daytrend

11/20/2012

Filed under: Market Stats — daytrend @ 4:02 pm

Closing Stats
by daytrend on 20121120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 794.

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COMPARED TO YESTERDAY’S RANGE
32.9% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
13.0% are below yesterday’s low.
54.2% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND
58.4% of stocks are above today’s open. (40.3% are below).
48.9% of stocks are above today’s open and yesterday’s close.
36.8% are below both.
29.3% of stocks opened above yesterday’s close. (65.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
21.4% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
53.9% of stocks are above yesterday’s close. (46.1% are below.)
1.3% are up 4.5% or more. 1.0% are down 4.5% or more.
2.1% are up 3.5% or more. 1.9% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.2%…>=90:27.2%…>=80:49.0%…>=50:79.3%…<=20:3.9%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:51.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.9% above previous 1 highs, 13.0% below previous 1 lows
32.4% above previous 2 highs, 2.9% below previous 2 lows
30.7% above previous 3 highs, 1.5% below previous 3 lows
24.8% above previous 4 highs, 1.5% below previous 4 lows
21.2% above previous 5 highs, 1.5% below previous 5 lows
17.9% above previous 6 highs, 1.4% below previous 6 lows
16.6% above previous 7 highs, 1.4% below previous 7 lows
13.1% above previous 8 highs, 1.3% below previous 8 lows
9.7% above previous 9 highs, 1.3% below previous 9 lows
5.8% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.9% are above or equal to 11/19 close (1 days ago), 46.1% are below.
88.3% are above or equal to 11/16 close (2 days ago), 11.7% are below.
91.1% are above or equal to 11/15 close (3 days ago), 8.9% are below.
86.0% are above or equal to 11/14 close (4 days ago), 14.0% are below.
65.9% are above or equal to 11/13 close (5 days ago), 34.1% are below.
58.4% are above or equal to 11/12 close (6 days ago), 41.6% are below.
55.5% are above or equal to 11/9 close (7 days ago), 44.5% are below.
55.8% are above or equal to 11/8 close (8 days ago), 44.2% are below.
39.5% are above or equal to 11/7 close (9 days ago), 60.5% are below.
21.3% are above or equal to 11/6 close (10 days ago), 78.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.7% new highs, 1.4% new lows
21d: 5.2% new highs, 1.4% new lows
42d: 3.4% new highs, 1.4% new lows
63d: 3.3% new highs, 1.3% new lows
126d: 3.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.1% above, 47.9% below
3-day: 79.3% above, 20.7% below
4-day: 86.8% above, 13.2% below
5-day: 86.3% above, 13.7% below
8-day: 74.9% above, 25.1% below
10-day: 67.6% above, 32.4% below
20-day: 44.1% above, 55.9% below
50-day: 35.0% above, 65.0% below
200-day: 48.7% above, 51.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 2.18% Top=SPF HOV RYL MAS PHM LEN KBH TOL ….. SRCL WM SHW RSG WCN FWLT PWR FAST=Bottom (Materials & Construction)
FINA(63): 0.60% Top=EV KEY BX TCB RF JNS BPOP ZION ….. FRC OCN PSEC SLM CIT NDAQ KKR MS=Bottom (Banks/Financials)
INSU(39): 0.46% Top=AGO PRU PL MBI MET BRO AON ALL ….. HCC AHL LNC L PRE AIZ AFL CNO=Bottom (Insurance)
REAL(72): 0.45% Top=O HST DEI OHI HLSS DLR HPT DFT ….. BRE CBG CBL NLY RLGY GGP ARR MPW=Bottom (Real Estate)
CHEM(26): 0.39% Top=VAL MOS PPG CF RPM MON APD CYT ….. ASH POL DD CHMT ROC HUN TROX CE=Bottom (Chemicals/Fertilizers)
MANU(39): 0.38% Top=ATU MHK BWC AVY GNRC DCI LECO AME ….. GDI TKR ATI EMR CRS DRC PH JOY=Bottom (Manufacturing)
CONS(51): 0.29% Top=LF TUMI FBHS WHR HAR DECK COH PAY ….. PBI OI FOSL MWV NUS BC CROX AVP=Bottom (Consumer)
HEAL(46): 0.13% Top=MD MDT LIFE CVD THC SYK CFN MR ….. WLP MAKO DGX HNT LH RMD ABMD HOLX=Bottom (Health)
TRAN(24): 0.11% Top=LCC DAL EXPD TRN ALK CNW CHRW FDX ….. SWFT JBHT KSU WERN CNI CSX ODFL NSC=Bottom (Transportation)
RETA(68): 0.06% Top=DSW SHLD JCP DLTR WFM GME EXPR AMZN ….. LINTA DG CAB SKS SIG SPLS SWY BBY=Bottom (Retail & Specialty Retail)
LEIS(24): -0.04% Top=EXPE PCLN MPEL WYN DRI WYNN ARCO MCD ….. EAT HOT YUM OEH RHP H MAR PENN=Bottom (Leisure)
ELEC(43): -0.15% Top=CPHD SWKS ROP MRVL TXN GLW FCS GRMN ….. FSLR SPRD LSI CRUS NVDA VECO A INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): -0.19% Top=ACTG FLT ACM ADT FIS FISV V AAN ….. WTW RCII GPN RRD DV WU LPS APOL=Bottom (Diversified Services)
ENER(93): -0.41% Top=WNR PSX SEP SD BWP VLO PAA EGN ….. LGCY CRK ATW NOV NFX IOC GPOR HK=Bottom (Energy)
COSW(67): -0.56% Top=NCR CSC IGT BIDU NOW YNDX RAX LNKD ….. EBIX TRIP PMTC CVLT SINA TIBX ROVI NUAN=Bottom (Computer Software/Internet)
COHW(41): -0.94% Top=FIO RIMM PLCM AMX EQIX MSI CIEN TDS ….. LVLT FNSR WDC ARUN PANW PCS LEAP HPQ=Bottom (Computer Hardware/Telecom)
META(27): -1.35% Top=MCP SWC SCCO KGC ABX FCX GG STLD ….. RGLD AEM PVR CNX WLT ANR ACI CLF=Bottom (Metals & Mining)

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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