Closing Stats
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
40.0% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
4.8% are below yesterday’s low.
55.3% are inside yesterday’s range.
61.9% of stocks with today’s high > yesterday’s high. (38.1% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).
EVIDENCE OF INTRADAY TREND
78.6% of stocks are above today’s open. (20.2% are below).
75.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.4% are in the bottom 10%.
GAIN
79.7% of stocks are above yesterday’s close. (20.3% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
56.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:10.6%…>=90:25.6%…>=80:49.8%…>=50:85.1%…<=20:4.4%…<=10:1.7%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.0% above previous 1 highs, 4.8% below previous 1 lows
34.1% above previous 2 highs, 3.7% below previous 2 lows
33.6% above previous 3 highs, 2.3% below previous 3 lows
29.8% above previous 4 highs, 2.3% below previous 4 lows
27.5% above previous 5 highs, 2.2% below previous 5 lows
21.4% above previous 6 highs, 2.1% below previous 6 lows
20.8% above previous 7 highs, 2.0% below previous 7 lows
20.5% above previous 8 highs, 1.7% below previous 8 lows
20.3% above previous 9 highs, 1.7% below previous 9 lows
16.9% above previous 10 highs, 1.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.7% are above or equal to 6/17 close (1 days ago), 20.3% are below.
85.7% are above or equal to 6/14 close (2 days ago), 14.3% are below.
70.4% are above or equal to 6/13 close (3 days ago), 29.6% are below.
89.6% are above or equal to 6/12 close (4 days ago), 10.4% are below.
79.2% are above or equal to 6/11 close (5 days ago), 20.8% are below.
58.2% are above or equal to 6/10 close (6 days ago), 41.8% are below.
55.7% are above or equal to 6/7 close (7 days ago), 44.3% are below.
70.3% are above or equal to 6/6 close (8 days ago), 29.7% are below.
78.7% are above or equal to 6/5 close (9 days ago), 21.3% are below.
66.4% are above or equal to 6/4 close (10 days ago), 33.6% are below.
57.6% are above or equal to 6/3 close (11 days ago), 42.4% are below.
57.7% are above or equal to 5/31 close (12 days ago), 42.3% are below.
44.5% are above or equal to 5/30 close (13 days ago), 55.5% are below.
49.1% are above or equal to 5/29 close (14 days ago), 50.9% are below.
42.7% are above or equal to 5/28 close (15 days ago), 57.3% are below.
50.7% are above or equal to 5/24 close (16 days ago), 49.3% are below.
48.8% are above or equal to 5/23 close (17 days ago), 51.2% are below.
46.8% are above or equal to 5/22 close (18 days ago), 53.2% are below.
34.4% are above or equal to 5/21 close (19 days ago), 65.6% are below.
35.0% are above or equal to 5/20 close (20 days ago), 65.0% are below.
37.2% are above or equal to 5/17 close (21 days ago), 62.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 2.0% new lows
21d: 10.9% new highs, 1.8% new lows
42d: 10.0% new highs, 1.1% new lows
63d: 9.2% new highs, 0.9% new lows
126d: 7.9% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.5% above, 20.5% below
3-day: 86.2% above, 13.8% below
4-day: 81.7% above, 18.3% below
5-day: 86.1% above, 13.9% below
8-day: 77.4% above, 22.6% below
10-day: 78.0% above, 22.0% below
20-day: 59.3% above, 40.7% below
50-day: 64.8% above, 35.2% below
200-day: 80.1% above, 19.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.25% Top=SPRD OVTI CREE CAVM NXPI GRMN RFMD SWKS ….. FSL SNPS LSI ONNN NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.12% Top=MRC GE MTW DOV ETN DHR KMT BWC ….. CAT PLL AOS AGCO DE DCI PPO DDD=Bottom (Manufacturing)
MATE(27): 1.08% Top=FWLT MDR MTZ TTS MAS PWR RYN RSG ….. PHM BZH LEN MDC KBH SPF OC FAST=Bottom (Materials & Construction)
LEIS(26): 1.02% Top=KKD EXPE BLMN MPEL CCL SBUX DPZ DNKN ….. HOT MAR RCL BYI BYD LVS BKW PENN=Bottom (Leisure)
INSU(38): 0.98% Top=AGO MTG MBI ORI HIG LNC GNW WSH ….. MMC AFL AIG RDN VR TMK AXS FNF=Bottom (Insurance)
RETA(68): 0.89% Top=FIVE CAB ARO SIG LTD BBY KMX ANN ….. MELI URBN JCP BIG BID KSS SWY SKS=Bottom (Retail & Specialty Retail)
DISV(44): 0.88% Top=URI ADT HTZ BFAM AL RRD JEC BLOX ….. SBAC LPS CXW SAI PAYX MYGN G APOL=Bottom (Diversified Services)
TRAN(26): 0.82% Top=KSU CSX ALK CNW CP JBLU ODFL SAVE ….. JBHT SWFT LUV WAB TRN GLNG TDW AIRM=Bottom (Transportation)
CHEM(25): 0.81% Top=IPI CF CHMT DOW EMN FMC CYT MOS ….. HUN PPG AGU GRA CE APD AXLL WPZ=Bottom (Chemicals/Fertilizers)
FINA(75): 0.76% Top=EVR PBCT BEN HCBK ICE FMER WBS CIT ….. CG AMTD OAK SEIC LAZ FRC AINV WETF=Bottom (Banks/Financials)
REAL(80): 0.72% Top=TWO NNN DRE RWT MPW DCT EXR IVR ….. TCO PCL BEE PPS FRT PSA SPG RLGY=Bottom (Real Estate)
COHW(41): 0.70% Top=FNSR SNDK XLS ADTN ARRS NTAP TWTC INFN ….. TDC VRSN ARUN WIN NIHD SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
ENER(89): 0.65% Top=NFX WPX MRO RRC CRZO GPOR EXH PBF ….. TSO HFC RGP CLMT WMB VNR PTEN HERO=Bottom (Energy)
HEAL(42): 0.61% Top=IRWD WCG PRXL CI UNH HNT AET PKI ….. EW DVA BSX MDT HCA THOR HOLX CYH=Bottom (Health)
CONS(53): 0.60% Top=FNP PAY FL BC TPX FOSL SCSS RL ….. CHD RKT IP EL GT MWV DECK KS=Bottom (Consumer)
COSW(70): 0.59% Top=RAX XRX EA GWRE QLIK RHT FFIV VCLK ….. ADSK EQIX ATVI NOW IRM CTRX WDAY IGT=Bottom (Computer Software/Internet)
META(26): -0.20% Top=WLT CLF ANR X CCJ MCP AA BTU ….. NEM GG ABX IAG RGLD AEM EGO 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/