daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 10:44 am ET
by daytrend on 20130102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 778.

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

COMPARED TO YESTERDAY’S RANGE
89.8% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.8% are below yesterday’s low.
9.4% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
1.4% of stocks with today’s low < yesterday’s low. (98.6% greater than).

EVIDENCE OF INTRADAY TREND
45.9% of stocks are above today’s open. (52.3% are below).
45.8% of stocks are above today’s open and yesterday’s close.
6.6% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.7% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
43.8% are in the top half. 56.2% of stocks are in the bottom half of today’s range.
30.1% are in the bottom 20%.
18.0% are in the bottom 10%.

GAIN
93.3% of stocks are above yesterday’s close. (6.7% are below.)
5.0% are up 4.5% or more. 0.1% are down 4.5% or more.
13.4% are up 3.5% or more. 0.1% are down 3.5% or more.
18.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.8%…>=90:46.3%…>=80:85.5%…>=50:96.0%…<=20:0.9%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:88.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
89.8% above previous 1 highs, 0.8% below previous 1 lows
89.2% above previous 2 highs, 0.8% below previous 2 lows
86.1% above previous 3 highs, 0.5% below previous 3 lows
75.3% above previous 4 highs, 0.5% below previous 4 lows
69.0% above previous 5 highs, 0.5% below previous 5 lows
62.0% above previous 6 highs, 0.5% below previous 6 lows
51.4% above previous 7 highs, 0.5% below previous 7 lows
45.0% above previous 8 highs, 0.5% below previous 8 lows
42.9% above previous 9 highs, 0.4% below previous 9 lows
42.3% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.3% are above or equal to 12/31 close (1 days ago), 6.7% are below.
98.2% are above or equal to 12/28 close (2 days ago), 1.8% are below.
96.0% are above or equal to 12/27 close (3 days ago), 4.0% are below.
95.2% are above or equal to 12/26 close (4 days ago), 4.8% are below.
89.2% are above or equal to 12/24 close (5 days ago), 10.8% are below.
82.4% are above or equal to 12/21 close (6 days ago), 17.6% are below.
67.2% are above or equal to 12/20 close (7 days ago), 32.8% are below.
73.0% are above or equal to 12/19 close (8 days ago), 27.0% are below.
66.5% are above or equal to 12/18 close (9 days ago), 33.5% are below.
79.0% are above or equal to 12/17 close (10 days ago), 21.0% are below.
85.7% are above or equal to 12/14 close (11 days ago), 14.3% are below.
82.8% are above or equal to 12/13 close (12 days ago), 17.2% are below.
78.4% are above or equal to 12/12 close (13 days ago), 21.6% are below.
76.1% are above or equal to 12/11 close (14 days ago), 23.9% are below.
78.3% are above or equal to 12/10 close (15 days ago), 21.7% are below.
78.1% are above or equal to 12/7 close (16 days ago), 21.9% are below.
80.3% are above or equal to 12/6 close (17 days ago), 19.7% are below.
80.6% are above or equal to 12/5 close (18 days ago), 19.4% are below.
81.1% are above or equal to 12/4 close (19 days ago), 18.9% are below.
80.5% are above or equal to 12/3 close (20 days ago), 19.5% are below.
76.5% are above or equal to 11/30 close (21 days ago), 23.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 47.8% new highs, 0.3% new lows
21d: 47.3% new highs, 0.3% new lows
42d: 38.7% new highs, 0.3% new lows
63d: 30.5% new highs, 0.3% new lows
126d: 24.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.9% above, 7.1% below
3-day: 96.8% above, 3.2% below
4-day: 96.7% above, 3.3% below
5-day: 96.7% above, 3.3% below
8-day: 94.5% above, 5.5% below
10-day: 89.2% above, 10.8% below
20-day: 84.6% above, 15.4% below
50-day: 79.3% above, 20.7% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.25% Top=SWKS LSI CAVM LRCX XXIA VECO NXPI CPHD ….. GRMN JBL TEL GLW DLB A SNPS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.90% Top=DDD MTW TEX KMT CMI ETN RS LII ….. SWK AGCO AVY GE DHR GDI SPW PCP=Bottom (Manufacturing)
LEIS(25): 2.79% Top=LVS WYNN MAR MGM WYN MPEL BYD PNK ….. SIX EXPE CMG DNKN CAKE CCL YUM DRI=Bottom (Leisure)
CHEM(25): 2.77% Top=VAL GRA ASH CHMT CE ALB TROX RPM ….. POT FMC DOW SIAL DD CF APD MON=Bottom (Chemicals/Fertilizers)
MATE(26): 2.60% Top=EXP MAS OC HOV USG RYL FLR TOL ….. LPX FAST FWLT RYN PCL RSG WM CLH=Bottom (Materials & Construction)
TRAN(18): 2.55% Top=CP EXPD KSU CSX WERN FDX JBHT NSC ….. UPS UAL JBLU ALK LCC LUV DAL CHRW=Bottom (Transportation)
META(27): 2.48% Top=MCP X SWC IAG SCCO NUE STLD PVR ….. CLF AUY AUQ SXC ANR BTU ACI CNX=Bottom (Metals & Mining)
DISV(43): 2.15% Top=URI CAR GEO ATHN ULTA CXW HTZ TYC ….. SAI VNTV AAN ADT HMSY APOL RRD DV=Bottom (Diversified Services)
COHW(43): 2.14% Top=RVBD HPQ ARUN LXK JDSU CIEN BRCD EQIX ….. PANW NTAP S AMX TDC PCS EMC NIHD=Bottom (Computer Hardware/Telecom)
FINA(71): 2.10% Top=FII BX COF JNS EWBC KKR SCHW WDR ….. BNS RF FRC EFX CIT PSEC SLM TD=Bottom (Banks/Financials)
COSW(63): 1.99% Top=SINA YNDX NUAN FB CTRX TRIP XRX ET ….. SPLK IACI INFA AWAY MDRX VMW NOW LNKD=Bottom (Computer Software/Internet)
INSU(40): 1.85% Top=MET LNC HIG RDN FNF PRU GNW MBI ….. ORI AIZ TMK ACGL RNR AHL VR PRE=Bottom (Insurance)
CONS(51): 1.62% Top=BC AVP WHR FBHS TPX LF JAH SCSS ….. HBI UA VFC WWW COH LULU HAS DECK=Bottom (Consumer)
ENER(86): 1.61% Top=IOC OKS ETE NS MMP ETP HK NGLS ….. OAS SD CRZO QEP SWN RRC UPL COG=Bottom (Energy)
REAL(68): 1.51% Top=IVR MTGE RLJ ARR PMT LHO NCT NRF ….. KRC PSA VTR PDM HCN CLI BPO RLGY=Bottom (Real Estate)
HEAL(42): 1.43% Top=LIFE HCA ABMD THC BCR HOLX CI RMD ….. THOR DGX VOLC AET LH BKD DVA MR=Bottom (Health)
RETA(67): 0.83% Top=JCP WAG SBH LL GNC EBAY CAB URBN ….. EXPR ROST FINL KSS FL ANN AEO ASNA=Bottom (Retail & Specialty Retail)

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 10:44 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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