daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 3:19 pm

Market Stats at 3:19 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
7.2% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
45.2% are below yesterday’s low.
47.6% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
52.8% of stocks with today’s low < yesterday’s low. (47.2% greater than).

EVIDENCE OF INTRADAY TREND
9.9% of stocks are above today’s open. (89.5% are below).
9.2% of stocks are above today’s open and yesterday’s close.
81.4% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.9% of stocks are in the top 10% of today’s range.
1.6% are in the top 20%.
6.5% are in the top half. 93.5% of stocks are in the bottom half of today’s range.
76.0% are in the bottom 20%.
57.8% are in the bottom 10%.

GAIN
17.9% of stocks are above yesterday’s close. (82.1% are below.)
0.6% are up 4.5% or more. 1.6% are down 4.5% or more.
0.9% are up 3.5% or more. 4.0% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.8%…>=80:5.8%…>=50:21.8%…<=20:30.5%…<=10:14.9%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:36.1%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.2% above previous 1 highs, 45.2% below previous 1 lows
5.7% above previous 2 highs, 20.2% below previous 2 lows
3.0% above previous 3 highs, 19.7% below previous 3 lows
2.1% above previous 4 highs, 17.9% below previous 4 lows
1.5% above previous 5 highs, 17.3% below previous 5 lows
1.3% above previous 6 highs, 16.3% below previous 6 lows
1.0% above previous 7 highs, 15.8% below previous 7 lows
1.0% above previous 8 highs, 15.1% below previous 8 lows
0.9% above previous 9 highs, 13.5% below previous 9 lows
0.9% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
17.9% are above or equal to 2/22 close (1 days ago), 82.1% are below.
48.1% are above or equal to 2/21 close (2 days ago), 51.9% are below.
28.1% are above or equal to 2/20 close (3 days ago), 71.9% are below.
12.9% are above or equal to 2/19 close (4 days ago), 87.1% are below.
22.2% are above or equal to 2/15 close (5 days ago), 77.8% are below.
23.2% are above or equal to 2/14 close (6 days ago), 76.8% are below.
24.7% are above or equal to 2/13 close (7 days ago), 75.3% are below.
29.5% are above or equal to 2/12 close (8 days ago), 70.5% are below.
32.7% are above or equal to 2/11 close (9 days ago), 67.3% are below.
32.3% are above or equal to 2/8 close (10 days ago), 67.7% are below.
39.1% are above or equal to 2/7 close (11 days ago), 60.9% are below.
37.2% are above or equal to 2/6 close (12 days ago), 62.8% are below.
41.6% are above or equal to 2/5 close (13 days ago), 58.4% are below.
49.0% are above or equal to 2/4 close (14 days ago), 51.0% are below.
40.0% are above or equal to 2/1 close (15 days ago), 60.0% are below.
47.4% are above or equal to 1/31 close (16 days ago), 52.6% are below.
49.8% are above or equal to 1/30 close (17 days ago), 50.2% are below.
46.1% are above or equal to 1/29 close (18 days ago), 53.9% are below.
48.1% are above or equal to 1/28 close (19 days ago), 51.9% are below.
46.4% are above or equal to 1/25 close (20 days ago), 53.6% are below.
50.6% are above or equal to 1/24 close (21 days ago), 49.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 10.9% new lows
21d: 8.2% new highs, 10.3% new lows
42d: 7.5% new highs, 3.5% new lows
63d: 7.3% new highs, 2.4% new lows
126d: 5.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 16.4% above, 83.6% below
3-day: 29.7% above, 70.3% below
4-day: 27.5% above, 72.5% below
5-day: 19.9% above, 80.1% below
8-day: 20.6% above, 79.4% below
10-day: 22.7% above, 77.3% below
20-day: 35.5% above, 64.5% below
50-day: 64.5% above, 35.5% below
200-day: 77.6% above, 22.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 0.17% Top=EGO AUQ PAAS PVR AUY RGLD IAG ABX ….. NUE ACI WLT X CNX BTU ANR MCP=Bottom (Metals & Mining)
LEIS(35): -0.40% Top=CZR MCD MPEL RCL LVS PNRA DNKN LTM ….. PENN BYI VAC HOT MAR DRI EXPE SIX=Bottom (Leisure)
COSW(73): -0.55% Top=WBMD AVG SPLK YNDX CTRX TRI NLSN AKAM ….. INFA VCLK ANGI CRM SINA NOW EBIX FFIV=Bottom (Computer Software/Internet)
DISV(51): -0.57% Top=HTZ ACTG TSS ADS TMH SBAC CXW G ….. R JEC WTW HMSY MCO URI KBR APOL=Bottom (Diversified Services)
CONS(53): -0.61% Top=TPX SEE SKX NUS KMB GIL DECK CL ….. FNP IP GT HAR PBI ZQK OI AVP=Bottom (Consumer)
COHW(43): -0.66% Top=RKUS SNDK VZ QCOM CCI TDC FIO HPQ ….. EMC JDSU NSR NIHD FNSR JNPR ARUN AMX=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.70% Top=MR EW BAX HNT OPK ALR HRC DGX ….. VOLC LIFE CFN BKD UHS CYH THC HMA=Bottom (Health)
RETA(70): -0.86% Top=SPLS FIVE NFLX DKS ANN SWY MELI WMT ….. AN ASNA LOW PIR CHS JCP CSTR LL=Bottom (Retail & Specialty Retail)
REAL(81): -0.93% Top=RWT CUBE MFA PMT NLY O MTGE LXP ….. SHO GGP VNO WAC OFC RLGY FR BEE=Bottom (Real Estate)
TRAN(24): -1.02% Top=DAL UAL CNI CP ODFL UPS CNW UNP ….. FDX CSX LUV ALK TRN LSTR SWFT TDW=Bottom (Transportation)
FINA(73): -1.09% Top=APO OZM SLM PBCT AXP CSE FII CME ….. WDR ICE PFG RF PNC BAC GS MS=Bottom (Banks/Financials)
ELEC(46): -1.30% Top=MRVL NXPI DLB CPHD XXIA SNPS INTC ALTR ….. TEL FSLR KLAC CRUS VSH SWKS SPWR MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): -1.33% Top=RDN WSH CLGX ACGL HCC PRE RNR ORI ….. PL FNF AIG HIG CNO AGO LNC GNW=Bottom (Insurance)
CHEM(28): -1.38% Top=AGU ROC PPG POT IPI RPM SIAL DD ….. ASH CYT ALB CBT TROX CE WPZ EMN=Bottom (Chemicals/Fertilizers)
ENER(101): -1.74% Top=UPL CRK CRZO IOC ROSE ETE VNR NGLS ….. HERO SM BAS HLX SD SFY CHK GDP=Bottom (Energy)
MATE(29): -2.17% Top=WCN FAST WM SRCL CLH CVA RSG PWR ….. DHI PHM HOV OC SPF MAS RYL LPX=Bottom (Materials & Construction)
MANU(41): -2.48% Top=ETN GNRC CMI SPW PNR BWC CFX MRC ….. TEX PH ATI MHK SSYS 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 3:19 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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