Closing Stats
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.
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COMPARED TO YESTERDAY’S RANGE
89.7% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.7% are below yesterday’s low.
9.6% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
2.1% of stocks with today’s low < yesterday’s low. (97.9% greater than).
EVIDENCE OF INTRADAY TREND
74.8% of stocks are above today’s open. (24.4% are below).
74.8% of stocks are above today’s open and yesterday’s close.
4.5% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
37.7% of stocks are in the top 10% of today’s range.
52.8% are in the top 20%.
79.9% are in the top half. 20.1% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.1% are in the bottom 10%.
GAIN
95.5% of stocks are above yesterday’s close. (4.5% are below.)
20.5% are up 4.5% or more. 0.2% are down 4.5% or more.
38.0% are up 3.5% or more. 0.3% are down 3.5% or more.
7.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:28.8%…>=90:54.3%…>=80:75.7%…>=50:95.1%…<=20:1.5%…<=10:1.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:81.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:73.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
89.7% above previous 1 highs, 0.7% below previous 1 lows
81.8% above previous 2 highs, 0.7% below previous 2 lows
79.7% above previous 3 highs, 0.7% below previous 3 lows
75.8% above previous 4 highs, 0.7% below previous 4 lows
65.6% above previous 5 highs, 0.7% below previous 5 lows
47.3% above previous 6 highs, 0.7% below previous 6 lows
40.3% above previous 7 highs, 0.7% below previous 7 lows
36.8% above previous 8 highs, 0.7% below previous 8 lows
36.0% above previous 9 highs, 0.7% below previous 9 lows
35.5% above previous 10 highs, 0.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.5% are above or equal to 6/28 close (1 days ago), 4.5% are below.
92.0% are above or equal to 6/27 close (2 days ago), 8.0% are below.
92.1% are above or equal to 6/26 close (3 days ago), 7.9% are below.
91.8% are above or equal to 6/25 close (4 days ago), 8.2% are below.
81.4% are above or equal to 6/22 close (5 days ago), 18.6% are below.
86.0% are above or equal to 6/21 close (6 days ago), 14.0% are below.
60.0% are above or equal to 6/20 close (7 days ago), 40.0% are below.
57.8% are above or equal to 6/19 close (8 days ago), 42.2% are below.
68.2% are above or equal to 6/18 close (9 days ago), 31.8% are below.
71.5% are above or equal to 6/15 close (10 days ago), 28.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.9% new highs, 0.9% new lows
21d: 34.1% new highs, 0.9% new lows
42d: 12.3% new highs, 0.9% new lows
63d: 9.0% new highs, 0.9% new lows
126d: 7.2% new highs, 0.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.5% above, 4.5% below
3-day: 95.4% above, 4.6% below
4-day: 94.6% above, 5.4% below
5-day: 94.8% above, 5.2% below
8-day: 89.0% above, 11.0% below
10-day: 84.5% above, 15.5% below
20-day: 81.0% above, 19.0% below
50-day: 55.8% above, 44.2% below
200-day: 55.6% above, 44.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.42% Top=VCLK QSII TIBX VMW GRPN UIS CTXS RHT ….. BYI IRM AWAY GLUU IT ZNGA JIVE ROVI=Bottom (Computer Software/Internet)
MANU(40): 4.33% Top=TEX DRC LII MTW WWD ATU ETN AGCO ….. PNR GE SPW XYL FLS AVY RBN PCP=Bottom (Manufacturing)
MATE(30): 4.08% Top=KBH FWLT PHM MTZ MDR SPF DHI LEN ….. DAR PWR RYL FLR MLM SHW WCN MDU=Bottom (Materials & Construction)
ELEC(55): 3.97% Top=NXPI INVN CAVM TXN OVTI SWKS CY AMD ….. GLW MCHP CPHD MRVL FSLR CREE DLB IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.92% Top=ROSE PETD KOG XEC CRK PDS GPOR PXP ….. WES SUN MMR TSO HNR CJES COG HK=Bottom (Energy)
RETA(75): 3.22% Top=FINL ARO ANF CAB FRAN FL AEO GES ….. ROST DG HSNI KR BBY DDS FDO SVU=Bottom (Retail & Specialty Retail)
META(29): 3.03% Top=WOR ACI MCP FCX BTU CLF TIE GG ….. PAAS EGO STLD NUE RGLD X WLT AKS=Bottom (Metals & Mining)
LEIS(26): 2.96% Top=VAC HOT MAR MPEL EAT EXPE H WYN ….. SBUX SIX DNKN WYNN CCL PENN YUM MCD=Bottom (Leisure)
COHW(44): 2.76% Top=EMC NTAP PCS TDC WDC SNDK JDSU JNPR ….. UBNT CCI VZ TWTC T NIHD AMT RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 2.68% Top=MELI VPRT URI HMSY RHI HTZ CAR KBR ….. CACI PAYX APOL HRB AL VNTV SBAC RRD=Bottom (Diversified Services)
CONS(57): 2.62% Top=FOSL WHR PAY FNP RKT TPX TWI AVP ….. BLL BMS CTB SKX VFC PBI SHOO NKE=Bottom (Consumer)
FINA(74): 2.57% Top=BAC MS BEN LM NTRS BK FII BX ….. PSEC LPLA NYB TCB CBOE TCBI JPM FNFG=Bottom (Banks/Financials)
CHEM(27): 2.42% Top=CBT EMN GRA CYT APD FMC MON PX ….. AGU ASH FUL RPM MOS HUN IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.37% Top=TRN CNW SWFT EXPD TK GLNG TDW UNP ….. JBLU KEX CNI UAL LUV ALK LCC DAL=Bottom (Transportation)
REAL(73): 2.30% Top=CUBE EXR SHO OFC CBL SLG LHO CBG ….. ARR AEC MFA IVR HTS CMO TWO OHI=Bottom (Real Estate)
INSU(38): 2.17% Top=AGO MET LNC GNW AIG HIG AFL PRU ….. PRA PGR PRE VR FNF AIZ RNR RE=Bottom (Insurance)
HEAL(50): 1.75% Top=NUVA LNCR ALGN HMA THOR BKD HRC SIRO ….. HNT CNC WCG UNH CVH AET HUM WLP=Bottom (Health)
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 https://daytrend.wordpress.com/category/market-stats/