Closing Stats
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
33.2% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
11.1% are below yesterday’s low.
55.7% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
25.2% of stocks with today’s low < yesterday’s low. (74.8% greater than).
EVIDENCE OF INTRADAY TREND
50.9% of stocks are above today’s open. (47.8% are below).
50.2% of stocks are above today’s open and yesterday’s close.
22.7% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
3.0% are in the bottom 10%.
GAIN
76.6% of stocks are above yesterday’s close. (23.4% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
4.0% are up 3.5% or more. 0.6% are down 3.5% or more.
52.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.9%…>=90:13.5%…>=80:29.9%…>=50:72.2%…<=20:6.3%…<=10:2.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:54.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.2% above previous 1 highs, 11.1% below previous 1 lows
31.3% above previous 2 highs, 3.0% below previous 2 lows
24.9% above previous 3 highs, 2.7% below previous 3 lows
22.2% above previous 4 highs, 2.2% below previous 4 lows
16.1% above previous 5 highs, 2.2% below previous 5 lows
15.1% above previous 6 highs, 2.1% below previous 6 lows
14.9% above previous 7 highs, 1.6% below previous 7 lows
14.1% above previous 8 highs, 1.6% below previous 8 lows
11.7% above previous 9 highs, 1.6% below previous 9 lows
10.7% above previous 10 highs, 1.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.6% are above or equal to 6/14 close (1 days ago), 23.4% are below.
56.5% are above or equal to 6/13 close (2 days ago), 43.5% are below.
85.2% are above or equal to 6/12 close (3 days ago), 14.8% are below.
70.0% are above or equal to 6/11 close (4 days ago), 30.0% are below.
44.0% are above or equal to 6/10 close (5 days ago), 56.0% are below.
44.4% are above or equal to 6/7 close (6 days ago), 55.6% are below.
62.2% are above or equal to 6/6 close (7 days ago), 37.8% are below.
72.4% are above or equal to 6/5 close (8 days ago), 27.6% are below.
57.7% are above or equal to 6/4 close (9 days ago), 42.3% are below.
48.8% are above or equal to 6/3 close (10 days ago), 51.2% are below.
49.9% are above or equal to 5/31 close (11 days ago), 50.1% are below.
35.5% are above or equal to 5/30 close (12 days ago), 64.5% are below.
42.7% are above or equal to 5/29 close (13 days ago), 57.3% are below.
35.9% are above or equal to 5/28 close (14 days ago), 64.1% are below.
42.2% are above or equal to 5/24 close (15 days ago), 57.8% are below.
41.0% are above or equal to 5/23 close (16 days ago), 59.0% are below.
39.9% are above or equal to 5/22 close (17 days ago), 60.1% are below.
28.7% are above or equal to 5/21 close (18 days ago), 71.3% are below.
29.8% are above or equal to 5/20 close (19 days ago), 70.2% are below.
32.7% are above or equal to 5/17 close (20 days ago), 67.3% are below.
39.9% are above or equal to 5/16 close (21 days ago), 60.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 3.7% new lows
21d: 6.8% new highs, 3.5% new lows
42d: 6.0% new highs, 1.6% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 5.1% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 67.4% above, 32.6% below
4-day: 76.1% above, 23.9% below
5-day: 74.9% above, 25.1% below
8-day: 62.2% above, 37.8% below
10-day: 63.4% above, 36.6% below
20-day: 47.3% above, 52.7% below
50-day: 59.5% above, 40.5% below
200-day: 77.7% above, 22.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.65% Top=CRZO EXXI RRC UPL HP NBR PTEN FTI ….. MPC ETE PBF DK HFC IOC EVEP WNR=Bottom (Energy)
ELEC(51): 1.54% Top=CSIQ TSL APH SPRD GRMN MRVL CY AMAT ….. KLAC LRCX SWKS IPGP FCS INVN SCTY VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 1.22% Top=SPF PHM MTH TOL MDC FLR RYL WM ….. BZH CLH RSG FWLT RYN TTS MDR FAST=Bottom (Materials & Construction)
COSW(70): 1.21% Top=SFLY GWRE TRLA SINA YELP YNDX EA RAX ….. TIBX SYMC CTRX RHT LNKD TSS AWAY BIDU=Bottom (Computer Software/Internet)
INSU(38): 1.13% Top=MTG WSH PRU AXS UNM MET LNC GNW ….. VR AFL MBI ORI FNF AGO AIG CLGX=Bottom (Insurance)
FINA(76): 1.11% Top=LAZ WETF EVR ICE SEIC BX SCHW CME ….. CG WU ARCC EFX KKR AINV OCN ACAS=Bottom (Banks/Financials)
LEIS(27): 0.88% Top=BLMN PNK WYNN MPEL EXPE BKW BYD MGM ….. PENN EAT KKD DPZ MAR CCL WEN JACK=Bottom (Leisure)
RETA(69): 0.86% Top=NFLX FIVE DANG BIG SPLS DLTR BBY LL ….. SIG DSW PETM ROST HD TJX GME ARO=Bottom (Retail & Specialty Retail)
CONS(52): 0.85% Top=KS SCSS FBHS ECL EL HAR AVP IP ….. MAT CROX TWI COH DECK NWL GT LULU=Bottom (Consumer)
HEAL(43): 0.65% Top=PKI ALGN ZMH ESRX HUM AET BDX BSX ….. MR BCR CYH UHS HLS SIRO HCA THC=Bottom (Health)
DISV(43): 0.48% Top=Z HPY RHI PAYX JEC VRSK GA MA ….. ACTG RCII WOOF SBAC APOL VNTV URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.44% Top=FMC DD EMN PPG CHMT CYT ROC MOS ….. SHW GRA CF CE ASH MON HUN IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.20% Top=ROP DDD HON MHK DRC ATI DHR PLL ….. MRC PCP PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): 0.08% Top=SNDK SSYS CSCO NTAP HPQ ARRS WDC ARUN ….. TDC SYNA FNSR WIN INFN FIO PLCM BRCD=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.04% Top=TDW SAVE EXPD UPS CHRW WAB AIRM GLNG ….. LUV UNP FDX CP ODFL ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.12% Top=RLGY CUBE BAM CWH SPG VTR RHP EXR ….. O CLNY CYS IVR HTS TWO NLY SBY=Bottom (Real Estate)
META(26): -0.15% Top=CCJ AEM SLW SLCA IAG NEM NUE KGC ….. CLF ABX RGLD SWC MCP X WLT ANR=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/