daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 12:38 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
17.4% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
19.8% are below yesterday’s low.
62.8% are inside yesterday’s range.
40.8% of stocks with today’s high > yesterday’s high. (59.2% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND
35.4% of stocks are above today’s open. (62.8% are below).
30.1% of stocks are above today’s open and yesterday’s close.
54.7% are below both.
56.8% of stocks opened above yesterday’s close. (37.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN
40.6% of stocks are above yesterday’s close. (59.4% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 0.9% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.8%…>=90:20.2%…>=80:31.4%…>=50:61.7%…<=20:12.1%…<=10:5.2%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:8.3%…>=50:82.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:85.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.4% above previous 1 highs, 19.8% below previous 1 lows
15.6% above previous 2 highs, 9.3% below previous 2 lows
14.5% above previous 3 highs, 6.3% below previous 3 lows
13.5% above previous 4 highs, 5.8% below previous 4 lows
12.7% above previous 5 highs, 4.9% below previous 5 lows
12.3% above previous 6 highs, 3.8% below previous 6 lows
11.5% above previous 7 highs, 3.4% below previous 7 lows
10.8% above previous 8 highs, 2.6% below previous 8 lows
10.5% above previous 9 highs, 2.6% below previous 9 lows
9.9% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.6% are above or equal to 1/17 close (1 days ago), 59.4% are below.
68.9% are above or equal to 1/16 close (2 days ago), 31.1% are below.
63.2% are above or equal to 1/15 close (3 days ago), 36.8% are below.
71.5% are above or equal to 1/14 close (4 days ago), 28.5% are below.
69.1% are above or equal to 1/11 close (5 days ago), 30.9% are below.
68.8% are above or equal to 1/10 close (6 days ago), 31.2% 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.
71.7% are above or equal to 1/7 close (9 days ago), 28.3% are below.
68.1% are above or equal to 1/4 close (10 days ago), 31.9% are below.
76.2% are above or equal to 1/3 close (11 days ago), 23.8% are below.
72.8% are above or equal to 1/2 close (12 days ago), 27.2% are below.
85.8% are above or equal to 12/31 close (13 days ago), 14.2% are below.
92.7% are above or equal to 12/28 close (14 days ago), 7.3% are below.
89.2% are above or equal to 12/27 close (15 days ago), 10.8% are below.
89.0% are above or equal to 12/26 close (16 days ago), 11.0% 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.
82.4% are above or equal to 12/20 close (19 days ago), 17.6% are below.
83.8% are above or equal to 12/19 close (20 days ago), 16.2% 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: 38.8% above, 61.2% below
3-day: 59.7% above, 40.3% below
4-day: 62.5% above, 37.5% below
5-day: 66.9% above, 33.1% below
8-day: 71.0% above, 29.0% below
10-day: 74.2% above, 25.8% below
20-day: 83.6% above, 16.4% below
50-day: 87.7% above, 12.3% below
200-day: 78.2% above, 21.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.31% Top=LIFE EW ALGN WCG STJ MR CNC CYH ….. HNT NUVA ISRG AET THOR VOLC BKD MAKO=Bottom (Health)
META(29): 0.28% Top=ACI CNX IAG NEM TRQ CLF BTU NUE ….. MCP SWC FCX CLD X WLT PVR AUQ=Bottom (Metals & Mining)
MATE(28): 0.25% Top=HOV FAST RYL MAS KBH OC USG EXP ….. CVA PCL DHI WM TOL FWLT MDR PHM=Bottom (Materials & Construction)
RETA(69): 0.10% Top=OMX SWY JCP BID EXPR ARO FRAN KORS ….. BIG TSCO LOW ROST ANF ASNA WSM FL=Bottom (Retail & Specialty Retail)
LEIS(24): 0.09% Top=DNKN CMG EAT KKD CCL WYNN SIX LVS ….. MAR ARCO MGM HOT MPEL WYN EXPE PENN=Bottom (Leisure)
REAL(67): 0.09% Top=DLR HPT RLGY VNO STAG PDM DCT PSA ….. BDN CLNY DRE SPG VTR AIV DFT CBG=Bottom (Real Estate)
ENER(92): 0.03% Top=SLB NBR XTEX EPB HAL BHI EXXI HOS ….. XEC KOG PXD CVE CRZO WNR HFC TSO=Bottom (Energy)
DISV(43): 0.02% Top=GEO RRD CXW ATHN URI FLT PAYX ACM ….. LPS MYGN TSS CAR TYC MA V ULTA=Bottom (Diversified Services)
INSU(38): -0.16% Top=AGO MBI GNW CINF TRV WRB RDN HCC ….. ACE MET CNO HIG CLGX BRO AIG LNC=Bottom (Insurance)
MANU(40): -0.19% Top=GE DDD PH PLL CRS GDI ROP BWC ….. RS XYL MHK DOV DHR ATU CFX GTI=Bottom (Manufacturing)
FINA(69): -0.21% Top=MS STT GS TROW BX EV LM KKR ….. TCB DFS BEN STI AXP PBCT FHN COF=Bottom (Banks/Financials)
CHEM(27): -0.23% Top=ROC DD RPM WPZ SHW CHMT SIAL MON ….. OLN HUN PPG VAL GRA POT FMC ALB=Bottom (Chemicals/Fertilizers)
COHW(43): -0.27% Top=RIMM PANW NIHD ARRS MSI CTL PCS TWTC ….. ADTN NTAP TDC WDC JDSU RVBD ARUN FNSR=Bottom (Computer Hardware/Telecom)
COSW(60): -0.30% Top=SINA QLIK BMC MDRX CTSH BIDU SOHU NLSN ….. YNDX RHT AOL CTXS VMW SYMC CRM TRIP=Bottom (Computer Software/Internet)
TRAN(23): -0.47% Top=TDW AIRM CSX LCC CNI NSC CHRW JBHT ….. ODFL KSU ALK FDX JBLU DAL LUV UAL=Bottom (Transportation)
CONS(52): -0.61% Top=FBHS PAY ZQK HAS BMS SON ENR RKT ….. CROX LF CRI VFC EL NUS FNP WHR=Bottom (Consumer)
ELEC(46): -0.76% Top=AMAT CREE VECO XLNX DLB TER TEL TXN ….. NXPI SPWR SWKS 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 12:38 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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