daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 10:57 am

Market Stats at 10:56 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
23.6% of stocks are above yesterday’s high.
61.4% are above yesterday’s midpoint. (38.6% are below.)
9.8% are below yesterday’s low.
66.6% are inside yesterday’s range.
73.9% of stocks with today’s high > yesterday’s high. (26.1% less than).
18.6% of stocks with today’s low < yesterday’s low. (81.4% greater than).

EVIDENCE OF INTRADAY TREND
25.2% of stocks are above today’s open. (73.9% are below).
24.3% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.8% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
21.6% are in the top half. 78.4% of stocks are in the bottom half of today’s range.
49.5% are in the bottom 20%.
25.5% are in the bottom 10%.

GAIN
47.7% of stocks are above yesterday’s close. (52.3% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.9% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.1%…>=90:5.4%…>=80:11.9%…>=50:49.7%…<=20:13.2%…<=10:7.7%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:52.1%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.6% above previous 1 highs, 9.8% below previous 1 lows
18.2% above previous 2 highs, 3.5% below previous 2 lows
6.0% above previous 3 highs, 3.5% below previous 3 lows
4.9% above previous 4 highs, 3.0% below previous 4 lows
3.8% above previous 5 highs, 2.8% below previous 5 lows
3.7% above previous 6 highs, 2.8% below previous 6 lows
3.4% above previous 7 highs, 2.7% below previous 7 lows
3.1% above previous 8 highs, 2.4% below previous 8 lows
2.9% above previous 9 highs, 2.4% below previous 9 lows
2.5% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
47.7% are above or equal to 2/22 close (1 days ago), 52.3% are below.
77.7% are above or equal to 2/21 close (2 days ago), 22.3% are below.
48.6% are above or equal to 2/20 close (3 days ago), 51.4% are below.
20.6% are above or equal to 2/19 close (4 days ago), 79.4% are below.
33.4% are above or equal to 2/15 close (5 days ago), 66.6% are below.
33.8% are above or equal to 2/14 close (6 days ago), 66.2% are below.
37.0% are above or equal to 2/13 close (7 days ago), 63.0% are below.
40.7% are above or equal to 2/12 close (8 days ago), 59.3% are below.
43.5% are above or equal to 2/11 close (9 days ago), 56.5% are below.
41.5% are above or equal to 2/8 close (10 days ago), 58.5% are below.
50.3% are above or equal to 2/7 close (11 days ago), 49.7% are below.
45.9% are above or equal to 2/6 close (12 days ago), 54.1% are below.
50.2% are above or equal to 2/5 close (13 days ago), 49.8% are below.
58.5% are above or equal to 2/4 close (14 days ago), 41.5% are below.
49.0% are above or equal to 2/1 close (15 days ago), 51.0% are below.
56.0% are above or equal to 1/31 close (16 days ago), 44.0% are below.
56.5% are above or equal to 1/30 close (17 days ago), 43.5% are below.
54.0% are above or equal to 1/29 close (18 days ago), 46.0% are below.
55.1% are above or equal to 1/28 close (19 days ago), 44.9% are below.
54.5% are above or equal to 1/25 close (20 days ago), 45.5% are below.
59.4% are above or equal to 1/24 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.0% new highs, 3.1% new lows
21d: 7.7% new highs, 3.0% new lows
42d: 7.2% new highs, 1.4% new lows
63d: 6.9% new highs, 1.2% new lows
126d: 5.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.0% above, 54.0% below
3-day: 69.6% above, 30.4% below
4-day: 61.3% above, 38.7% below
5-day: 41.0% above, 59.0% below
8-day: 35.1% above, 64.9% below
10-day: 38.2% above, 61.8% below
20-day: 47.5% above, 52.5% below
50-day: 71.2% above, 28.8% below
200-day: 79.4% above, 20.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.43% Top=CZR MPEL LVS RCL PNK TXRH PNRA MGM ….. ARCO DPZ BKW HOT EXPE MAR JACK SIX=Bottom (Leisure)
CONS(53): 0.42% Top=SEE DECK NUS KMB CROX LF TUP TPX ….. FNP WHR GT PBI FBHS ZQK PAY SCSS=Bottom (Consumer)
META(30): 0.37% Top=EGO PAAS AUQ IAG RGLD PVR AEM NEM ….. NUE STLD CCJ X FCX ANR BTU MCP=Bottom (Metals & Mining)
DISV(51): 0.34% Top=HTZ ACTG CAR SAI RRD ADS G TMH ….. MA DV LOPE WOOF APOL WTW HMSY BLOX=Bottom (Diversified Services)
HEAL(46): 0.27% Top=OPK MR EW HNT DGX ALR HRC PKI ….. UHS CI WCG UNH CFN CYH HMA THC=Bottom (Health)
COSW(73): 0.24% Top=WBMD AVG MDRX QLIK TIBX SPLK NLSN AKAM ….. FTNT NCR NOW FIRE CRM SINA VCLK FFIV=Bottom (Computer Software/Internet)
COHW(43): 0.20% Top=RKUS SNDK BBRY QCOM WIN JDSU CIEN CCI ….. MSI RVBD NSR WDC SYNA AMX ARUN FIO=Bottom (Computer Hardware/Telecom)
FINA(73): 0.11% Top=APO LM NDAQ FII KKR SLM PHH CME ….. HBHC PNC WFC BAC GS OCN ICE MS=Bottom (Banks/Financials)
RETA(70): 0.08% Top=FIVE NFLX SPLS ARO ANN MELI DKS KMX ….. ANF DLTR CHS ASNA JWN FINL GNC LL=Bottom (Retail & Specialty Retail)
TRAN(24): 0.04% Top=DAL UAL UNP CP JBLU CNI JBHT CSX ….. FDX KEX CHRW ALK EXPD TRN SWFT TDW=Bottom (Transportation)
ENER(101): -0.18% Top=CRZO BBG IOC SWN UPL AREX CIE CRK ….. HLX NE FST GDP SM SFY CHK SD=Bottom (Energy)
REAL(81): -0.27% Top=RWT CUBE MFA AMT NLY HLSS LHO PMT ….. CPT KRC NRF DCT PPS EQR RLGY FR=Bottom (Real Estate)
INSU(41): -0.34% Top=RDN CLGX MBI AON PRE WSH ACGL AXS ….. HIG FNF ALL PGR PL LNC MET GNW=Bottom (Insurance)
ELEC(46): -0.39% Top=MRVL CY DLB NXPI ALTR CPHD LLTC XXIA ….. FSLR INVN KLAC CREE CRUS MX SPWR SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.43% Top=AGU HUN RPM POT DD VAL FMC SIAL ….. APD ASH CYT WPZ CBT CE EMN TROX=Bottom (Chemicals/Fertilizers)
MATE(29): -0.44% Top=USG HOV KBH WM RSG FAST PWR WCN ….. FWLT MAS PHM RYL AWI LPX TOL OC=Bottom (Materials & Construction)
MANU(41): -1.46% Top=CMI BWC ETN DE PNR MRC DRC PLL ….. GDI SWK JOY FLS 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 10:56 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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