daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 10:39 am ET
by daytrend on 20130118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
13.2% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
14.6% are below yesterday’s low.
72.2% are inside yesterday’s range.
34.7% of stocks with today’s high > yesterday’s high. (65.3% less than).
30.3% of stocks with today’s low < yesterday’s low. (69.7% greater than).

EVIDENCE OF INTRADAY TREND
37.8% of stocks are above today’s open. (60.4% are below).
30.4% of stocks are above today’s open and yesterday’s close.
48.6% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.7% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
27.8% are in the bottom 20%.
14.2% are in the bottom 10%.

GAIN
44.2% of stocks are above yesterday’s close. (55.8% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 0.8% are down 3.5% or more.
81.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.1%…>=90:20.1%…>=80:31.8%…>=50:65.3%…<=20:11.7%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:7.7%…>=50:83.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:85.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.2% above previous 1 highs, 14.6% below previous 1 lows
12.2% above previous 2 highs, 6.5% below previous 2 lows
11.8% above previous 3 highs, 4.9% below previous 3 lows
10.6% above previous 4 highs, 3.9% below previous 4 lows
10.1% above previous 5 highs, 3.8% below previous 5 lows
9.5% above previous 6 highs, 3.1% below previous 6 lows
9.3% above previous 7 highs, 2.6% below previous 7 lows
9.0% above previous 8 highs, 2.1% below previous 8 lows
8.8% above previous 9 highs, 2.0% below previous 9 lows
8.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.2% are above or equal to 1/17 close (1 days ago), 55.8% are below.
71.7% are above or equal to 1/16 close (2 days ago), 28.3% are below.
65.6% are above or equal to 1/15 close (3 days ago), 34.4% are below.
72.9% are above or equal to 1/14 close (4 days ago), 27.1% are below.
71.4% are above or equal to 1/11 close (5 days ago), 28.6% are below.
70.6% are above or equal to 1/10 close (6 days ago), 29.4% are below.
76.6% are above or equal to 1/9 close (7 days ago), 23.4% are below.
77.8% are above or equal to 1/8 close (8 days ago), 22.2% are below.
73.0% are above or equal to 1/7 close (9 days ago), 27.0% are below.
68.8% are above or equal to 1/4 close (10 days ago), 31.2% are below.
76.3% are above or equal to 1/3 close (11 days ago), 23.7% are below.
73.2% are above or equal to 1/2 close (12 days ago), 26.8% are below.
86.8% are above or equal to 12/31 close (13 days ago), 13.2% are below.
92.6% are above or equal to 12/28 close (14 days ago), 7.4% are below.
89.8% are above or equal to 12/27 close (15 days ago), 10.2% are below.
89.9% are above or equal to 12/26 close (16 days ago), 10.1% are below.
87.8% are above or equal to 12/24 close (17 days ago), 12.2% are below.
86.3% are above or equal to 12/21 close (18 days ago), 13.7% are below.
82.9% are above or equal to 12/20 close (19 days ago), 17.1% are below.
83.5% are above or equal to 12/19 close (20 days ago), 16.5% are below.
81.5% are above or equal to 12/18 close (21 days ago), 18.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.8% new highs, 0.8% new lows
21d: 19.8% new highs, 0.8% new lows
42d: 18.3% new highs, 0.1% new lows
63d: 15.3% new highs, 0.0% new lows
126d: 12.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.1% above, 57.9% below
3-day: 64.6% above, 35.4% below
4-day: 66.6% above, 33.4% below
5-day: 70.0% above, 30.0% below
8-day: 72.7% above, 27.3% below
10-day: 73.9% above, 26.1% below
20-day: 83.7% above, 16.3% below
50-day: 87.9% above, 12.1% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.35% Top=LIFE ALGN EW WAT WCG BDX MR THC ….. IRWD HOLX ESRX THOR ISRG HNT MAKO BKD=Bottom (Health)
MATE(28): 0.24% Top=HOV MAS USG FAST RYL LEN OC EXP ….. MTH TOL PHM MTZ CLH PWR FLR FWLT=Bottom (Materials & Construction)
META(29): 0.15% Top=ACI TRQ CNX IAG NEM BTU NUE SSRI ….. CLD STLD SWC ANR X WLT PVR AUQ=Bottom (Metals & Mining)
REAL(67): 0.08% Top=DLR VNO NRF HPT BXP SNH SLG CBL ….. KIM PMT GGP HST DRE CLNY HLSS CBG=Bottom (Real Estate)
DISV(43): 0.03% Top=GEO CXW URI RRD VRSK HTZ GPN FLT ….. HRB TYC LPS JEC HMSY ULTA V MA=Bottom (Diversified Services)
ENER(92): 0.02% Top=HOS SLB XTEX BHI EPB SPN HAL NOV ….. MRO NBL CRK CVE PXD HFC TSO CRZO=Bottom (Energy)
LEIS(24): 0.01% Top=WYNN CCL EAT DNKN SBUX SIX CMG LVS ….. MPEL WEN CAKE WYN YUM MGM PENN EXPE=Bottom (Leisure)
COSW(61): 0.01% Top=QLIK SINA BMC TTWO MDRX BIDU INFA EA ….. TIBX CTXS FB CSC SYMC TRIP IGT YNDX=Bottom (Computer Software/Internet)
RETA(69): -0.05% Top=FRAN OMX BID ORLY SWY EXPR SPLS KMX ….. LTD FL FINL AN TIF GES ASNA JCP=Bottom (Retail & Specialty Retail)
CHEM(27): -0.07% Top=ROC AGU DD WPZ CF SIAL CHMT RPM ….. EMN VAL DOW GRA CE OLN POT FMC=Bottom (Chemicals/Fertilizers)
COHW(44): -0.14% Top=RIMM PANW FIO APKT MSI ARRS DELL CTL ….. LVLT VIP WDC NTAP ADTN RVBD JDSU FNSR=Bottom (Computer Hardware/Telecom)
MANU(40): -0.19% Top=GE DDD ROP EMR BWC GDI PLL DRC ….. TEX RS ATU DHR DOV WOR DCI GTI=Bottom (Manufacturing)
FINA(69): -0.24% Top=STT MS GS TROW KKR FITB CBOE OCN ….. DFS BAC STI AXP BEN PBCT FHN COF=Bottom (Banks/Financials)
INSU(38): -0.25% Top=TRV MBI WRB GNW CINF AXS AFL AHL ….. MMC PGR AIG LNC HIG ORI BRO AGO=Bottom (Insurance)
ELEC(46): -0.31% Top=VECO LRCX XLNX AMAT CREE TER KLAC SWKS ….. ATML QLGC GLW SPWR JBL IPGP XXIA INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -0.49% Top=TDW CSX CNI NSC JBHT TRN AIRM CHRW ….. GLNG FDX ODFL ALK KSU LUV JBLU UAL=Bottom (Transportation)
CONS(52): -0.54% Top=HAS PAY ZQK FBHS BMS RKT TPX SON ….. BC VFC PVH EL CRI NUS FNP 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 10:39 am 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 57 other followers

%d bloggers like this: