daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 1:14 pm

Market Stats at 1:14 pm 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
21.2% of stocks are above yesterday’s high.
53.4% are above yesterday’s midpoint. (46.6% are below.)
15.6% are below yesterday’s low.
63.2% are inside yesterday’s range.
74.3% of stocks with today’s high > yesterday’s high. (25.7% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND
23.0% of stocks are above today’s open. (76.5% are below).
22.3% of stocks are above today’s open and yesterday’s close.
58.6% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.7% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
25.1% are in the top half. 74.9% of stocks are in the bottom half of today’s range.
28.7% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN
40.7% of stocks are above yesterday’s close. (59.3% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.5% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:4.7%…>=80:11.1%…>=50:42.8%…<=20:16.5%…<=10:8.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:48.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.2% above previous 1 highs, 15.6% below previous 1 lows
16.1% above previous 2 highs, 5.2% below previous 2 lows
6.4% above previous 3 highs, 5.2% below previous 3 lows
5.7% above previous 4 highs, 4.3% below previous 4 lows
4.7% above previous 5 highs, 4.2% below previous 5 lows
4.6% above previous 6 highs, 4.0% below previous 6 lows
4.3% above previous 7 highs, 3.8% below previous 7 lows
4.0% above previous 8 highs, 3.7% below previous 8 lows
3.5% above previous 9 highs, 3.5% below previous 9 lows
3.0% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.7% are above or equal to 2/22 close (1 days ago), 59.3% are below.
72.9% are above or equal to 2/21 close (2 days ago), 27.1% are below.
45.1% are above or equal to 2/20 close (3 days ago), 54.9% are below.
19.5% are above or equal to 2/19 close (4 days ago), 80.5% are below.
31.7% are above or equal to 2/15 close (5 days ago), 68.3% are below.
31.9% are above or equal to 2/14 close (6 days ago), 68.1% are below.
34.5% are above or equal to 2/13 close (7 days ago), 65.5% are below.
38.7% are above or equal to 2/12 close (8 days ago), 61.3% are below.
41.6% are above or equal to 2/11 close (9 days ago), 58.4% are below.
39.3% are above or equal to 2/8 close (10 days ago), 60.7% are below.
48.8% are above or equal to 2/7 close (11 days ago), 51.2% are below.
45.7% are above or equal to 2/6 close (12 days ago), 54.3% are below.
49.4% are above or equal to 2/5 close (13 days ago), 50.6% are below.
57.7% are above or equal to 2/4 close (14 days ago), 42.3% are below.
48.0% are above or equal to 2/1 close (15 days ago), 52.0% are below.
54.5% are above or equal to 1/31 close (16 days ago), 45.5% are below.
55.7% are above or equal to 1/30 close (17 days ago), 44.3% are below.
52.7% are above or equal to 1/29 close (18 days ago), 47.3% are below.
54.1% are above or equal to 1/28 close (19 days ago), 45.9% are below.
52.6% are above or equal to 1/25 close (20 days ago), 47.4% are below.
57.9% are above or equal to 1/24 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.3% new highs, 5.8% new lows
21d: 8.1% new highs, 5.2% new lows
42d: 7.4% new highs, 2.3% new lows
63d: 7.2% new highs, 1.6% new lows
126d: 5.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.4% above, 60.6% below
3-day: 60.0% above, 40.0% below
4-day: 52.9% above, 47.1% below
5-day: 36.2% above, 63.8% below
8-day: 33.2% above, 66.8% below
10-day: 35.4% above, 64.6% below
20-day: 46.6% above, 53.4% below
50-day: 69.9% above, 30.1% below
200-day: 79.4% above, 20.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 0.51% Top=PAAS EGO AUQ IAG RGLD PVR AEM AUY ….. CNX HSC ACI NUE X BTU MCP ANR=Bottom (Metals & Mining)
DISV(51): 0.32% Top=HTZ ACTG CAR TSS TMH ADS SAI RRD ….. ACM CTAS WOOF HMSY KBR LOPE APOL WTW=Bottom (Diversified Services)
COSW(73): 0.23% Top=WBMD AVG YNDX AKAM CTRX SPLK QLIK FTNT ….. SINA NCR ANGI CRM VCLK NOW EBIX FFIV=Bottom (Computer Software/Internet)
LEIS(35): 0.18% Top=CZR MPEL RCL LVS PNRA TXRH MCD DNKN ….. CAKE PENN WEN JACK BKW HOT EXPE SIX=Bottom (Leisure)
HEAL(46): 0.17% Top=OPK HNT MR EW BAX WLP HRC A ….. HCA WCG UHS BKD CFN CYH THC HMA=Bottom (Health)
CONS(53): 0.12% Top=DECK TPX SEE KMB SKX VFC CRI LULU ….. EL HAR FNP LF PBI PAY AVP ZQK=Bottom (Consumer)
COHW(43): 0.10% Top=RKUS BBRY SNDK QCOM VZ CCI HPQ FIO ….. MSI JNPR LVLT SYNA ARUN NSR NIHD AMX=Bottom (Computer Hardware/Telecom)
TRAN(24): 0.02% Top=DAL UAL CNI CP EXPD ODFL UNP JBHT ….. SWFT CHRW LUV FDX ALK CSX LSTR TDW=Bottom (Transportation)
RETA(70): -0.08% Top=NFLX SPLS FIVE DKS ANN MELI BBY SKS ….. JCP AN PIR ASNA ANF CHS CSTR LL=Bottom (Retail & Specialty Retail)
FINA(73): -0.14% Top=APO LM SLM OZM KKR AINV FII CSE ….. WFC PNC KEY PFG ICE BAC GS MS=Bottom (Banks/Financials)
ENER(101): -0.27% Top=CRZO UPL IOC GPOR ROSE BBG CRK AREX ….. SM BAS BCEI SFY GDP HLX SD CHK=Bottom (Energy)
ELEC(46): -0.36% Top=NXPI CPHD MRVL XXIA INTC DLB ONNN LLTC ….. FSLR SPWR CREE CRUS KLAC VSH SWKS MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): -0.48% Top=CUBE RWT NLY KFN MFA PMT O AMT ….. SHO GGP BMR OFC NRF RLGY BEE FR=Bottom (Real Estate)
INSU(41): -0.59% Top=RDN CLGX WSH PRE ACGL VR RNR TMK ….. ALL LNC PGR HIG AIG FNF AGO GNW=Bottom (Insurance)
CHEM(28): -0.64% Top=AGU PPG RPM POT DD SIAL FMC HUN ….. CYT CBT ASH ALB TROX CE EMN WPZ=Bottom (Chemicals/Fertilizers)
MATE(29): -1.06% Top=FAST WM WCN PWR CVA CLH SRCL RSG ….. FLR TOL PHM RYL MAS OC SPF LPX=Bottom (Materials & Construction)
MANU(41): -1.29% Top=SPW ETN CMI BWC GNRC DRC PNR CFX ….. SWK ATI FLS DCI SSYS JOY RS 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 1:14 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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