daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 12:03 pm

Market Stats at 12:02 pm 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
15.3% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
21.0% are below yesterday’s low.
63.7% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
37.7% of stocks with today’s low < yesterday’s low. (62.3% greater than).

EVIDENCE OF INTRADAY TREND
34.2% of stocks are above today’s open. (63.4% are below).
28.9% of stocks are above today’s open and yesterday’s close.
54.9% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
13.4% 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.
29.5% are in the bottom 20%.
14.2% are in the bottom 10%.

GAIN
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.9% are down 3.5% or more.
72.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:19.1%…>=80:30.4%…>=50:60.2%…<=20:12.9%…<=10:5.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:7.8%…>=50:81.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:85.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.3% above previous 1 highs, 21.0% below previous 1 lows
14.2% above previous 2 highs, 8.9% below previous 2 lows
13.2% above previous 3 highs, 6.5% below previous 3 lows
12.1% above previous 4 highs, 5.7% below previous 4 lows
11.6% above previous 5 highs, 4.9% below previous 5 lows
10.9% above previous 6 highs, 3.8% below previous 6 lows
10.2% above previous 7 highs, 3.4% below previous 7 lows
9.7% above previous 8 highs, 2.6% below previous 8 lows
9.3% above previous 9 highs, 2.5% below previous 9 lows
8.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.7% are above or equal to 1/17 close (1 days ago), 60.3% are below.
68.0% are above or equal to 1/16 close (2 days ago), 32.0% are below.
63.4% are above or equal to 1/15 close (3 days ago), 36.6% are below.
71.5% are above or equal to 1/14 close (4 days ago), 28.5% are below.
69.3% are above or equal to 1/11 close (5 days ago), 30.7% are below.
68.1% are above or equal to 1/10 close (6 days ago), 31.9% are below.
75.4% are above or equal to 1/9 close (7 days ago), 24.6% are below.
76.6% are above or equal to 1/8 close (8 days ago), 23.4% are below.
72.1% are above or equal to 1/7 close (9 days ago), 27.9% are below.
67.6% are above or equal to 1/4 close (10 days ago), 32.4% are below.
75.6% are above or equal to 1/3 close (11 days ago), 24.4% are below.
72.5% are above or equal to 1/2 close (12 days ago), 27.5% are below.
85.8% are above or equal to 12/31 close (13 days ago), 14.2% are below.
92.3% are above or equal to 12/28 close (14 days ago), 7.7% are below.
88.9% are above or equal to 12/27 close (15 days ago), 11.1% are below.
88.8% are above or equal to 12/26 close (16 days ago), 11.2% are below.
87.1% are above or equal to 12/24 close (17 days ago), 12.9% are below.
85.7% are above or equal to 12/21 close (18 days ago), 14.3% are below.
82.2% are above or equal to 12/20 close (19 days ago), 17.8% are below.
83.3% are above or equal to 12/19 close (20 days ago), 16.7% are below.
80.7% are above or equal to 12/18 close (21 days ago), 19.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.4% new highs, 1.3% new lows
21d: 22.4% new highs, 1.3% new lows
42d: 20.5% new highs, 0.3% new lows
63d: 17.2% new highs, 0.1% new lows
126d: 14.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.1% above, 62.9% below
3-day: 57.9% above, 42.1% below
4-day: 60.7% above, 39.3% below
5-day: 66.2% above, 33.8% below
8-day: 69.8% above, 30.2% below
10-day: 72.7% above, 27.3% below
20-day: 82.9% above, 17.1% below
50-day: 87.7% above, 12.3% below
200-day: 77.9% above, 22.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.28% Top=LIFE EW ALGN STJ WCG CNC BDX SYK ….. CI ISRG AET THOR HNT VOLC BKD MAKO=Bottom (Health)
META(29): 0.23% Top=ACI CNX TRQ NEM IAG NUE AUY CLF ….. SSRI FCX CLD SWC X PVR WLT AUQ=Bottom (Metals & Mining)
MATE(28): 0.20% Top=HOV FAST MAS RYL KBH USG EXP OC ….. PWR CVA LPX TOL FWLT MDR WM PHM=Bottom (Materials & Construction)
REAL(67): 0.08% Top=DLR HPT VNO RLGY PSA LHO STAG LXP ….. DRE AIV BDN BAM DFT HLSS CLNY CBG=Bottom (Real Estate)
RETA(69): 0.07% Top=OMX SWY BID ARO EXPR CAB FRAN BBY ….. LINTA AN ASNA ROST GES ANF FL BIG=Bottom (Retail & Specialty Retail)
ENER(92): -0.01% Top=SLB NBR HAL BHI EPB XTEX EXXI CHK ….. MPC PXD KOG CVE CRZO WNR HFC TSO=Bottom (Energy)
INSU(38): -0.05% Top=AGO MBI GNW TRV CINF WRB ORI AHL ….. MET HIG FNF ACE CNO BRO AIG LNC=Bottom (Insurance)
DISV(43): -0.05% Top=GEO CXW RRD URI FLT GPN VRSK DV ….. ADS JEC CAR MYGN TYC MA V ULTA=Bottom (Diversified Services)
LEIS(24): -0.07% Top=DNKN EAT CMG KKD CCL SIX LVS WYNN ….. ARCO MAR HOT MGM WYN EXPE PENN MPEL=Bottom (Leisure)
MANU(40): -0.25% Top=GE DDD PLL CRS ROP GDI PH EMR ….. ATI RS MHK DOV DHR ATU CFX GTI=Bottom (Manufacturing)
FINA(69): -0.27% Top=MS STT GS TROW BX EV LM CBOE ….. BAC BEN DFS STI AXP PBCT FHN COF=Bottom (Banks/Financials)
CHEM(27): -0.35% Top=ROC DD RPM WPZ TROX CHMT SHW SIAL ….. VAL PPG PX GRA CE ALB POT FMC=Bottom (Chemicals/Fertilizers)
COSW(61): -0.38% Top=SINA QLIK BMC MDRX CTSH BIDU EA NLSN ….. TIBX SYMC RHT AOL TRIP CRM YNDX CTXS=Bottom (Computer Software/Internet)
COHW(44): -0.43% Top=RIMM PANW ARRS MSI NIHD CTL FIO PCS ….. NTAP WDC TDC RVBD ARUN JDSU CBB FNSR=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.50% Top=TDW AIRM CSX LCC CNI CHRW NSC JBHT ….. JBLU KSU CNW ALK FDX DAL LUV UAL=Bottom (Transportation)
CONS(52): -0.65% Top=FBHS PAY HAS ZQK BMS ENR SON RKT ….. PVH LULU CRI VFC NUS EL FNP WHR=Bottom (Consumer)
ELEC(46): -0.73% Top=AMAT CREE VECO XLNX DLB LRCX TER TEL ….. GLW NXPI SPWR IPGP ATML TSL XXIA INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:02 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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