daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 9:53 am ET
by daytrend on 20130225. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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

COMPARED TO YESTERDAY’S RANGE
41.7% of stocks are above yesterday’s high.
82.0% are above yesterday’s midpoint. (18.0% are below.)
2.3% are below yesterday’s low.
56.0% are inside yesterday’s range.
70.7% of stocks with today’s high > yesterday’s high. (29.3% less than).
6.0% of stocks with today’s low < yesterday’s low. (94.0% greater than).

EVIDENCE OF INTRADAY TREND
44.1% of stocks are above today’s open. (53.2% are below).
43.1% of stocks are above today’s open and yesterday’s close.
22.2% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.9% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
43.6% are in the top half. 56.4% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN
76.9% of stocks are above yesterday’s close. (23.1% are below.)
0.3% are up 4.5% or more. 0.3% are down 4.5% or more.
1.3% are up 3.5% or more. 0.8% are down 3.5% or more.
77.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.4%…>=90:6.2%…>=80:19.3%…>=50:71.8%…<=20:7.6%…<=10:4.2%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:58.5%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.7% above previous 1 highs, 2.3% below previous 1 lows
32.7% above previous 2 highs, 1.3% below previous 2 lows
10.3% above previous 3 highs, 1.3% below previous 3 lows
8.2% above previous 4 highs, 1.3% below previous 4 lows
6.9% above previous 5 highs, 1.2% below previous 5 lows
6.4% above previous 6 highs, 0.9% below previous 6 lows
5.8% above previous 7 highs, 0.8% below previous 7 lows
5.3% above previous 8 highs, 0.7% below previous 8 lows
5.0% above previous 9 highs, 0.7% below previous 9 lows
4.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.9% are above or equal to 2/22 close (1 days ago), 23.1% are below.
86.1% are above or equal to 2/21 close (2 days ago), 13.9% are below.
61.3% are above or equal to 2/20 close (3 days ago), 38.7% are below.
26.4% are above or equal to 2/19 close (4 days ago), 73.6% are below.
40.8% are above or equal to 2/15 close (5 days ago), 59.2% are below.
38.5% are above or equal to 2/14 close (6 days ago), 61.5% are below.
43.0% are above or equal to 2/13 close (7 days ago), 57.0% are below.
46.0% are above or equal to 2/12 close (8 days ago), 54.0% are below.
50.1% are above or equal to 2/11 close (9 days ago), 49.9% are below.
48.0% are above or equal to 2/8 close (10 days ago), 52.0% are below.
53.7% are above or equal to 2/7 close (11 days ago), 46.3% are below.
50.7% are above or equal to 2/6 close (12 days ago), 49.3% are below.
55.0% are above or equal to 2/5 close (13 days ago), 45.0% are below.
62.7% are above or equal to 2/4 close (14 days ago), 37.3% are below.
53.3% are above or equal to 2/1 close (15 days ago), 46.7% are below.
59.2% are above or equal to 1/31 close (16 days ago), 40.8% are below.
60.5% are above or equal to 1/30 close (17 days ago), 39.5% are below.
57.4% are above or equal to 1/29 close (18 days ago), 42.6% are below.
58.2% are above or equal to 1/28 close (19 days ago), 41.8% are below.
58.3% are above or equal to 1/25 close (20 days ago), 41.7% are below.
63.6% are above or equal to 1/24 close (21 days ago), 36.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 1.6% new lows
21d: 6.5% new highs, 1.5% new lows
42d: 6.2% new highs, 0.8% new lows
63d: 6.0% new highs, 0.6% new lows
126d: 4.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.4% above, 25.6% below
3-day: 86.3% above, 13.7% below
4-day: 77.3% above, 22.7% below
5-day: 58.0% above, 42.0% below
8-day: 46.8% above, 53.2% below
10-day: 47.7% above, 52.3% below
20-day: 53.9% above, 46.1% below
50-day: 74.1% above, 25.9% below
200-day: 80.3% above, 19.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.18% Top=AUQ EGO RGLD WLT PAAS IAG AEM AUY ….. AA NUE FCX STLD X HSC BTU MCP=Bottom (Metals & Mining)
LEIS(35): 0.82% Top=MPEL LVS MGM BYD RCL PNK CZR WYNN ….. EXPE RHP JACK BKW ARCO DRI DPZ SIX=Bottom (Leisure)
HEAL(46): 0.75% Top=OPK CYH EW MR DGX XRAY HOLX BAX ….. LIFE HUM THC HMA UNH CFN WCG VOLC=Bottom (Health)
DISV(51): 0.70% Top=HTZ CAR ACTG TSS URI ULTA ADT ADS ….. MA GPN DV RCII APOL WTW BLOX HMSY=Bottom (Diversified Services)
COSW(73): 0.61% Top=WBMD AVG TIBX MDRX CTXS CTRX SPLK ORCL ….. INFA GRPN FTNT ANGI LNKD SINA VCLK FFIV=Bottom (Computer Software/Internet)
CONS(53): 0.61% Top=DECK NUS FOSL SEE KMB VFC CROX RL ….. EL WHR WWW FBHS ICON NWL PBI ZQK=Bottom (Consumer)
TRAN(24): 0.60% Top=DAL UAL LUV CNW JBLU EXPD UNP CP ….. KEX TDW CHRW SWFT NSC KSU TRN GLNG=Bottom (Transportation)
FINA(73): 0.59% Top=APO TCBI OZM LM CME SLM ZION JNS ….. PFG ICE LAZ ACAS WDR MS FRC BPOP=Bottom (Banks/Financials)
ENER(101): 0.56% Top=CRZO CRK BBG CIE SWN UPL KOS OXY ….. INT RIG NFG HERO SM CHK SFY SD=Bottom (Energy)
COHW(43): 0.42% Top=RKUS SNDK BBRY QCOM NTAP WIN PLCM CSCO ….. ARRS LXK FIO AMX LVLT NIHD SYNA ARUN=Bottom (Computer Hardware/Telecom)
REAL(81): 0.21% Top=RWT CBG HST CUBE SFI TWO MFA LXP ….. FR OFC STWD PDM NRF RLGY CBL HLSS=Bottom (Real Estate)
ELEC(47): 0.20% Top=FSLR SPWR CY MRVL AMAT CPHD ATML WFR ….. GRMN CRUS CAVM KLAC CREE INVN IPGP SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.20% Top=KMX DKS ANN URBN CSTR MELI WFM SWY ….. FL JWN ARO ASNA DLTR CHS GNC NFLX=Bottom (Retail & Specialty Retail)
CHEM(28): 0.17% Top=ROC AGU PPG SIAL MOS DOW DD PX ….. ALB OLN CBT ASH CF EMN WPZ TROX=Bottom (Chemicals/Fertilizers)
INSU(41): 0.11% Top=RDN MBI PRU AGO AON PRE CLGX UNM ….. AJG ORI WRB FNF ALL PGR MCY GNW=Bottom (Insurance)
MATE(29): 0.11% Top=SRCL RYN SPF PWR RSG CVA HOV FAST ….. CLH FWLT LPX RYL TOL MTZ OC PHM=Bottom (Materials & Construction)
MANU(41): -1.09% Top=CMI ETN DE BWC DRC GNRC MTW PNR ….. TKR AME GDI RS PPO DCI SSYS DDD=Bottom (Manufacturing)

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 9:53 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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