daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 2:07 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
8.9% of stocks are above yesterday’s high.
28.3% are above yesterday’s midpoint. (71.7% are below.)
40.8% are below yesterday’s low.
50.3% are inside yesterday’s range.
74.6% of stocks with today’s high > yesterday’s high. (25.4% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND
10.1% of stocks are above today’s open. (89.8% are below).
9.7% of stocks are above today’s open and yesterday’s close.
79.4% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.6% are in the top 20%.
6.0% are in the top half. 94.0% of stocks are in the bottom half of today’s range.
79.9% are in the bottom 20%.
69.1% are in the bottom 10%.

GAIN
20.2% of stocks are above yesterday’s close. (79.8% are below.)
0.5% are up 4.5% or more. 0.9% are down 4.5% or more.
1.2% are up 3.5% or more. 3.4% are down 3.5% or more.
47.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.6%…>=90:3.1%…>=80:6.2%…>=50:24.5%…<=20:28.4%…<=10:13.6%…<=5:7.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:37.8%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.9% above previous 1 highs, 40.8% below previous 1 lows
6.7% above previous 2 highs, 17.7% below previous 2 lows
3.5% above previous 3 highs, 17.2% below previous 3 lows
3.0% above previous 4 highs, 15.7% below previous 4 lows
2.1% above previous 5 highs, 15.3% below previous 5 lows
2.0% above previous 6 highs, 14.3% below previous 6 lows
1.7% above previous 7 highs, 13.9% below previous 7 lows
1.6% above previous 8 highs, 13.1% below previous 8 lows
1.5% above previous 9 highs, 11.8% below previous 9 lows
1.4% above previous 10 highs, 11.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
20.2% are above or equal to 2/22 close (1 days ago), 79.8% are below.
51.3% are above or equal to 2/21 close (2 days ago), 48.7% are below.
30.4% are above or equal to 2/20 close (3 days ago), 69.6% are below.
13.9% are above or equal to 2/19 close (4 days ago), 86.1% are below.
23.4% are above or equal to 2/15 close (5 days ago), 76.6% are below.
24.6% are above or equal to 2/14 close (6 days ago), 75.4% are below.
25.8% are above or equal to 2/13 close (7 days ago), 74.2% are below.
30.3% are above or equal to 2/12 close (8 days ago), 69.7% are below.
33.6% are above or equal to 2/11 close (9 days ago), 66.4% are below.
32.6% are above or equal to 2/8 close (10 days ago), 67.4% are below.
40.7% are above or equal to 2/7 close (11 days ago), 59.3% are below.
39.1% are above or equal to 2/6 close (12 days ago), 60.9% are below.
42.2% are above or equal to 2/5 close (13 days ago), 57.8% are below.
50.8% are above or equal to 2/4 close (14 days ago), 49.2% are below.
40.8% are above or equal to 2/1 close (15 days ago), 59.2% are below.
48.4% are above or equal to 1/31 close (16 days ago), 51.6% are below.
50.6% are above or equal to 1/30 close (17 days ago), 49.4% are below.
47.6% are above or equal to 1/29 close (18 days ago), 52.4% are below.
49.4% are above or equal to 1/28 close (19 days ago), 50.6% are below.
46.9% are above or equal to 1/25 close (20 days ago), 53.1% are below.
51.4% are above or equal to 1/24 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 9.0% new lows
21d: 8.2% new highs, 8.2% new lows
42d: 7.5% new highs, 3.2% new lows
63d: 7.3% new highs, 2.3% new lows
126d: 5.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 19.5% above, 80.5% below
3-day: 33.3% above, 66.7% below
4-day: 30.8% above, 69.2% below
5-day: 22.1% above, 77.9% below
8-day: 22.0% above, 78.0% below
10-day: 23.5% above, 76.5% below
20-day: 36.9% above, 63.1% below
50-day: 65.5% above, 34.5% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): -0.14% Top=AUQ EGO PAAS PVR RGLD ABX AUY IAG ….. HSC NUE ACI X CNX BTU MCP ANR=Bottom (Metals & Mining)
DISV(51): -0.37% Top=HTZ ACTG TSS ADS TMH CAR MYGN SBAC ….. HMSY R URI WOOF LOPE APOL WTW KBR=Bottom (Diversified Services)
COSW(73): -0.44% Top=WBMD AVG SPLK YNDX AKAM CTRX NLSN QLIK ….. INFA SINA ANGI VCLK CRM NOW EBIX FFIV=Bottom (Computer Software/Internet)
LEIS(35): -0.56% Top=CZR MPEL RCL LVS MCD PNRA DNKN TXRH ….. MGM JACK VAC BYD MAR HOT EXPE SIX=Bottom (Leisure)
HEAL(46): -0.59% Top=OPK MR EW BAX HNT ALR DVA HRC ….. VOLC AET BKD CFN UHS CYH THC HMA=Bottom (Health)
COHW(43): -0.60% Top=RKUS SNDK BBRY VZ QCOM CCI FIO TDC ….. SYNA NIHD NTAP WDC JNPR NSR ARUN AMX=Bottom (Computer Hardware/Telecom)
CONS(53): -0.67% Top=TPX DECK SEE SKX KMB VFC GIL COH ….. FNP PBI LF HAR OI AVP NWL ZQK=Bottom (Consumer)
RETA(70): -0.72% Top=FIVE SPLS MELI BBY NFLX ANN DKS WMT ….. AN ROST ANF LOW PIR CHS CSTR LL=Bottom (Retail & Specialty Retail)
FINA(73): -0.80% Top=APO OZM LM AINV CSE SLM KKR FII ….. ICE PFG PNC KEY RF BAC GS MS=Bottom (Banks/Financials)
REAL(81): -0.90% Top=CUBE RWT NLY MFA PMT O CLP AIV ….. HST GGP CBG OFC RLGY NRF FR BEE=Bottom (Real Estate)
TRAN(24): -0.96% Top=DAL UAL CNI CP GLNG JBLU UPS UNP ….. KSU ALK LUV TRN CSX TDW SWFT LSTR=Bottom (Transportation)
ELEC(46): -1.18% Top=CPHD MRVL NXPI XXIA DLB SNPS INTC LLTC ….. TER KLAC FSLR CRUS VSH SWKS SPWR MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): -1.26% Top=RDN WSH CLGX RNR ACGL PRE TMK HCC ….. MET ALL FNF LNC AIG HIG AGO GNW=Bottom (Insurance)
ENER(101): -1.30% Top=CRZO UPL IOC NTI ETE CRK MWE BBG ….. SM BAS BCEI HLX SFY CHK GDP SD=Bottom (Energy)
CHEM(28): -1.56% Top=AGU PPG RPM POT IPI SIAL DD FMC ….. CYT ALB ASH CBT CE TROX EMN WPZ=Bottom (Chemicals/Fertilizers)
MATE(29): -2.11% Top=WCN WM CLH SRCL FAST PCL RSG CVA ….. USG MAS TOL PHM OC SPF RYL LPX=Bottom (Materials & Construction)
MANU(41): -2.22% Top=ETN SPW MRC CMI PNR BWC GNRC CFX ….. TEX FLS ATI SSYS MHK RS JOY 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 2:07 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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