daytrend

01/18/2013

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
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
34.5% of stocks are above yesterday’s high.
67.5% are above yesterday’s midpoint. (32.5% are below.)
13.1% are below yesterday’s low.
52.4% are inside yesterday’s range.
51.4% of stocks with today’s high > yesterday’s high. (48.6% less than).
41.3% of stocks with today’s low < yesterday’s low. (58.7% greater than).

EVIDENCE OF INTRADAY TREND
59.1% of stocks are above today’s open. (39.2% are below).
54.0% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
56.8% of stocks opened above yesterday’s close. (37.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
28.5% of stocks are in the top 10% of today’s range.
42.7% are in the top 20%.
71.7% are in the top half. 28.3% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
2.4% are up 3.5% or more. 1.0% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:21.0%…>=90:33.9%…>=80:48.9%…>=50:74.2%…<=20:8.8%…<=10:4.3%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:11.3%…>=50:85.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:86.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.5% above previous 1 highs, 13.1% below previous 1 lows
32.2% above previous 2 highs, 6.9% below previous 2 lows
30.1% above previous 3 highs, 5.0% below previous 3 lows
28.7% above previous 4 highs, 4.8% below previous 4 lows
27.0% above previous 5 highs, 4.3% below previous 5 lows
25.4% above previous 6 highs, 3.7% below previous 6 lows
25.1% above previous 7 highs, 3.3% below previous 7 lows
24.4% above previous 8 highs, 2.8% below previous 8 lows
23.3% above previous 9 highs, 2.6% below previous 9 lows
22.7% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 1/17 close (1 days ago), 36.3% are below.
77.0% are above or equal to 1/16 close (2 days ago), 23.0% are below.
71.3% are above or equal to 1/15 close (3 days ago), 28.7% are below.
77.7% are above or equal to 1/14 close (4 days ago), 22.3% are below.
76.6% are above or equal to 1/11 close (5 days ago), 23.4% are below.
74.9% are above or equal to 1/10 close (6 days ago), 25.1% are below.
79.8% are above or equal to 1/9 close (7 days ago), 20.2% are below.
81.9% are above or equal to 1/8 close (8 days ago), 18.1% are below.
77.0% are above or equal to 1/7 close (9 days ago), 23.0% are below.
72.5% are above or equal to 1/4 close (10 days ago), 27.5% are below.
79.3% are above or equal to 1/3 close (11 days ago), 20.7% are below.
75.7% are above or equal to 1/2 close (12 days ago), 24.3% are below.
86.8% are above or equal to 12/31 close (13 days ago), 13.2% are below.
93.1% are above or equal to 12/28 close (14 days ago), 6.9% are below.
89.9% are above or equal to 12/27 close (15 days ago), 10.1% are below.
90.1% are above or equal to 12/26 close (16 days ago), 9.9% are below.
88.5% are above or equal to 12/24 close (17 days ago), 11.5% are below.
87.0% are above or equal to 12/21 close (18 days ago), 13.0% are below.
84.6% are above or equal to 12/20 close (19 days ago), 15.4% are below.
85.1% are above or equal to 12/19 close (20 days ago), 14.9% are below.
82.1% are above or equal to 12/18 close (21 days ago), 17.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.7% new highs, 1.5% new lows
21d: 30.7% new highs, 1.5% new lows
42d: 28.5% new highs, 0.4% new lows
63d: 24.2% new highs, 0.3% new lows
126d: 20.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.6% above, 38.4% below
3-day: 74.3% above, 25.7% below
4-day: 73.2% above, 26.8% below
5-day: 76.2% above, 23.8% below
8-day: 78.3% above, 21.7% below
10-day: 80.0% above, 20.0% below
20-day: 85.5% above, 14.5% below
50-day: 87.9% above, 12.1% below
200-day: 78.7% above, 21.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 0.87% Top=HOV FAST MDR KBH USG MAS LPX RYL ….. MTZ WCN DHI WM CLH MTH TOL SPF=Bottom (Materials & Construction)
HEAL(44): 0.75% Top=LIFE CYH EW THC MR WCG SYK WAT ….. CI AET HNT THOR BKD ISRG VOLC MAKO=Bottom (Health)
ENER(92): 0.75% Top=SLB NBR BHI HAL HOS KEG EXXI FET ….. MUR CRZO QEP KOG CVE HFC TSO WNR=Bottom (Energy)
META(29): 0.65% Top=ACI CNX TRQ BTU ANR NUE CLF IAG ….. SWC WLT STLD PAAS FCX PVR SSRI AUQ=Bottom (Metals & Mining)
MANU(40): 0.61% Top=DDD GE PH MTW DRC PLL PNR CRS ….. WOR RS SWK PCP MHK ATI GTI CFX=Bottom (Manufacturing)
RETA(69): 0.60% Top=OMX JCP BID SWY EXPR ARO FRAN KORS ….. SKS FL LL GNC GME DLTR ANF BIG=Bottom (Retail & Specialty Retail)
DISV(43): 0.46% Top=GEO CXW ATHN URI FLT TMH VRSK PAYX ….. MYGN MA HPY LPS V HMSY TSS ULTA=Bottom (Diversified Services)
REAL(67): 0.42% Top=RLGY STAG HPT PSA LHO VNO DLR MFA ….. CBG AIV DRE HLSS BRE NCT TCO DFT=Bottom (Real Estate)
CHEM(27): 0.36% Top=ROC RPM DD CHMT MON CF SHW WPZ ….. GRA ASH FMC EMN OLN HUN ALB POT=Bottom (Chemicals/Fertilizers)
FINA(69): 0.31% Top=MS STT BX LM EFX EV GS TROW ….. BAC STI AXP BEN DFS PBCT FHN COF=Bottom (Banks/Financials)
INSU(38): 0.25% Top=GNW AGO WRB CINF TRV PGR PL AXS ….. CNO MET ACGL ORI AIG BRO RDN LNC=Bottom (Insurance)
LEIS(24): 0.21% Top=DNKN CMG KKD CCL SIX RHP LVS SBUX ….. HOT YUM WYN MGM ARCO MPEL EXPE PENN=Bottom (Leisure)
COSW(60): 0.10% Top=SINA BMC QLIK INFA CERN CA ORCL BIDU ….. GWRE TIBX CTXS CDNS FB VMW FFIV AOL=Bottom (Computer Software/Internet)
CONS(52): -0.04% Top=PAY HAS ZQK TWI FBHS JAH ENR BMS ….. LF CRI NUS LULU CROX VFC EL WHR=Bottom (Consumer)
COHW(43): -0.06% Top=RIMM ARRS MSI PANW NIHD EMC JNPR FIO ….. WDC ARUN TDC ADTN PLCM JDSU RVBD FNSR=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.18% Top=NSC TDW CHRW UNP CNW UPS JBHT AIRM ….. KSU TRN EXPD ALK JBLU LUV DAL UAL=Bottom (Transportation)
ELEC(46): -0.58% Top=CREE AMAT XLNX DLB VECO TXN CPHD A ….. ATML SPWR QLGC IPGP XXIA TSL 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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