daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 3:15 pm

Market Stats at 3:14 pm ET
by daytrend on 20130118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 795.

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

COMPARED TO YESTERDAY’S RANGE
24.8% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
16.7% are below yesterday’s low.
58.5% are inside yesterday’s range.
47.4% of stocks with today’s high > yesterday’s high. (52.6% less than).
40.9% of stocks with today’s low < yesterday’s low. (59.1% greater than).

EVIDENCE OF INTRADAY TREND
47.2% of stocks are above today’s open. (51.4% are below).
40.5% of stocks are above today’s open and yesterday’s close.
42.0% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.2% of stocks are in the top 10% of today’s range.
25.9% are in the top 20%.
55.6% are in the top half. 44.4% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN
51.3% of stocks are above yesterday’s close. (48.7% are below.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.0% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.0%…>=90:26.9%…>=80:40.9%…>=50:68.3%…<=20:11.8%…<=10:5.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:9.4%…>=50:83.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:85.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.8% above previous 1 highs, 16.7% below previous 1 lows
22.4% above previous 2 highs, 8.7% below previous 2 lows
20.6% above previous 3 highs, 6.0% below previous 3 lows
19.0% above previous 4 highs, 5.4% below previous 4 lows
18.2% above previous 5 highs, 4.9% below previous 5 lows
17.4% above previous 6 highs, 4.2% below previous 6 lows
17.0% above previous 7 highs, 3.6% below previous 7 lows
16.2% above previous 8 highs, 2.5% below previous 8 lows
15.7% above previous 9 highs, 2.5% below previous 9 lows
15.3% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.3% are above or equal to 1/17 close (1 days ago), 48.7% are below.
72.5% are above or equal to 1/16 close (2 days ago), 27.5% are below.
67.2% are above or equal to 1/15 close (3 days ago), 32.8% are below.
74.1% are above or equal to 1/14 close (4 days ago), 25.9% are below.
72.3% are above or equal to 1/11 close (5 days ago), 27.7% are below.
71.8% are above or equal to 1/10 close (6 days ago), 28.2% are below.
76.9% are above or equal to 1/9 close (7 days ago), 23.1% are below.
79.0% are above or equal to 1/8 close (8 days ago), 21.0% are below.
73.1% are above or equal to 1/7 close (9 days ago), 26.9% are below.
70.1% are above or equal to 1/4 close (10 days ago), 29.9% are below.
78.0% are above or equal to 1/3 close (11 days ago), 22.0% are below.
74.3% are above or equal to 1/2 close (12 days ago), 25.7% are below.
85.9% are above or equal to 12/31 close (13 days ago), 14.1% are below.
92.6% are above or equal to 12/28 close (14 days ago), 7.4% are below.
88.6% are above or equal to 12/27 close (15 days ago), 11.4% are below.
89.3% are above or equal to 12/26 close (16 days ago), 10.7% are below.
87.5% are above or equal to 12/24 close (17 days ago), 12.5% are below.
86.2% are above or equal to 12/21 close (18 days ago), 13.8% are below.
83.3% are above or equal to 12/20 close (19 days ago), 16.7% are below.
84.4% are above or equal to 12/19 close (20 days ago), 15.6% 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: 27.0% new highs, 1.6% new lows
21d: 27.0% new highs, 1.6% new lows
42d: 24.8% new highs, 0.3% new lows
63d: 20.8% new highs, 0.1% new lows
126d: 17.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.6% above, 50.4% below
3-day: 67.4% above, 32.6% below
4-day: 67.4% above, 32.6% below
5-day: 71.2% above, 28.8% below
8-day: 74.8% above, 25.2% below
10-day: 76.5% above, 23.5% below
20-day: 84.2% above, 15.8% below
50-day: 87.5% above, 12.5% below
200-day: 77.9% above, 22.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 0.60% Top=HOV FAST MDR USG KBH MAS RYL EXP ….. CVA MTZ WM PCL TOL DHI MTH SPF=Bottom (Materials & Construction)
HEAL(44): 0.52% Top=LIFE CYH EW THC WCG MR WAT BDX ….. ESRX HNT AET THOR ISRG BKD VOLC MAKO=Bottom (Health)
MANU(40): 0.41% Top=DDD GE MTW PH DRC PLL ROP JOY ….. PCP MHK DHR ATI RS SWK GTI CFX=Bottom (Manufacturing)
META(29): 0.41% Top=ACI CNX TRQ ANR BTU MCP NUE CLF ….. CLD SWC PAAS WLT PVR FCX SSRI AUQ=Bottom (Metals & Mining)
RETA(69): 0.39% Top=OMX JCP ARO BID SWY KORS EXPR FRAN ….. LINTA TFM FL GME ANF GNC DLTR BIG=Bottom (Retail & Specialty Retail)
ENER(92): 0.34% Top=NBR SLB BHI HAL EPB EXXI XTEX FET ….. MUR PXD HK CRZO CVE HFC TSO WNR=Bottom (Energy)
DISV(43): 0.26% Top=GEO CXW URI ATHN HTZ FLT TMH VRSK ….. DV MYGN LPS TSS MA HMSY ULTA V=Bottom (Diversified Services)
LEIS(24): 0.16% Top=DNKN CMG RHP EAT SIX CCL LVS WYNN ….. WEN YUM MPEL WYN EXPE MGM ARCO PENN=Bottom (Leisure)
REAL(67): 0.07% Top=RLGY HPT DLR PSA MFA LHO CLI STAG ….. BDN AVB TCO CBG HLSS DRE BRE DFT=Bottom (Real Estate)
FINA(69): 0.05% Top=MS STT BX EV EFX GS LM TROW ….. BAC BEN AXP DFS STI PBCT FHN COF=Bottom (Banks/Financials)
CHEM(27): 0.05% Top=ROC RPM DD WPZ CHMT MON CF SHW ….. TROX EMN HUN FMC GRA OLN ALB POT=Bottom (Chemicals/Fertilizers)
INSU(38): 0.03% Top=GNW AGO MBI WRB CINF PL TRV HCC ….. MET MMC PRU CNO LNC AIG ORI BRO=Bottom (Insurance)
COSW(60): -0.14% Top=SINA QLIK BMC SPLK INFA MDRX ORCL CTSH ….. GWRE CTXS TIBX FFIV RHT VMW FB AOL=Bottom (Computer Software/Internet)
TRAN(23): -0.24% Top=TDW CHRW CNW NSC AIRM UPS UNP JBHT ….. KSU CP FDX JBLU ALK DAL LUV UAL=Bottom (Transportation)
COHW(44): -0.28% Top=RIMM ARRS MSI NIHD PANW FIO CTL EQIX ….. TDC PLCM ADTN ARUN JDSU RVBD CBB FNSR=Bottom (Computer Hardware/Telecom)
CONS(52): -0.30% Top=PAY HAS FBHS ZQK TWI JAH ENR BMS ….. CRI VFC CROX NUS EL FNP LULU WHR=Bottom (Consumer)
ELEC(46): -0.71% Top=CREE AMAT DLB XLNX VECO TXN LRCX TER ….. GLW TSL SPWR QLGC ATML SWKS 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 3:14 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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