daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 9:34 am ET
by daytrend on 20130102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 776.

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

COMPARED TO YESTERDAY’S RANGE
97.9% of stocks are above yesterday’s high.
99.6% are above yesterday’s midpoint. (0.4% are below.)
0.1% are below yesterday’s low.
1.9% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
0.3% of stocks with today’s low < yesterday’s low. (99.7% greater than).

EVIDENCE OF INTRADAY TREND
57.5% of stocks are above today’s open. (39.2% are below).
57.2% of stocks are above today’s open and yesterday’s close.
1.2% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
26.3% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
60.7% are in the top half. 39.3% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN
98.6% of stocks are above yesterday’s close. (1.4% are below.)
4.6% are up 4.5% or more. 0.0% are down 4.5% or more.
13.4% are up 3.5% or more. 0.0% are down 3.5% or more.
8.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.3%…>=90:49.1%…>=80:91.8%…>=50:99.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.9%…>=50:91.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:87.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
97.9% above previous 1 highs, 0.1% below previous 1 lows
96.6% above previous 2 highs, 0.1% below previous 2 lows
93.8% above previous 3 highs, 0.1% below previous 3 lows
84.1% above previous 4 highs, 0.1% below previous 4 lows
76.8% above previous 5 highs, 0.1% below previous 5 lows
69.7% above previous 6 highs, 0.1% below previous 6 lows
58.8% above previous 7 highs, 0.1% below previous 7 lows
50.0% above previous 8 highs, 0.1% below previous 8 lows
47.7% above previous 9 highs, 0.1% below previous 9 lows
46.6% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
98.6% are above or equal to 12/31 close (1 days ago), 1.4% are below.
99.6% are above or equal to 12/28 close (2 days ago), 0.4% are below.
98.7% are above or equal to 12/27 close (3 days ago), 1.3% are below.
97.7% are above or equal to 12/26 close (4 days ago), 2.3% are below.
92.3% are above or equal to 12/24 close (5 days ago), 7.7% are below.
86.6% are above or equal to 12/21 close (6 days ago), 13.4% are below.
72.9% are above or equal to 12/20 close (7 days ago), 27.1% are below.
77.6% are above or equal to 12/19 close (8 days ago), 22.4% are below.
70.5% are above or equal to 12/18 close (9 days ago), 29.5% are below.
82.3% are above or equal to 12/17 close (10 days ago), 17.7% are below.
87.0% are above or equal to 12/14 close (11 days ago), 13.0% are below.
84.4% are above or equal to 12/13 close (12 days ago), 15.6% are below.
79.8% are above or equal to 12/12 close (13 days ago), 20.2% are below.
78.0% are above or equal to 12/11 close (14 days ago), 22.0% are below.
80.3% are above or equal to 12/10 close (15 days ago), 19.7% are below.
79.5% are above or equal to 12/7 close (16 days ago), 20.5% are below.
81.7% are above or equal to 12/6 close (17 days ago), 18.3% are below.
82.5% are above or equal to 12/5 close (18 days ago), 17.5% are below.
82.3% are above or equal to 12/4 close (19 days ago), 17.7% are below.
80.9% are above or equal to 12/3 close (20 days ago), 19.1% are below.
77.2% are above or equal to 11/30 close (21 days ago), 22.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 41.8% new highs, 0.3% new lows
21d: 41.5% new highs, 0.3% new lows
42d: 34.1% new highs, 0.1% new lows
63d: 26.4% new highs, 0.1% new lows
126d: 21.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.5% above, 1.5% below
3-day: 99.5% above, 0.5% below
4-day: 99.5% above, 0.5% below
5-day: 99.5% above, 0.5% below
8-day: 96.9% above, 3.1% below
10-day: 93.6% above, 6.4% below
20-day: 87.0% above, 13.0% below
50-day: 81.3% above, 18.7% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 3.23% Top=MCP X STLD CLF ACI WLT ANR BTU ….. AA NEM AUQ KGC AUY AEM RGLD PVR=Bottom (Metals & Mining)
ELEC(44): 3.15% Top=SWKS CRUS NXPI FSLR LSI FCS MRVL CY ….. CPHD TEL A ARMH IDTI APH TRMB SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 2.91% Top=DDD TEX ETN CMI JOY ATI MTW TKR ….. PNR DE PCP ROP AVY GDI GNRC DHR=Bottom (Manufacturing)
COHW(43): 2.87% Top=HPQ RVBD APKT SNDK JDSU PANW QCOM ARUN ….. AMX ARRS CCI EMC MSI SYNA S PCS=Bottom (Computer Hardware/Telecom)
MATE(26): 2.79% Top=HOV USG SPF KBH RYL EXP MDC DHI ….. MDR FLR MTZ CLH PCL RSG RYN WM=Bottom (Materials & Construction)
COSW(64): 2.79% Top=SINA TIBX NUAN GRPN SOHU CVLT PMTC FFIV ….. DNB IRM SPLK MCRS NLSN NOW AWAY LNKD=Bottom (Computer Software/Internet)
LEIS(25): 2.69% Top=LVS BYD MPEL WYNN MGM PNK PENN PCLN ….. EAT MCD CCL SIX CAKE DNKN DRI YUM=Bottom (Leisure)
CHEM(25): 2.63% Top=TROX VAL MOS ALB CHMT EMN CF GRA ….. ROC APD FMC WPZ SHW SIAL PX MON=Bottom (Chemicals/Fertilizers)
TRAN(18): 2.50% Top=CP JBLU EXPD TRN WERN NSC DAL UNP ….. UPS LUV ALK FDX UAL CHRW JBHT LCC=Bottom (Transportation)
CONS(51): 2.31% Top=BC LF SCSS DECK FNP PAY FBHS OI ….. CRI RL KMB LEG HAS CL EL PG=Bottom (Consumer)
ENER(85): 2.31% Top=GDP KEG BBG HK EEP SPN OKS FST ….. MPC CVX OAS XOM SD SWN RRC UPL=Bottom (Energy)
FINA(71): 2.20% Top=BX KKR MS BAC EWBC JNS VLY FII ….. NDAQ HCBK SLM CBSH FRC ARCC ICE TD=Bottom (Banks/Financials)
DISV(43): 2.14% Top=URI HTZ CAR APOL KBR MAN ATHN MELI ….. SBAC ADT VRSK FLT TSS SAI AAN CTAS=Bottom (Diversified Services)
INSU(40): 2.02% Top=RDN MET GNW PRU LNC MBI HIG AIG ….. CB WRB TMK AON ACGL VR PRE BRO=Bottom (Insurance)
RETA(67): 1.72% Top=KORS WSM LL LINTA BID EBAY FRAN MW ….. AEO ROST M JWN FDO ANN ASNA TGT=Bottom (Retail & Specialty Retail)
HEAL(42): 1.63% Top=THC ALGN UHS HMA ABMD HCA ISRG LIFE ….. HUM BAX AET MDT UNH WLP MR DVA=Bottom (Health)
REAL(68): 1.40% Top=IVR LHO RLJ PMT TWO CYS ARR NCT ….. HCN ACC ARE VTR PSA PDM RLGY CLI=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 9:34 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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