daytrend

11/19/2012

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
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
82.2% of stocks are above yesterday’s high.
94.7% are above yesterday’s midpoint. (5.3% are below.)
1.1% are below yesterday’s low.
16.6% 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
73.4% of stocks are above today’s open. (26.0% are below).
73.3% of stocks are above today’s open and yesterday’s close.
6.3% are below both.
97.4% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
29.0% of stocks are in the top 10% of today’s range.
43.8% are in the top 20%.
71.5% are in the top half. 28.5% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
93.6% of stocks are above yesterday’s close. (6.4% are below.)
9.0% are up 4.5% or more. 0.3% are down 4.5% or more.
18.2% are up 3.5% or more. 0.3% are down 3.5% or more.
22.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.2%…>=90:22.2%…>=80:59.4%…>=50:92.3%…<=20:2.3%…<=10:1.0%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:47.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
82.2% above previous 1 highs, 1.1% below previous 1 lows
71.0% above previous 2 highs, 0.5% below previous 2 lows
42.4% above previous 3 highs, 0.5% below previous 3 lows
31.5% above previous 4 highs, 0.5% below previous 4 lows
25.3% above previous 5 highs, 0.5% below previous 5 lows
22.3% above previous 6 highs, 0.4% below previous 6 lows
16.3% above previous 7 highs, 0.3% below previous 7 lows
11.0% above previous 8 highs, 0.3% below previous 8 lows
6.4% above previous 9 highs, 0.3% below previous 9 lows
6.3% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.6% are above or equal to 11/16 close (1 days ago), 6.4% are below.
94.7% are above or equal to 11/15 close (2 days ago), 5.3% are below.
88.9% are above or equal to 11/14 close (3 days ago), 11.1% are below.
63.4% are above or equal to 11/13 close (4 days ago), 36.6% are below.
54.9% are above or equal to 11/12 close (5 days ago), 45.1% are below.
53.1% are above or equal to 11/9 close (6 days ago), 46.9% are below.
54.4% are above or equal to 11/8 close (7 days ago), 45.6% are below.
37.7% are above or equal to 11/7 close (8 days ago), 62.3% are below.
19.9% are above or equal to 11/6 close (9 days ago), 80.1% are below.
26.6% are above or equal to 11/5 close (10 days ago), 73.4% 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: 93.3% above, 6.7% below
3-day: 95.3% above, 4.7% below
4-day: 94.3% above, 5.7% below
5-day: 88.4% above, 11.6% below
8-day: 74.8% above, 25.2% below
10-day: 60.0% above, 40.0% below
20-day: 42.2% above, 57.8% below
50-day: 32.9% above, 67.1% below
200-day: 48.7% above, 51.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 3.33% Top=MCP ANR AEM AUQ EGO CLD X ACI ….. AA ABX BTU NEM AUY IAG KGC CLF=Bottom (Metals & Mining)
ENER(93): 3.07% Top=ERF HK SGY CIE KEG SD PSX HOS ….. EEP RRC PWE MRO NFX LGCY SE IOC=Bottom (Energy)
CHEM(26): 2.91% Top=EMN HUN POL CF FMC PPG ALB CBT ….. DD VAL POT ASH ROC PX APD TROX=Bottom (Chemicals/Fertilizers)
MANU(39): 2.58% Top=TEX MTW TKR KMT JOY SPW DRC SWK ….. CFX DE PCP PH ITW AVY GDI BWC=Bottom (Manufacturing)
ELEC(43): 2.57% Top=CRUS OVTI LSI A SPRD CY SWKS MRVL ….. CYMI CAVM DLB VECO LRCX INTC KLAC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 2.53% Top=LF DECK LULU FNP CROX BC PAY FBHS ….. TPX UA TUMI VFC PBI HAR SCSS NUS=Bottom (Consumer)
RETA(67): 2.47% Top=ANF GNC LOW URBN PIR CAB DSW ARO ….. KORS LINTA AN CPRT SBH KR BBY DG=Bottom (Retail & Specialty Retail)
TRAN(23): 2.13% Top=SWFT CSX GLNG CP NSC KSU TRN LCC ….. EXPD CHRW UAL FDX WERN CNI JBHT ODFL=Bottom (Transportation)
COHW(42): 1.99% Top=FNSR AAPL LEAP BRCD PANW RVBD RIMM LXK ….. JNPR AMX SNDK TDC APKT TDS ARUN NIHD=Bottom (Computer Hardware/Telecom)
FINA(63): 1.85% Top=BX COF PHH BAC STI DFS FHN JNS ….. AMTD SCHW FNFG KKR CME ASBC KBW EFX=Bottom (Banks/Financials)
LEIS(24): 1.76% Top=H MPEL CMG MAR LVS HOT CCL RHP ….. WYNN MCD DNKN WYN EXPE MGM OEH PENN=Bottom (Leisure)
COSW(67): 1.72% Top=DDD SINA NUAN QLIK EA JIVE TIBX TTWO ….. AKAM ADSK INTU TRI VRSN SPLK AWAY FB=Bottom (Computer Software/Internet)
HEAL(46): 1.59% Top=RMD THC HMA BKD HCA CYH UHS CI ….. BDX MD DGX ESRX HOLX EW ABMD VOLC=Bottom (Health)
MATE(28): 1.46% Top=LPX USG SHW MAS EXP MDR FWLT LEN ….. DHI TOL WM WCN SPF SRCL RYL KBH=Bottom (Materials & Construction)
DISV(43): 1.32% Top=ATHN CAR HPY URI TMH MA MCO R ….. FIS WU FISV VRSK RRD HMSY MELI ACTG=Bottom (Diversified Services)
REAL(73): 1.22% Top=RLGY BEE LHO DRH HST EXR CUBE DRE ….. NNN CBL ANH CXS O AMT PMT NLY=Bottom (Real Estate)
INSU(38): 1.14% Top=GNW MBI ORI HIG PRU AFG PRE AFL ….. RNR L AON 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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