daytrend

11/21/2012

Filed under: Market Stats — daytrend @ 4:34 pm

Closing Stats
by daytrend on 20121121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
36.5% of stocks are above yesterday’s high.
74.6% are above yesterday’s midpoint. (25.4% are below.)
3.8% are below yesterday’s low.
59.7% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
20.1% of stocks with today’s low < yesterday’s low. (79.9% greater than).

EVIDENCE OF INTRADAY TREND
59.7% of stocks are above today’s open. (38.1% are below).
57.3% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
63.6% of stocks opened above yesterday’s close. (29.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.7% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
67.4% are in the top half. 32.6% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
70.0% of stocks are above yesterday’s close. (30.0% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.4% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.3%…>=90:29.5%…>=80:47.2%…>=50:82.6%…<=20:2.7%…<=10:1.1%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:56.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.5% above previous 1 highs, 3.8% below previous 1 lows
29.1% above previous 2 highs, 1.9% below previous 2 lows
28.6% above previous 3 highs, 0.6% below previous 3 lows
27.8% above previous 4 highs, 0.6% below previous 4 lows
22.9% above previous 5 highs, 0.6% below previous 5 lows
20.4% above previous 6 highs, 0.6% below previous 6 lows
17.4% above previous 7 highs, 0.6% below previous 7 lows
15.5% above previous 8 highs, 0.6% below previous 8 lows
12.0% above previous 9 highs, 0.6% below previous 9 lows
9.5% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.0% are above or equal to 11/20 close (1 days ago), 30.0% are below.
65.4% are above or equal to 11/19 close (2 days ago), 34.6% are below.
89.8% are above or equal to 11/16 close (3 days ago), 10.2% are below.
92.3% are above or equal to 11/15 close (4 days ago), 7.7% are below.
87.4% are above or equal to 11/14 close (5 days ago), 12.6% are below.
69.9% are above or equal to 11/13 close (6 days ago), 30.1% are below.
62.1% are above or equal to 11/12 close (7 days ago), 37.9% are below.
60.4% are above or equal to 11/9 close (8 days ago), 39.6% are below.
60.4% are above or equal to 11/8 close (9 days ago), 39.6% are below.
44.4% are above or equal to 11/7 close (10 days ago), 55.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.5% new highs, 1.6% new lows
21d: 6.7% new highs, 1.6% new lows
42d: 4.2% new highs, 1.4% new lows
63d: 3.8% new highs, 1.1% new lows
126d: 3.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.5% above, 31.5% below
3-day: 66.2% above, 33.8% below
4-day: 82.0% above, 18.0% below
5-day: 87.7% above, 12.3% below
8-day: 83.2% above, 16.8% below
10-day: 77.6% above, 22.4% below
20-day: 51.2% above, 48.8% below
50-day: 37.7% above, 62.3% below
200-day: 50.2% above, 49.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 1.24% Top=MCP AUY X EGO KGC AUQ SCCO ACI ….. AA STLD CNX WLT FCX ANR CLD BTU=Bottom (Metals & Mining)
COSW(67): 1.02% Top=CRM FB QLIK SFLY FFIV CTXS FTNT VMW ….. GWRE YNDX IGT GOOG BIDU BSFT IRM NOW=Bottom (Computer Software/Internet)
INSU(38): 0.98% Top=MBI AGO FNF ORI MET PRE ACGL HIG ….. MMC TMK ACE CINF PGR CB ALL AIZ=Bottom (Insurance)
COHW(41): 0.98% Top=RIMM FIO FNSR JDSU LEAP APKT HPQ PANW ….. MSI QCOM HRS TWTC TDC WIN NTAP CTL=Bottom (Computer Hardware/Telecom)
LEIS(25): 0.81% Top=CMG MGM OEH MPEL ARCO YUM DNKN PENN ….. CCL LVS DRI H WYN MAR RHP KKD=Bottom (Leisure)
DISV(42): 0.72% Top=LPS RRD ACM URI URS KBR SAI ULTA ….. HRB CAR ADS HTZ HPY MYGN RCII AAN=Bottom (Diversified Services)
ENER(93): 0.54% Top=QEP HK VNR NS TSO WNR CLMT ESV ….. XEC OII SGY IOC FST SD KEG BBG=Bottom (Energy)
MATE(28): 0.49% Top=MDR MTZ LPX AWI MAS SRCL WCN FWLT ….. SHW FAST KBH EXP USG SPF MTH RYL=Bottom (Materials & Construction)
TRAN(24): 0.43% Top=SWFT LUV CNI TRN ODFL KSU EXPD JBLU ….. WERN UPS UNP ALK LCC GLNG JBHT CSX=Bottom (Transportation)
ELEC(42): 0.40% Top=NVDA CRUS FSLR CY IPGP JBL SWKS SNPS ….. KLAC GLW LSI MCHP INTC CYMI ROP A=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(68): 0.34% Top=ARO GME SWY CHS FRAN AMZN GES URBN ….. DLTR LTD COST GNC DSW WFM BBY SHLD=Bottom (Retail & Specialty Retail)
CONS(50): 0.21% Top=TPX FNP GT OI COH LF NUS HAS ….. SCSS PVH NWL PBI ECL DECK LULU TUMI=Bottom (Consumer)
MANU(39): 0.17% Top=TEX MTW BWC GTLS KMT TKR XYL DHR ….. GDI JOY ROK FLS DCI GNRC ATU DE=Bottom (Manufacturing)
HEAL(46): 0.14% Top=THOR BSX HNT CVD UHS CYH HMA MR ….. VOLC WAT BKD ESRX TMO EW DVA STJ=Bottom (Health)
CHEM(26): 0.14% Top=TROX ROC RPM CHMT VAL EMN CF CBT ….. PX CYT ASH FMC DD AGU MOS WPZ=Bottom (Chemicals/Fertilizers)
REAL(72): -0.03% Top=BEE HLSS PMT BAM LRY STWD BPO NCT ….. HR SNH HCN EQR AIV MPW AVB RLGY=Bottom (Real Estate)
FINA(63): -0.08% Top=BAC AMTD SEIC PSEC ZION BEN SCHW BX ….. ASBC FNFG CMA CIT WFC CBSH STI WDR=Bottom (Banks/Financials)

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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