daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 11:07 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
87.7% of stocks are above yesterday’s high.
96.3% are above yesterday’s midpoint. (3.7% are below.)
1.0% are below yesterday’s low.
11.3% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
1.7% of stocks with today’s low < yesterday’s low. (98.3% greater than).

EVIDENCE OF INTRADAY TREND
45.1% of stocks are above today’s open. (53.7% are below).
45.1% of stocks are above today’s open and yesterday’s close.
8.7% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.2% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
18.1% are in the bottom 10%.

GAIN
91.3% of stocks are above yesterday’s close. (8.7% are below.)
4.5% are up 4.5% or more. 0.3% are down 4.5% or more.
12.5% are up 3.5% or more. 0.4% are down 3.5% or more.
18.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.4%…>=90:45.0%…>=80:83.7%…>=50:94.6%…<=20:1.3%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:87.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:85.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.7% above previous 1 highs, 1.0% below previous 1 lows
86.9% above previous 2 highs, 0.9% below previous 2 lows
83.9% above previous 3 highs, 0.6% below previous 3 lows
74.2% above previous 4 highs, 0.6% below previous 4 lows
68.4% above previous 5 highs, 0.6% below previous 5 lows
61.6% above previous 6 highs, 0.6% below previous 6 lows
51.8% above previous 7 highs, 0.6% below previous 7 lows
46.0% above previous 8 highs, 0.5% below previous 8 lows
43.3% above previous 9 highs, 0.4% below previous 9 lows
42.8% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.3% are above or equal to 12/31 close (1 days ago), 8.7% are below.
97.7% are above or equal to 12/28 close (2 days ago), 2.3% are below.
95.4% are above or equal to 12/27 close (3 days ago), 4.6% are below.
94.7% are above or equal to 12/26 close (4 days ago), 5.3% are below.
87.5% are above or equal to 12/24 close (5 days ago), 12.5% are below.
80.3% are above or equal to 12/21 close (6 days ago), 19.7% are below.
67.1% are above or equal to 12/20 close (7 days ago), 32.9% are below.
71.2% are above or equal to 12/19 close (8 days ago), 28.8% are below.
65.6% are above or equal to 12/18 close (9 days ago), 34.4% are below.
78.8% are above or equal to 12/17 close (10 days ago), 21.2% are below.
85.1% are above or equal to 12/14 close (11 days ago), 14.9% are below.
82.1% are above or equal to 12/13 close (12 days ago), 17.9% are below.
77.8% are above or equal to 12/12 close (13 days ago), 22.2% are below.
75.7% are above or equal to 12/11 close (14 days ago), 24.3% are below.
77.4% are above or equal to 12/10 close (15 days ago), 22.6% are below.
77.5% are above or equal to 12/7 close (16 days ago), 22.5% are below.
79.3% are above or equal to 12/6 close (17 days ago), 20.7% are below.
80.1% are above or equal to 12/5 close (18 days ago), 19.9% are below.
80.1% are above or equal to 12/4 close (19 days ago), 19.9% are below.
78.8% are above or equal to 12/3 close (20 days ago), 21.2% are below.
75.6% are above or equal to 11/30 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 47.9% new highs, 0.3% new lows
21d: 47.4% new highs, 0.3% new lows
42d: 38.8% 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: 90.6% above, 9.4% below
3-day: 95.5% above, 4.5% below
4-day: 96.0% above, 4.0% below
5-day: 95.9% above, 4.1% below
8-day: 93.3% above, 6.7% below
10-day: 87.8% above, 12.2% below
20-day: 83.7% above, 16.3% below
50-day: 79.3% above, 20.7% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.14% Top=SWKS CAVM LSI LRCX XXIA CPHD VECO NXPI ….. JBL GRMN TEL DLB SNPS GLW A MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.84% Top=KMT MTW TEX DDD CMI ETN RS GTI ….. SWK HON DRC DHR SPW GE GDI PCP=Bottom (Manufacturing)
CHEM(25): 2.73% Top=VAL ASH GRA TROX CE CHMT ALB AGU ….. SHW DOW SIAL APD CF DD FMC MON=Bottom (Chemicals/Fertilizers)
LEIS(25): 2.65% Top=LVS WYNN MAR MGM MPEL BYD WYN PNK ….. SBUX EXPE CMG SIX CAKE CCL YUM DRI=Bottom (Leisure)
TRAN(18): 2.53% Top=CP KSU EXPD CSX TRN WERN FDX UAL ….. JBHT UNP NSC ALK LUV DAL LCC CHRW=Bottom (Transportation)
META(27): 2.38% Top=MCP X SWC NUE SCCO STLD PVR IAG ….. ABX AUY SXC AUQ ANR ACI BTU CNX=Bottom (Metals & Mining)
FINA(71): 2.21% Top=FII JNS SCHW KKR BX COF EWBC AMP ….. FHN BNS CIT EFX SLM PSEC FRC TD=Bottom (Banks/Financials)
DISV(43): 2.13% Top=CAR URI GEO CXW ULTA MELI HTZ ATHN ….. SCI WU ADT AAN APOL HMSY RRD DV=Bottom (Diversified Services)
COHW(43): 2.06% Top=RVBD HPQ ARUN BRCD LXK CIEN JDSU FIO ….. MSI S AMX PANW PCS TDC EMC NIHD=Bottom (Computer Hardware/Telecom)
MATE(26): 2.05% Top=OC EXP MAS RYL HOV TOL USG LEN ….. FAST RYN FWLT PCL LPX RSG WM CLH=Bottom (Materials & Construction)
INSU(40): 1.94% Top=MET HIG LNC PRU FNF GNW RDN MBI ….. HCC L ORI ACGL AHL RNR PRE VR=Bottom (Insurance)
COSW(63): 1.85% Top=YNDX SINA FB ET TTWO XRX ADSK NUAN ….. IACI DNB INFA AWAY VMW MDRX NOW LNKD=Bottom (Computer Software/Internet)
REAL(68): 1.45% Top=IVR PMT ARR RLJ MTGE TWO LHO NRF ….. VTR PDM KRC HLSS HCN CLI BPO RLGY=Bottom (Real Estate)
HEAL(42): 1.42% Top=ABMD LIFE CI BCR HCA THC HOLX RMD ….. MDT LH BKD VOLC AET DGX DVA MR=Bottom (Health)
CONS(51): 1.37% Top=BC AVP WHR SCSS FBHS TPX JAH LF ….. UA WWW COH HBI VFC LULU HAS DECK=Bottom (Consumer)
ENER(86): 1.35% Top=IOC NS ETE OKS MMP HK NGLS ETP ….. CRZO SD HFC WPX SWN RRC UPL COG=Bottom (Energy)
RETA(67): 0.61% Top=JCP SBH LL WAG EBAY CPRT CAB BID ….. TGT ROST AEO FINL FL KSS ANN 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 11:07 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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