Closing Stats
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
18.5% of stocks are above yesterday’s high.
43.7% are above yesterday’s midpoint. (56.3% are below.)
25.8% are below yesterday’s low.
55.7% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
63.4% of stocks with today’s low < yesterday’s low. (36.6% greater than).
EVIDENCE OF INTRADAY TREND
60.9% of stocks are above today’s open. (37.3% are below).
48.7% of stocks are above today’s open and yesterday’s close.
34.1% are below both.
30.3% of stocks opened above yesterday’s close. (64.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
24.7% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
8.6% are in the bottom 10%.
GAIN
53.4% of stocks are above yesterday’s close. (46.6% are below.)
2.7% are up 4.5% or more. 1.1% are down 4.5% or more.
4.3% are up 3.5% or more. 1.8% are down 3.5% or more.
64.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.1%…>=90:10.6%…>=80:18.0%…>=50:47.0%…<=20:23.6%…<=10:11.3%…<=5:4.3%…
9-day: >=95:0.2%…>=90:1.0%…>=80:7.3%…>=50:74.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:80.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.5% above previous 1 highs, 25.8% below previous 1 lows
14.2% above previous 2 highs, 17.8% below previous 2 lows
11.2% above previous 3 highs, 15.2% below previous 3 lows
10.5% above previous 4 highs, 11.6% below previous 4 lows
9.2% above previous 5 highs, 8.6% below previous 5 lows
8.8% above previous 6 highs, 7.4% below previous 6 lows
8.8% above previous 7 highs, 6.4% below previous 7 lows
8.6% above previous 8 highs, 5.8% below previous 8 lows
8.5% above previous 9 highs, 5.4% below previous 9 lows
8.3% above previous 10 highs, 4.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.4% are above or equal to 1/30 close (1 days ago), 46.6% are below.
39.5% are above or equal to 1/29 close (2 days ago), 60.5% are below.
45.1% are above or equal to 1/28 close (3 days ago), 54.9% are below.
40.3% are above or equal to 1/25 close (4 days ago), 59.7% are below.
56.3% are above or equal to 1/24 close (5 days ago), 43.7% are below.
59.0% are above or equal to 1/23 close (6 days ago), 41.0% are below.
55.5% are above or equal to 1/22 close (7 days ago), 44.5% are below.
64.7% are above or equal to 1/18 close (8 days ago), 35.3% are below.
67.5% are above or equal to 1/17 close (9 days ago), 32.5% are below.
73.7% are above or equal to 1/16 close (10 days ago), 26.3% are below.
72.4% are above or equal to 1/15 close (11 days ago), 27.6% are below.
75.1% are above or equal to 1/14 close (12 days ago), 24.9% are below.
74.0% are above or equal to 1/11 close (13 days ago), 26.0% are below.
73.5% are above or equal to 1/10 close (14 days ago), 26.5% are below.
76.4% are above or equal to 1/9 close (15 days ago), 23.6% are below.
78.1% are above or equal to 1/8 close (16 days ago), 21.9% are below.
76.9% are above or equal to 1/7 close (17 days ago), 23.1% are below.
75.2% are above or equal to 1/4 close (18 days ago), 24.8% are below.
79.1% are above or equal to 1/3 close (19 days ago), 20.9% are below.
78.5% are above or equal to 1/2 close (20 days ago), 21.5% are below.
85.8% are above or equal to 12/31 close (21 days ago), 14.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.6% new highs, 5.2% new lows
21d: 14.6% new highs, 3.4% new lows
42d: 12.9% new highs, 2.2% new lows
63d: 11.4% new highs, 1.5% new lows
126d: 9.1% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.2% above, 47.8% below
3-day: 45.0% above, 55.0% below
4-day: 42.8% above, 57.2% below
5-day: 41.7% above, 58.3% below
8-day: 50.9% above, 49.1% below
10-day: 57.7% above, 42.3% below
20-day: 71.7% above, 28.3% below
50-day: 85.2% above, 14.8% below
200-day: 79.8% above, 20.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(27): 0.83% Top=LVS MPEL DNKN SIX MGM PENN WYNN TXRH ….. DRI WYN MAR CCL CMG RHP EXPE PCLN=Bottom (Leisure)
CONS(52): 0.76% Top=PBI WHR UA OI LF SCSS TUP CRI ….. COH ENR CCK TPX BLL EL CL HAR=Bottom (Consumer)
COHW(44): 0.74% Top=JDSU FNSR CIEN QCOM JNPR APKT PANW SNDK ….. SYNA DELL NIHD NTAP HRS ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
INSU(35): 0.66% Top=CLGX AJG RDN ACE ACGL MMC AGO UNM ….. CINF CB PRU MCY FNF MBI AIZ ALL=Bottom (Insurance)
COSW(65): 0.65% Top=FTNT CTXS FIRE GRPN EA YNDX NCR IGT ….. MDRX MSFT VMW CTRX SINA XRX NOW TTWO=Bottom (Computer Software/Internet)
RETA(70): 0.56% Top=TSCO AN CPRT GNC MELI OMX ANN BBY ….. TGT ANF DG JCP ARO NFLX GME AMZN=Bottom (Retail & Specialty Retail)
DISV(44): 0.46% Top=LPS RRD DV ADS RCII APOL V URI ….. FISV CAR WTW ADT ATHN HRB HMSY RHI=Bottom (Diversified Services)
ELEC(50): 0.27% Top=SWKS CAVM TSL CY XXIA SPWR FSL INVN ….. LRCX TRMB ARMH VECO CRUS INTC LSI BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(72): 0.23% Top=BX OCN ACAS SEIC NYCB PHH FNFG AINV ….. CIT AXP RJF BBT ZION NTRS CYN IVZ=Bottom (Banks/Financials)
MANU(41): 0.17% Top=LII BWC KMT ATI PNR BGG MTW JOY ….. CMI HON DCI PCP DE AGCO ITW DDD=Bottom (Manufacturing)
ENER(93): 0.13% Top=BRY WNR CAM HFC OXY CPNO ETE FTI ….. ESV RRC KEG CLMT SGY BCEI MUR EXXI=Bottom (Energy)
HEAL(46): 0.04% Top=ALGN MAKO HNT TMO BSX HOLX BKD VOLC ….. MR HCA VAR SYK CNC AET UNH RMD=Bottom (Health)
META(28): -0.00% Top=WLT ANR CLF ACI BTU CNX STLD CLD ….. SSRI RGLD TRQ ABX KGC EGO AEM GG=Bottom (Metals & Mining)
TRAN(27): -0.05% Top=TK SWFT TRN CP ODFL CNI DAL WERN ….. TDW LUV CSX EXPD CNW CHRW UPS TOO=Bottom (Transportation)
MATE(29): -0.06% Top=CVA DHI MTH EXP KBH RSG MAS WM ….. LPX HW RYL PHM CLH SPF HOV MDC=Bottom (Materials & Construction)
REAL(72): -0.19% Top=WAC BEE SFI DRE NRF HLSS HIW PMT ….. PDM BDN HCP GGP UDR EQR DLR AVB=Bottom (Real Estate)
CHEM(27): -0.45% Top=OLN TROX WPZ PDH RPM ROC PX SIAL ….. CE POT MON POL PPG OMG ALB DOW=Bottom (Chemicals/Fertilizers)
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/