daytrend

11/20/2012

Filed under: Market Stats — daytrend @ 8:58 am

PRE – Market Stats at 8:57 am ET
by daytrend on 20121120. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 493.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
8.3% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
3.0% are below yesterday’s low.
88.6% are inside yesterday’s range.
8.3% of stocks with today’s high > yesterday’s high. (91.7% less than).
3.0% of stocks with today’s low < yesterday’s low. (97.0% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
41.6% of stocks opened above yesterday’s close. (58.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
41.6% of stocks are above yesterday’s close. (58.4% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
1.0% are up 3.5% or more. 1.2% are down 3.5% or more.
83.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.7%…>=90:11.4%…>=80:34.5%…>=50:87.8%…<=20:2.2%…<=10:0.8%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:43.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.3% above previous 1 highs, 3.0% below previous 1 lows
8.3% above previous 2 highs, 0.8% below previous 2 lows
7.5% above previous 3 highs, 0.6% below previous 3 lows
5.7% above previous 4 highs, 0.6% below previous 4 lows
3.9% above previous 5 highs, 0.6% below previous 5 lows
3.2% above previous 6 highs, 0.6% below previous 6 lows
3.2% above previous 7 highs, 0.6% below previous 7 lows
2.0% above previous 8 highs, 0.6% below previous 8 lows
1.2% above previous 9 highs, 0.6% below previous 9 lows
1.2% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.6% are above or equal to 11/19 close (1 days ago), 58.4% are below.
91.3% are above or equal to 11/16 close (2 days ago), 8.7% are below.
92.7% are above or equal to 11/15 close (3 days ago), 7.3% are below.
85.6% are above or equal to 11/14 close (4 days ago), 14.4% are below.
62.7% are above or equal to 11/13 close (5 days ago), 37.3% are below.
52.9% are above or equal to 11/12 close (6 days ago), 47.1% are below.
49.5% are above or equal to 11/9 close (7 days ago), 50.5% are below.
50.5% are above or equal to 11/8 close (8 days ago), 49.5% are below.
35.5% are above or equal to 11/7 close (9 days ago), 64.5% are below.
17.8% are above or equal to 11/6 close (10 days ago), 82.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 0.6% new lows
21d: 0.8% new highs, 0.6% new lows
42d: 0.2% new highs, 0.6% new lows
63d: 0.2% new highs, 0.4% new lows
126d: 0.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.6% above, 58.4% below
3-day: 87.0% above, 13.0% below
4-day: 92.3% above, 7.7% below
5-day: 91.1% above, 8.9% below
8-day: 75.9% above, 24.1% below
10-day: 63.5% above, 36.5% below
20-day: 38.7% above, 61.3% below
50-day: 30.8% above, 69.2% below
200-day: 46.5% above, 53.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(19): 0.91% Top=HOV KBH MTH PHM PWR DHI SPF OC ….. AWI RYL WM RSG WCN FLR MDR MAS=Bottom (Materials & Construction)
REAL(30): 0.06% Top=GOV RLGY HPT HLSS IVR CYS MFA CLI ….. BAM SPG UDR DLR DRE CPT BEE MPW=Bottom (Real Estate)
ENER(67): -0.03% Top=MMP NFX CHK PSX PWE BWP CAM HK ….. APC RDC EXXI XEC MRO SGY SD ERF=Bottom (Energy)
LEIS(17): -0.08% Top=EXPE PENN WYN MGM OEH CCL WYNN MCD ….. PCLN HOT YUM DPZ CAKE LVS MPEL H=Bottom (Leisure)
FINA(33): -0.08% Top=CME EV PNC RF NTRS BX PBCT BK ….. FII BAC SLM MS HCBK SCHW COF FITB=Bottom (Banks/Financials)
HEAL(21): -0.10% Top=HCA MDT BSX HOLX BKD ALR VOLC LPNT ….. UHS STJ LH RMD UNH SIRO ALGN XRAY=Bottom (Health)
COSW(51): -0.14% Top=AKAM SINA DDD NCR SYMC MDRX AOL CSC ….. LNKD BMC SPLK IGT IRM IHS NUAN NOW=Bottom (Computer Software/Internet)
MANU(22): -0.16% Top=GNRC DCI BWC ATI JOY CFX GE WWD ….. PCP AME LECO CMI ETN EMR SWK MTW=Bottom (Manufacturing)
ELEC(34): -0.16% Top=GLW CAVM LSI NVDA FSLR ONNN MXIM NTE ….. AMAT MRVL IPGP FCS GRMN INTC XLNX A=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(20): -0.17% Top=HTZ ACTG MELI PAYX APOL MAN TSS RCII ….. JEC VRSK FLT CXW ADT V SBAC WU=Bottom (Diversified Services)
TRAN(18): -0.21% Top=LCC CHRW ODFL FDX CSX CNI CP TDW ….. EXPD ALK KSU LUV CNW GLNG DAL NSC=Bottom (Transportation)
CONS(24): -0.28% Top=LF UA AVP CROX GT WHR XRX COH ….. MWV DBD EL ENR BMS HAR DECK CTB=Bottom (Consumer)
INSU(23): -0.29% Top=AIZ AON WSH ACE UNM VR ACGL CINF ….. GNW AFL AIG CNO LNC CLGX AGO MBI=Bottom (Insurance)
RETA(53): -0.30% Top=DSW CHS EXPR HD JCP COST LINTA BBBY ….. SIG GNC LTD SPLS ARO ANN FRAN BBY=Bottom (Retail & Specialty Retail)
COHW(32): -0.33% Top=RIMM RVBD APKT JDSU LVLT AMX CIEN TDC ….. NTAP DELL EMC LXK PANW BRCD ARUN HPQ=Bottom (Computer Hardware/Telecom)
META(20): -0.42% Top=MCP SCCO IAG WLT RGLD PAAS GG ABX ….. X KGC CNX NUE AUQ ANR ACI CLF=Bottom (Metals & Mining)
CHEM(9): -0.96% Top=HUN ROC ALB POT DD GRA RPM EMN ….. ROC ALB POT DD GRA RPM EMN CE=Bottom (Chemicals/Fertilizers)

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.
PRE – Market Stats at 8:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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