Closing Stats
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
4.2% of stocks are above yesterday’s high.
22.5% are above yesterday’s midpoint. (77.5% are below.)
50.7% are below yesterday’s low.
45.1% are inside yesterday’s range.
42.0% of stocks with today’s high > yesterday’s high. (58.0% less than).
58.6% of stocks with today’s low < yesterday’s low. (41.4% greater than).
EVIDENCE OF INTRADAY TREND
9.7% of stocks are above today’s open. (83.0% are below).
7.4% of stocks are above today’s open and yesterday’s close.
81.0% are below both.
6.4% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (48.2% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
0.2% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
12.3% are in the top half. 87.7% of stocks are in the bottom half of today’s range.
68.9% are in the bottom 20%.
51.1% are in the bottom 10%.
GAIN
16.5% of stocks are above yesterday’s close. (83.5% are below.)
0.1% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 5.8% are down 3.5% or more.
37.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:2.3%…>=90:6.3%…>=80:11.9%…>=50:31.1%…<=20:22.1%…<=10:7.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:44.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.2% above previous 1 highs, 50.7% below previous 1 lows
3.6% above previous 2 highs, 36.3% below previous 2 lows
3.2% above previous 3 highs, 25.0% below previous 3 lows
3.2% above previous 4 highs, 11.3% below previous 4 lows
2.7% above previous 5 highs, 10.7% below previous 5 lows
2.6% above previous 6 highs, 9.7% below previous 6 lows
2.3% above previous 7 highs, 9.6% below previous 7 lows
2.2% above previous 8 highs, 9.4% below previous 8 lows
2.2% above previous 9 highs, 7.6% below previous 9 lows
2.2% above previous 10 highs, 7.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
16.5% are above or equal to 6/18 close (1 days ago), 83.5% are below.
37.9% are above or equal to 6/17 close (2 days ago), 62.1% are below.
57.7% are above or equal to 6/14 close (3 days ago), 42.3% are below.
45.6% are above or equal to 6/13 close (4 days ago), 54.4% are below.
74.6% are above or equal to 6/12 close (5 days ago), 25.4% are below.
58.7% are above or equal to 6/11 close (6 days ago), 41.3% are below.
40.3% are above or equal to 6/10 close (7 days ago), 59.7% are below.
40.1% are above or equal to 6/7 close (8 days ago), 59.9% are below.
56.9% are above or equal to 6/6 close (9 days ago), 43.1% are below.
67.0% are above or equal to 6/5 close (10 days ago), 33.0% are below.
51.0% are above or equal to 6/4 close (11 days ago), 49.0% are below.
43.0% are above or equal to 6/3 close (12 days ago), 57.0% are below.
45.7% are above or equal to 5/31 close (13 days ago), 54.3% are below.
32.0% are above or equal to 5/30 close (14 days ago), 68.0% are below.
37.6% are above or equal to 5/29 close (15 days ago), 62.4% are below.
33.2% are above or equal to 5/28 close (16 days ago), 66.8% are below.
40.2% are above or equal to 5/24 close (17 days ago), 59.8% are below.
38.2% are above or equal to 5/23 close (18 days ago), 61.8% are below.
37.6% are above or equal to 5/22 close (19 days ago), 62.4% are below.
27.8% are above or equal to 5/21 close (20 days ago), 72.2% are below.
29.0% are above or equal to 5/20 close (21 days ago), 71.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 8.0% new lows
21d: 8.7% new highs, 7.7% new lows
42d: 7.7% new highs, 5.1% new lows
63d: 7.5% new highs, 4.4% new lows
126d: 6.6% new highs, 1.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 9.4% above, 90.6% below
3-day: 26.3% above, 73.7% below
4-day: 38.0% above, 62.0% below
5-day: 39.6% above, 60.4% below
8-day: 48.5% above, 51.5% below
10-day: 48.7% above, 51.3% below
20-day: 43.1% above, 56.9% below
50-day: 55.3% above, 44.7% below
200-day: 74.9% above, 25.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): -0.62% Top=ADBE YELP NOW WDAY CSOD MDRX ADSK VMW ….. NTES FFIV CVLT ATVI QLIK EQIX SINA RAX=Bottom (Computer Software/Internet)
CHEM(25): -0.67% Top=WPZ CE CF PX MON DD GRA AGU ….. SIAL MOS EMN SHW DOW PPG ROC HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -0.81% Top=HK GPOR CRZO NFX SD CLMT EVEP NTI ….. PTEN NBR SEP ROSE DK QEP KEG PWE=Bottom (Energy)
LEIS(26): -0.81% Top=BYD BLMN CAKE SBUX WEN EXPE DNKN TXRH ….. DPZ EAT KKD CCL PENN HOT RCL WYN=Bottom (Leisure)
CONS(52): -0.83% Top=GT PAY VFC ZQK IRBT MAT HAS FL ….. LEG TPX WHR CCK TWI CL PBI AVP=Bottom (Consumer)
DISV(44): -0.96% Top=BLOX VNTV CAR MA TYC JEC APOL GEO ….. WOOF MYGN SAI URS RRD MCO SBAC KBR=Bottom (Diversified Services)
RETA(68): -1.05% Top=MELI NFLX BID AAP GME CAB KORS PIR ….. TIF M EXPR ANF AEO JCP SPLS DANG=Bottom (Retail & Specialty Retail)
MANU(37): -1.06% Top=DRC DE PCP GE CMI AGCO AME MHK ….. PPO ETN DCI SWK BWC GNRC DDD PLL=Bottom (Manufacturing)
ELEC(50): -1.06% Top=SPRD NVDA CSIQ VECO APH CY XLNX FCS ….. OVTI GRMN FSL TRMB ATML SPWR MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): -1.10% Top=PANW RVBD ARUN FNSR JDSU JNPR CTL AAPL ….. SYNA SNDK T CCI VZ AMX PLCM NIHD=Bottom (Computer Hardware/Telecom)
TRAN(27): -1.13% Top=SAVE FDX GLNG WAB ALK UNP SWFT JBHT ….. KSU AIRM UAL NSC CSX JBLU GWR SFL=Bottom (Transportation)
FINA(75): -1.16% Top=LPLA AMTD BLK WDR EVR AMP CIT NYCB ….. LAZ ICE ACAS PSEC JNS WETF BEN LM=Bottom (Banks/Financials)
INSU(38): -1.24% Top=RGA TRV AON TMK ACGL CINF AJG AXS ….. PRE AHL HIG MMC BRO CB MBI FNF=Bottom (Insurance)
HEAL(42): -1.57% Top=PRXL HUM CI WLP BAX HCA THOR ALGN ….. UHS A HOLX VAR CYH THC VOLC HMA=Bottom (Health)
MATE(27): -2.37% Top=MTH OC PWR CVA FWLT FAST BZH MTZ ….. MDC RYN USG LEN KBH DHI TTS RYL=Bottom (Materials & Construction)
META(25): -2.47% Top=NUE STLD CLF X AA FCX RGLD SWC ….. PAAS AUY GG ANR EGO KGC ABX WLT=Bottom (Metals & Mining)
REAL(79): -2.93% Top=PCL CWH BEE SBY RHP BPO HTS MTGE ….. HCP RLJ NCT HR HCN DLR SHO VTR=Bottom (Real Estate)
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/