daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 11:41 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
19.4% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
12.7% are below yesterday’s low.
67.9% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
21.7% of stocks with today’s low < yesterday’s low. (78.3% greater than).

EVIDENCE OF INTRADAY TREND
21.3% of stocks are above today’s open. (77.2% are below).
20.3% of stocks are above today’s open and yesterday’s close.
57.7% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.9% of stocks are in the top 10% of today’s range.
3.4% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
51.4% are in the bottom 20%.
31.7% are in the bottom 10%.

GAIN
41.5% of stocks are above yesterday’s close. (58.5% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 0.8% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:4.6%…>=80:11.1%…>=50:44.9%…<=20:14.7%…<=10:8.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:49.7%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.4% above previous 1 highs, 12.7% below previous 1 lows
15.5% above previous 2 highs, 4.7% below previous 2 lows
5.3% above previous 3 highs, 4.7% below previous 3 lows
4.9% above previous 4 highs, 3.9% below previous 4 lows
3.9% above previous 5 highs, 3.8% below previous 5 lows
3.7% above previous 6 highs, 3.8% below previous 6 lows
3.2% above previous 7 highs, 3.6% below previous 7 lows
3.1% above previous 8 highs, 3.2% below previous 8 lows
2.7% above previous 9 highs, 3.1% below previous 9 lows
2.5% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.5% are above or equal to 2/22 close (1 days ago), 58.5% are below.
75.0% are above or equal to 2/21 close (2 days ago), 25.0% are below.
46.2% are above or equal to 2/20 close (3 days ago), 53.8% are below.
19.8% are above or equal to 2/19 close (4 days ago), 80.2% are below.
31.9% are above or equal to 2/15 close (5 days ago), 68.1% are below.
32.4% are above or equal to 2/14 close (6 days ago), 67.6% are below.
35.3% are above or equal to 2/13 close (7 days ago), 64.7% are below.
38.6% are above or equal to 2/12 close (8 days ago), 61.4% are below.
41.7% are above or equal to 2/11 close (9 days ago), 58.3% are below.
40.8% are above or equal to 2/8 close (10 days ago), 59.2% are below.
48.6% are above or equal to 2/7 close (11 days ago), 51.4% are below.
45.0% are above or equal to 2/6 close (12 days ago), 55.0% are below.
49.4% are above or equal to 2/5 close (13 days ago), 50.6% are below.
57.6% are above or equal to 2/4 close (14 days ago), 42.4% are below.
48.8% are above or equal to 2/1 close (15 days ago), 51.2% are below.
54.6% are above or equal to 1/31 close (16 days ago), 45.4% are below.
56.0% are above or equal to 1/30 close (17 days ago), 44.0% are below.
52.8% are above or equal to 1/29 close (18 days ago), 47.2% are below.
53.9% are above or equal to 1/28 close (19 days ago), 46.1% are below.
52.9% are above or equal to 1/25 close (20 days ago), 47.1% are below.
58.3% are above or equal to 1/24 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 3.7% new lows
21d: 7.9% new highs, 3.6% new lows
42d: 7.3% new highs, 1.7% new lows
63d: 7.1% new highs, 1.3% new lows
126d: 5.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.3% above, 60.7% below
3-day: 61.8% above, 38.2% below
4-day: 55.6% above, 44.4% below
5-day: 38.3% above, 61.7% below
8-day: 32.9% above, 67.1% below
10-day: 35.3% above, 64.7% below
20-day: 46.7% above, 53.3% below
50-day: 70.3% above, 29.7% below
200-day: 79.1% above, 20.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 0.45% Top=EGO PAAS AUQ RGLD IAG AUY AEM KGC ….. NUE ACI FCX X CNX ANR BTU MCP=Bottom (Metals & Mining)
DISV(51): 0.31% Top=HTZ ACTG CAR TMH RRD SAI ADS TSS ….. WOOF ACM BLOX KBR HMSY LOPE APOL WTW=Bottom (Diversified Services)
HEAL(46): 0.23% Top=OPK HNT MR EW PKI HRC DVA DGX ….. UNH BKD UHS WCG CFN CYH HMA THC=Bottom (Health)
COSW(73): 0.22% Top=WBMD AVG SPLK TRIP NTES TIBX AKAM QLIK ….. ANGI EBIX SINA CRM NOW FIRE VCLK FFIV=Bottom (Computer Software/Internet)
CONS(53): 0.16% Top=SEE KMB TPX NUS CL DECK GIL UA ….. OI HAS GT ICON ZQK FNP PBI PAY=Bottom (Consumer)
LEIS(35): 0.14% Top=CZR MPEL RCL LVS TXRH MCD DNKN PNK ….. VAC HOT MAR JACK DPZ EXPE BYD SIX=Bottom (Leisure)
FINA(73): -0.01% Top=APO AINV KKR PHH CME SLM FII TCBI ….. KEY WFC PNC OCN GS BAC ICE MS=Bottom (Banks/Financials)
TRAN(24): -0.03% Top=DAL UAL CNI CP UNP JBHT JBLU KSU ….. TRN NSC LSTR LUV KEX ALK SWFT TDW=Bottom (Transportation)
COHW(43): -0.07% Top=RKUS BBRY SNDK QCOM WIN CCI FNSR BCE ….. ARUN NSR PLCM RVBD WDC SYNA AMX FIO=Bottom (Computer Hardware/Telecom)
RETA(70): -0.15% Top=FIVE NFLX SPLS DKS MELI ANN TSCO SWY ….. PETM JWN FINL ANF ASNA CHS GNC LL=Bottom (Retail & Specialty Retail)
ENER(101): -0.36% Top=CRZO SWN UPL IOC AREX BBG MMP OAS ….. HLX BAS CXO SM GDP SFY CHK SD=Bottom (Energy)
REAL(81): -0.37% Top=CUBE RWT NLY AMT MFA KFN O MTGE ….. SFI BMR EQR CBL SHO BEE RLGY FR=Bottom (Real Estate)
INSU(41): -0.48% Top=RDN MBI HCC PRE WSH ACGL AON RNR ….. ALL AIG PGR FNF HIG MET LNC GNW=Bottom (Insurance)
CHEM(28): -0.51% Top=HUN AGU RPM PPG VAL DD POT SIAL ….. CYT ASH OLN CBT WPZ CE EMN TROX=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.51% Top=MRVL CPHD XXIA NXPI ALTR INTC SNPS CY ….. FSLR VSH CREE INVN CRUS SPWR MX SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -0.69% Top=USG HOV WM RSG WCN CLH SRCL FAST ….. FWLT FLR SPF MAS RYL TOL LPX OC=Bottom (Materials & Construction)
MANU(41): -1.41% Top=ETN CMI BWC DRC CFX DE DOV TEX ….. MHK SWK FLS JOY 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 11:41 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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