daytrend

11/21/2012

Filed under: Market Stats — daytrend @ 8:53 am

PRE – Market Stats at 8:53 am ET
by daytrend on 20121121. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 449.

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
6.0% of stocks are above yesterday’s high.
62.1% are above yesterday’s midpoint. (37.9% are below.)
1.8% are below yesterday’s low.
92.2% are inside yesterday’s range.
6.0% of stocks with today’s high > yesterday’s high. (94.0% less than).
1.8% of stocks with today’s low < yesterday’s low. (98.2% 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.
40.5% of stocks opened above yesterday’s close. (59.5% 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
40.5% of stocks are above yesterday’s close. (59.5% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.4% are down 3.5% or more.
90.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:11.6%…>=80:25.4%…>=50:75.1%…<=20:4.9%…<=10:2.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:47.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.0% above previous 1 highs, 1.8% below previous 1 lows
5.6% above previous 2 highs, 1.6% below previous 2 lows
5.6% above previous 3 highs, 1.1% below previous 3 lows
5.6% above previous 4 highs, 1.1% below previous 4 lows
5.3% above previous 5 highs, 1.1% below previous 5 lows
4.7% above previous 6 highs, 1.1% below previous 6 lows
4.5% above previous 7 highs, 1.1% below previous 7 lows
3.8% above previous 8 highs, 0.9% below previous 8 lows
2.9% above previous 9 highs, 0.7% below previous 9 lows
1.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.5% are above or equal to 11/20 close (1 days ago), 59.5% are below.
49.7% are above or equal to 11/19 close (2 days ago), 50.3% are below.
86.0% are above or equal to 11/16 close (3 days ago), 14.0% are below.
87.8% are above or equal to 11/15 close (4 days ago), 12.2% are below.
83.1% are above or equal to 11/14 close (5 days ago), 16.9% are below.
63.9% are above or equal to 11/13 close (6 days ago), 36.1% are below.
57.7% are above or equal to 11/12 close (7 days ago), 42.3% are below.
53.5% are above or equal to 11/9 close (8 days ago), 46.5% are below.
52.8% are above or equal to 11/8 close (9 days ago), 47.2% are below.
39.2% are above or equal to 11/7 close (10 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.3% new highs, 0.7% new lows
21d: 1.1% new highs, 0.7% new lows
42d: 0.2% new highs, 0.7% new lows
63d: 0.2% new highs, 0.4% new lows
126d: 0.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.5% above, 59.5% below
3-day: 43.7% above, 56.3% below
4-day: 76.8% above, 23.2% below
5-day: 83.7% above, 16.3% below
8-day: 75.3% above, 24.7% below
10-day: 67.9% above, 32.1% below
20-day: 42.3% above, 57.7% below
50-day: 33.2% above, 66.8% below
200-day: 49.0% above, 51.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(16): 0.32% Top=CRUS MCHP SWKS IPGP INTC NVDA SNPS BRCM ….. A SPRD GRMN FSLR DLB AMAT ROP NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(50): 0.16% Top=EXPR AN SIG CHS URBN DLTR SWY GNC ….. SKS CTAS EBAY ARO MW ANF OMX BBY=Bottom (Retail & Specialty Retail)
META(22): 0.11% Top=MCP ACI AUQ X WLT ANR RGLD EGO ….. IAG NEM CNX BTU SWC KGC SCCO CLF=Bottom (Metals & Mining)
COSW(42): 0.10% Top=NOW CRM FB AWAY CTXS VMW RAX CTRX ….. YNDX VRSN NCR AOL DDD EA IGT IRM=Bottom (Computer Software/Internet)
LEIS(17): 0.10% Top=CMG MCD OEH CCL EXPE ARCO LVS H ….. PCLN HOT MPEL DNKN YUM MGM SBUX KKD=Bottom (Leisure)
ENER(53): 0.06% Top=UPL PSX IOC LGCY HP CAM EXXI PWE ….. VNR BWP MMR NS BBG MRO MMP WNR=Bottom (Energy)
COHW(28): 0.04% Top=JDSU PCS PANW AAPL JNPR CSCO HPQ RVBD ….. LEAP TDS FNSR LXK MSI SNDK APKT RIMM=Bottom (Computer Hardware/Telecom)
CHEM(14): 0.02% Top=HUN TROX ALB GRA CE ROC MON POT ….. MON POT EMN AGU WPZ CF APD PPG=Bottom (Chemicals/Fertilizers)
TRAN(15): -0.05% Top=ALK KSU FDX DAL UAL CNI UPS CHRW ….. CHRW EXPD NSC UNP LUV GLNG CNW LCC=Bottom (Transportation)
FINA(26): -0.09% Top=BK PSEC BAC HBAN DFS GS JPM MS ….. LM BX RF COF PFG CME JNS EV=Bottom (Banks/Financials)
MANU(19): -0.12% Top=DCI BWC GNRC JOY SWK MTW GE ATI ….. ROK PCP TEX CMI CFX MHK AGCO DE=Bottom (Manufacturing)
CONS(25): -0.13% Top=AVP IP NUS WHR COH PG ENR HAS ….. MWV BMS MAT EL VFC DECK GT PBI=Bottom (Consumer)
HEAL(27): -0.14% Top=THOR MD BDX HNT HOLX XRAY ESRX EW ….. UNH UHS LIFE MDT CI THC BKD STJ=Bottom (Health)
DISV(22): -0.15% Top=URI V SBAC HTZ GPN TSS MELI MAN ….. APOL ADT FISV WTW MYGN FLT WU HPY=Bottom (Diversified Services)
REAL(28): -0.24% Top=CXS NCT CBL ANH BEE LRY NLY CMO ….. UDR STWD HST SPG BAM MPW BPO PMT=Bottom (Real Estate)
MATE(23): -0.63% Top=HOV KBH SPF DHI PHM RYL PWR TOL ….. MDR EXP LPX WM MAS MTH USG FWLT=Bottom (Materials & Construction)
INSU(22): -0.63% Top=CNO AIG MET AFL AGO ALL AHL CB ….. BRO HIG UNM GNW PRU WSH MBI HCC=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.
PRE – Market Stats at 8:53 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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