daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 3:07 pm

Market Stats at 3:06 pm 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
87.0% of stocks are above yesterday’s high.
95.0% are above yesterday’s midpoint. (5.0% are below.)
2.1% are below yesterday’s low.
10.9% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
3.2% of stocks with today’s low < yesterday’s low. (96.8% greater than).

EVIDENCE OF INTRADAY TREND
46.1% of stocks are above today’s open. (53.0% are below).
46.0% of stocks are above today’s open and yesterday’s close.
10.5% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
13.1% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN
89.3% of stocks are above yesterday’s close. (10.7% are below.)
6.2% are up 4.5% or more. 0.3% are down 4.5% or more.
14.1% are up 3.5% or more. 1.2% are down 3.5% or more.
20.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:45.2%…>=80:82.0%…>=50:93.2%…<=20:1.4%…<=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%…>=80:0.5%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.0% above previous 1 highs, 2.1% below previous 1 lows
85.6% above previous 2 highs, 1.7% below previous 2 lows
83.2% above previous 3 highs, 1.4% below previous 3 lows
73.1% above previous 4 highs, 1.4% below previous 4 lows
68.4% above previous 5 highs, 1.3% below previous 5 lows
62.0% above previous 6 highs, 1.3% below previous 6 lows
50.3% above previous 7 highs, 1.3% below previous 7 lows
43.3% above previous 8 highs, 1.2% below previous 8 lows
41.4% above previous 9 highs, 1.0% below previous 9 lows
41.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
89.3% are above or equal to 12/31 close (1 days ago), 10.7% are below.
96.7% are above or equal to 12/28 close (2 days ago), 3.3% are below.
94.0% are above or equal to 12/27 close (3 days ago), 6.0% are below.
93.8% are above or equal to 12/26 close (4 days ago), 6.2% are below.
87.7% are above or equal to 12/24 close (5 days ago), 12.3% are below.
81.9% are above or equal to 12/21 close (6 days ago), 18.1% are below.
67.2% are above or equal to 12/20 close (7 days ago), 32.8% are below.
73.4% are above or equal to 12/19 close (8 days ago), 26.6% are below.
67.2% are above or equal to 12/18 close (9 days ago), 32.8% are below.
78.7% are above or equal to 12/17 close (10 days ago), 21.3% are below.
85.9% are above or equal to 12/14 close (11 days ago), 14.1% are below.
82.5% are above or equal to 12/13 close (12 days ago), 17.5% are below.
78.1% are above or equal to 12/12 close (13 days ago), 21.9% are below.
75.3% are above or equal to 12/11 close (14 days ago), 24.7% are below.
77.2% are above or equal to 12/10 close (15 days ago), 22.8% are below.
78.1% are above or equal to 12/7 close (16 days ago), 21.9% are below.
79.2% are above or equal to 12/6 close (17 days ago), 20.8% are below.
80.1% are above or equal to 12/5 close (18 days ago), 19.9% are below.
79.9% are above or equal to 12/4 close (19 days ago), 20.1% are below.
78.9% are above or equal to 12/3 close (20 days ago), 21.1% are below.
76.0% are above or equal to 11/30 close (21 days ago), 24.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 49.4% new highs, 0.9% new lows
21d: 49.0% new highs, 0.9% new lows
42d: 40.1% new highs, 0.8% new lows
63d: 31.5% new highs, 0.8% new lows
126d: 25.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 89.2% above, 10.8% below
3-day: 94.2% above, 5.8% below
4-day: 94.6% above, 5.4% below
5-day: 95.1% above, 4.9% below
8-day: 91.8% above, 8.2% below
10-day: 87.9% above, 12.1% below
20-day: 83.7% above, 16.3% below
50-day: 79.6% above, 20.4% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.29% Top=LRCX LSI OVTI SWKS VECO CAVM XXIA CPHD ….. TEL GRMN CREE JBL GLW A SNPS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.55% Top=KMT MTW GTI TEX DDD CMI ETN DCI ….. HON XYL AVY GE GDI SWK PCP SPW=Bottom (Manufacturing)
LEIS(25): 2.47% Top=LVS WYNN MGM MAR ARCO HOT MPEL WYN ….. SIX CCL BYI CMG YUM CAKE DRI DNKN=Bottom (Leisure)
CHEM(25): 2.44% Top=TROX ASH GRA CHMT VAL CE ALB AGU ….. APD DD SIAL MOS FMC SHW POT MON=Bottom (Chemicals/Fertilizers)
FINA(71): 2.37% Top=COF JNS SCHW BPOP FMER BK FII AMP ….. PFG ICE JPM FRC BNS EFX CIT TD=Bottom (Banks/Financials)
COHW(43): 2.31% Top=BRCD RVBD PLCM WIN ARUN HPQ CIEN QCOM ….. BCE AMX MSI RIMM PCS EMC PANW NIHD=Bottom (Computer Hardware/Telecom)
TRAN(18): 2.26% Top=JBLU CP LCC WERN UAL TRN UPS DAL ….. FDX ALK CSX LUV NSC UNP JBHT CHRW=Bottom (Transportation)
COSW(63): 2.19% Top=YNDX FB TRIP SINA TTWO XRX NUAN ET ….. NOW MDRX AWAY IACI DNB EA INFA LNKD=Bottom (Computer Software/Internet)
DISV(43): 2.15% Top=TMH CAR URI MELI TYC TSS MA ACM ….. MYGN WTW SAI DV WU VNTV ADT RRD=Bottom (Diversified Services)
META(27): 2.04% Top=MCP X SCCO NUE SWC PVR EGO AA ….. NEM RGLD AUY CLF ANR ACI CNX BTU=Bottom (Metals & Mining)
INSU(40): 2.02% Top=MET LNC HIG FNF PRU GNW MBI AIG ….. CLGX AHL PRE AFG HCC ACGL RNR VR=Bottom (Insurance)
ENER(86): 1.97% Top=HK IOC MMP BBG KOG ETE PAA NS ….. XEC FTI SWN CHK HFC RRC COG UPL=Bottom (Energy)
MATE(26): 1.77% Top=EXP USG OC FLR MTZ DHI KBH MAS ….. MDR RYN FWLT LPX RSG WM CLH HOV=Bottom (Materials & Construction)
REAL(68): 1.35% Top=IVR MTGE ARR TWO NRF LHO PMT RLJ ….. HME PDM DEI AVB HCN BPO CLI RLGY=Bottom (Real Estate)
CONS(51): 1.23% Top=BC WHR AVP FBHS CROX JAH TPX CCK ….. UA VFC WWW HAS COH HBI LULU DECK=Bottom (Consumer)
HEAL(42): 0.98% Top=LIFE ABMD HCA CI BCR ESRX UHS VAR ….. HUM BKD VOLC HNT WLP AET DVA MR=Bottom (Health)
RETA(67): 0.38% Top=JCP SBH EBAY URBN TSCO WSM TIF CPRT ….. DDS KSS FL AEO ANN ARO 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 3:06 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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