daytrend

11/19/2012

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 2:00 pm ET
by daytrend on 20121119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 793.

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If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
73.5% of stocks are above yesterday’s high.
93.3% are above yesterday’s midpoint. (6.7% are below.)
1.1% are below yesterday’s low.
25.3% are inside yesterday’s range.
93.3% of stocks with today’s high > yesterday’s high. (6.7% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND
62.5% of stocks are above today’s open. (36.2% are below).
62.3% of stocks are above today’s open and yesterday’s close.
7.9% are below both.
97.4% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.1% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
91.8% of stocks are above yesterday’s close. (8.2% are below.)
4.7% are up 4.5% or more. 0.3% are down 4.5% or more.
11.6% are up 3.5% or more. 0.4% are down 3.5% or more.
32.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:17.0%…>=80:51.8%…>=50:88.9%…<=20:2.5%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:41.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
73.5% above previous 1 highs, 1.1% below previous 1 lows
59.8% above previous 2 highs, 0.6% below previous 2 lows
32.9% above previous 3 highs, 0.6% below previous 3 lows
23.7% above previous 4 highs, 0.6% below previous 4 lows
18.9% above previous 5 highs, 0.6% below previous 5 lows
16.4% above previous 6 highs, 0.5% below previous 6 lows
11.7% above previous 7 highs, 0.4% below previous 7 lows
7.7% above previous 8 highs, 0.4% below previous 8 lows
4.4% above previous 9 highs, 0.4% below previous 9 lows
4.2% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.8% are above or equal to 11/16 close (1 days ago), 8.2% are below.
92.1% are above or equal to 11/15 close (2 days ago), 7.9% are below.
84.9% are above or equal to 11/14 close (3 days ago), 15.1% are below.
58.4% are above or equal to 11/13 close (4 days ago), 41.6% are below.
49.1% are above or equal to 11/12 close (5 days ago), 50.9% are below.
47.3% are above or equal to 11/9 close (6 days ago), 52.7% are below.
47.8% are above or equal to 11/8 close (7 days ago), 52.2% are below.
33.3% are above or equal to 11/7 close (8 days ago), 66.7% are below.
17.2% are above or equal to 11/6 close (9 days ago), 82.8% are below.
23.8% are above or equal to 11/5 close (10 days ago), 76.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 1.1% new lows
21d: 3.8% 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: 1.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.4% above, 8.6% below
3-day: 93.4% above, 6.6% below
4-day: 91.7% above, 8.3% below
5-day: 83.9% above, 16.1% below
8-day: 67.6% above, 32.4% below
10-day: 52.2% above, 47.8% below
20-day: 38.0% above, 62.0% below
50-day: 29.5% above, 70.5% below
200-day: 47.5% above, 52.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(93): 2.59% Top=ERF HK CIE KEG SGY CLMT PSX TSO ….. XOM ATW SWN PWE RRC NFX SE IOC=Bottom (Energy)
META(27): 2.47% Top=AEM CLD EGO AUQ ANR X ACI FCX ….. AUY PVR AA STLD NEM KGC MCP CLF=Bottom (Metals & Mining)
MANU(39): 2.21% Top=MTW TEX TKR SPW KMT ATU JOY AGCO ….. DE DHR ITW PH ATI AVY GDI BWC=Bottom (Manufacturing)
CHEM(26): 2.14% Top=HUN EMN ALB CF POL CE FMC PPG ….. ROC POT ASH SIAL VAL PX APD TROX=Bottom (Chemicals/Fertilizers)
RETA(67): 2.01% Top=LOW GNC URBN CAB ANN WSM DSW ANF ….. CPRT SBH CHS CTAS KR GME AN DG=Bottom (Retail & Specialty Retail)
ELEC(43): 2.01% Top=CRUS OVTI A SPRD SWKS LSI NXPI NTE ….. DLB VECO CYMI LRCX INTC KLAC CAVM CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 1.97% Top=LF DECK FNP LULU PAY BC CROX IP ….. ECL GT VFC PBI SCSS NUS HAR TUMI=Bottom (Consumer)
LEIS(24): 1.63% Top=MPEL H RHP MAR LVS CMG HOT DPZ ….. MCD WYN WYNN MGM DNKN EXPE OEH PENN=Bottom (Leisure)
COHW(42): 1.55% Top=FNSR AAPL BRCD LXK LEAP RVBD RIMM HPQ ….. JNPR AMX NIHD TDS ARUN TDC SNDK APKT=Bottom (Computer Hardware/Telecom)
TRAN(23): 1.48% Top=SWFT GLNG CSX KSU NSC TDW TRN CP ….. EXPD FDX CHRW ODFL UAL CNI JBHT WERN=Bottom (Transportation)
FINA(63): 1.41% Top=BX COF STI BAC DFS PHH PSEC JPM ….. HCBK KKR OCN KBW EFX CME SCHW LPLA=Bottom (Banks/Financials)
COSW(67): 1.32% Top=SINA DDD QLIK EA NUAN JIVE TTWO CSC ….. TRI BSFT FIRE SFLY NLSN FB AWAY SPLK=Bottom (Computer Software/Internet)
MATE(28): 1.30% Top=LPX USG FWLT MDR SHW MAS EXP AWI ….. MTZ FAST SRCL PWR RYL WCN SPF KBH=Bottom (Materials & Construction)
HEAL(46): 1.13% Top=THC RMD BKD HCA HMA LIFE CI AET ….. ALR MD DGX HOLX ESRX EW ABMD VOLC=Bottom (Health)
REAL(73): 1.09% Top=RLGY LHO DRH BEE HST EXR SKT SLG ….. AIV STWD REG CXS O NLY PMT AMT=Bottom (Real Estate)
DISV(43): 0.98% Top=ATHN CAR URI ACM URS TMH MCO ULTA ….. ADS FISV WU MELI HMSY VRSK RRD ACTG=Bottom (Diversified Services)
INSU(38): 0.71% Top=ORI PRU FNF MBI ALL HIG PRE AFG ….. WSH AON L VR AXS ACGL AIZ 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 2:00 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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