daytrend

12/31/2012

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 2:25 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
46.7% of stocks are above yesterday’s high.
80.8% are above yesterday’s midpoint. (19.2% are below.)
3.4% are below yesterday’s low.
49.9% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
94.4% of stocks are above today’s open. (5.1% are below).
91.3% of stocks are above today’s open and yesterday’s close.
4.2% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.6% of stocks are in the top 10% of today’s range.
63.0% are in the top 20%.
94.6% are in the top half. 5.4% of stocks are in the bottom half of today’s range.
0.9% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN
93.0% of stocks are above yesterday’s close. (7.0% are below.)
2.0% are up 4.5% or more. 0.0% are down 4.5% or more.
5.9% are up 3.5% or more. 0.0% are down 3.5% or more.
45.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:4.4%…>=80:17.1%…>=50:73.2%…<=20:9.2%…<=10:5.4%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:58.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.7% above previous 1 highs, 3.4% below previous 1 lows
27.0% above previous 2 highs, 2.5% below previous 2 lows
15.1% above previous 3 highs, 2.2% below previous 3 lows
12.2% above previous 4 highs, 2.2% below previous 4 lows
10.2% above previous 5 highs, 2.0% below previous 5 lows
7.5% above previous 6 highs, 2.0% below previous 6 lows
5.2% above previous 7 highs, 2.0% below previous 7 lows
4.5% above previous 8 highs, 1.9% below previous 8 lows
4.1% above previous 9 highs, 1.7% below previous 9 lows
4.1% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.0% are above or equal to 12/28 close (1 days ago), 7.0% are below.
60.6% are above or equal to 12/27 close (2 days ago), 39.4% are below.
54.8% are above or equal to 12/26 close (3 days ago), 45.2% are below.
36.0% are above or equal to 12/24 close (4 days ago), 64.0% are below.
32.5% are above or equal to 12/21 close (5 days ago), 67.5% are below.
20.9% are above or equal to 12/20 close (6 days ago), 79.1% are below.
32.3% are above or equal to 12/19 close (7 days ago), 67.7% are below.
30.0% are above or equal to 12/18 close (8 days ago), 70.0% are below.
51.3% are above or equal to 12/17 close (9 days ago), 48.7% are below.
64.5% are above or equal to 12/14 close (10 days ago), 35.5% are below.
62.0% are above or equal to 12/13 close (11 days ago), 38.0% are below.
53.7% are above or equal to 12/12 close (12 days ago), 46.3% are below.
53.1% are above or equal to 12/11 close (13 days ago), 46.9% are below.
57.9% are above or equal to 12/10 close (14 days ago), 42.1% are below.
60.1% are above or equal to 12/7 close (15 days ago), 39.9% are below.
62.9% are above or equal to 12/6 close (16 days ago), 37.1% are below.
65.5% are above or equal to 12/5 close (17 days ago), 34.5% are below.
65.6% are above or equal to 12/4 close (18 days ago), 34.4% are below.
65.9% are above or equal to 12/3 close (19 days ago), 34.1% are below.
61.9% are above or equal to 11/30 close (20 days ago), 38.1% are below.
61.5% are above or equal to 11/29 close (21 days ago), 38.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.2% new highs, 10.7% new lows
21d: 4.1% new highs, 10.2% new lows
42d: 3.2% new highs, 2.9% new lows
63d: 2.7% new highs, 2.4% new lows
126d: 2.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.9% above, 8.1% below
3-day: 78.7% above, 21.3% below
4-day: 69.6% above, 30.4% below
5-day: 58.8% above, 41.2% below
8-day: 38.7% above, 61.3% below
10-day: 38.7% above, 61.3% below
20-day: 57.9% above, 42.1% below
50-day: 62.4% above, 37.6% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.83% Top=CLF WLT AUQ ANR TRQ IAG BTU AEM ….. HSC ABX SXC AA SCCO PVR NUE CNX=Bottom (Metals & Mining)
MATE(28): 1.98% Top=CLH LPX FWLT MAS SPF USG HOV MDC ….. RYN MTH SRCL PCL FAST MDR RSG WM=Bottom (Materials & Construction)
CONS(51): 1.85% Top=DECK SCSS BC LF SCS NUS PAY TPX ….. KMB BLL NKE RKT CCK PG CL CHD=Bottom (Consumer)
MANU(41): 1.76% Top=TEX ATI DDD JOY GNRC GTI WOR CRS ….. ITW AOS PH DHR EMR MHK GDI HON=Bottom (Manufacturing)
ELEC(44): 1.61% Top=CRUS VECO ATML NXPI JBL IDTI CPHD CY ….. LRCX LLTC SMTC KLAC GLW ALTR SNPS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 1.61% Top=BBY M DDS ANN BID SHLD KORS ANF ….. AAP FDO DKS TGT WMT SIG CVS FL=Bottom (Retail & Specialty Retail)
ENER(87): 1.55% Top=GDP PDS EXXI PSX HFC OAS FST KEG ….. RIG EPB EEP BBG CHK CRK CRZO UPL=Bottom (Energy)
CHEM(27): 1.46% Top=EMN VAL AGU CE POT ROC MOS POL ….. RPM MON APD PX CHMT SIAL DD TROX=Bottom (Chemicals/Fertilizers)
TRAN(19): 1.37% Top=LCC DAL JBLU JBHT UAL CHRW TRN KSU ….. CP UNP EXPD NSC CSX ODFL LUV UPS=Bottom (Transportation)
LEIS(26): 1.24% Top=EXPE MPEL DNKN LVS RHP BYD YUM PNK ….. H EAT BYI DRI SIX MCD CAKE ARCO=Bottom (Leisure)
COHW(43): 1.19% Top=APKT AAPL HPQ FIO FNSR MSI WDC QCOM ….. IBM S BRCD VZ NSR TWTC PANW WIN=Bottom (Computer Hardware/Telecom)
COSW(66): 1.09% Top=BSFT SINA EA IACI CVLT FIRE FB SYMC ….. MSFT FTNT IRM INTU CDNS BMC YNDX DNB=Bottom (Computer Software/Internet)
DISV(44): 0.95% Top=URI CAR KBR ADT WTW HTZ APOL HMSY ….. DLX PAYX DV ADS FISV VNTV TMH ACM=Bottom (Diversified Services)
HEAL(43): 0.91% Top=BKD CNC THC HMA CYH ALGN ISRG UHS ….. LH DGX EW MDT SYK DVA ABMD MR=Bottom (Health)
INSU(40): 0.75% Top=RDN GNW AIG LNC CNO CLGX MBI VR ….. AIZ AJG FNF WSH MMC WRB AON PRA=Bottom (Insurance)
FINA(73): 0.67% Top=KKR FII RF OCN BPOP ARCC MS BAC ….. CBSH FMER ASBC SF ACAS NDAQ ICE NTRS=Bottom (Banks/Financials)
REAL(74): 0.66% Top=CBL CBG GOV NCT CLNY MPW LHO KRC ….. DLR PDM LRY NLY SKT HLSS ARR RLGY=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 2:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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