daytrend

11/19/2012

Filed under: Market Stats — daytrend @ 3:48 pm

Market Stats at 3:48 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
78.7% of stocks are above yesterday’s high.
94.5% are above yesterday’s midpoint. (5.5% are below.)
1.1% are below yesterday’s low.
20.2% are inside yesterday’s range.
94.3% of stocks with today’s high > yesterday’s high. (5.7% less than).
3.7% of stocks with today’s low < yesterday’s low. (96.3% greater than).

EVIDENCE OF INTRADAY TREND
68.2% of stocks are above today’s open. (30.3% are below).
68.0% of stocks are above today’s open and yesterday’s close.
7.3% are below both.
97.4% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.6% of stocks are in the top 10% of today’s range.
31.9% are in the top 20%.
62.2% are in the top half. 37.8% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
92.4% of stocks are above yesterday’s close. (7.6% are below.)
7.8% are up 4.5% or more. 0.3% are down 4.5% or more.
15.3% are up 3.5% or more. 0.4% are down 3.5% or more.
27.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:19.5%…>=80:55.1%…>=50:91.0%…<=20:2.6%…<=10:1.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:45.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
78.7% above previous 1 highs, 1.1% below previous 1 lows
66.7% above previous 2 highs, 0.6% below previous 2 lows
38.8% above previous 3 highs, 0.6% below previous 3 lows
28.0% above previous 4 highs, 0.6% below previous 4 lows
22.6% above previous 5 highs, 0.6% below previous 5 lows
20.1% above previous 6 highs, 0.5% below previous 6 lows
14.5% above previous 7 highs, 0.4% below previous 7 lows
9.5% above previous 8 highs, 0.4% below previous 8 lows
5.5% above previous 9 highs, 0.4% below previous 9 lows
5.4% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
92.4% are above or equal to 11/16 close (1 days ago), 7.6% are below.
93.3% are above or equal to 11/15 close (2 days ago), 6.7% are below.
87.5% are above or equal to 11/14 close (3 days ago), 12.5% are below.
61.5% are above or equal to 11/13 close (4 days ago), 38.5% are below.
52.0% are above or equal to 11/12 close (5 days ago), 48.0% are below.
50.1% are above or equal to 11/9 close (6 days ago), 49.9% are below.
52.1% are above or equal to 11/8 close (7 days ago), 47.9% are below.
36.1% are above or equal to 11/7 close (8 days ago), 63.9% are below.
18.4% are above or equal to 11/6 close (9 days ago), 81.6% are below.
25.6% are above or equal to 11/5 close (10 days ago), 74.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.0% new highs, 1.3% new lows
21d: 4.0% new highs, 1.3% new lows
42d: 2.8% new highs, 1.1% new lows
63d: 2.8% new highs, 0.8% new lows
126d: 2.4% 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: 93.1% above, 6.9% below
5-day: 86.9% above, 13.1% below
8-day: 70.7% above, 29.3% below
10-day: 56.5% above, 43.5% below
20-day: 40.2% above, 59.8% below
50-day: 31.8% above, 68.2% below
200-day: 48.3% above, 51.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 3.10% Top=MCP AEM ANR EGO X ACI CLD AUQ ….. AA BTU ABX NEM IAG AUY KGC CLF=Bottom (Metals & Mining)
ENER(93): 2.89% Top=ERF HK CIE SD SGY KEG SEP PSX ….. PWE EEP MRO KMP RRC LGCY SE IOC=Bottom (Energy)
CHEM(26): 2.78% Top=HUN EMN POL FMC CF ALB PPG AGU ….. DD POT ROC VAL ASH PX APD TROX=Bottom (Chemicals/Fertilizers)
MANU(39): 2.34% Top=TEX MTW TKR JOY KMT SPW SWK DRC ….. CFX DCI PCP AVY PH ITW GDI BWC=Bottom (Manufacturing)
ELEC(43): 2.33% Top=CRUS OVTI A LSI SPRD SWKS MRVL CY ….. VECO DLB CYMI CAVM LRCX INTC KLAC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 2.33% Top=GNC ANF LOW URBN DSW PIR CAB EXPR ….. CPRT LINTA SBH NFLX KR AN BBY DG=Bottom (Retail & Specialty Retail)
CONS(51): 2.32% Top=DECK LF CROX LULU FNP BC FBHS PAY ….. CHD UA TPX VFC PBI HAR SCSS NUS=Bottom (Consumer)
TRAN(23): 1.89% Top=SWFT CSX GLNG CP NSC KSU TRN DAL ….. UAL EXPD CHRW FDX CNI WERN JBHT ODFL=Bottom (Transportation)
COHW(42): 1.81% Top=FNSR AAPL LEAP BRCD RIMM RVBD LXK PLCM ….. JNPR AMX SNDK TDC APKT TDS ARUN NIHD=Bottom (Computer Hardware/Telecom)
FINA(63): 1.66% Top=BX COF PHH BAC STI DFS FHN JNS ….. LPLA KKR HCBK ASBC SCHW CME KBW EFX=Bottom (Banks/Financials)
LEIS(24): 1.59% Top=MPEL H MAR CMG LVS HOT CCL DPZ ….. WYNN MCD DNKN WYN EXPE OEH MGM PENN=Bottom (Leisure)
COSW(67): 1.56% Top=SINA DDD QLIK NUAN TIBX EA TTWO JIVE ….. VRSN FIRE BSFT TRI INTU SPLK AWAY FB=Bottom (Computer Software/Internet)
HEAL(46): 1.40% Top=THC RMD HMA BKD HCA CYH MAKO CI ….. BDX DGX ESRX ALR HOLX EW ABMD VOLC=Bottom (Health)
MATE(28): 1.28% Top=LPX USG SHW MAS MDR FWLT EXP AWI ….. PWR TOL WM SPF WCN SRCL RYL KBH=Bottom (Materials & Construction)
DISV(43): 1.10% Top=CAR ATHN HPY URI TMH MCO MA R ….. LPS WU FISV VRSK MELI HMSY RRD ACTG=Bottom (Diversified Services)
REAL(73): 1.10% Top=RLGY BEE LHO DRH HST EXR DFT DRE ….. ANH CMO CXS NNN O AMT NLY PMT=Bottom (Real Estate)
INSU(38): 0.88% Top=ORI GNW MBI HIG AGO PRU FNF PRE ….. RNR AON VR L 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 3:48 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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