daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
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
90.2% of stocks are above yesterday’s high.
96.5% are above yesterday’s midpoint. (3.5% are below.)
1.2% are below yesterday’s low.
8.6% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
3.3% of stocks with today’s low < yesterday’s low. (96.7% greater than).

EVIDENCE OF INTRADAY TREND
60.8% of stocks are above today’s open. (38.2% are below).
60.7% of stocks are above today’s open and yesterday’s close.
8.4% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
32.8% of stocks are in the top 10% of today’s range.
42.7% are in the top 20%.
71.1% are in the top half. 28.9% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN
91.5% of stocks are above yesterday’s close. (8.5% are below.)
10.2% are up 4.5% or more. 0.4% are down 4.5% or more.
24.8% are up 3.5% or more. 0.6% are down 3.5% or more.
13.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.4%…>=90:55.7%…>=80:87.7%…>=50:95.1%…<=20:0.9%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.8%…>=50:89.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:86.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
90.2% above previous 1 highs, 1.2% below previous 1 lows
89.1% above previous 2 highs, 0.9% below previous 2 lows
87.4% above previous 3 highs, 0.8% below previous 3 lows
81.7% above previous 4 highs, 0.8% below previous 4 lows
76.5% above previous 5 highs, 0.6% below previous 5 lows
70.7% above previous 6 highs, 0.6% below previous 6 lows
61.2% above previous 7 highs, 0.6% below previous 7 lows
53.3% above previous 8 highs, 0.5% below previous 8 lows
51.9% above previous 9 highs, 0.5% below previous 9 lows
51.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.5% are above or equal to 12/31 close (1 days ago), 8.5% are below.
97.4% are above or equal to 12/28 close (2 days ago), 2.6% are below.
95.8% are above or equal to 12/27 close (3 days ago), 4.2% are below.
95.4% are above or equal to 12/26 close (4 days ago), 4.6% are below.
90.4% are above or equal to 12/24 close (5 days ago), 9.6% are below.
86.6% are above or equal to 12/21 close (6 days ago), 13.4% are below.
77.0% are above or equal to 12/20 close (7 days ago), 23.0% are below.
79.6% are above or equal to 12/19 close (8 days ago), 20.4% are below.
73.8% are above or equal to 12/18 close (9 days ago), 26.2% are below.
83.7% are above or equal to 12/17 close (10 days ago), 16.3% are below.
88.2% are above or equal to 12/14 close (11 days ago), 11.8% are below.
85.7% are above or equal to 12/13 close (12 days ago), 14.3% are below.
80.3% are above or equal to 12/12 close (13 days ago), 19.7% are below.
79.2% are above or equal to 12/11 close (14 days ago), 20.8% are below.
81.1% are above or equal to 12/10 close (15 days ago), 18.9% are below.
80.1% are above or equal to 12/7 close (16 days ago), 19.9% are below.
81.6% are above or equal to 12/6 close (17 days ago), 18.4% are below.
81.7% are above or equal to 12/5 close (18 days ago), 18.3% are below.
82.1% are above or equal to 12/4 close (19 days ago), 17.9% are below.
81.1% are above or equal to 12/3 close (20 days ago), 18.9% are below.
78.3% are above or equal to 11/30 close (21 days ago), 21.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 52.2% new highs, 0.9% new lows
21d: 51.5% new highs, 0.9% new lows
42d: 41.1% new highs, 0.8% new lows
63d: 32.6% new highs, 0.8% new lows
126d: 26.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.4% above, 8.6% below
3-day: 95.6% above, 4.4% below
4-day: 95.8% above, 4.2% below
5-day: 96.0% above, 4.0% below
8-day: 92.8% above, 7.2% below
10-day: 90.7% above, 9.3% below
20-day: 85.9% above, 14.1% below
50-day: 82.8% above, 17.2% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.99% Top=LRCX LSI SWKS ATML NXPI VECO OVTI CAVM ….. SMTC A DLB CREE GLW MRVL JBL SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 3.09% Top=KMT MTW TEX GTI DDD CMI ETN DRC ….. ITW PCP DE AVY XYL GE GDI SPW=Bottom (Manufacturing)
FINA(71): 2.92% Top=COF FMER JNS SCHW TCB BK BPOP FII ….. ARCC PSEC EFX FRC CIT ICE BNS TD=Bottom (Banks/Financials)
CHEM(25): 2.85% Top=TROX ASH GRA CHMT CE VAL ALB AGU ….. WPZ ROC SHW SIAL MON FMC POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(18): 2.79% Top=CP WERN TRN LCC UPS EXPD UAL KSU ….. FDX NSC JBHT CSX UNP LUV ALK CHRW=Bottom (Transportation)
ENER(86): 2.77% Top=IOC HK KOG SPN GPOR KMP ETE BBG ….. XEC DVN HFC SWN CHK COG RRC UPL=Bottom (Energy)
COHW(43): 2.74% Top=RVBD BRCD WIN PLCM HPQ DELL ARUN CIEN ….. BCE MSI AMX RIMM EMC PCS PANW NIHD=Bottom (Computer Hardware/Telecom)
COSW(63): 2.74% Top=YNDX XRX TRIP FB ADSK NUAN TTWO INTU ….. NOW EA AWAY MDRX DNB IACI INFA LNKD=Bottom (Computer Software/Internet)
LEIS(25): 2.64% Top=LVS MGM WYNN MAR WYN HOT EAT PNK ….. CCL SIX BYI CMG YUM CAKE DNKN DRI=Bottom (Leisure)
DISV(43): 2.60% Top=TMH URI CAR MELI TYC TSS VRSK MA ….. WTW APOL SAI WU VNTV DV RRD ADT=Bottom (Diversified Services)
INSU(40): 2.59% Top=MET LNC HIG GNW PRU FNF MBI RDN ….. PL AHL HCC CNO AFG ACGL RNR VR=Bottom (Insurance)
MATE(26): 2.37% Top=EXP USG FLR OC TOL KBH LEN DHI ….. LPX MDR FWLT RYN WM RSG CLH HOV=Bottom (Materials & Construction)
META(27): 2.21% Top=MCP X STLD NUE SWC WLT SXC SCCO ….. KGC NEM AUY CLF ANR BTU ACI CNX=Bottom (Metals & Mining)
REAL(68): 1.64% Top=IVR ARR MTGE TWO NRF CYS LHO RLJ ….. UDR CPT PDM AVB HCN CLI BPO RLGY=Bottom (Real Estate)
CONS(51): 1.64% Top=BC WHR FBHS AVP TPX CTB ECL CCK ….. HAS UA VFC HBI COH WWW LULU DECK=Bottom (Consumer)
HEAL(42): 1.49% Top=BCR HCA LIFE CI VAR ESRX COO THC ….. HNT VOLC WLP AET BKD HUM DVA MR=Bottom (Health)
RETA(67): 0.78% Top=JCP EBAY SBH URBN TSCO WSM CPRT LINTA ….. M AEO DG 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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