daytrend

12/31/2012

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 1:55 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
34.6% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint. (30.8% are below.)
6.2% are below yesterday’s low.
59.2% are inside yesterday’s range.
61.8% of stocks with today’s high > yesterday’s high. (38.2% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
90.4% of stocks are above today’s open. (9.1% are below).
84.4% of stocks are above today’s open and yesterday’s close.
7.8% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.1% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
86.2% are in the top half. 13.8% of stocks are in the bottom half of today’s range.
1.6% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
87.3% of stocks are above yesterday’s close. (12.7% are below.)
1.5% are up 4.5% or more. 0.0% are down 4.5% or more.
3.0% are up 3.5% or more. 0.0% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:3.5%…>=80:13.9%…>=50:59.9%…<=20:15.4%…<=10:9.6%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:51.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.6% above previous 1 highs, 6.2% below previous 1 lows
17.9% above previous 2 highs, 4.7% below previous 2 lows
10.3% above previous 3 highs, 4.2% below previous 3 lows
8.3% above previous 4 highs, 4.2% below previous 4 lows
7.5% above previous 5 highs, 4.0% below previous 5 lows
4.4% above previous 6 highs, 4.0% below previous 6 lows
3.2% above previous 7 highs, 4.0% below previous 7 lows
2.9% above previous 8 highs, 3.6% below previous 8 lows
2.7% above previous 9 highs, 3.5% below previous 9 lows
2.7% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.3% are above or equal to 12/28 close (1 days ago), 12.7% are below.
47.9% are above or equal to 12/27 close (2 days ago), 52.1% are below.
45.7% are above or equal to 12/26 close (3 days ago), 54.3% are below.
30.1% are above or equal to 12/24 close (4 days ago), 69.9% are below.
27.0% are above or equal to 12/21 close (5 days ago), 73.0% are below.
17.3% are above or equal to 12/20 close (6 days ago), 82.7% are below.
27.3% are above or equal to 12/19 close (7 days ago), 72.7% are below.
27.0% are above or equal to 12/18 close (8 days ago), 73.0% are below.
46.9% are above or equal to 12/17 close (9 days ago), 53.1% are below.
59.8% are above or equal to 12/14 close (10 days ago), 40.2% are below.
59.4% are above or equal to 12/13 close (11 days ago), 40.6% are below.
50.8% are above or equal to 12/12 close (12 days ago), 49.2% are below.
50.4% are above or equal to 12/11 close (13 days ago), 49.6% are below.
55.3% are above or equal to 12/10 close (14 days ago), 44.7% are below.
57.4% are above or equal to 12/7 close (15 days ago), 42.6% are below.
60.0% are above or equal to 12/6 close (16 days ago), 40.0% are below.
61.9% are above or equal to 12/5 close (17 days ago), 38.1% are below.
62.9% are above or equal to 12/4 close (18 days ago), 37.1% are below.
63.6% are above or equal to 12/3 close (19 days ago), 36.4% are below.
59.4% are above or equal to 11/30 close (20 days ago), 40.6% are below.
59.5% are above or equal to 11/29 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.1% new highs, 10.7% new lows
21d: 4.0% new highs, 10.2% new lows
42d: 3.1% new highs, 2.9% new lows
63d: 2.6% new highs, 2.4% new lows
126d: 2.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.6% above, 14.4% below
3-day: 67.0% above, 33.0% below
4-day: 57.7% above, 42.3% below
5-day: 46.8% above, 53.2% below
8-day: 31.1% above, 68.9% below
10-day: 32.5% above, 67.5% below
20-day: 53.1% above, 46.9% below
50-day: 60.8% above, 39.2% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.57% Top=CLF WLT AUQ ANR BTU TRQ STLD AEM ….. HSC SXC ABX PVR SCCO AA NUE CNX=Bottom (Metals & Mining)
MATE(28): 1.73% Top=CLH MAS FWLT MDC USG LPX TOL PHM ….. MTH MTZ SRCL PCL MDR RSG FAST WM=Bottom (Materials & Construction)
CONS(51): 1.55% Top=DECK SCSS BC LF TPX NUS FOSL SCS ….. ENR RKT BLL PG CCK NKE CHD CL=Bottom (Consumer)
MANU(41): 1.41% Top=TEX ATI GTI TKR WOR CRS GNRC JOY ….. DHR EMR DOV ITW PH GDI MHK HON=Bottom (Manufacturing)
CHEM(27): 1.33% Top=POT AGU VAL EMN MOS POL CE ROC ….. RPM ASH MON APD PX SIAL DD TROX=Bottom (Chemicals/Fertilizers)
RETA(67): 1.32% Top=BBY DDS M SHLD ANF ANN KORS BID ….. CPRT FDO GES WMT TGT DKS CVS FL=Bottom (Retail & Specialty Retail)
TRAN(19): 1.16% Top=LCC DAL JBLU JBHT UAL KSU CHRW TRN ….. UNP WERN ODFL EXPD NSC UPS LUV CSX=Bottom (Transportation)
ELEC(44): 1.14% Top=CRUS VECO NXPI ATML JBL CREE IDTI CPHD ….. NVDA MCHP KLAC SNPS GLW ALTR SMTC MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.13% Top=GDP OAS EXXI HFC PSX PDS FST KEG ….. EEP MMP BBG HK CHK UPL CRK CRZO=Bottom (Energy)
LEIS(26): 0.90% Top=DNKN RHP MPEL EXPE LVS YUM CMG BYD ….. MGM EAT DRI BYI SIX MCD CAKE ARCO=Bottom (Leisure)
COHW(43): 0.90% Top=APKT AAPL FIO MSI FNSR HPQ QCOM WDC ….. BRCD S PLCM IBM TWTC VZ NSR WIN=Bottom (Computer Hardware/Telecom)
COSW(66): 0.77% Top=BSFT EA SINA CVLT IACI FB FIRE SYMC ….. PMTC QLIK AOL CDNS INTU SFLY YNDX DNB=Bottom (Computer Software/Internet)
DISV(44): 0.61% Top=URI ADT CAR KBR WTW CXW AAN TYC ….. DV DLX RRD PAYX FISV VNTV TMH ACM=Bottom (Diversified Services)
HEAL(43): 0.52% Top=BKD CNC THC HMA CYH ALGN RMD BSX ….. SYK MDT CI LH DGX DVA MR ABMD=Bottom (Health)
REAL(74): 0.48% Top=CBL CBG GOV KRC TWO MPW DRH LHO ….. RLJ HTS NLY PDM LRY ARR SKT HLSS=Bottom (Real Estate)
INSU(40): 0.46% Top=RDN GNW AIG MBI LNC CLGX CNO VR ….. AIZ WSH FNF AJG MMC WRB AON PRA=Bottom (Insurance)
FINA(73): 0.45% Top=KKR FII RF OCN MS BPOP ARCC JNS ….. EV CBSH WBS WFC ASBC NDAQ ICE NTRS=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.
Market Stats at 1:55 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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