daytrend

10/31/2012

Filed under: Market Stats — daytrend @ 11:30 am

Market Stats at 12:30 pm ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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COMPARED TO YESTERDAY’S RANGE
19.1% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
23.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
41.8% of stocks with today’s low < yesterday’s low. (58.2% greater than).

EVIDENCE OF INTRADAY TREND
33.5% of stocks are above today’s open. (64.5% are below).
29.2% of stocks are above today’s open and yesterday’s close.
52.5% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
30.3% are in the top half. 69.7% of stocks are in the bottom half of today’s range.
39.4% are in the bottom 20%.
25.0% are in the bottom 10%.

GAIN
42.1% of stocks are above yesterday’s close. (57.9% are below.)
2.3% are up 4.5% or more. 2.3% are down 4.5% or more.
4.0% are up 3.5% or more. 4.7% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:6.4%…>=80:15.9%…>=50:37.9%…<=20:34.1%…<=10:21.2%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:33.6%…<=20:4.8%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.1% above previous 1 highs, 23.8% below previous 1 lows
13.0% above previous 2 highs, 19.8% below previous 2 lows
11.1% above previous 3 highs, 16.7% below previous 3 lows
10.2% above previous 4 highs, 14.2% below previous 4 lows
7.7% above previous 5 highs, 13.9% below previous 5 lows
6.1% above previous 6 highs, 13.8% below previous 6 lows
5.1% above previous 7 highs, 13.4% below previous 7 lows
4.7% above previous 8 highs, 13.1% below previous 8 lows
4.7% above previous 9 highs, 12.6% below previous 9 lows
4.6% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.1% are above or equal to 10/26 close (1 days ago), 57.9% are below.
39.3% are above or equal to 10/25 close (2 days ago), 60.7% are below.
47.0% are above or equal to 10/24 close (3 days ago), 53.0% are below.
41.7% are above or equal to 10/23 close (4 days ago), 58.3% are below.
30.8% are above or equal to 10/22 close (5 days ago), 69.2% are below.
33.5% are above or equal to 10/19 close (6 days ago), 66.5% are below.
21.5% are above or equal to 10/18 close (7 days ago), 78.5% are below.
22.5% are above or equal to 10/17 close (8 days ago), 77.5% are below.
28.7% are above or equal to 10/16 close (9 days ago), 71.3% are below.
38.4% are above or equal to 10/15 close (10 days ago), 61.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 15.0% new lows
21d: 6.8% new highs, 14.9% new lows
42d: 4.8% new highs, 10.7% new lows
63d: 4.7% new highs, 5.9% new lows
126d: 3.7% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 38.6% above, 61.4% below
4-day: 41.5% above, 58.5% below
5-day: 41.1% above, 58.9% below
8-day: 32.6% above, 67.4% below
10-day: 29.7% above, 70.3% below
20-day: 33.9% above, 66.1% below
50-day: 37.9% above, 62.1% below
200-day: 53.0% above, 47.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 1.97% Top=CLH EXP PWR OC USG MTZ FAST MAS ….. SPF BZH SRCL MDC DAR MDR KBH TOL=Bottom (Materials & Construction)
META(29): 0.98% Top=AUY EGO AUQ ABX GG KGC RGLD PAAS ….. TIE JRCC STLD WLT CLD AKS MCP X=Bottom (Metals & Mining)
CONS(54): 0.69% Top=PVH NUS LEG CTB TPX AVP SEE GT ….. COH IP FNP HAR XRX DECK CRI GLT=Bottom (Consumer)
MANU(37): 0.59% Top=FLS ETN GDI XYL TKR JOY SWK PNR ….. CMI CRS ATI AME RS GTI DRC AGCO=Bottom (Manufacturing)
TRAN(23): 0.59% Top=SWFT ODFL WERN CNW CHRW JBHT FDX GWR ….. UNP CP UAL LCC KSU ALK NSC JBLU=Bottom (Transportation)
REAL(69): 0.19% Top=MPW NCT CUBE PPS NLY OFC IVR EXR ….. GOV DFT MAC HST DRH KRC WPC CBG=Bottom (Real Estate)
ELEC(44): -0.04% Top=CAVM DLB CREE MRVL MOLX CYMI CY CRUS ….. AMAT ONNN INTC ISIL TXN SLAB QLGC GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.05% Top=CSTR CPRT LL TSCO NFLX LOW SBH AAP ….. ASNA ARO M EBAY AMZN CAB JCP SHLD=Bottom (Retail & Specialty Retail)
FINA(73): -0.25% Top=FII LAZ KKR LM GS MS CMA TCB ….. OCN EWBC AMP WBS PBCT BPOP HCBK RF=Bottom (Banks/Financials)
INSU(36): -0.31% Top=GNW MBI CLGX AFL MMC RGA BRO WSH ….. UNM PL ORI CINF AXS TRV AHL NOW=Bottom (Insurance)
COSW(61): -0.41% Top=BSFT TTWO EA YNDX SWI GWRE QSII IRM ….. PMTC MCRS CERN SPLK N FB BIDU VRSN=Bottom (Computer Software/Internet)
DISV(42): -0.47% Top=VRSK HMSY ACTG URI ACM RGS APOL JEC ….. GPN ATHN RRD PAYX ADT WTW LPS WU=Bottom (Diversified Services)
CHEM(25): -0.48% Top=ASH VAL CBT POL AGU POT PX PPG ….. MON DD CE EMN FMC WPZ ROC TROX=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.74% Top=EXPE WYNN MPEL PENN OEH CCL CAKE LVS ….. HOT MAR LTM EAT ARCO SBUX MGM H=Bottom (Leisure)
ENER(90): -1.02% Top=GPOR CVE MMR APC SWN SM PXD EOG ….. IOC RDC HLX BAS CPNO CAM FST QEP=Bottom (Energy)
HEAL(43): -1.19% Top=BAX ALGN CYH DVA CI ISRG HMA ZMH ….. HOLX HNT BSX MAKO UHS LPNT HCA WCG=Bottom (Health)
COHW(45): -1.27% Top=NIHD RIMM VIP EMC AMT BCE IBM S ….. PCS HRS LEAP PLCM CIEN SYNA JDSU RVBD=Bottom (Computer Hardware/Telecom)

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.
Market Stats at 12:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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