daytrend

11/19/2012

Filed under: Market Stats — daytrend @ 1:19 pm

Market Stats at 1:18 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
75.8% of stocks are above yesterday’s high.
93.6% are above yesterday’s midpoint. (6.4% are below.)
0.8% are below yesterday’s low.
23.5% are inside yesterday’s range.
93.2% of stocks with today’s high > yesterday’s high. (6.8% less than).
3.2% of stocks with today’s low < yesterday’s low. (96.8% greater than).

EVIDENCE OF INTRADAY TREND
62.8% of stocks are above today’s open. (34.9% are below).
62.5% of stocks are above today’s open and yesterday’s close.
6.7% are below both.
97.4% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.7% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
56.6% are in the top half. 43.4% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN
93.1% of stocks are above yesterday’s close. (6.9% are below.)
4.4% are up 4.5% or more. 0.1% are down 4.5% or more.
11.3% are up 3.5% or more. 0.4% are down 3.5% or more.
30.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:17.8%…>=80:53.0%…>=50:88.9%…<=20:2.4%…<=10:1.4%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:35.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
75.8% above previous 1 highs, 0.8% below previous 1 lows
62.5% above previous 2 highs, 0.5% below previous 2 lows
34.6% above previous 3 highs, 0.5% below previous 3 lows
24.8% above previous 4 highs, 0.5% below previous 4 lows
19.4% above previous 5 highs, 0.5% below previous 5 lows
17.2% above previous 6 highs, 0.4% below previous 6 lows
12.1% above previous 7 highs, 0.4% below previous 7 lows
8.1% above previous 8 highs, 0.4% below previous 8 lows
4.5% above previous 9 highs, 0.4% below previous 9 lows
4.3% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.1% are above or equal to 11/16 close (1 days ago), 6.9% are below.
92.4% are above or equal to 11/15 close (2 days ago), 7.6% are below.
86.3% are above or equal to 11/14 close (3 days ago), 13.7% are below.
59.3% are above or equal to 11/13 close (4 days ago), 40.7% are below.
50.1% are above or equal to 11/12 close (5 days ago), 49.9% are below.
47.4% are above or equal to 11/9 close (6 days ago), 52.6% are below.
49.2% are above or equal to 11/8 close (7 days ago), 50.8% are below.
33.4% are above or equal to 11/7 close (8 days ago), 66.6% are below.
16.6% are above or equal to 11/6 close (9 days ago), 83.4% are below.
23.2% are above or equal to 11/5 close (10 days ago), 76.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.7% new highs, 1.1% new lows
21d: 3.7% 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: 92.4% above, 7.6% below
3-day: 93.9% above, 6.1% below
4-day: 92.1% above, 7.9% below
5-day: 84.7% above, 15.3% below
8-day: 69.9% above, 30.1% below
10-day: 53.0% above, 47.0% below
20-day: 38.0% above, 62.0% below
50-day: 29.6% above, 70.4% below
200-day: 47.7% above, 52.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(93): 2.58% Top=ERF HK CIE SGY CLMT WNR PSX SD ….. XOM EPD ATW PWE RRC NFX SE IOC=Bottom (Energy)
META(27): 2.55% Top=CLD AUQ AEM EGO ACI X ANR FCX ….. PVR IAG AA KGC NEM STLD MCP CLF=Bottom (Metals & Mining)
CHEM(26): 2.29% Top=HUN EMN CHMT ALB CE CF MOS POL ….. POT ROC SIAL ASH VAL APD PX TROX=Bottom (Chemicals/Fertilizers)
MANU(39): 2.22% Top=MTW TEX TKR SPW JOY KMT ATU AGCO ….. GTLS PCP ITW ATI AVY PH BWC GDI=Bottom (Manufacturing)
ELEC(43): 2.08% Top=CRUS OVTI A LSI SPRD SWKS NXPI JBL ….. TEL CYMI VECO LRCX CAVM INTC KLAC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 2.00% Top=LOW GNC CAB DSW ANN WSM URBN DLTR ….. WFM SBH CHS KR CTAS AN DG GME=Bottom (Retail & Specialty Retail)
CONS(51): 1.98% Top=LF DECK PAY FNP LULU FBHS IP CROX ….. UA VFC ECL PBI SCSS HAR NUS TUMI=Bottom (Consumer)
LEIS(24): 1.92% Top=H MPEL LVS RHP MAR HOT CMG CCL ….. WYNN MGM WYN MCD EXPE DNKN OEH PENN=Bottom (Leisure)
COHW(42): 1.63% Top=FNSR AAPL BRCD LXK LEAP HPQ JDSU RIMM ….. NIHD ARUN JNPR AMX TDC TDS SNDK APKT=Bottom (Computer Hardware/Telecom)
FINA(63): 1.54% Top=BX COF STI BAC DFS EV JPM FHN ….. MTB OCN KBW CME LPLA SCHW KKR EFX=Bottom (Banks/Financials)
TRAN(23): 1.42% Top=SWFT CSX GLNG KSU TRN TDW NSC UPS ….. CNI UAL LCC FDX CHRW WERN ODFL JBHT=Bottom (Transportation)
COSW(67): 1.30% Top=SINA DDD QLIK NUAN EA JIVE CSC TIBX ….. INTU NLSN TRI SFLY AWAY BSFT FIRE SPLK=Bottom (Computer Software/Internet)
MATE(28): 1.23% Top=LPX FWLT USG SHW MAS MDR AWI EXP ….. TOL SRCL MTH RYL SPF FAST WCN KBH=Bottom (Materials & Construction)
REAL(73): 1.11% Top=RLGY LHO DRH BEE HST EXR SKT DRE ….. O CXS HME REG NLY BRE AMT PMT=Bottom (Real Estate)
HEAL(46): 1.10% Top=THC HCA BKD RMD HMA CYH LIFE UHS ….. ALR DGX CVD MD ESRX EW ABMD VOLC=Bottom (Health)
DISV(43): 1.06% Top=ATHN CAR URI URS ACM TMH MCO ULTA ….. FISV WU ADS RRD MELI HMSY VRSK ACTG=Bottom (Diversified Services)
INSU(38): 0.88% Top=ORI GNW MBI PRU HIG ALL FNF PRE ….. AON AGO L VR AXS AIZ 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 1:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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