daytrend

12/31/2012

Filed under: Market Stats — daytrend @ 3:38 pm

Market Stats at 3:38 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
61.0% of stocks are above yesterday’s high.
90.2% are above yesterday’s midpoint. (9.8% are below.)
0.9% are below yesterday’s low.
38.1% are inside yesterday’s range.
76.7% of stocks with today’s high > yesterday’s high. (23.3% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
97.1% of stocks are above today’s open. (2.6% are below).
95.6% of stocks are above today’s open and yesterday’s close.
2.0% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
34.6% of stocks are in the top 10% of today’s range.
72.5% are in the top 20%.
97.4% are in the top half. 2.6% of stocks are in the bottom half of today’s range.
0.6% are in the bottom 20%.
0.4% are in the bottom 10%.

GAIN
97.0% of stocks are above yesterday’s close. (3.0% are below.)
3.2% are up 4.5% or more. 0.0% are down 4.5% or more.
9.1% are up 3.5% or more. 0.0% are down 3.5% or more.
31.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:5.5%…>=80:22.5%…>=50:84.8%…<=20:3.6%…<=10:2.5%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:65.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
61.0% above previous 1 highs, 0.9% below previous 1 lows
40.0% above previous 2 highs, 0.4% below previous 2 lows
21.7% above previous 3 highs, 0.4% below previous 3 lows
17.6% above previous 4 highs, 0.4% below previous 4 lows
13.7% above previous 5 highs, 0.2% below previous 5 lows
10.5% above previous 6 highs, 0.2% below previous 6 lows
7.3% above previous 7 highs, 0.1% below previous 7 lows
6.2% above previous 8 highs, 0.1% below previous 8 lows
6.0% above previous 9 highs, 0.1% below previous 9 lows
5.9% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
97.0% are above or equal to 12/28 close (1 days ago), 3.0% are below.
73.3% are above or equal to 12/27 close (2 days ago), 26.7% are below.
65.3% are above or equal to 12/26 close (3 days ago), 34.7% are below.
46.2% are above or equal to 12/24 close (4 days ago), 53.8% are below.
39.6% are above or equal to 12/21 close (5 days ago), 60.4% are below.
24.8% are above or equal to 12/20 close (6 days ago), 75.2% are below.
37.1% are above or equal to 12/19 close (7 days ago), 62.9% are below.
34.4% are above or equal to 12/18 close (8 days ago), 65.6% are below.
56.9% are above or equal to 12/17 close (9 days ago), 43.1% are below.
69.4% are above or equal to 12/14 close (10 days ago), 30.6% are below.
66.0% are above or equal to 12/13 close (11 days ago), 34.0% are below.
58.3% are above or equal to 12/12 close (12 days ago), 41.7% are below.
57.3% are above or equal to 12/11 close (13 days ago), 42.7% are below.
62.1% are above or equal to 12/10 close (14 days ago), 37.9% are below.
63.5% are above or equal to 12/7 close (15 days ago), 36.5% are below.
66.0% are above or equal to 12/6 close (16 days ago), 34.0% are below.
67.5% are above or equal to 12/5 close (17 days ago), 32.5% are below.
69.2% are above or equal to 12/4 close (18 days ago), 30.8% are below.
68.1% are above or equal to 12/3 close (19 days ago), 31.9% are below.
64.8% are above or equal to 11/30 close (20 days ago), 35.2% are below.
64.3% are above or equal to 11/29 close (21 days ago), 35.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 10.7% new lows
21d: 6.7% new highs, 10.2% new lows
42d: 5.6% new highs, 2.9% new lows
63d: 4.4% new highs, 2.4% new lows
126d: 3.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 96.3% above, 3.7% below
3-day: 89.7% above, 10.3% below
4-day: 81.7% above, 18.3% below
5-day: 72.0% above, 28.0% below
8-day: 50.2% above, 49.8% below
10-day: 49.6% above, 50.4% below
20-day: 63.1% above, 36.9% below
50-day: 65.0% above, 35.0% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 3.36% Top=CLF WLT AUQ ANR TRQ BTU ACI IAG ….. HSC AA CLD NUE SCCO SXC PVR CNX=Bottom (Metals & Mining)
MATE(28): 2.34% Top=CLH HOV FWLT LPX USG MDC MAS SPF ….. RYN OC MTZ SRCL FAST RSG PCL WM=Bottom (Materials & Construction)
CONS(51): 2.22% Top=DECK SCSS BC LF SCS NUS PAY TPX ….. RKT NKE SON PG BLL CCK CL CHD=Bottom (Consumer)
MANU(41): 2.15% Top=TEX DDD ATI GTI WOR JOY TKR MTW ….. DCI PH AVY ITW GDI HON MHK PLL=Bottom (Manufacturing)
ENER(87): 2.14% Top=GDP FST PDS EXXI FTI PSX OAS KEG ….. ETP MMP WPX UPL CRZO CRK CHK EEP=Bottom (Energy)
ELEC(44): 2.11% Top=CRUS ATML VECO NXPI JBL OVTI FSLR IDTI ….. LLTC DLB MCHP LRCX ADI ALTR GLW SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 2.10% Top=SHLD ANF BBY ANN BID DDS M JCP ….. DKS FL CVS WMT SIG TGT SBH TFM=Bottom (Retail & Specialty Retail)
LEIS(26): 1.71% Top=EXPE LVS DNKN MPEL RHP YUM WYNN PNK ….. PCLN H BYI DRI CAKE MCD SIX ARCO=Bottom (Leisure)
COHW(43): 1.68% Top=APKT AAPL FIO HPQ FNSR JDSU MSI NIHD ….. IBM NSR BCE BRCD VZ PLCM TWTC WIN=Bottom (Computer Hardware/Telecom)
CHEM(27): 1.64% Top=ROC EMN MOS CE POT VAL AGU CHMT ….. RPM OLN APD PX GRA SIAL DD TROX=Bottom (Chemicals/Fertilizers)
TRAN(19): 1.59% Top=LCC DAL JBLU JBHT TRN KSU UNP CHRW ….. WERN CP EXPD NSC UPS ALK LUV ODFL=Bottom (Transportation)
COSW(66): 1.46% Top=BSFT EA SINA CVLT IGT SYMC FB NOW ….. MSFT IHS FDS DNB INTU BMC PMTC YNDX=Bottom (Computer Software/Internet)
DISV(44): 1.38% Top=URI CAR ADT HTZ KBR WTW TYC HMSY ….. MYGN DLX PAYX TSS ADS FISV TMH ACM=Bottom (Diversified Services)
HEAL(43): 1.26% Top=BKD HMA CNC THC CYH ALGN BSX UHS ….. DGX UNH CFN SYK MDT DVA ABMD MR=Bottom (Health)
INSU(40): 1.03% Top=RDN GNW CNO LNC AIG CLGX AGO MET ….. FNF MMC AJG WSH BRO WRB AON PRA=Bottom (Insurance)
FINA(73): 0.90% Top=KKR RF MS OCN BAC STT STI PSEC ….. CBSH CBOE LAZ ASBC NTRS FMER ICE SF=Bottom (Banks/Financials)
REAL(74): 0.81% Top=CBG CBL NCT KRC LHO MPW CUBE GOV ….. MFA MTGE DLR RLGY NNN SKT IVR ARR=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 3:38 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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