daytrend

11/23/2012

Filed under: Market Stats — daytrend @ 1:26 pm

Market Stats at 1:25 pm ET
by daytrend on 20121123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 794.

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COMPARED TO YESTERDAY’S RANGE
76.1% of stocks are above yesterday’s high.
95.2% are above yesterday’s midpoint. (4.8% are below.)
0.8% are below yesterday’s low.
23.2% are inside yesterday’s range.
88.0% of stocks with today’s high > yesterday’s high. (12.0% less than).
5.3% of stocks with today’s low < yesterday’s low. (94.7% greater than).

EVIDENCE OF INTRADAY TREND
87.2% of stocks are above today’s open. (11.8% are below).
86.6% of stocks are above today’s open and yesterday’s close.
4.5% are below both.
92.2% of stocks opened above yesterday’s close. (6.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
45.5% of stocks are in the top 10% of today’s range.
61.7% are in the top 20%.
87.8% are in the top half. 12.2% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN
95.2% of stocks are above yesterday’s close. (4.8% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
2.4% are up 3.5% or more. 0.0% are down 3.5% or more.
36.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:31.5%…>=90:52.3%…>=80:76.3%…>=50:96.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:74.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
76.1% above previous 1 highs, 0.8% below previous 1 lows
64.1% above previous 2 highs, 0.4% below previous 2 lows
58.8% above previous 3 highs, 0.3% below previous 3 lows
58.2% above previous 4 highs, 0.1% below previous 4 lows
56.3% above previous 5 highs, 0.0% below previous 5 lows
49.2% above previous 6 highs, 0.0% below previous 6 lows
45.0% above previous 7 highs, 0.0% below previous 7 lows
41.8% above previous 8 highs, 0.0% below previous 8 lows
38.2% above previous 9 highs, 0.0% below previous 9 lows
33.2% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.2% are above or equal to 11/21 close (1 days ago), 4.8% are below.
93.3% are above or equal to 11/20 close (2 days ago), 6.7% are below.
86.8% are above or equal to 11/19 close (3 days ago), 13.2% are below.
95.3% are above or equal to 11/16 close (4 days ago), 4.7% are below.
95.6% are above or equal to 11/15 close (5 days ago), 4.4% are below.
94.3% are above or equal to 11/14 close (6 days ago), 5.7% are below.
80.5% are above or equal to 11/13 close (7 days ago), 19.5% are below.
74.3% are above or equal to 11/12 close (8 days ago), 25.7% are below.
71.7% are above or equal to 11/9 close (9 days ago), 28.3% are below.
71.4% are above or equal to 11/8 close (10 days ago), 28.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.1% new highs, 0.0% new lows
21d: 13.6% new highs, 0.0% new lows
42d: 6.9% new highs, 0.0% new lows
63d: 6.3% new highs, 0.0% new lows
126d: 5.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 94.7% above, 5.3% below
3-day: 95.3% above, 4.7% below
4-day: 93.5% above, 6.5% below
5-day: 96.1% above, 3.9% below
8-day: 95.1% above, 4.9% below
10-day: 90.8% above, 9.2% below
20-day: 67.9% above, 32.1% below
50-day: 48.1% above, 51.9% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(42): 2.30% Top=RIMM LXK DELL FNSR HPQ APKT PLCM JDSU ….. LEAP EQIX WIN BCE FIO LVLT TWTC PANW=Bottom (Computer Hardware/Telecom)
META(27): 2.08% Top=MCP IAG ABX AEM STLD SCCO KGC AUQ ….. NUE BTU PVR AA CLF GG CLD X=Bottom (Metals & Mining)
ELEC(42): 1.82% Top=OVTI CY CYMI ONNN MRVL TER A NXPI ….. DLB SNPS NVDA CPHD FSLR AMAT SPRD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(64): 1.53% Top=BPOP LPLA TCB EWBC FHN ASBC CBSH STI ….. EFX PSEC ICE CME OCN ARCC AINV KBW=Bottom (Banks/Financials)
RETA(68): 1.39% Top=EXPR ARO WFM ASNA BIG SKS SWY DG ….. LL ROST CVS SHLD GME NFLX ANN CSTR=Bottom (Retail & Specialty Retail)
CONS(50): 1.38% Top=FOSL XRX SCSS TUMI PBI COH CTB IP ….. CCK HBI JAH ENR CROX PAY LF DECK=Bottom (Consumer)
MANU(39): 1.36% Top=PNR JOY WWD AGCO SWK ATI GE PLL ….. DHR CRS BWC XYL DRC DCI MTW GNRC=Bottom (Manufacturing)
HEAL(46): 1.31% Top=BAX ALR TMO EW THOR WCG STJ ALGN ….. CYH MAKO SIRO HCA CVD HNT HUM BKD=Bottom (Health)
ENER(93): 1.25% Top=ERF VLO WNR APC VNR CAM NBR FST ….. EXXI EPB QEP SGY SEP PAA LGCY MMR=Bottom (Energy)
CHEM(26): 1.16% Top=ALB MOS FMC PX AGU DD EMN CYT ….. HUN GRA CHMT WPZ RPM POT POL TROX=Bottom (Chemicals/Fertilizers)
DISV(42): 1.13% Top=CAR SAI MCO HTZ RRD LPS WU CXW ….. FIS ATHN ADT MA ADS WTW VRSK MELI=Bottom (Diversified Services)
INSU(38): 1.12% Top=MBI AGO ALL UNM PRU ORI LNC TRV ….. HIG ACGL RGA VR AIG WSH AXS GNW=Bottom (Insurance)
MATE(28): 1.11% Top=FWLT LPX EXP MAS SPF USG WCN PHM ….. MTH KBH SHW SRCL CLH DHI HOV MDC=Bottom (Materials & Construction)
LEIS(26): 1.05% Top=RHP CCL DRI MPEL KKD HOT H SBUX ….. EAT YUM PENN PCLN DNKN ARCO FUN CMG=Bottom (Leisure)
COSW(67): 1.02% Top=SFLY BIDU EA CSC MSFT ROVI DNB AOL ….. CTXS IGT SINA BSFT ATVI NOW FB QLIK=Bottom (Computer Software/Internet)
TRAN(24): 0.92% Top=CNI CSX TRN KSU ALK UNP LUV NSC ….. JBLU JBHT CP ODFL LCC FDX GLNG SWFT=Bottom (Transportation)
REAL(72): 0.88% Top=HPT CBL LHO HST MPW ANH DLR IVR ….. BRE BPO EXR BAM WPC CXS O HLSS=Bottom (Real Estate)

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.
Market Stats at 1:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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