daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 9:50 am ET
by daytrend on 20130118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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

COMPARED TO YESTERDAY’S RANGE
12.1% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
12.2% are below yesterday’s low.
75.8% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND
36.1% of stocks are above today’s open. (62.1% are below).
28.1% of stocks are above today’s open and yesterday’s close.
45.9% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.7% of stocks are in the top 10% of today’s range.
13.9% 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.
28.9% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN
46.2% of stocks are above yesterday’s close. (53.8% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 0.5% are down 3.5% or more.
87.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.7%…>=90:19.3%…>=80:33.5%…>=50:69.0%…<=20:9.7%…<=10:3.5%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:8.0%…>=50:85.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:85.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.1% above previous 1 highs, 12.2% below previous 1 lows
11.2% above previous 2 highs, 4.9% below previous 2 lows
10.4% above previous 3 highs, 3.0% below previous 3 lows
9.3% above previous 4 highs, 2.6% below previous 4 lows
8.4% above previous 5 highs, 2.4% below previous 5 lows
7.9% above previous 6 highs, 2.0% below previous 6 lows
7.8% above previous 7 highs, 1.3% below previous 7 lows
7.5% above previous 8 highs, 1.0% below previous 8 lows
7.3% above previous 9 highs, 0.9% below previous 9 lows
6.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.2% are above or equal to 1/17 close (1 days ago), 53.8% are below.
72.9% are above or equal to 1/16 close (2 days ago), 27.1% are below.
65.1% are above or equal to 1/15 close (3 days ago), 34.9% are below.
74.9% are above or equal to 1/14 close (4 days ago), 25.1% are below.
72.9% are above or equal to 1/11 close (5 days ago), 27.1% are below.
72.2% are above or equal to 1/10 close (6 days ago), 27.8% are below.
75.9% are above or equal to 1/9 close (7 days ago), 24.1% are below.
77.0% are above or equal to 1/8 close (8 days ago), 23.0% are below.
73.9% are above or equal to 1/7 close (9 days ago), 26.1% are below.
70.1% are above or equal to 1/4 close (10 days ago), 29.9% are below.
77.1% are above or equal to 1/3 close (11 days ago), 22.9% are below.
73.6% are above or equal to 1/2 close (12 days ago), 26.4% are below.
86.8% are above or equal to 12/31 close (13 days ago), 13.2% are below.
93.1% are above or equal to 12/28 close (14 days ago), 6.9% are below.
90.1% are above or equal to 12/27 close (15 days ago), 9.9% are below.
89.4% are above or equal to 12/26 close (16 days ago), 10.6% are below.
88.1% are above or equal to 12/24 close (17 days ago), 11.9% are below.
85.9% are above or equal to 12/21 close (18 days ago), 14.1% are below.
82.9% are above or equal to 12/20 close (19 days ago), 17.1% are below.
83.4% are above or equal to 12/19 close (20 days ago), 16.6% are below.
82.0% are above or equal to 12/18 close (21 days ago), 18.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.0% new highs, 0.6% new lows
21d: 15.8% new highs, 0.6% new lows
42d: 14.8% new highs, 0.1% new lows
63d: 12.7% new highs, 0.0% new lows
126d: 10.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.3% above, 56.7% below
3-day: 66.8% above, 33.2% below
4-day: 65.3% above, 34.7% below
5-day: 71.2% above, 28.8% below
8-day: 72.6% above, 27.4% below
10-day: 74.0% above, 26.0% below
20-day: 84.9% above, 15.1% below
50-day: 87.7% above, 12.3% below
200-day: 78.0% above, 22.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(92): 0.30% Top=HOS NBR SLB VLO BHI EPB HAL SPN ….. KOG NBL TSO PXD BCEI EGN CVE CRZO=Bottom (Energy)
HEAL(44): 0.27% Top=LIFE ALGN WCG EW MR HCA WAT CFN ….. ESRX MDT HOLX IRWD BKD ISRG VOLC MAKO=Bottom (Health)
META(29): 0.24% Top=ACI CNX TRQ MCP BTU CLF FCX WLT ….. AEM KGC RGLD X AUY EGO PVR AUQ=Bottom (Metals & Mining)
LEIS(24): 0.17% Top=CCL WYNN LVS CMG SIX EAT PCLN MPEL ….. MAR KKD WYN CAKE YUM PENN MGM EXPE=Bottom (Leisure)
CHEM(27): 0.15% Top=ROC TROX DD POL CF AGU CHMT WPZ ….. ALB PX RPM GRA VAL FMC DOW POT=Bottom (Chemicals/Fertilizers)
DISV(43): 0.02% Top=GEO CXW ADT HTZ FIS CAR FLT RCII ….. ADS HRB JEC ULTA MA ATHN TMH V=Bottom (Diversified Services)
COSW(61): 0.01% Top=QLIK SINA BIDU INFA CTSH TTWO SPLK BMC ….. RHT NUAN PMTC GWRE FFIV FTNT YNDX IGT=Bottom (Computer Software/Internet)
MATE(28): -0.06% Top=HOV MAS RSG MDR LPX RYN OC WM ….. USG MTH PCL DHI PHM FLR LEN TOL=Bottom (Materials & Construction)
MANU(40): -0.06% Top=GE DDD PLL JOY PH ROP PNR DE ….. SWK DHR ATU RS TEX WOR PPO GTI=Bottom (Manufacturing)
FINA(69): -0.07% Top=MS STT FITB TROW KKR GS NDAQ CBOE ….. BAC FRC DFS PBCT BEN AXP FHN COF=Bottom (Banks/Financials)
REAL(67): -0.08% Top=DLR SNH LXP VNO PSA CUBE KIM BPO ….. SPG STWD CYS AVB PMT NCT HLSS CLNY=Bottom (Real Estate)
RETA(69): -0.15% Top=ORLY SPLS KMX SWY AMZN OMX FRAN GNC ….. GES BBBY SIG ASNA FINL URBN AN JCP=Bottom (Retail & Specialty Retail)
INSU(38): -0.19% Top=RDN CNO TRV WRB MET AFL MBI GNW ….. BRO RNR HCC AIG ACE MMC PGR AGO=Bottom (Insurance)
ELEC(46): -0.33% Top=LRCX AMAT XLNX VECO TER LSI TSL FSLR ….. MCHP JBL LLTC BRCM QLGC XXIA IPGP INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): -0.38% Top=RIMM PANW SNDK CBB MSI DELL IBM CTL ….. SYNA NIHD NTAP CIEN PLCM RVBD JDSU FNSR=Bottom (Computer Hardware/Telecom)
CONS(52): -0.38% Top=GT PAY HAS RKT CROX TWI BMS OI ….. VFC FNP EL PVH WWW NUS CRI WHR=Bottom (Consumer)
TRAN(23): -0.39% Top=TDW CSX AIRM TRN EXPD CHRW CNW CNI ….. KSU DAL ALK LCC ODFL LUV JBLU UAL=Bottom (Transportation)

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 9:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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