Closing Stats
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.
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COMPARED TO YESTERDAY’S RANGE
14.4% of stocks are above yesterday’s high.
49.2% are above yesterday’s midpoint. (50.8% are below.)
17.2% are below yesterday’s low.
68.3% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).
EVIDENCE OF INTRADAY TREND
51.8% of stocks are above today’s open. (46.9% are below).
29.4% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
6.8% are in the bottom 10%.
GAIN
32.7% of stocks are above yesterday’s close. (67.3% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.5% are down 3.5% or more.
65.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.6%…>=90:3.9%…>=80:12.7%…>=50:40.2%…<=20:16.7%…<=10:8.4%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:48.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.4% above previous 1 highs, 17.2% below previous 1 lows
11.8% above previous 2 highs, 7.2% below previous 2 lows
6.2% above previous 3 highs, 7.2% below previous 3 lows
4.9% above previous 4 highs, 6.5% below previous 4 lows
3.5% above previous 5 highs, 6.4% below previous 5 lows
3.4% above previous 6 highs, 5.9% below previous 6 lows
3.3% above previous 7 highs, 5.9% below previous 7 lows
2.8% above previous 8 highs, 5.7% below previous 8 lows
2.4% above previous 9 highs, 5.5% below previous 9 lows
2.1% above previous 10 highs, 5.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.7% are above or equal to 9/27 close (1 days ago), 67.3% are below.
72.1% are above or equal to 9/26 close (2 days ago), 27.9% are below.
52.0% are above or equal to 9/25 close (3 days ago), 48.0% are below.
24.1% are above or equal to 9/24 close (4 days ago), 75.9% are below.
20.7% are above or equal to 9/21 close (5 days ago), 79.3% are below.
24.1% are above or equal to 9/20 close (6 days ago), 75.9% are below.
21.6% are above or equal to 9/19 close (7 days ago), 78.4% are below.
25.0% are above or equal to 9/18 close (8 days ago), 75.0% are below.
23.6% are above or equal to 9/17 close (9 days ago), 76.4% are below.
21.2% are above or equal to 9/14 close (10 days ago), 78.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.5% new highs, 9.2% new lows
21d: 3.3% new highs, 9.0% new lows
42d: 2.9% new highs, 3.1% new lows
63d: 2.5% new highs, 1.6% new lows
126d: 2.1% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.3% above, 69.7% below
3-day: 55.2% above, 44.8% below
4-day: 54.6% above, 45.4% below
5-day: 41.0% above, 59.0% below
8-day: 26.6% above, 73.4% below
10-day: 25.1% above, 74.9% below
20-day: 37.7% above, 62.3% below
50-day: 63.9% above, 36.1% below
200-day: 63.4% above, 36.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.17% Top=MDRX FB CERN YNDX JIVE ET BIDU AOL ….. TTWO TNGO VCLK FTNT DDD SPLK QLIK NOW=Bottom (Computer Software/Internet)
MANU(40): -0.10% Top=PNR CFX AGCO PPO ATU SPW ROK AVY ….. TKR AME KMT RS MTW ATI CRS JOY=Bottom (Manufacturing)
HEAL(39): -0.18% Top=EW BSX DVA HNT CYH LH CNC ZMH ….. CFN WAT THC TMO UNH ALGN ESRX MAKO=Bottom (Health)
RETA(70): -0.23% Top=GNC TFM GPS FDO BBBY HD ASNA CAB ….. FL EBAY SHLD GES OMX NFLX BBY ARO=Bottom (Retail & Specialty Retail)
REAL(68): -0.23% Top=DLR MTGE TWO NCT VTR ARR PMT ACC ….. UDR CLI OFC DRH BPO CBL BAM PDM=Bottom (Real Estate)
INSU(32): -0.23% Top=AFG HIG TMK GNW AIZ MMC WSH AFL ….. CLGX PRU CNO UNM MBI PL PGR AGO=Bottom (Insurance)
CONS(51): -0.29% Top=COH LF NUS HAS LEG SCSS DECK RKT ….. AVP HAR WWW FBHS FOSL GT PAY TPX=Bottom (Consumer)
CHEM(24): -0.37% Top=FUL EMN CYT CF ALB AGU APD IPI ….. CE GRA HUN SIAL DD ASH VAL TROX=Bottom (Chemicals/Fertilizers)
ENER(92): -0.41% Top=SM CRK CLR OAS EPB VLO KMP WLL ….. HOS PWE BBG SPN KEG DNR LUFK HLX=Bottom (Energy)
LEIS(23): -0.44% Top=PENN GET MPEL CAKE PNRA ARCO WYNN EAT ….. H LVS WYN MAR MGM MCD PCLN YUM=Bottom (Leisure)
FINA(71): -0.44% Top=JNS HCBK FRC CSE MTB AXP NYB LAZ ….. HBHC BX FMER BAC BNS CRBC FII ACAS=Bottom (Banks/Financials)
DISV(40): -0.63% Top=SBAC MELI MYGN ACM FISV TYC PAYX V ….. CAR HTZ FIS WTW MAN URI RBA GPN=Bottom (Diversified Services)
META(30): -0.88% Top=RGLD KGC EGO MCP AEM SCCO TRQ NUE ….. EXK CLF PAAS WOR WLT SSRI SWC ANR=Bottom (Metals & Mining)
TRAN(26): -0.99% Top=LCC UAL TOO CNW UNP GLNG UPS DAL ….. ODFL KSU GWR SAVE CSX JBHT TRN SWFT=Bottom (Transportation)
MATE(26): -1.16% Top=CLH WCN FWLT RSG FAST WM SHW PWR ….. OC TOL EXP SPF RYL MLM USG LPX=Bottom (Materials & Construction)
COHW(43): -1.25% Top=RIMM CSCO VIP EQIX ARUN IBM LVLT CBB ….. PLCM BRCD LXK JDSU JNPR PANW FNSR ADTN=Bottom (Computer Hardware/Telecom)
ELEC(48): -1.59% Top=GTAT SPRD NVDA LRCX ROP ONNN A KLAC ….. CY CRUS IDTI INVN TQNT DLB FSLR QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
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/