daytrend

11/19/2012

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 12:53 pm ET
by daytrend on 20121119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 793.

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COMPARED TO YESTERDAY’S RANGE
77.2% of stocks are above yesterday’s high.
94.6% are above yesterday’s midpoint. (5.4% are below.)
1.0% are below yesterday’s low.
21.8% are inside yesterday’s range.
92.9% of stocks with today’s high > yesterday’s high. (7.1% less than).
3.2% of stocks with today’s low < yesterday’s low. (96.8% greater than).

EVIDENCE OF INTRADAY TREND
66.8% of stocks are above today’s open. (32.4% are below).
66.6% of stocks are above today’s open and yesterday’s close.
6.6% are below both.
97.4% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.5% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
93.2% of stocks are above yesterday’s close. (6.8% are below.)
5.4% are up 4.5% or more. 0.3% are down 4.5% or more.
12.4% are up 3.5% or more. 0.4% are down 3.5% or more.
27.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:18.2%…>=80:53.6%…>=50:89.4%…<=20:2.4%…<=10:0.9%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:43.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
77.2% above previous 1 highs, 1.0% below previous 1 lows
65.2% above previous 2 highs, 0.6% below previous 2 lows
35.4% above previous 3 highs, 0.5% below previous 3 lows
26.2% above previous 4 highs, 0.5% below previous 4 lows
20.6% above previous 5 highs, 0.5% below previous 5 lows
18.4% above previous 6 highs, 0.4% below previous 6 lows
13.0% above previous 7 highs, 0.4% below previous 7 lows
8.3% above previous 8 highs, 0.4% below previous 8 lows
4.9% above previous 9 highs, 0.4% below previous 9 lows
4.8% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.2% are above or equal to 11/16 close (1 days ago), 6.8% are below.
93.2% are above or equal to 11/15 close (2 days ago), 6.8% are below.
86.6% are above or equal to 11/14 close (3 days ago), 13.4% are below.
59.9% are above or equal to 11/13 close (4 days ago), 40.1% are below.
51.3% are above or equal to 11/12 close (5 days ago), 48.7% are below.
47.9% are above or equal to 11/9 close (6 days ago), 52.1% are below.
50.4% are above or equal to 11/8 close (7 days ago), 49.6% are below.
33.0% are above or equal to 11/7 close (8 days ago), 67.0% are below.
17.5% are above or equal to 11/6 close (9 days ago), 82.5% are below.
23.5% are above or equal to 11/5 close (10 days ago), 76.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.5% new highs, 1.1% new lows
21d: 3.5% new highs, 1.1% new lows
42d: 2.3% new highs, 1.0% new lows
63d: 2.3% new highs, 0.8% new lows
126d: 1.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.3% above, 7.7% below
3-day: 94.3% above, 5.7% below
4-day: 91.9% above, 8.1% below
5-day: 86.3% above, 13.7% below
8-day: 70.6% above, 29.4% below
10-day: 53.6% above, 46.4% below
20-day: 38.7% above, 61.3% below
50-day: 30.5% above, 69.5% below
200-day: 47.8% above, 52.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(93): 2.67% Top=HK ERF CLMT CIE TSO SGY WNR PSX ….. XOM NS PWE SE ATW RRC NFX IOC=Bottom (Energy)
META(27): 2.61% Top=CLD AEM AUQ EGO X ACI ANR FCX ….. PVR KGC AA IAG NEM STLD MCP CLF=Bottom (Metals & Mining)
CHEM(26): 2.26% Top=HUN CHMT EMN ALB CE CF MOS FMC ….. POT SIAL ASH ROC VAL PX APD TROX=Bottom (Chemicals/Fertilizers)
MANU(39): 2.21% Top=MTW TEX TKR SPW KMT CMI JOY AGCO ….. PCP ATI CRS ITW AVY BWC PH GDI=Bottom (Manufacturing)
ELEC(43): 2.12% Top=CRUS OVTI A LSI SPRD SWKS NXPI JBL ….. VECO TEL CYMI LRCX KLAC CAVM INTC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 2.06% Top=LF DECK PAY FNP LULU FBHS BC CROX ….. PG ECL VFC PBI SCSS NUS HAR TUMI=Bottom (Consumer)
RETA(67): 2.02% Top=LOW GNC CAB URBN DSW ANN WSM PIR ….. CHS CPRT KR CTAS AN SBH GME DG=Bottom (Retail & Specialty Retail)
LEIS(24): 1.88% Top=MPEL H LVS RHP CCL MAR CMG HOT ….. WYNN MGM MCD EXPE WYN DNKN OEH PENN=Bottom (Leisure)
COHW(42): 1.79% Top=LEAP AAPL FNSR LXK BRCD RVBD JDSU EMC ….. HRS ARUN JNPR AMX TDS SNDK TDC APKT=Bottom (Computer Hardware/Telecom)
FINA(63): 1.68% Top=BX COF STI BAC DFS EV FHN JPM ….. ACAS MTB HCBK LPLA SCHW KBW EFX CME=Bottom (Banks/Financials)
MATE(28): 1.60% Top=LPX USG FWLT MAS SHW PHM MDR AWI ….. MTH PWR MTZ FAST WM SRCL WCN KBH=Bottom (Materials & Construction)
TRAN(23): 1.48% Top=SWFT CSX GLNG KSU TDW TRN NSC UPS ….. EXPD LCC CHRW CNI FDX ODFL JBHT WERN=Bottom (Transportation)
COSW(67): 1.24% Top=SINA DDD QLIK JIVE NUAN EA CSC TIBX ….. NLSN SFLY INTU AWAY TRI BSFT FIRE SPLK=Bottom (Computer Software/Internet)
REAL(73): 1.23% Top=RLGY DRH LHO BEE HST EXR MTGE SLG ….. NLY HME REG CXS O BRE AMT PMT=Bottom (Real Estate)
HEAL(46): 1.20% Top=THC BKD RMD HCA CYH HMA UHS LIFE ….. DGX ALR CVD MD ESRX ABMD EW VOLC=Bottom (Health)
DISV(43): 1.07% Top=ATHN CAR URI URS MCO ACM TMH MYGN ….. DV APOL ADS RRD MELI HMSY VRSK ACTG=Bottom (Diversified Services)
INSU(38): 0.96% Top=GNW ORI HIG PRU PRE ALL AIG FNF ….. RGA L AGO AIZ VR AXS ACGL PGR=Bottom (Insurance)

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.
Market Stats at 12:53 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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