Closing Stats
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
40.9% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
7.6% are below yesterday’s low.
51.4% are inside yesterday’s range.
56.6% of stocks with today’s high > yesterday’s high. (43.4% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).
EVIDENCE OF INTRADAY TREND
74.3% of stocks are above today’s open. (24.2% are below).
72.2% of stocks are above today’s open and yesterday’s close.
13.8% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
28.3% of stocks are in the top 10% of today’s range.
44.8% are in the top 20%.
77.2% are in the top half. 22.8% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
3.5% are in the bottom 10%.
GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
5.7% are up 3.5% or more. 1.0% are down 3.5% or more.
42.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:15.3%…>=90:25.7%…>=80:42.8%…>=50:78.3%…<=20:7.6%…<=10:4.2%…<=5:2.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:9.7%…>=50:85.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:85.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.9% above previous 1 highs, 7.6% below previous 1 lows
34.5% above previous 2 highs, 6.0% below previous 2 lows
31.9% above previous 3 highs, 4.7% below previous 3 lows
30.9% above previous 4 highs, 4.1% below previous 4 lows
29.6% above previous 5 highs, 3.6% below previous 5 lows
28.3% above previous 6 highs, 3.3% below previous 6 lows
27.8% above previous 7 highs, 3.0% below previous 7 lows
27.3% above previous 8 highs, 2.5% below previous 8 lows
26.9% above previous 9 highs, 2.4% below previous 9 lows
26.8% above previous 10 highs, 2.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 5/16 close (1 days ago), 16.0% are below.
63.7% are above or equal to 5/15 close (2 days ago), 36.3% are below.
68.2% are above or equal to 5/14 close (3 days ago), 31.8% are below.
79.0% are above or equal to 5/13 close (4 days ago), 21.0% are below.
73.4% are above or equal to 5/10 close (5 days ago), 26.6% are below.
78.1% are above or equal to 5/9 close (6 days ago), 21.9% are below.
73.5% are above or equal to 5/8 close (7 days ago), 26.5% are below.
77.7% are above or equal to 5/7 close (8 days ago), 22.3% are below.
80.5% are above or equal to 5/6 close (9 days ago), 19.5% are below.
83.0% are above or equal to 5/3 close (10 days ago), 17.0% are below.
86.5% are above or equal to 5/2 close (11 days ago), 13.5% are below.
89.1% are above or equal to 5/1 close (12 days ago), 10.9% are below.
83.4% are above or equal to 4/30 close (13 days ago), 16.6% are below.
85.3% are above or equal to 4/29 close (14 days ago), 14.7% are below.
87.7% are above or equal to 4/26 close (15 days ago), 12.3% are below.
84.9% are above or equal to 4/25 close (16 days ago), 15.1% are below.
86.1% are above or equal to 4/24 close (17 days ago), 13.9% are below.
85.5% are above or equal to 4/23 close (18 days ago), 14.5% are below.
87.7% are above or equal to 4/22 close (19 days ago), 12.3% are below.
88.3% are above or equal to 4/19 close (20 days ago), 11.7% are below.
89.2% are above or equal to 4/18 close (21 days ago), 10.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.6% new highs, 2.4% new lows
21d: 32.4% new highs, 2.2% new lows
42d: 26.7% new highs, 1.6% new lows
63d: 24.1% new highs, 1.4% new lows
126d: 22.6% new highs, 0.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.1% above, 16.9% below
3-day: 74.3% above, 25.7% below
4-day: 72.5% above, 27.5% below
5-day: 75.7% above, 24.3% below
8-day: 77.4% above, 22.6% below
10-day: 78.7% above, 21.3% below
20-day: 85.9% above, 14.1% below
50-day: 83.5% above, 16.5% below
200-day: 85.6% above, 14.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 2.00% Top=GDP TSO MPC SGY WNR KOG HFC VLO ….. PBF NTI OKS MMP EEP CLMT RIG EPL=Bottom (Energy)
MATE(29): 1.84% Top=MDR FLR BZH SPF MTZ CLH PHM HOV ….. MLM KBH RYN BECN FWLT FAST WCN CVA=Bottom (Materials & Construction)
ELEC(50): 1.61% Top=CSIQ WFR SPWR TSL GLW FSLR CY BRCM ….. NXPI CRUS RFMD VSH TRMB FSL CAVM MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.54% Top=KBR ADT HTZ VNTV HRB V MA CAR ….. HMSY VRSK AAN WOOF RRD ACTG HPY MYGN=Bottom (Diversified Services)
MANU(42): 1.49% Top=ATI MTW TEX SPW DRC HON PH MRC ….. SWK AGCO PNR JOY AOS DCI ATU DE=Bottom (Manufacturing)
FINA(77): 1.43% Top=FII PHH COF SF DFS JPM MS APO ….. ARCC AINV RJF FRC TCBI BNS EFX TD=Bottom (Banks/Financials)
CHEM(30): 1.36% Top=CHMT EMN HUN POL WPZ FMC CE PPG ….. ASH SHW SMG CF CYT POT TROX MOS=Bottom (Chemicals/Fertilizers)
CONS(56): 1.25% Top=CTB GT HAR TWI BC AVP IRBT SCSS ….. TUMI PG NUS JAH ICON CL MWV PAY=Bottom (Consumer)
TRAN(24): 1.12% Top=GLNG CNW ALK ODFL UNP CP LUV TDW ….. CHRW UAL SWFT JBHT AIRM DAL SAVE JBLU=Bottom (Transportation)
RETA(67): 1.09% Top=JOSB GME MELI BBY CPRT BID LL CONN ….. TSCO LTD DKS SKS JWN WMT KSS JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.93% Top=QLIK CSC IGT CTSH YNDX SOHU CERN FTNT ….. AOL TRLA ET AWAY PMTC RAX CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.69% Top=BYI KKD HOT H CZR PENN MAR DRI ….. THI CCL WEN DNKN PNK WYN RCL BYD=Bottom (Leisure)
REAL(82): 0.55% Top=RWT NCT O PCL MFA LHO LXP AMT ….. BMR ARE RHP DFT SBY DLR BPO DRH=Bottom (Real Estate)
INSU(41): 0.46% Top=RDN MTG PRU AFL MET LNC CLGX GNW ….. ALL WSH TRV ACE PRE AHL VR AXS=Bottom (Insurance)
HEAL(46): 0.42% Top=MR ALGN CFN ESRX BAX PODD HUM DGX ….. CNC MAKO HCA CYH UHS THOR EW THC=Bottom (Health)
COHW(44): 0.28% Top=NIHD INFN PANW RKUS WDC SNDK HRS ARRS ….. AMX BCE RVBD JNPR NTAP FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(28): -0.46% Top=SWC SCCO SLCA X FCX CLD STLD NUE ….. PAAS KGC ABX SLW GG EGO AEM AUY=Bottom (Metals & Mining)
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/