daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 8:40 am

PRE – Market Stats at 8:39 am ET
by daytrend on 20130102. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 442.

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
69.0% of stocks are above yesterday’s high.
98.0% are above yesterday’s midpoint. (2.0% are below.)
0.2% are below yesterday’s low.
30.8% are inside yesterday’s range.
69.0% of stocks with today’s high > yesterday’s high. (31.0% less than).
0.2% of stocks with today’s low < yesterday’s low. (99.8% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
78.7% of stocks opened above yesterday’s close. (21.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
78.7% of stocks are above yesterday’s close. (21.3% are below.)
2.3% are up 4.5% or more. 0.2% are down 4.5% or more.
7.0% are up 3.5% or more. 0.2% are down 3.5% or more.
33.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.9%…>=90:29.4%…>=80:66.1%…>=50:87.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:80.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:77.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
69.0% above previous 1 highs, 0.2% below previous 1 lows
67.9% above previous 2 highs, 0.2% below previous 2 lows
63.6% above previous 3 highs, 0.2% below previous 3 lows
56.3% above previous 4 highs, 0.2% below previous 4 lows
54.3% above previous 5 highs, 0.2% below previous 5 lows
49.3% above previous 6 highs, 0.2% below previous 6 lows
39.6% above previous 7 highs, 0.2% below previous 7 lows
31.7% above previous 8 highs, 0.2% below previous 8 lows
29.9% above previous 9 highs, 0.2% below previous 9 lows
29.4% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.7% are above or equal to 12/31 close (1 days ago), 21.3% are below.
98.2% are above or equal to 12/28 close (2 days ago), 1.8% are below.
90.0% are above or equal to 12/27 close (3 days ago), 10.0% are below.
83.9% are above or equal to 12/26 close (4 days ago), 16.1% are below.
73.3% are above or equal to 12/24 close (5 days ago), 26.7% are below.
68.3% are above or equal to 12/21 close (6 days ago), 31.7% are below.
55.2% are above or equal to 12/20 close (7 days ago), 44.8% are below.
60.2% are above or equal to 12/19 close (8 days ago), 39.8% are below.
53.8% are above or equal to 12/18 close (9 days ago), 46.2% are below.
71.9% are above or equal to 12/17 close (10 days ago), 28.1% are below.
79.4% are above or equal to 12/14 close (11 days ago), 20.6% are below.
76.7% are above or equal to 12/13 close (12 days ago), 23.3% are below.
70.1% are above or equal to 12/12 close (13 days ago), 29.9% are below.
69.5% are above or equal to 12/11 close (14 days ago), 30.5% are below.
74.0% are above or equal to 12/10 close (15 days ago), 26.0% are below.
71.5% are above or equal to 12/7 close (16 days ago), 28.5% are below.
74.2% are above or equal to 12/6 close (17 days ago), 25.8% are below.
76.2% are above or equal to 12/5 close (18 days ago), 23.8% are below.
77.6% are above or equal to 12/4 close (19 days ago), 22.4% are below.
79.2% are above or equal to 12/3 close (20 days ago), 20.8% are below.
72.4% are above or equal to 11/30 close (21 days ago), 27.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.3% new highs, 0.0% new lows
21d: 22.9% new highs, 0.0% new lows
42d: 19.0% new highs, 0.0% new lows
63d: 14.3% new highs, 0.0% new lows
126d: 11.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.7% above, 21.3% below
3-day: 94.6% above, 5.4% below
4-day: 93.0% above, 7.0% below
5-day: 89.8% above, 10.2% below
8-day: 78.7% above, 21.3% below
10-day: 74.0% above, 26.0% below
20-day: 75.6% above, 24.4% below
50-day: 73.5% above, 26.5% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(21): 2.93% Top=MCP CLF X ACI ANR WLT PAAS FCX ….. AUY AA ABX NEM NUE SWC RGLD STLD=Bottom (Metals & Mining)
MANU(17): 1.87% Top=TEX DDD MTW ATI SWK PCP DRC CMI ….. GE RS DOV ETN ROP WOR GTI ATU=Bottom (Manufacturing)
COHW(33): 1.66% Top=RVBD FIO NSR HPQ AAPL RIMM WIN JDSU ….. PCS JNPR SNDK LXK ARUN AMX CCI MSI=Bottom (Computer Hardware/Telecom)
ELEC(34): 1.52% Top=XXIA CRUS NXPI LSI FSLR SWKS JBL BRCM ….. SPRD CPHD DLB XLNX MXIM KLAC IDTI ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(17): 1.51% Top=USG SPF KBH PHM LPX PWR LEN TOL ….. HOV MDR RYN PCL FAST OC RSG FWLT=Bottom (Materials & Construction)
CHEM(12): 1.44% Top=PPG CF DOW CHMT POT WPZ DD ROC ….. POT WPZ DD ROC MON AGU ALB HUN=Bottom (Chemicals/Fertilizers)
LEIS(15): 1.41% Top=WYNN PCLN MGM MPEL SBUX DNKN CCL CMG ….. CMG MCD YUM RHP CAKE EXPE BYD ARCO=Bottom (Leisure)
TRAN(7): 1.37% Top=CSX KSU LCC TRN DAL JBLU ALK ….. CSX KSU LCC TRN DAL JBLU ALK=Bottom (Transportation)
COSW(36): 1.37% Top=CVLT NUAN GRPN XRX SINA FB BIDU FIRE ….. TIBX CDNS RHT INTU CTRX SYMC RAX BMC=Bottom (Computer Software/Internet)
CONS(20): 1.36% Top=LF DECK PAY GT PBI AVP LEG CRI ….. KMB EL IP BMS NKE RL ENR HAR=Bottom (Consumer)
FINA(40): 1.32% Top=FNFG BAC MS RF HBAN VLY KEY GS ….. BNS TD NYCB JNS EV TROW ZION AF=Bottom (Banks/Financials)
ENER(56): 1.31% Top=ROSE PWE CRZO MUR KOG NOV NFX APA ….. NE RDC WPX IOC NBL EGN BRY FST=Bottom (Energy)
RETA(34): 1.21% Top=JCP BID KORS EBAY GES LL BBY WAG ….. FRAN ROST ASNA COST SKS AN PIR LINTA=Bottom (Retail & Specialty Retail)
INSU(23): 0.99% Top=RDN CINF GNW MET AIG PRU HIG ALL ….. AHL AXS BRO TMK LNC AIZ UNM CNO=Bottom (Insurance)
HEAL(16): 0.80% Top=ISRG ESRX HMA BKD MDT WCG BSX HCA ….. WLP LIFE HOLX AET DVA HNT SYK CI=Bottom (Health)
REAL(36): 0.77% Top=NRF NCT STWD ARR HST MTGE EQR HCP ….. DRE DLR CPT PMT PSA UDR MFA ARE=Bottom (Real Estate)
DISV(25): 0.52% Top=HTZ URI APOL ADS URS MA JEC SAI ….. HMSY HRB MAN GPN TSS GEO WTW KBR=Bottom (Diversified Services)

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.
PRE – Market Stats at 8:39 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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