daytrend

12/31/2012

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
74.3% of stocks are above yesterday’s high.
95.1% are above yesterday’s midpoint. (4.9% are below.)
0.4% are below yesterday’s low.
25.3% are inside yesterday’s range.
82.3% of stocks with today’s high > yesterday’s high. (17.7% less than).
61.8% of stocks with today’s low < yesterday’s low. (38.2% greater than).

EVIDENCE OF INTRADAY TREND
99.1% of stocks are above today’s open. (0.7% are below).
98.3% of stocks are above today’s open and yesterday’s close.
0.7% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
60.8% of stocks are in the top 10% of today’s range.
83.9% are in the top 20%.
98.5% are in the top half. 1.5% of stocks are in the bottom half of today’s range.
0.4% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
98.6% of stocks are above yesterday’s close. (1.4% are below.)
4.0% are up 4.5% or more. 0.0% are down 4.5% or more.
11.8% are up 3.5% or more. 0.0% are down 3.5% or more.
21.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:7.1%…>=80:29.3%…>=50:91.7%…<=20:2.1%…<=10:0.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
74.3% above previous 1 highs, 0.4% below previous 1 lows
52.3% above previous 2 highs, 0.2% below previous 2 lows
29.8% above previous 3 highs, 0.2% below previous 3 lows
23.8% above previous 4 highs, 0.2% below previous 4 lows
18.3% above previous 5 highs, 0.1% below previous 5 lows
13.1% above previous 6 highs, 0.1% below previous 6 lows
9.2% above previous 7 highs, 0.0% below previous 7 lows
8.1% above previous 8 highs, 0.0% below previous 8 lows
8.0% above previous 9 highs, 0.0% below previous 9 lows
8.0% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
98.6% are above or equal to 12/28 close (1 days ago), 1.4% are below.
83.3% are above or equal to 12/27 close (2 days ago), 16.7% are below.
74.8% are above or equal to 12/26 close (3 days ago), 25.2% are below.
54.2% are above or equal to 12/24 close (4 days ago), 45.8% are below.
47.3% are above or equal to 12/21 close (5 days ago), 52.7% are below.
28.6% are above or equal to 12/20 close (6 days ago), 71.4% are below.
41.8% are above or equal to 12/19 close (7 days ago), 58.2% are below.
37.4% are above or equal to 12/18 close (8 days ago), 62.6% are below.
59.4% are above or equal to 12/17 close (9 days ago), 40.6% are below.
72.2% are above or equal to 12/14 close (10 days ago), 27.8% are below.
68.6% are above or equal to 12/13 close (11 days ago), 31.4% are below.
61.9% are above or equal to 12/12 close (12 days ago), 38.1% are below.
59.2% are above or equal to 12/11 close (13 days ago), 40.8% are below.
64.4% are above or equal to 12/10 close (14 days ago), 35.6% are below.
66.3% are above or equal to 12/7 close (15 days ago), 33.7% are below.
69.2% are above or equal to 12/6 close (16 days ago), 30.8% are below.
70.1% are above or equal to 12/5 close (17 days ago), 29.9% are below.
70.7% are above or equal to 12/4 close (18 days ago), 29.3% are below.
70.6% are above or equal to 12/3 close (19 days ago), 29.4% are below.
66.3% are above or equal to 11/30 close (20 days ago), 33.7% are below.
66.6% are above or equal to 11/29 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 10.7% new lows
21d: 8.0% new highs, 10.2% new lows
42d: 6.4% new highs, 2.9% new lows
63d: 4.7% new highs, 2.4% new lows
126d: 3.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.4% above, 1.6% below
3-day: 95.1% above, 4.9% below
4-day: 89.9% above, 10.1% below
5-day: 81.8% above, 18.2% below
8-day: 60.5% above, 39.5% below
10-day: 57.0% above, 43.0% below
20-day: 67.7% above, 32.3% below
50-day: 67.7% above, 32.3% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 3.35% Top=CLF WLT AUQ ANR BTU TRQ STLD ACI ….. CLD HSC AA NUE SCCO PVR CNX SXC=Bottom (Metals & Mining)
MATE(28): 2.72% Top=CLH FWLT HOV LPX MDC MAS USG SPF ….. OC MTZ RYN SRCL RSG PCL FAST WM=Bottom (Materials & Construction)
ENER(87): 2.62% Top=GDP FST PSX FTI OAS PDS EXXI CAM ….. DO OKS RIG WPX CRK UPL CHK EEP=Bottom (Energy)
CONS(51): 2.53% Top=SCSS DECK BC NUS SCS FOSL LF GT ….. RKT PG BLL ENR SON CCK CL CHD=Bottom (Consumer)
MANU(41): 2.39% Top=TEX DDD ATI GTI JOY WOR GNRC PNR ….. AME KMT DCI ITW MHK HON PLL GDI=Bottom (Manufacturing)
RETA(67): 2.33% Top=BBY ANN ANF SHLD BID M DDS FRAN ….. TGT TSCO CVS TFM DKS WMT SIG SBH=Bottom (Retail & Specialty Retail)
ELEC(44): 2.33% Top=CRUS ATML VECO NXPI IDTI JBL OVTI FSLR ….. TXN NVDA LRCX MRVL GLW DLB ALTR SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 2.01% Top=MPEL EXPE LVS RHP YUM WYNN DNKN CMG ….. BYI BYD DRI PENN CAKE MCD SIX ARCO=Bottom (Leisure)
CHEM(27): 1.84% Top=ROC WPZ EMN CE MOS POL POT DOW ….. CHMT PX APD RPM GRA SIAL DD TROX=Bottom (Chemicals/Fertilizers)
COHW(43): 1.76% Top=APKT AAPL FIO HPQ FNSR MSI JDSU LVLT ….. IBM RVBD VZ RIMM TWTC BCE PLCM WIN=Bottom (Computer Hardware/Telecom)
TRAN(19): 1.74% Top=LCC DAL JBLU JBHT TRN KSU CHRW UNP ….. EXPD FDX UPS NSC ALK CP LUV ODFL=Bottom (Transportation)
DISV(44): 1.64% Top=URI WTW HTZ KBR ADT AAN TYC CAR ….. RRD TSS PAYX FISV MYGN ADS TMH ACM=Bottom (Diversified Services)
COSW(66): 1.63% Top=EA BSFT IGT SINA SYMC CVLT AWAY NOW ….. DNB FDS FTNT INTU BMC TTWO PMTC YNDX=Bottom (Computer Software/Internet)
HEAL(43): 1.50% Top=CNC BKD HMA THC CYH BSX ALGN ISRG ….. UNH VOLC SYK MDT HOLX HCA ABMD MR=Bottom (Health)
INSU(40): 1.40% Top=RDN GNW CNO LNC AGO AIG MET CLGX ….. MBI BRO AJG WRB WSH AON FNF PRA=Bottom (Insurance)
FINA(73): 1.26% Top=KKR RF OCN MS FSC BX BAC STI ….. BNS NTRS NDAQ CBOE CBSH LAZ ICE SF=Bottom (Banks/Financials)
REAL(74): 1.07% Top=CBG NCT NRF MPW GOV HST LHO HPT ….. MTGE SKT O CYS NLY IVR ARR NNN=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

About these ads

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

The Silver is the New Black Theme. Create a free website or blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 56 other followers

%d bloggers like this: