daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 10:21 am ET
by daytrend on 20130225. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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

COMPARED TO YESTERDAY’S RANGE
31.3% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
6.9% are below yesterday’s low.
61.7% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
11.1% of stocks with today’s low < yesterday’s low. (88.9% greater than).

EVIDENCE OF INTRADAY TREND
33.6% of stocks are above today’s open. (65.2% are below).
32.5% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.6% of stocks are in the top 10% of today’s range.
8.6% are in the top 20%.
30.2% are in the top half. 69.8% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
32.4% are in the bottom 10%.

GAIN
60.7% of stocks are above yesterday’s close. (39.3% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.6% are up 3.5% or more. 0.7% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.7%…>=90:5.7%…>=80:15.1%…>=50:59.7%…<=20:10.2%…<=10:6.1%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:55.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:62.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.3% above previous 1 highs, 6.9% below previous 1 lows
24.0% above previous 2 highs, 2.4% below previous 2 lows
7.7% above previous 3 highs, 2.4% below previous 3 lows
6.5% above previous 4 highs, 2.2% below previous 4 lows
5.5% above previous 5 highs, 2.2% below previous 5 lows
5.1% above previous 6 highs, 2.1% below previous 6 lows
4.4% above previous 7 highs, 2.1% below previous 7 lows
3.9% above previous 8 highs, 1.7% below previous 8 lows
3.7% above previous 9 highs, 1.7% below previous 9 lows
3.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.7% are above or equal to 2/22 close (1 days ago), 39.3% are below.
81.7% are above or equal to 2/21 close (2 days ago), 18.3% are below.
55.3% are above or equal to 2/20 close (3 days ago), 44.7% are below.
22.8% are above or equal to 2/19 close (4 days ago), 77.2% are below.
35.7% are above or equal to 2/15 close (5 days ago), 64.3% are below.
35.7% are above or equal to 2/14 close (6 days ago), 64.3% are below.
39.3% are above or equal to 2/13 close (7 days ago), 60.7% are below.
44.4% are above or equal to 2/12 close (8 days ago), 55.6% are below.
47.4% are above or equal to 2/11 close (9 days ago), 52.6% are below.
43.6% are above or equal to 2/8 close (10 days ago), 56.4% are below.
52.5% are above or equal to 2/7 close (11 days ago), 47.5% are below.
48.2% are above or equal to 2/6 close (12 days ago), 51.8% are below.
52.5% are above or equal to 2/5 close (13 days ago), 47.5% are below.
60.1% are above or equal to 2/4 close (14 days ago), 39.9% are below.
51.6% are above or equal to 2/1 close (15 days ago), 48.4% are below.
57.7% are above or equal to 1/31 close (16 days ago), 42.3% are below.
58.7% are above or equal to 1/30 close (17 days ago), 41.3% are below.
56.1% are above or equal to 1/29 close (18 days ago), 43.9% are below.
56.5% are above or equal to 1/28 close (19 days ago), 43.5% are below.
56.4% are above or equal to 1/25 close (20 days ago), 43.6% are below.
61.0% are above or equal to 1/24 close (21 days ago), 39.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.6% new highs, 2.2% new lows
21d: 7.4% new highs, 2.1% new lows
42d: 6.9% new highs, 1.2% new lows
63d: 6.7% new highs, 0.9% new lows
126d: 5.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.2% above, 41.8% below
3-day: 77.5% above, 22.5% below
4-day: 67.4% above, 32.6% below
5-day: 48.8% above, 51.2% below
8-day: 39.8% above, 60.2% below
10-day: 42.3% above, 57.7% below
20-day: 50.9% above, 49.1% below
50-day: 72.6% above, 27.4% below
200-day: 79.9% above, 20.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.77% Top=CZR MPEL LVS RCL MGM EAT BYD PNK ….. DRI HOT BKW MAR DPZ ARCO JACK SIX=Bottom (Leisure)
META(30): 0.63% Top=EGO PAAS AUQ RGLD IAG AUY AEM KGC ….. NUE HSC ANR FCX STLD X BTU MCP=Bottom (Metals & Mining)
DISV(51): 0.58% Top=HTZ ACTG CAR RRD ADS URI TSS SAI ….. WOOF ACM KBR DV APOL WTW HMSY BLOX=Bottom (Diversified Services)
COSW(73): 0.57% Top=WBMD AVG MDRX SPLK TIBX QLIK NLSN AKAM ….. FTNT NCR LNKD FIRE SINA ANGI VCLK FFIV=Bottom (Computer Software/Internet)
HEAL(46): 0.49% Top=OPK MR EW PKI DGX WLP ESRX ALR ….. CYH WCG VOLC UHS CYBX HMA THC CFN=Bottom (Health)
CONS(53): 0.41% Top=NUS DECK KMB CROX UA FOSL LULU SEE ….. PAY ICON TPX FBHS NWL PBI WHR ZQK=Bottom (Consumer)
COHW(43): 0.40% Top=RKUS SNDK PLCM QCOM BBRY WIN PCS NTAP ….. RVBD LVLT NTGR NSR AMX WDC SYNA FIO=Bottom (Computer Hardware/Telecom)
ENER(101): 0.32% Top=BBG CRK IOC CRZO SWN AREX UPL CIE ….. INT GDP HERO MRO SFY SM CHK SD=Bottom (Energy)
TRAN(24): 0.31% Top=DAL UAL UNP CP CNI CNW CSX LUV ….. KEX NSC GLNG CHRW ALK TDW SWFT TRN=Bottom (Transportation)
FINA(73): 0.28% Top=APO KKR SLM FII CME STT JNS PHH ….. EWBC PNC MBFI FSC HBHC BPOP ICE MS=Bottom (Banks/Financials)
RETA(70): 0.18% Top=FIVE ANN NFLX KMX DKS SWY URBN WMT ….. GPS CONN FINL JWN DLTR ASNA GNC CHS=Bottom (Retail & Specialty Retail)
ELEC(46): 0.05% Top=MRVL CY AMAT INTC ONNN FSLR LLTC ADI ….. IPGP MX INVN KLAC CREE CRUS SPWR SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): -0.10% Top=RDN MBI PRU CLGX AON UNM PRE WSH ….. AJG LNC ALL AIG MCY PGR FNF GNW=Bottom (Insurance)
CHEM(28): -0.12% Top=AGU HUN ROC DD SIAL POT MOS DOW ….. CYT OLN WPZ ASH CE CBT EMN TROX=Bottom (Chemicals/Fertilizers)
REAL(81): -0.20% Top=RWT CUBE NLY KFN CBG AMT MFA PMT ….. CPT BEE EQR DCT BDN PPS DEI FR=Bottom (Real Estate)
MATE(29): -0.79% Top=SRCL RSG FAST WM RYN WCN CLH PWR ….. MDC MTH USG PHM MAS TOL RYL OC=Bottom (Materials & Construction)
MANU(41): -1.19% Top=CMI BWC ETN DE GNRC XYL DRC PNR ….. ATI FLS PPO MHK RS 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 10:21 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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