% above previous 1 highs, 16.2% below previous 1 lows
19.8% above previous 2 highs, 3.3% below previous 2 lows
16.9% above previous 3 highs, 3.1% below previous 3 lows
15.5% above previous 4 highs, 2.8% below previous 4 lows
15.0% above previous 5 highs, 2.8% below previous 5 lows
15.0% above previous 6 highs, 2.3% below previous 6 lows
14.3% above previous 7 highs, 2.1% below previous 7 lows
14.2% above previous 8 highs, 2.0% below previous 8 lows
14.1% above previous 9 highs, 1.5% below previous 9 lows
13.9% above previous 10 highs, 1.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.1% are above or equal to 11/29 close (1 days ago), 45.9% are below.
67.1% are above or equal to 11/28 close (2 days ago), 32.9% are below.
75.7% are above or equal to 11/27 close (3 days ago), 24.3% are below.
66.0% are above or equal to 11/26 close (4 days ago), 34.0% are below.
58.6% are above or equal to 11/23 close (5 days ago), 41.4% are below.
76.9% are above or equal to 11/21 close (6 days ago), 23.1% are below.
81.3% are above or equal to 11/20 close (7 days ago), 18.7% are below.
80.9% are above or equal to 11/19 close (8 days ago), 19.1% are below.
90.4% are above or equal to 11/16 close (9 days ago), 9.6% are below.
91.4% are above or equal to 11/15 close (10 days ago), 8.6% are below.
90.2% are above or equal to 11/14 close (11 days ago), 9.8% are below.
80.6% are above or equal to 11/13 close (12 days ago), 19.4% are below.
75.3% are above or equal to 11/12 close (13 days ago), 24.7% are below.
74.1% are above or equal to 11/9 close (14 days ago), 25.9% are below.
71.2% are above or equal to 11/8 close (15 days ago), 28.8% are below.
58.8% are above or equal to 11/7 close (16 days ago), 41.2% are below.
42.6% are above or equal to 11/6 close (17 days ago), 57.4% are below.
48.5% are above or equal to 11/5 close (18 days ago), 51.5% are below.
51.5% are above or equal to 11/2 close (19 days ago), 48.5% are below.
46.7% are above or equal to 11/1 close (20 days ago), 53.3% are below.
57.2% are above or equal to 10/31 close (21 days ago), 42.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 1.6% new lows
21d: 13.9% new highs, 1.5% new lows
42d: 7.7% new highs, 1.3% new lows
63d: 6.2% new highs, 1.2% new lows
126d: 4.8% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.9% above, 48.1% below
3-day: 62.7% above, 37.3% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 72.9% above, 27.1% below
10-day: 79.2% above, 20.8% below
20-day: 74.8% above, 25.2% below
50-day: 52.6% above, 47.4% below
200-day: 56.0% above, 44.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
DISV(41): 0.41% Top=ULTA BLOX HMSY ADT ACM RHI LPS KBR ….. HRB SCI HPY SAI DV APOL ACTG MYGN=Bottom (Diversified Services)
CHEM(22): 0.40% Top=ROC CE PPG CHMT PX HUN RPM APD ….. TROX VAL MOS FMC ALB DD POT MON=Bottom (Chemicals/Fertilizers)
REAL(65): 0.33% Top=O CBG GGP CBL SKT SLG KIM LRY ….. CPT NNN AIV EXR AVB DRH DCT BEE=Bottom (Real Estate)
INSU(35): 0.21% Top=VR BRO WSH PRE ACGL GNW MBI AIZ ….. TRV MET AXS ACE CLGX AIG ORI PGR=Bottom (Insurance)
HEAL(42): 0.20% Top=EW STJ MAKO LPNT AET HNT MR BAX ….. RMD ALGN BDX HUM ZMH DGX HMA BSX=Bottom (Health)
ENER(86): 0.18% Top=KEG SD PDCE OIS HERO NBR HP TSO ….. HES DVN SWN RRC FST CHK NOV MMR=Bottom (Energy)
RETA(69): -0.01% Top=ARO COST FRAN WMT PETM LOW ORLY HD ….. MW TIF ANN CHS PIR SKS SHLD JOSB=Bottom (Retail & Specialty Retail)
FINA(60): -0.07% Top=HCBK PNC NYCB PBCT PFG ARCC BLK WDR ….. FHN COF BK AMP KKR JNS EWBC SLM=Bottom (Banks/Financials)
CONS(49): -0.10% Top=LEG GIL GT TPX MAT FBHS HBI NUS ….. JAH CRI NKE RL CROX COH FNP UA=Bottom (Consumer)
META(27): -0.15% Top=WLT ANR ACI STLD MCP BTU NUE PVR ….. AEM X ABX SCCO GG KGC CNX RGLD=Bottom (Metals & Mining)
MANU(37): -0.20% Top=GTLS CRS TKR BWC DHR MTW AME ROK ….. FLS CFX PNR AGCO DE PH CMI SWK=Bottom (Manufacturing)
ELEC(43): -0.28% Top=CREE ATML ARMH XLNX SWKS DLB CY MCHP ….. FCS SMTC ONNN TXN NXPI IPGP VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): -0.31% Top=PCS JDSU T HPQ RIMM QCOM CTL LVLT ….. AMX WDC RVBD ADTN SNDK ARUN FIO APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.35% Top=ALK LUV JBLU EXPD GLNG TRN UAL CNI ….. DAL UPS JBHT KSU LCC WERN FDX CNW=Bottom (Transportation)
MATE(29): -0.59% Top=PWR WCN OC RSG MTZ AWI LPX SHW ….. FWLT RYL PHM KBH EXP SPF MTH HOV=Bottom (Materials & Construction)
LEIS(24): -0.60% Top=MGM RHP MCD WYN H EXPE WYNN CCL ….. EAT KKD MAR DPZ CMG DRI CAKE YUM=Bottom (Leisure)
COSW(63): -0.65% Top=IACI CTRX FB MSCI ADBE CPWR INTU TRI ….. TIBX QLIK BIDU GWRE BSFT DDD MDRX VRSN=Bottom (Computer Software/Internet)
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/