daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 3:35 pm

Market Stats at 3:34 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
29.3% of stocks are above yesterday’s high.
62.3% are above yesterday’s midpoint. (37.7% are below.)
15.1% are below yesterday’s low.
55.6% are inside yesterday’s range.
48.1% of stocks with today’s high > yesterday’s high. (51.9% less than).
41.3% of stocks with today’s low < yesterday’s low. (58.7% greater than).

EVIDENCE OF INTRADAY TREND
53.5% of stocks are above today’s open. (44.3% are below).
47.5% of stocks are above today’s open and yesterday’s close.
36.9% are below both.
56.9% of stocks opened above yesterday’s close. (37.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
20.3% of stocks are in the top 10% of today’s range.
34.0% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
57.4% of stocks are above yesterday’s close. (42.6% are below.)
1.3% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 1.0% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:18.5%…>=90:30.2%…>=80:44.8%…>=50:71.2%…<=20:10.7%…<=10:5.0%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:9.9%…>=50:85.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:85.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.3% above previous 1 highs, 15.1% below previous 1 lows
26.7% above previous 2 highs, 7.8% below previous 2 lows
24.8% above previous 3 highs, 5.5% below previous 3 lows
22.8% above previous 4 highs, 5.3% below previous 4 lows
21.5% above previous 5 highs, 4.7% below previous 5 lows
20.5% above previous 6 highs, 4.0% below previous 6 lows
20.3% above previous 7 highs, 3.6% below previous 7 lows
19.6% above previous 8 highs, 2.6% below previous 8 lows
18.6% above previous 9 highs, 2.6% below previous 9 lows
18.1% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.4% are above or equal to 1/17 close (1 days ago), 42.6% are below.
75.1% are above or equal to 1/16 close (2 days ago), 24.9% are below.
68.6% are above or equal to 1/15 close (3 days ago), 31.4% are below.
75.7% are above or equal to 1/14 close (4 days ago), 24.3% are below.
74.2% are above or equal to 1/11 close (5 days ago), 25.8% are below.
73.3% are above or equal to 1/10 close (6 days ago), 26.7% are below.
77.9% are above or equal to 1/9 close (7 days ago), 22.1% are below.
80.6% are above or equal to 1/8 close (8 days ago), 19.4% are below.
74.8% are above or equal to 1/7 close (9 days ago), 25.2% are below.
71.1% are above or equal to 1/4 close (10 days ago), 28.9% are below.
79.0% are above or equal to 1/3 close (11 days ago), 21.0% are below.
74.8% are above or equal to 1/2 close (12 days ago), 25.2% are below.
86.5% are above or equal to 12/31 close (13 days ago), 13.5% are below.
92.8% are above or equal to 12/28 close (14 days ago), 7.2% are below.
89.7% are above or equal to 12/27 close (15 days ago), 10.3% are below.
89.6% are above or equal to 12/26 close (16 days ago), 10.4% are below.
87.9% are above or equal to 12/24 close (17 days ago), 12.1% are below.
86.4% are above or equal to 12/21 close (18 days ago), 13.6% are below.
83.9% are above or equal to 12/20 close (19 days ago), 16.1% are below.
84.5% are above or equal to 12/19 close (20 days ago), 15.5% are below.
81.8% are above or equal to 12/18 close (21 days ago), 18.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 27.5% new highs, 1.6% new lows
21d: 27.5% new highs, 1.6% new lows
42d: 25.4% new highs, 0.3% new lows
63d: 21.5% new highs, 0.1% new lows
126d: 17.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.1% above, 43.9% below
3-day: 70.9% above, 29.1% below
4-day: 70.8% above, 29.2% below
5-day: 74.7% above, 25.3% below
8-day: 76.9% above, 23.1% below
10-day: 78.2% above, 21.8% below
20-day: 85.0% above, 15.0% below
50-day: 87.5% above, 12.5% below
200-day: 78.7% above, 21.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 0.73% Top=HOV FAST MDR USG KBH MAS RYL LPX ….. CLH MTZ PCL WM TOL DHI MTH SPF=Bottom (Materials & Construction)
HEAL(44): 0.61% Top=LIFE CYH EW THC WCG MR HCA WAT ….. HNT ESRX AET ISRG THOR BKD VOLC MAKO=Bottom (Health)
ENER(92): 0.60% Top=NBR SLB BHI HAL KEG EXXI EPB HLX ….. QEP HK KOG CRZO CVE HFC TSO WNR=Bottom (Energy)
META(29): 0.59% Top=ACI CNX ANR BTU TRQ NUE CLF SCCO ….. STLD SWC CLD PAAS FCX PVR SSRI AUQ=Bottom (Metals & Mining)
MANU(40): 0.56% Top=DDD GE MTW PH DRC PLL CMI CRS ….. RS ATI MHK PCP DHR SWK GTI CFX=Bottom (Manufacturing)
RETA(69): 0.41% Top=OMX JCP BID ARO SWY KORS EXPR CAB ….. TFM LINTA FL GME ANF GNC DLTR BIG=Bottom (Retail & Specialty Retail)
DISV(43): 0.35% Top=GEO CXW ATHN FLT URI TMH HTZ VRSK ….. HPY MYGN MA TSS LPS V HMSY ULTA=Bottom (Diversified Services)
LEIS(24): 0.25% Top=DNKN CMG SIX RHP EAT CCL LVS KKD ….. HOT WYN YUM ARCO MPEL MGM EXPE PENN=Bottom (Leisure)
FINA(69): 0.19% Top=MS STT BX EFX LM EV GS TROW ….. BAC BEN STI AXP DFS PBCT FHN COF=Bottom (Banks/Financials)
INSU(38): 0.17% Top=GNW AGO WRB CINF MBI PL TRV HCC ….. UNM RNR ORI PRU ACGL AIG LNC BRO=Bottom (Insurance)
CHEM(27): 0.17% Top=ROC RPM DD MON CHMT WPZ CF SHW ….. AGU FMC EMN OLN GRA HUN ALB POT=Bottom (Chemicals/Fertilizers)
REAL(67): 0.13% Top=RLGY HPT STAG LHO DLR PSA MFA VNO ….. AIV BDN SPG AVB TCO BRE DRE DFT=Bottom (Real Estate)
COSW(60): 0.03% Top=SINA QLIK BMC INFA MDRX CERN ORCL MSCI ….. CTXS TIBX GWRE RHT FB FFIV VMW AOL=Bottom (Computer Software/Internet)
CONS(52): -0.14% Top=PAY HAS FBHS TWI ZQK JAH ENR BMS ….. UA CRI NUS CROX EL VFC LULU WHR=Bottom (Consumer)
TRAN(23): -0.15% Top=TDW CNW NSC CHRW UPS JBHT UNP AIRM ….. CP FDX EXPD ALK JBLU LUV DAL UAL=Bottom (Transportation)
COHW(44): -0.22% Top=RIMM ARRS MSI PANW NIHD FIO EMC CTL ….. ARUN TDC ADTN PLCM JDSU RVBD CBB FNSR=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.61% Top=CREE AMAT XLNX VECO DLB TXN TER ARMH ….. SPWR FSLR IPGP QLGC ATML XXIA SWKS 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 3:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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