daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 10:58 am

Market Stats at 10:57 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
14.9% of stocks are above yesterday’s high.
52.3% are above yesterday’s midpoint. (47.7% are below.)
17.7% are below yesterday’s low.
67.3% are inside yesterday’s range.
36.2% of stocks with today’s high > yesterday’s high. (63.8% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND
35.9% of stocks are above today’s open. (61.8% are below).
29.5% of stocks are above today’s open and yesterday’s close.
52.0% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.5% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
39.7% are in the top half. 60.3% of stocks are in the bottom half of today’s range.
28.8% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN
41.1% of stocks are above yesterday’s close. (58.9% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.1% are up 3.5% or more. 0.9% are down 3.5% or more.
79.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:19.7%…>=80:30.8%…>=50:63.3%…<=20:11.7%…<=10:5.2%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:7.8%…>=50:82.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:84.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 17.7% below previous 1 lows
13.8% above previous 2 highs, 8.0% below previous 2 lows
13.1% above previous 3 highs, 6.0% below previous 3 lows
11.9% above previous 4 highs, 5.0% below previous 4 lows
11.3% above previous 5 highs, 4.8% below previous 5 lows
10.6% above previous 6 highs, 3.9% below previous 6 lows
10.2% above previous 7 highs, 3.4% below previous 7 lows
9.8% above previous 8 highs, 2.8% below previous 8 lows
9.7% above previous 9 highs, 2.5% below previous 9 lows
9.0% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.1% are above or equal to 1/17 close (1 days ago), 58.9% are below.
69.6% are above or equal to 1/16 close (2 days ago), 30.4% are below.
64.1% are above or equal to 1/15 close (3 days ago), 35.9% are below.
72.0% are above or equal to 1/14 close (4 days ago), 28.0% are below.
70.6% are above or equal to 1/11 close (5 days ago), 29.4% are below.
70.1% are above or equal to 1/10 close (6 days ago), 29.9% are below.
76.8% are above or equal to 1/9 close (7 days ago), 23.2% are below.
77.1% are above or equal to 1/8 close (8 days ago), 22.9% are below.
71.9% are above or equal to 1/7 close (9 days ago), 28.1% are below.
67.6% are above or equal to 1/4 close (10 days ago), 32.4% are below.
75.8% are above or equal to 1/3 close (11 days ago), 24.2% are below.
72.1% are above or equal to 1/2 close (12 days ago), 27.9% are below.
86.2% are above or equal to 12/31 close (13 days ago), 13.8% are below.
92.1% are above or equal to 12/28 close (14 days ago), 7.9% are below.
88.8% are above or equal to 12/27 close (15 days ago), 11.2% are below.
89.7% are above or equal to 12/26 close (16 days ago), 10.3% are below.
87.6% are above or equal to 12/24 close (17 days ago), 12.4% are below.
86.1% are above or equal to 12/21 close (18 days ago), 13.9% are below.
82.4% are above or equal to 12/20 close (19 days ago), 17.6% are below.
83.7% are above or equal to 12/19 close (20 days ago), 16.3% are below.
81.4% are above or equal to 12/18 close (21 days ago), 18.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.5% new highs, 0.9% new lows
21d: 20.5% new highs, 0.9% new lows
42d: 19.0% new highs, 0.1% new lows
63d: 16.0% new highs, 0.0% new lows
126d: 13.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.4% above, 60.6% below
3-day: 61.8% above, 38.2% below
4-day: 64.6% above, 35.4% below
5-day: 69.0% above, 31.0% below
8-day: 71.6% above, 28.4% below
10-day: 73.2% above, 26.8% below
20-day: 83.8% above, 16.2% below
50-day: 87.7% above, 12.3% below
200-day: 77.6% above, 22.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.31% Top=LIFE EW ALGN WAT WCG BDX THC STJ ….. THOR ESRX IRWD HOLX HNT ISRG BKD MAKO=Bottom (Health)
MATE(28): 0.30% Top=HOV MAS RYL FAST USG OC LEN RSG ….. PCL PHM TOL CLH PWR FWLT MDR FLR=Bottom (Materials & Construction)
REAL(67): 0.07% Top=DLR VNO RLGY SNH LXP OFC HPT NRF ….. SKT GGP DRE MPW CYS CLNY HLSS CBG=Bottom (Real Estate)
DISV(43): 0.03% Top=GEO CXW RRD URI VRSK GPN HTZ CTAS ….. CAR LPS JEC TYC ULTA MYGN MA V=Bottom (Diversified Services)
META(29): 0.02% Top=ACI CNX TRQ NEM IAG BTU NUE GG ….. CLD MCP FCX ANR X WLT PVR AUQ=Bottom (Metals & Mining)
ENER(92): 0.00% Top=SLB HOS EPB HAL XTEX SPN BHI NBR ….. NBL WNR PXD MPC CVE HFC CRZO TSO=Bottom (Energy)
LEIS(24): -0.02% Top=EAT CCL WYNN DNKN CMG SIX LVS MCD ….. YUM HOT ARCO WYN MGM PENN MPEL EXPE=Bottom (Leisure)
RETA(69): -0.06% Top=OMX FRAN BID EXPR SWY KORS KMX SPLS ….. FINL FL ANF SKS BIG ASNA GES JCP=Bottom (Retail & Specialty Retail)
COSW(61): -0.08% Top=QLIK SINA BMC MDRX TTWO SPLK BIDU CTSH ….. CSC CRM TRIP RHT CTXS FB IGT YNDX=Bottom (Computer Software/Internet)
CHEM(27): -0.11% Top=ROC DD WPZ RPM CHMT AGU SHW SIAL ….. MOS GRA DOW VAL OLN CE FMC POT=Bottom (Chemicals/Fertilizers)
INSU(38): -0.12% Top=TRV WRB MBI AXS CINF GNW AHL VR ….. MMC ORI HIG AGO RDN LNC BRO AIG=Bottom (Insurance)
COHW(44): -0.23% Top=RIMM PANW MSI ARRS PCS NIHD CTL FIO ….. CBB NTAP WDC ADTN VIP RVBD JDSU FNSR=Bottom (Computer Hardware/Telecom)
FINA(69): -0.26% Top=MS STT TROW GS CBOE AMTD FITB OCN ….. DFS BAC STI BEN AXP PBCT FHN COF=Bottom (Banks/Financials)
MANU(40): -0.27% Top=GE DDD EMR PLL ROP GDI BWC DE ….. KMT ATI ATU DCI WOR DHR DOV GTI=Bottom (Manufacturing)
TRAN(23): -0.53% Top=TDW CSX NSC CNI AIRM CHRW JBHT TRN ….. CNW FDX KSU DAL ALK LUV JBLU UAL=Bottom (Transportation)
ELEC(46): -0.57% Top=XLNX AMAT VECO LRCX CREE TER A TEL ….. GLW ATML JBL TSL SPWR IPGP XXIA INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): -0.59% Top=FBHS HAS PAY ZQK BMS RKT ENR SON ….. CROX VFC NUS CRI PVH EL 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 10:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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