daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 10:19 am

Market Stats at 10:18 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
14.8% of stocks are above yesterday’s high.
54.8% are above yesterday’s midpoint. (45.2% are below.)
12.2% are below yesterday’s low.
73.0% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
27.8% of stocks with today’s low < yesterday’s low. (72.2% greater than).

EVIDENCE OF INTRADAY TREND
41.7% of stocks are above today’s open. (56.9% are below).
34.4% of stocks are above today’s open and yesterday’s close.
44.0% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
13.3% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
45.7% are in the top half. 54.3% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN
49.0% of stocks are above yesterday’s close. (51.0% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 0.6% are down 3.5% or more.
83.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.8%…>=90:22.5%…>=80:34.5%…>=50:68.2%…<=20:9.7%…<=10:4.4%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:7.8%…>=50:84.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:86.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.8% above previous 1 highs, 12.2% below previous 1 lows
13.7% above previous 2 highs, 5.7% below previous 2 lows
12.9% above previous 3 highs, 4.1% below previous 3 lows
11.8% above previous 4 highs, 3.4% below previous 4 lows
11.2% above previous 5 highs, 3.0% below previous 5 lows
10.7% above previous 6 highs, 2.8% below previous 6 lows
10.3% above previous 7 highs, 1.9% below previous 7 lows
9.9% above previous 8 highs, 1.8% below previous 8 lows
9.5% above previous 9 highs, 1.6% below previous 9 lows
9.0% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.0% are above or equal to 1/17 close (1 days ago), 51.0% are below.
73.6% are above or equal to 1/16 close (2 days ago), 26.4% are below.
65.7% are above or equal to 1/15 close (3 days ago), 34.3% are below.
73.6% are above or equal to 1/14 close (4 days ago), 26.4% are below.
72.5% are above or equal to 1/11 close (5 days ago), 27.5% are below.
71.6% are above or equal to 1/10 close (6 days ago), 28.4% are below.
77.1% are above or equal to 1/9 close (7 days ago), 22.9% are below.
78.3% are above or equal to 1/8 close (8 days ago), 21.7% are below.
73.4% are above or equal to 1/7 close (9 days ago), 26.6% are below.
69.8% are above or equal to 1/4 close (10 days ago), 30.2% are below.
77.4% are above or equal to 1/3 close (11 days ago), 22.6% are below.
73.7% are above or equal to 1/2 close (12 days ago), 26.3% are below.
86.8% are above or equal to 12/31 close (13 days ago), 13.2% are below.
93.2% are above or equal to 12/28 close (14 days ago), 6.8% are below.
90.3% are above or equal to 12/27 close (15 days ago), 9.7% are below.
90.1% are above or equal to 12/26 close (16 days ago), 9.9% are below.
87.9% are above or equal to 12/24 close (17 days ago), 12.1% are below.
86.1% are above or equal to 12/21 close (18 days ago), 13.9% are below.
82.7% are above or equal to 12/20 close (19 days ago), 17.3% are below.
83.8% are above or equal to 12/19 close (20 days ago), 16.2% are below.
81.8% are above or equal to 12/18 close (21 days ago), 18.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.2% new highs, 0.6% new lows
21d: 19.2% new highs, 0.6% new lows
42d: 17.8% new highs, 0.1% new lows
63d: 14.9% new highs, 0.0% new lows
126d: 12.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.2% above, 53.8% below
3-day: 66.1% above, 33.9% below
4-day: 67.1% above, 32.9% below
5-day: 70.9% above, 29.1% below
8-day: 73.6% above, 26.4% below
10-day: 75.8% above, 24.2% below
20-day: 84.9% above, 15.1% below
50-day: 88.2% above, 11.8% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 0.47% Top=HOV MAS USG RYL SPF KBH OC MDC ….. PWR WM PCL WCN CVA FWLT MTZ FLR=Bottom (Materials & Construction)
HEAL(44): 0.33% Top=LIFE ALGN EW WAT WCG THC BDX STJ ….. ESRX THOR HOLX ISRG HNT IRWD BKD MAKO=Bottom (Health)
META(29): 0.24% Top=ACI TRQ CNX BTU CLF IAG MCP ANR ….. ABX KGC EGO WLT X AUY PVR AUQ=Bottom (Metals & Mining)
LEIS(24): 0.11% Top=CCL EAT WYNN SBUX LVS CMG SIX PCLN ….. WEN HOT YUM CAKE WYN PENN MGM EXPE=Bottom (Leisure)
ENER(92): 0.11% Top=HOS SLB HLX EPB HAL BHI SPN XTEX ….. NFX PXD CRK EGN KOG TSO CVE CRZO=Bottom (Energy)
DISV(43): 0.06% Top=GEO CXW ADT URI VRSK FLT HTZ RRD ….. ULTA HMSY JEC APOL ATHN MA V TMH=Bottom (Diversified Services)
MANU(40): 0.06% Top=GE DDD PH PLL EMR ROP BWC GDI ….. DCI AVY WOR TEX ATI DHR RS GTI=Bottom (Manufacturing)
REAL(67): 0.05% Top=DLR NRF VNO SNH SLG PSA LXP LHO ….. AVB GGP CLNY DRE PMT CYS CBG HLSS=Bottom (Real Estate)
COSW(61): 0.03% Top=SINA QLIK BIDU INFA TTWO SPLK BMC CTSH ….. CTXS GRPN RHT TIBX GWRE TRIP YNDX IGT=Bottom (Computer Software/Internet)
RETA(69): -0.05% Top=OMX BID ORLY KMX LL SPLS SWY PIR ….. FL ANF FINL ASNA TIF AN GES JCP=Bottom (Retail & Specialty Retail)
CHEM(27): -0.05% Top=ROC POL DD SIAL AGU CF WPZ SHW ….. MOS CE TROX DOW OLN FMC GRA POT=Bottom (Chemicals/Fertilizers)
COHW(44): -0.05% Top=RIMM PANW MSI DELL FIO SNDK PLCM ARRS ….. LXK VIP NTAP BRCD ADTN RVBD JDSU FNSR=Bottom (Computer Hardware/Telecom)
FINA(69): -0.09% Top=STT MS GS TROW KKR FITB LAZ CBOE ….. BAC FRC DFS BEN AXP PBCT FHN COF=Bottom (Banks/Financials)
ELEC(46): -0.14% Top=VECO AMAT XLNX LRCX CREE TER LSI KLAC ….. NXPI GLW QLGC SPWR JBL IPGP XXIA INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -0.23% Top=MBI TRV CNO CLGX WRB AFL AXS RDN ….. ACE AIZ BRO HIG AIG PGR ORI AGO=Bottom (Insurance)
TRAN(23): -0.39% Top=TDW CSX CNI CNW AIRM CHRW NSC JBHT ….. ALK FDX DAL GLNG KSU JBLU LUV UAL=Bottom (Transportation)
CONS(52): -0.46% Top=HAS PAY ZQK FBHS RKT ENR TPX SON ….. PVH SEE VFC EL NUS FNP CRI WHR=Bottom (Consumer)

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 10:18 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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