daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 12:22 pm ET
by daytrend on 20130118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 794.

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

COMPARED TO YESTERDAY’S RANGE
16.8% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
19.5% are below yesterday’s low.
63.7% are inside yesterday’s range.
40.6% of stocks with today’s high > yesterday’s high. (59.4% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND
34.6% of stocks are above today’s open. (64.4% are below).
29.2% of stocks are above today’s open and yesterday’s close.
55.8% are below both.
56.8% of stocks opened above yesterday’s close. (37.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.2% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
40.1% are in the top half. 59.9% of stocks are in the bottom half of today’s range.
28.1% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN
39.2% of stocks are above yesterday’s close. (60.8% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.8% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:19.5%…>=80:30.0%…>=50:61.1%…<=20:12.6%…<=10:5.3%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:8.1%…>=50:82.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:85.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.8% above previous 1 highs, 19.5% below previous 1 lows
15.1% above previous 2 highs, 9.4% below previous 2 lows
14.0% above previous 3 highs, 6.3% below previous 3 lows
13.0% above previous 4 highs, 5.8% below previous 4 lows
12.3% above previous 5 highs, 4.8% below previous 5 lows
12.0% above previous 6 highs, 3.8% below previous 6 lows
11.2% above previous 7 highs, 3.3% below previous 7 lows
10.7% above previous 8 highs, 2.5% below previous 8 lows
10.3% above previous 9 highs, 2.5% below previous 9 lows
9.8% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.2% are above or equal to 1/17 close (1 days ago), 60.8% are below.
68.8% are above or equal to 1/16 close (2 days ago), 31.2% are below.
63.2% are above or equal to 1/15 close (3 days ago), 36.8% are below.
71.2% are above or equal to 1/14 close (4 days ago), 28.8% are below.
69.1% are above or equal to 1/11 close (5 days ago), 30.9% are below.
68.4% are above or equal to 1/10 close (6 days ago), 31.6% are below.
75.2% are above or equal to 1/9 close (7 days ago), 24.8% are below.
77.3% are above or equal to 1/8 close (8 days ago), 22.7% are below.
71.0% are above or equal to 1/7 close (9 days ago), 29.0% are below.
67.5% are above or equal to 1/4 close (10 days ago), 32.5% are below.
76.4% are above or equal to 1/3 close (11 days ago), 23.6% are below.
72.7% are above or equal to 1/2 close (12 days ago), 27.3% are below.
85.9% are above or equal to 12/31 close (13 days ago), 14.1% are below.
92.4% are above or equal to 12/28 close (14 days ago), 7.6% are below.
89.0% are above or equal to 12/27 close (15 days ago), 11.0% are below.
88.9% are above or equal to 12/26 close (16 days ago), 11.1% are below.
87.4% are above or equal to 12/24 close (17 days ago), 12.6% are below.
86.0% are above or equal to 12/21 close (18 days ago), 14.0% are below.
82.7% are above or equal to 12/20 close (19 days ago), 17.3% are below.
83.9% are above or equal to 12/19 close (20 days ago), 16.1% are below.
80.9% are above or equal to 12/18 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.0% new highs, 1.1% new lows
21d: 23.0% new highs, 1.1% new lows
42d: 21.2% new highs, 0.3% new lows
63d: 17.8% new highs, 0.1% new lows
126d: 14.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.5% above, 62.5% below
3-day: 58.4% above, 41.6% below
4-day: 61.8% above, 38.2% below
5-day: 65.6% above, 34.4% below
8-day: 69.9% above, 30.1% below
10-day: 72.7% above, 27.3% below
20-day: 83.4% above, 16.6% below
50-day: 87.5% above, 12.5% below
200-day: 78.0% above, 22.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.27% Top=LIFE EW ALGN STJ WCG MR CNC BDX ….. CI THOR HNT AET ISRG VOLC BKD MAKO=Bottom (Health)
MATE(28): 0.18% Top=HOV FAST MAS RYL KBH USG RYN OC ….. LEN CLH SPF TOL FWLT MDR WM PHM=Bottom (Materials & Construction)
META(29): 0.17% Top=ACI CNX TRQ NEM IAG NUE CLF SCCO ….. SSRI SWC CLD X PVR FCX WLT AUQ=Bottom (Metals & Mining)
REAL(67): 0.13% Top=DLR HPT RLGY PDM VNO PSA DCT LHO ….. SPG MPW DRE BDN AIV CLNY DFT CBG=Bottom (Real Estate)
LEIS(24): 0.06% Top=DNKN CMG EAT KKD CCL WYNN SIX LVS ….. MAR ARCO HOT MGM EXPE WYN PENN MPEL=Bottom (Leisure)
RETA(69): 0.04% Top=OMX SWY EXPR BID JCP ARO FRAN KORS ….. AN LOW ROST ASNA ANF WSM BIG FL=Bottom (Retail & Specialty Retail)
ENER(92): -0.03% Top=SLB NBR XTEX BHI HAL EPB EXXI HOS ….. CIE VLO PXD CVE CRZO WNR HFC TSO=Bottom (Energy)
DISV(43): -0.03% Top=GEO RRD CXW ATHN FLT URI ACM PAYX ….. HMSY CAR TSS MYGN MA TYC V ULTA=Bottom (Diversified Services)
INSU(38): -0.12% Top=AGO MBI GNW CINF RDN TRV WRB VR ….. CNO ACE MET HIG FNF BRO AIG LNC=Bottom (Insurance)
FINA(69): -0.26% Top=MS STT TROW GS EV BX LM KKR ….. TCB BEN DFS AXP STI PBCT FHN COF=Bottom (Banks/Financials)
MANU(40): -0.27% Top=GE DDD PLL PH GDI CRS ROP BWC ….. DCI DOV DHR ATI MHK ATU GTI CFX=Bottom (Manufacturing)
COHW(43): -0.29% Top=RIMM NIHD PANW ARRS MSI CTL TWTC PCS ….. ADTN NTAP TDC WDC RVBD JDSU ARUN FNSR=Bottom (Computer Hardware/Telecom)
COSW(60): -0.34% Top=SINA QLIK BMC MDRX CTSH BIDU NLSN SOHU ….. VMW SWI RHT TIBX YNDX CRM TRIP CTXS=Bottom (Computer Software/Internet)
CHEM(27): -0.36% Top=ROC DD RPM WPZ CHMT SIAL MON SHW ….. OLN CE VAL GRA POT PPG FMC ALB=Bottom (Chemicals/Fertilizers)
TRAN(23): -0.50% Top=TDW AIRM CSX CNI LCC CHRW NSC JBHT ….. KSU ALK ODFL JBLU FDX DAL LUV UAL=Bottom (Transportation)
CONS(52): -0.64% Top=FBHS PAY ZQK HAS BMS SON RKT ENR ….. PVH CROX CRI VFC EL NUS FNP WHR=Bottom (Consumer)
ELEC(46): -0.71% Top=AMAT CREE DLB VECO XLNX LRCX TER TEL ….. SWKS SPWR NXPI TSL IPGP ATML 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 12:22 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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