daytrend

02/25/2013

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
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
3.1% of stocks are above yesterday’s high.
11.1% are above yesterday’s midpoint. (88.9% are below.)
70.6% are below yesterday’s low.
26.2% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
72.9% of stocks with today’s low < yesterday’s low. (27.1% greater than).

EVIDENCE OF INTRADAY TREND
4.0% of stocks are above today’s open. (95.6% are below).
3.7% of stocks are above today’s open and yesterday’s close.
91.9% are below both.
93.2% of stocks opened above yesterday’s close. (5.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.2% are in the top 20%.
2.2% are in the top half. 97.8% of stocks are in the bottom half of today’s range.
92.6% are in the bottom 20%.
87.2% are in the bottom 10%.

GAIN
7.7% of stocks are above yesterday’s close. (92.3% are below.)
0.3% are up 4.5% or more. 5.5% are down 4.5% or more.
0.7% are up 3.5% or more. 13.8% are down 3.5% or more.
19.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.3%…>=80:2.9%…>=50:10.5%…<=20:50.1%…<=10:20.7%…<=5:11.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.3%…<=20:3.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.1% above previous 1 highs, 70.6% below previous 1 lows
2.3% above previous 2 highs, 47.3% below previous 2 lows
1.0% above previous 3 highs, 46.9% below previous 3 lows
0.9% above previous 4 highs, 44.6% below previous 4 lows
0.6% above previous 5 highs, 43.0% below previous 5 lows
0.5% above previous 6 highs, 40.6% below previous 6 lows
0.5% above previous 7 highs, 39.3% below previous 7 lows
0.5% above previous 8 highs, 37.0% below previous 8 lows
0.5% above previous 9 highs, 34.8% below previous 9 lows
0.5% above previous 10 highs, 33.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.7% are above or equal to 2/22 close (1 days ago), 92.3% are below.
23.9% are above or equal to 2/21 close (2 days ago), 76.1% are below.
17.5% are above or equal to 2/20 close (3 days ago), 82.5% are below.
9.5% are above or equal to 2/19 close (4 days ago), 90.5% are below.
14.3% are above or equal to 2/15 close (5 days ago), 85.7% are below.
16.2% are above or equal to 2/14 close (6 days ago), 83.8% are below.
18.0% are above or equal to 2/13 close (7 days ago), 82.0% are below.
20.1% are above or equal to 2/12 close (8 days ago), 79.9% are below.
24.9% are above or equal to 2/11 close (9 days ago), 75.1% are below.
23.7% are above or equal to 2/8 close (10 days ago), 76.3% are below.
30.9% are above or equal to 2/7 close (11 days ago), 69.1% are below.
28.9% are above or equal to 2/6 close (12 days ago), 71.1% are below.
34.0% are above or equal to 2/5 close (13 days ago), 66.0% are below.
40.6% are above or equal to 2/4 close (14 days ago), 59.4% are below.
33.3% are above or equal to 2/1 close (15 days ago), 66.7% are below.
40.0% are above or equal to 1/31 close (16 days ago), 60.0% are below.
43.0% are above or equal to 1/30 close (17 days ago), 57.0% are below.
39.7% are above or equal to 1/29 close (18 days ago), 60.3% are below.
40.6% are above or equal to 1/28 close (19 days ago), 59.4% are below.
39.8% are above or equal to 1/25 close (20 days ago), 60.2% are below.
45.8% are above or equal to 1/24 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 21.3% new lows
21d: 8.2% new highs, 19.4% new lows
42d: 7.5% new highs, 5.9% new lows
63d: 7.3% new highs, 3.1% new lows
126d: 5.7% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.5% above, 92.5% below
3-day: 12.7% above, 87.3% below
4-day: 14.0% above, 86.0% below
5-day: 11.3% above, 88.7% below
8-day: 12.3% above, 87.7% below
10-day: 14.0% above, 86.0% below
20-day: 26.8% above, 73.2% below
50-day: 57.1% above, 42.9% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): -0.86% Top=EGO AUQ PAAS PVR AUY KGC RGLD ABX ….. NUE WLT X CNX ACI BTU ANR MCP=Bottom (Metals & Mining)
LEIS(35): -1.32% Top=CZR MCD PNRA RCL MPEL PNK DNKN LVS ….. DPZ BYI DRI MAR PENN HOT EXPE SIX=Bottom (Leisure)
COHW(43): -1.44% Top=RKUS VZ BBRY FIO PANW QCOM SNDK TDC ….. FNSR SYNA NSR JDSU JNPR AMX NIHD ARUN=Bottom (Computer Hardware/Telecom)
DISV(51): -1.45% Top=ACTG HTZ TSS ADS G SBAC CXW ULTA ….. R JEC ACM MCO HMSY APOL KBR URI=Bottom (Diversified Services)
COSW(73): -1.47% Top=AVG WBMD YNDX SPLK CTRX NLSN FB TRI ….. ADSK ANGI NOW CRM VCLK EBIX SINA FFIV=Bottom (Computer Software/Internet)
HEAL(46): -1.48% Top=MR HNT EW BAX DGX BCR OPK DVA ….. LIFE CNC CFN UHS BKD CYH THC HMA=Bottom (Health)
CONS(53): -1.60% Top=NUS KMB DECK SEE SKX CL GIL COH ….. BC PBI FBHS TWI GT HAR OI AVP=Bottom (Consumer)
REAL(81): -1.62% Top=RWT CUBE PMT NLY O MFA HME MTGE ….. SHO VNO CBG RLGY OFC FR WAC BEE=Bottom (Real Estate)
RETA(70): -1.77% Top=FIVE SPLS SWY DKS WMT TSCO BBY ANN ….. GES ASNA ANF JCP PIR CSTR LOW LL=Bottom (Retail & Specialty Retail)
TRAN(24): -1.98% Top=DAL UAL CNI CP UPS GLNG ODFL JBHT ….. LUV ALK FDX CSX LSTR TDW TRN SWFT=Bottom (Transportation)
FINA(73): -2.14% Top=APO OZM CSE SLM PBCT AXP CME AINV ….. OCN PNC WDR ICE BAC RF GS MS=Bottom (Banks/Financials)
INSU(41): -2.26% Top=RDN WSH ACGL VR RNR CLGX PRE HCC ….. MET PL AIG CNO HIG AGO LNC GNW=Bottom (Insurance)
CHEM(28): -2.32% Top=AGU IPI ROC RPM POT PX SIAL PPG ….. OLN CYT ASH TROX CBT CE WPZ EMN=Bottom (Chemicals/Fertilizers)
ELEC(46): -2.32% Top=DLB SNPS CPHD XXIA NXPI MRVL INTC ALTR ….. ATML CRUS INVN LSI VSH SWKS SPWR MX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -2.85% Top=IOC CRK UPL KOS ETE VNR RGP CRZO ….. SFY HERO BCEI SD BAS HLX CHK GDP=Bottom (Energy)
MATE(29): -3.24% Top=WCN CVA WM CLH FAST SRCL RSG RYN ….. USG HOV OC PHM SPF MAS RYL LPX=Bottom (Materials & Construction)
MANU(41): -3.62% Top=ETN SPW GNRC BWC MRC CFX HON CMI ….. MTW FLS TEX RS 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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