daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 11:59 am

Market Stats at 11:59 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
85.2% of stocks are above yesterday’s high.
94.9% are above yesterday’s midpoint. (5.1% are below.)
2.1% are below yesterday’s low.
12.7% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
2.3% of stocks with today’s low < yesterday’s low. (97.7% greater than).

EVIDENCE OF INTRADAY TREND
37.5% of stocks are above today’s open. (60.7% are below).
37.5% of stocks are above today’s open and yesterday’s close.
11.7% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
31.9% are in the top half. 68.1% of stocks are in the bottom half of today’s range.
37.9% are in the bottom 20%.
24.9% are in the bottom 10%.

GAIN
88.3% of stocks are above yesterday’s close. (11.7% are below.)
4.2% are up 4.5% or more. 0.3% are down 4.5% or more.
10.5% are up 3.5% or more. 0.5% are down 3.5% or more.
23.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:40.1%…>=80:79.9%…>=50:92.8%…<=20:1.9%…<=10:0.4%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:86.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:83.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
85.2% above previous 1 highs, 2.1% below previous 1 lows
84.1% above previous 2 highs, 1.9% below previous 2 lows
81.1% above previous 3 highs, 1.4% below previous 3 lows
71.3% above previous 4 highs, 1.4% below previous 4 lows
65.4% above previous 5 highs, 1.3% below previous 5 lows
59.1% above previous 6 highs, 1.3% below previous 6 lows
47.7% above previous 7 highs, 1.3% below previous 7 lows
41.1% above previous 8 highs, 1.2% below previous 8 lows
38.7% above previous 9 highs, 1.0% below previous 9 lows
38.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.3% are above or equal to 12/31 close (1 days ago), 11.7% are below.
96.8% are above or equal to 12/28 close (2 days ago), 3.2% are below.
94.1% are above or equal to 12/27 close (3 days ago), 5.9% are below.
93.8% are above or equal to 12/26 close (4 days ago), 6.2% are below.
85.3% are above or equal to 12/24 close (5 days ago), 14.7% are below.
78.8% are above or equal to 12/21 close (6 days ago), 21.2% are below.
65.2% are above or equal to 12/20 close (7 days ago), 34.8% are below.
70.2% are above or equal to 12/19 close (8 days ago), 29.8% are below.
64.5% are above or equal to 12/18 close (9 days ago), 35.5% are below.
76.6% are above or equal to 12/17 close (10 days ago), 23.4% are below.
84.3% are above or equal to 12/14 close (11 days ago), 15.7% are below.
81.2% are above or equal to 12/13 close (12 days ago), 18.8% are below.
75.3% are above or equal to 12/12 close (13 days ago), 24.7% are below.
73.8% are above or equal to 12/11 close (14 days ago), 26.2% are below.
76.2% are above or equal to 12/10 close (15 days ago), 23.8% are below.
77.2% are above or equal to 12/7 close (16 days ago), 22.8% are below.
77.6% are above or equal to 12/6 close (17 days ago), 22.4% are below.
79.2% are above or equal to 12/5 close (18 days ago), 20.8% are below.
79.4% are above or equal to 12/4 close (19 days ago), 20.6% are below.
77.8% are above or equal to 12/3 close (20 days ago), 22.2% are below.
75.2% are above or equal to 11/30 close (21 days ago), 24.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 48.1% new highs, 0.5% new lows
21d: 47.6% new highs, 0.5% new lows
42d: 38.9% new highs, 0.5% new lows
63d: 30.6% new highs, 0.5% new lows
126d: 24.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 88.0% above, 12.0% below
3-day: 94.7% above, 5.3% below
4-day: 94.7% above, 5.3% below
5-day: 94.9% above, 5.1% below
8-day: 90.0% above, 10.0% below
10-day: 85.3% above, 14.7% below
20-day: 81.7% above, 18.3% below
50-day: 78.7% above, 21.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.12% Top=SWKS LRCX LSI XXIA CAVM VECO NXPI CPHD ….. SMTC CREE DLB SNPS GRMN GLW A MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.42% Top=KMT DDD TEX MTW GTI LII ETN CMI ….. AVY SWK TKR HON GE GDI PCP SPW=Bottom (Manufacturing)
LEIS(25): 2.34% Top=LVS MGM WYNN MAR PNK BYD MPEL WYN ….. SIX BYI DNKN CCL CAKE CMG YUM DRI=Bottom (Leisure)
TRAN(18): 2.25% Top=CP CSX KSU UAL EXPD UPS WERN DAL ….. UNP NSC FDX JBHT ALK LCC LUV CHRW=Bottom (Transportation)
CHEM(25): 2.23% Top=GRA VAL ASH TROX CE CHMT ALB EMN ….. WPZ DD DOW APD FMC CF MON SHW=Bottom (Chemicals/Fertilizers)
FINA(71): 2.04% Top=SCHW JNS BPOP BX BK EWBC OCN AMP ….. PSEC EFX BNS FRC SLM CIT JPM TD=Bottom (Banks/Financials)
MATE(26): 1.96% Top=EXP OC USG MAS TOL FLR KBH RYL ….. PCL RSG MDR FWLT RYN LPX WM CLH=Bottom (Materials & Construction)
COHW(43): 1.93% Top=RVBD ARUN BRCD HPQ PLCM CIEN WIN JDSU ….. AMX MSI S PANW PCS TDC EMC NIHD=Bottom (Computer Hardware/Telecom)
META(27): 1.92% Top=MCP X NUE SCCO PVR SWC IAG AA ….. WLT KGC AUQ AUY ANR BTU CNX ACI=Bottom (Metals & Mining)
DISV(43): 1.91% Top=CAR TMH GEO URI CXW MELI ULTA MCO ….. VNTV WTW APOL AAN DV HMSY WU ADT=Bottom (Diversified Services)
INSU(40): 1.81% Top=MET LNC HIG FNF PRU MBI GNW PRA ….. L AHL TMK ACGL HCC PRE RNR VR=Bottom (Insurance)
COSW(63): 1.79% Top=YNDX SINA FB XRX NUAN TTWO ET ADSK ….. VMW IACI MDRX DNB AWAY INFA NOW LNKD=Bottom (Computer Software/Internet)
ENER(86): 1.43% Top=IOC HK ETE MMP NS ETP KOG KMP ….. NFX HFC CHK WPX RRC SWN UPL COG=Bottom (Energy)
REAL(68): 1.15% Top=IVR ARR MTGE PMT TWO RLJ NCT LHO ….. DEI AVB CBG KRC HCN CLI BPO RLGY=Bottom (Real Estate)
HEAL(42): 1.09% Top=ABMD CI LIFE BCR HCA HOLX CFN RMD ….. DGX THOR UNH HNT AET VOLC DVA MR=Bottom (Health)
CONS(51): 1.01% Top=BC SCSS WHR FBHS AVP CCK LF TPX ….. UA FOSL HAS COH HBI VFC LULU DECK=Bottom (Consumer)
RETA(67): 0.24% Top=JCP SBH TIF EBAY WAG LINTA BID CPRT ….. KSS ANF AEO FL FINL ANN ASNA EXPR=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 11:59 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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