daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 3:45 pm

Market Stats at 3:45 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
4.9% of stocks are above yesterday’s high.
16.5% are above yesterday’s midpoint. (83.5% are below.)
58.4% are below yesterday’s low.
36.8% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
63.8% of stocks with today’s low < yesterday’s low. (36.2% greater than).

EVIDENCE OF INTRADAY TREND
6.1% of stocks are above today’s open. (93.2% are below).
5.8% of stocks are above today’s open and yesterday’s close.
87.1% are below both.
93.1% 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.
0.5% are in the top 20%.
3.5% are in the top half. 96.5% of stocks are in the bottom half of today’s range.
87.9% are in the bottom 20%.
79.3% are in the bottom 10%.

GAIN
12.6% of stocks are above yesterday’s close. (87.4% are below.)
0.6% are up 4.5% or more. 3.0% are down 4.5% or more.
0.7% are up 3.5% or more. 9.2% are down 3.5% or more.
31.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.1%…>=80:4.5%…>=50:14.7%…<=20:39.1%…<=10:17.0%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:30.4%…<=20:2.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.9% above previous 1 highs, 58.4% below previous 1 lows
3.9% above previous 2 highs, 33.4% below previous 2 lows
2.1% above previous 3 highs, 33.1% below previous 3 lows
1.5% above previous 4 highs, 30.9% below previous 4 lows
1.2% above previous 5 highs, 29.7% below previous 5 lows
0.9% above previous 6 highs, 28.1% below previous 6 lows
0.9% above previous 7 highs, 26.8% below previous 7 lows
0.8% above previous 8 highs, 25.9% below previous 8 lows
0.8% above previous 9 highs, 23.9% below previous 9 lows
0.8% above previous 10 highs, 22.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.6% are above or equal to 2/22 close (1 days ago), 87.4% are below.
35.6% are above or equal to 2/21 close (2 days ago), 64.4% are below.
21.3% are above or equal to 2/20 close (3 days ago), 78.7% are below.
11.1% are above or equal to 2/19 close (4 days ago), 88.9% are below.
18.0% are above or equal to 2/15 close (5 days ago), 82.0% are below.
19.8% are above or equal to 2/14 close (6 days ago), 80.2% are below.
20.6% are above or equal to 2/13 close (7 days ago), 79.4% are below.
23.1% are above or equal to 2/12 close (8 days ago), 76.9% are below.
28.6% are above or equal to 2/11 close (9 days ago), 71.4% are below.
28.0% are above or equal to 2/8 close (10 days ago), 72.0% are below.
34.5% are above or equal to 2/7 close (11 days ago), 65.5% are below.
33.3% are above or equal to 2/6 close (12 days ago), 66.7% are below.
38.2% are above or equal to 2/5 close (13 days ago), 61.8% are below.
46.1% are above or equal to 2/4 close (14 days ago), 53.9% are below.
36.6% are above or equal to 2/1 close (15 days ago), 63.4% are below.
43.4% are above or equal to 1/31 close (16 days ago), 56.6% are below.
45.8% are above or equal to 1/30 close (17 days ago), 54.2% are below.
42.5% are above or equal to 1/29 close (18 days ago), 57.5% are below.
43.9% are above or equal to 1/28 close (19 days ago), 56.1% are below.
43.1% are above or equal to 1/25 close (20 days ago), 56.9% are below.
48.2% are above or equal to 1/24 close (21 days ago), 51.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 15.1% new lows
21d: 8.2% new highs, 14.3% new lows
42d: 7.5% new highs, 4.3% new lows
63d: 7.3% new highs, 2.7% new lows
126d: 5.7% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.8% above, 88.2% below
3-day: 19.5% above, 80.5% below
4-day: 18.6% above, 81.4% below
5-day: 15.0% above, 85.0% below
8-day: 15.0% above, 85.0% below
10-day: 17.0% above, 83.0% below
20-day: 31.3% above, 68.7% below
50-day: 60.6% above, 39.4% below
200-day: 76.3% above, 23.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): -0.44% Top=EGO AUQ PAAS PVR AUY RGLD KGC IAG ….. NUE X ACI CNX WLT BTU MCP ANR=Bottom (Metals & Mining)
LEIS(35): -0.78% Top=CZR MCD MPEL PNRA RCL LVS DNKN PNK ….. MAR VAC BYD HOT BYI DRI EXPE SIX=Bottom (Leisure)
HEAL(46): -0.97% Top=MR HNT EW BAX OPK DGX BCR DVA ….. CNC ALGN CFN BKD UHS CYH THC HMA=Bottom (Health)
COHW(43): -0.99% Top=RKUS VZ QCOM SNDK PANW HPQ CCI FIO ….. SYNA JDSU NSR FNSR NIHD JNPR AMX ARUN=Bottom (Computer Hardware/Telecom)
DISV(51): -1.04% Top=HTZ ACTG TSS ADS SBAC CXW SAI G ….. R ACM MCO JEC HMSY URI APOL KBR=Bottom (Diversified Services)
COSW(73): -1.04% Top=WBMD AVG YNDX SPLK CTRX NLSN TRI AKAM ….. INFA ANGI VCLK CRM NOW SINA EBIX FFIV=Bottom (Computer Software/Internet)
CONS(53): -1.10% Top=NUS SKX KMB SEE TPX GIL DECK CL ….. IP FBHS HAR GT OI ZQK AVP TWI=Bottom (Consumer)
RETA(70): -1.26% Top=SPLS FIVE SWY WMT DKS NFLX BBY TSCO ….. ASNA CHS ANF LOW JCP PIR CSTR LL=Bottom (Retail & Specialty Retail)
REAL(81): -1.34% Top=RWT CUBE PMT NLY MTGE MFA LXP HME ….. EXR VNO SHO RLGY WAC OFC FR BEE=Bottom (Real Estate)
TRAN(24): -1.44% Top=DAL UAL CNI CP UPS UNP JBLU ODFL ….. LUV ALK FDX CSX LSTR TRN TDW SWFT=Bottom (Transportation)
FINA(73): -1.64% Top=APO OZM PBCT CSE AXP SLM SF AINV ….. PFG PNC RF WDR ICE BAC GS MS=Bottom (Banks/Financials)
CHEM(28): -1.75% Top=AGU ROC IPI POT PPG RPM SIAL PX ….. ASH OLN CYT CBT TROX CE WPZ EMN=Bottom (Chemicals/Fertilizers)
INSU(41): -1.77% Top=RDN WSH ACGL CLGX VR RNR PRE HCC ….. FNF PL AIG CNO HIG AGO LNC GNW=Bottom (Insurance)
ELEC(46): -1.82% Top=DLB SNPS MRVL CPHD XXIA NXPI INTC ALTR ….. KLAC FSLR LSI CRUS VSH SWKS SPWR MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -2.31% Top=CRK IOC ETE KOS UPL CRZO VNR EPD ….. KEG BCEI HLX BAS SFY SD CHK GDP=Bottom (Energy)
MATE(29): -2.88% Top=WM WCN SRCL CVA FAST RSG CLH RYN ….. PHM DHI USG SPF HOV MAS RYL LPX=Bottom (Materials & Construction)
MANU(41): -3.08% Top=ETN SPW GNRC PNR CMI MRC CFX HON ….. ATI FLS RS TEX MHK SSYS 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 3:45 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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