daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 11:59 am

Market Stats at 11:58 am ET
by daytrend on 20130225. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
13.6% of stocks are above yesterday’s high.
41.6% are above yesterday’s midpoint. (58.4% are below.)
22.3% are below yesterday’s low.
64.0% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
29.7% of stocks with today’s low < yesterday’s low. (70.3% greater than).

EVIDENCE OF INTRADAY TREND
17.0% of stocks are above today’s open. (82.7% are below).
16.3% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.0% are in the top 20%.
11.8% are in the top half. 88.2% of stocks are in the bottom half of today’s range.
68.4% are in the bottom 20%.
51.7% are in the bottom 10%.

GAIN
30.6% of stocks are above yesterday’s close. (69.4% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.4% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:4.0%…>=80:8.7%…>=50:34.6%…<=20:21.3%…<=10:10.9%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:45.1%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.6% above previous 1 highs, 22.3% below previous 1 lows
10.4% above previous 2 highs, 8.3% below previous 2 lows
4.3% above previous 3 highs, 8.0% below previous 3 lows
3.8% above previous 4 highs, 6.8% below previous 4 lows
3.1% above previous 5 highs, 6.7% below previous 5 lows
3.0% above previous 6 highs, 6.6% below previous 6 lows
2.5% above previous 7 highs, 6.5% below previous 7 lows
2.4% above previous 8 highs, 5.8% below previous 8 lows
2.0% above previous 9 highs, 5.5% below previous 9 lows
1.7% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
30.6% are above or equal to 2/22 close (1 days ago), 69.4% are below.
66.4% are above or equal to 2/21 close (2 days ago), 33.6% are below.
40.7% are above or equal to 2/20 close (3 days ago), 59.3% are below.
16.8% are above or equal to 2/19 close (4 days ago), 83.2% are below.
28.1% are above or equal to 2/15 close (5 days ago), 71.9% are below.
30.3% are above or equal to 2/14 close (6 days ago), 69.7% are below.
31.2% are above or equal to 2/13 close (7 days ago), 68.8% are below.
35.6% are above or equal to 2/12 close (8 days ago), 64.4% are below.
38.7% are above or equal to 2/11 close (9 days ago), 61.3% are below.
38.3% are above or equal to 2/8 close (10 days ago), 61.7% are below.
45.7% are above or equal to 2/7 close (11 days ago), 54.3% are below.
42.9% are above or equal to 2/6 close (12 days ago), 57.1% are below.
46.8% are above or equal to 2/5 close (13 days ago), 53.2% are below.
55.0% are above or equal to 2/4 close (14 days ago), 45.0% are below.
45.7% are above or equal to 2/1 close (15 days ago), 54.3% are below.
52.3% are above or equal to 1/31 close (16 days ago), 47.7% are below.
54.2% are above or equal to 1/30 close (17 days ago), 45.8% are below.
51.0% are above or equal to 1/29 close (18 days ago), 49.0% are below.
51.7% are above or equal to 1/28 close (19 days ago), 48.3% are below.
51.1% are above or equal to 1/25 close (20 days ago), 48.9% are below.
56.2% are above or equal to 1/24 close (21 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 5.2% new lows
21d: 7.9% new highs, 4.6% new lows
42d: 7.3% new highs, 2.0% 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: 29.1% above, 70.9% below
3-day: 49.5% above, 50.5% below
4-day: 43.7% above, 56.3% below
5-day: 30.9% above, 69.1% below
8-day: 28.7% above, 71.3% below
10-day: 30.4% above, 69.6% below
20-day: 43.6% above, 56.4% below
50-day: 68.9% above, 31.1% below
200-day: 79.1% above, 20.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 0.31% Top=EGO PAAS AUQ RGLD IAG AEM AUY ABX ….. FCX HSC ACI X CNX ANR BTU MCP=Bottom (Metals & Mining)
DISV(51): 0.06% Top=HTZ ACTG CAR TMH SAI RRD TSS ADS ….. R ACM FNGN LOPE KBR HMSY APOL WTW=Bottom (Diversified Services)
HEAL(46): -0.02% Top=OPK HNT MR EW HRC PKI DVA ALR ….. WCG UHS BKD CYH UNH CFN HMA THC=Bottom (Health)
COSW(73): -0.06% Top=WBMD AVG SPLK AKAM TRIP YNDX NLSN CTRX ….. CVLT NCR SINA EBIX NOW CRM VCLK FFIV=Bottom (Computer Software/Internet)
CONS(53): -0.10% Top=SEE KMB TPX DECK NUS CL UA VFC ….. HAR SCSS ECL ICON PBI ZQK FNP PAY=Bottom (Consumer)
LEIS(35): -0.14% Top=CZR MPEL LVS RCL TXRH MCD DNKN EAT ….. MAR JACK VAC HOT BYD DPZ EXPE SIX=Bottom (Leisure)
TRAN(24): -0.32% Top=DAL UAL CNI CP UNP JBLU JBHT ODFL ….. ALK CSX LUV NSC EXPD KEX SWFT TDW=Bottom (Transportation)
COHW(43): -0.38% Top=RKUS BBRY SNDK QCOM WIN BRCD VZ PANW ….. RVBD NSR NIHD LVLT SYNA FIO WDC AMX=Bottom (Computer Hardware/Telecom)
FINA(73): -0.40% Top=APO AINV SLM KKR FII LM ZION CSE ….. KEY PNC STI GS BAC ICE OCN MS=Bottom (Banks/Financials)
RETA(70): -0.43% Top=FIVE NFLX MELI SPLS DKS SWY ANN TSCO ….. FINL PETM CSTR GNC ANF ASNA CHS LL=Bottom (Retail & Specialty Retail)
REAL(81): -0.54% Top=CUBE RWT NLY MFA O KFN MTGE ARR ….. CBL GGP EQR NRF BEE SHO FR RLGY=Bottom (Real Estate)
INSU(41): -0.71% Top=RDN WSH PRE ACGL HCC VR MBI RNR ….. AIG PGR AGO MET LNC FNF HIG GNW=Bottom (Insurance)
ENER(101): -0.77% Top=CRZO UPL IOC SWN MMP BBG AREX MWE ….. MRO CXO HLX SM GDP SFY SD CHK=Bottom (Energy)
CHEM(28): -0.84% Top=AGU POT HUN VAL RPM DD PPG SHW ….. ALB CYT CBT OLN WPZ TROX EMN CE=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.88% Top=MRVL CPHD NXPI XXIA SNPS ALTR DLB INTC ….. ATML CREE KLAC SPWR CRUS VSH SWKS MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -1.19% Top=CLH WM WCN CVA SRCL RSG PCL USG ….. MDC FLR SPF MAS TOL OC RYL LPX=Bottom (Materials & Construction)
MANU(41): -1.57% Top=SPW ETN CMI BWC CFX DRC TEX DOV ….. FLS SWK MHK DCI JOY RS 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 11:58 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

About these ads

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

The Silver is the New Black Theme. Create a free website or blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 54 other followers

%d bloggers like this: