daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 3:36 pm

Market Stats at 3:36 pm ET
by daytrend on 20130102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 778.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
87.5% of stocks are above yesterday’s high.
95.5% are above yesterday’s midpoint. (4.5% are below.)
1.3% are below yesterday’s low.
11.2% 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
50.0% of stocks are above today’s open. (48.7% are below).
49.9% of stocks are above today’s open and yesterday’s close.
10.2% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.8% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
51.5% are in the top half. 48.5% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN
89.7% of stocks are above yesterday’s close. (10.3% are below.)
7.3% are up 4.5% or more. 0.4% are down 4.5% or more.
17.4% are up 3.5% or more. 0.9% are down 3.5% or more.
19.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.2%…>=90:47.9%…>=80:82.6%…>=50:93.2%…<=20:1.4%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:88.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:85.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.5% above previous 1 highs, 1.3% below previous 1 lows
86.5% above previous 2 highs, 1.2% below previous 2 lows
84.2% above previous 3 highs, 0.9% below previous 3 lows
75.2% above previous 4 highs, 0.9% below previous 4 lows
70.1% above previous 5 highs, 0.8% below previous 5 lows
63.4% above previous 6 highs, 0.8% below previous 6 lows
53.2% above previous 7 highs, 0.8% below previous 7 lows
45.5% above previous 8 highs, 0.6% below previous 8 lows
43.4% above previous 9 highs, 0.6% below previous 9 lows
42.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
89.7% are above or equal to 12/31 close (1 days ago), 10.3% are below.
97.0% are above or equal to 12/28 close (2 days ago), 3.0% are below.
94.6% are above or equal to 12/27 close (3 days ago), 5.4% are below.
94.3% are above or equal to 12/26 close (4 days ago), 5.7% are below.
88.3% are above or equal to 12/24 close (5 days ago), 11.7% are below.
83.2% are above or equal to 12/21 close (6 days ago), 16.8% are below.
70.3% are above or equal to 12/20 close (7 days ago), 29.7% are below.
75.4% are above or equal to 12/19 close (8 days ago), 24.6% are below.
68.8% are above or equal to 12/18 close (9 days ago), 31.2% are below.
80.6% are above or equal to 12/17 close (10 days ago), 19.4% are below.
86.0% are above or equal to 12/14 close (11 days ago), 14.0% are below.
83.0% are above or equal to 12/13 close (12 days ago), 17.0% are below.
78.7% are above or equal to 12/12 close (13 days ago), 21.3% are below.
76.7% are above or equal to 12/11 close (14 days ago), 23.3% are below.
78.3% are above or equal to 12/10 close (15 days ago), 21.7% are below.
79.0% are above or equal to 12/7 close (16 days ago), 21.0% are below.
80.2% are above or equal to 12/6 close (17 days ago), 19.8% are below.
81.0% are above or equal to 12/5 close (18 days ago), 19.0% are below.
80.1% are above or equal to 12/4 close (19 days ago), 19.9% are below.
79.6% are above or equal to 12/3 close (20 days ago), 20.4% are below.
76.7% are above or equal to 11/30 close (21 days ago), 23.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 49.7% new highs, 0.9% new lows
21d: 49.4% new highs, 0.9% new lows
42d: 40.1% new highs, 0.8% new lows
63d: 31.6% new highs, 0.8% new lows
126d: 25.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 89.7% above, 10.3% below
3-day: 94.7% above, 5.3% below
4-day: 94.7% above, 5.3% below
5-day: 95.5% above, 4.5% below
8-day: 92.2% above, 7.8% below
10-day: 88.6% above, 11.4% below
20-day: 84.2% above, 15.8% below
50-day: 80.8% above, 19.2% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.52% Top=LRCX SWKS LSI OVTI VECO XXIA CAVM LLTC ….. SMTC TEL CREE MRVL A JBL GLW SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.68% Top=KMT MTW TEX GTI DDD CMI ETN RS ….. HON AVY SWK XYL GE GDI PCP SPW=Bottom (Manufacturing)
FINA(71): 2.51% Top=COF JNS SCHW FMER TCB BPOP BK FII ….. SLM ARCC CME BNS EFX CIT ICE TD=Bottom (Banks/Financials)
LEIS(25): 2.49% Top=LVS MGM WYNN MAR ARCO HOT MPEL WYN ….. CCL SIX BYI CMG YUM CAKE DRI DNKN=Bottom (Leisure)
CHEM(25): 2.49% Top=TROX GRA ASH CHMT CE VAL ALB AGU ….. ROC CF SHW POT SIAL MOS FMC MON=Bottom (Chemicals/Fertilizers)
COHW(43): 2.47% Top=RVBD BRCD PLCM WIN HPQ ARUN CIEN DELL ….. BCE AMX MSI RIMM PCS EMC PANW NIHD=Bottom (Computer Hardware/Telecom)
COSW(63): 2.35% Top=YNDX FB TRIP TTWO SINA XRX ET NUAN ….. SPLK EA NOW MDRX IACI DNB INFA LNKD=Bottom (Computer Software/Internet)
TRAN(18): 2.33% Top=WERN CP LCC UPS TRN UAL EXPD JBLU ….. FDX NSC CSX ALK LUV UNP JBHT CHRW=Bottom (Transportation)
ENER(86): 2.32% Top=IOC HK KOG BBG GPOR MMP ETE HERO ….. DVN XEC SWN HFC CHK RRC COG UPL=Bottom (Energy)
DISV(43): 2.27% Top=TMH URI MELI CAR TYC TSS ACM MA ….. SAI APOL DLX WU VNTV DV RRD ADT=Bottom (Diversified Services)
INSU(40): 2.23% Top=MET HIG LNC PRU GNW FNF MBI RDN ….. CNO AHL AFG PRE HCC ACGL RNR VR=Bottom (Insurance)
MATE(26): 2.07% Top=EXP USG OC FLR KBH TOL DHI RYL ….. LPX MDR RYN FWLT WM RSG CLH HOV=Bottom (Materials & Construction)
META(27): 2.05% Top=MCP X NUE SCCO STLD AA SWC SXC ….. RGLD NEM AUY CLF ANR ACI BTU CNX=Bottom (Metals & Mining)
CONS(51): 1.33% Top=BC WHR FBHS AVP TPX SCSS CCK CTB ….. VFC UA HAS WWW COH HBI LULU DECK=Bottom (Consumer)
REAL(68): 1.32% Top=IVR MTGE ARR TWO NRF PMT CYS NCT ….. VTR UDR PDM AVB HCN BPO CLI RLGY=Bottom (Real Estate)
HEAL(42): 1.04% Top=HCA BCR LIFE CI ESRX VAR ABMD COO ….. BKD HNT VOLC WLP HUM AET DVA MR=Bottom (Health)
RETA(67): 0.49% Top=JCP EBAY SBH URBN TSCO WSM CPRT LINTA ….. KSS M AEO DDS ANN ARO EXPR 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 3:36 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

About these ads

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

The Silver is the New Black Theme. Create a free website or blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 55 other followers

%d bloggers like this: