daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:53 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
9.9% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
19.8% are below yesterday’s low.
70.3% are inside yesterday’s range.
30.0% of stocks with today’s high > yesterday’s high. (70.0% less than).
29.7% of stocks with today’s low < yesterday’s low. (70.3% greater than).

EVIDENCE OF INTRADAY TREND
29.7% of stocks are above today’s open. (67.6% are below).
22.4% of stocks are above today’s open and yesterday’s close.
61.0% are below both.
7.4% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
25.0% are in the bottom 10%.

GAIN
31.7% of stocks are above yesterday’s close. (68.3% are below.)
0.7% are up 4.5% or more. 1.3% are down 4.5% or more.
1.1% are up 3.5% or more. 1.7% are down 3.5% or more.
77.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.3%…>=90:13.3%…>=80:20.6%…>=50:54.5%…<=20:12.6%…<=10:4.6%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:65.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.9% above previous 1 highs, 19.8% below previous 1 lows
8.0% above previous 2 highs, 9.8% below previous 2 lows
6.0% above previous 3 highs, 8.5% below previous 3 lows
5.8% above previous 4 highs, 5.3% below previous 4 lows
5.5% above previous 5 highs, 3.4% below previous 5 lows
5.4% above previous 6 highs, 2.0% below previous 6 lows
5.4% above previous 7 highs, 1.3% below previous 7 lows
5.3% above previous 8 highs, 1.1% below previous 8 lows
5.3% above previous 9 highs, 0.9% below previous 9 lows
5.3% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.7% are above or equal to 4/29 close (1 days ago), 68.3% are below.
66.6% are above or equal to 4/26 close (2 days ago), 33.4% are below.
49.5% are above or equal to 4/25 close (3 days ago), 50.5% are below.
61.2% are above or equal to 4/24 close (4 days ago), 38.8% are below.
66.4% are above or equal to 4/23 close (5 days ago), 33.6% are below.
77.5% are above or equal to 4/22 close (6 days ago), 22.5% are below.
79.0% are above or equal to 4/19 close (7 days ago), 21.0% are below.
84.0% are above or equal to 4/18 close (8 days ago), 16.0% are below.
79.2% are above or equal to 4/17 close (9 days ago), 20.8% are below.
64.0% are above or equal to 4/16 close (10 days ago), 36.0% are below.
75.6% are above or equal to 4/15 close (11 days ago), 24.4% are below.
44.6% are above or equal to 4/12 close (12 days ago), 55.4% are below.
41.2% are above or equal to 4/11 close (13 days ago), 58.8% are below.
45.6% are above or equal to 4/10 close (14 days ago), 54.4% are below.
54.6% are above or equal to 4/9 close (15 days ago), 45.4% are below.
56.4% are above or equal to 4/8 close (16 days ago), 43.6% are below.
64.4% are above or equal to 4/5 close (17 days ago), 35.6% are below.
62.3% are above or equal to 4/4 close (18 days ago), 37.7% are below.
67.1% are above or equal to 4/3 close (19 days ago), 32.9% are below.
55.8% are above or equal to 4/2 close (20 days ago), 44.2% are below.
54.0% are above or equal to 4/1 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 1.8% new lows
21d: 8.1% new highs, 1.8% new lows
42d: 6.5% new highs, 1.1% new lows
63d: 6.1% new highs, 0.6% new lows
126d: 5.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 29.6% above, 70.4% below
3-day: 52.9% above, 47.1% below
4-day: 50.1% above, 49.9% below
5-day: 55.7% above, 44.3% below
8-day: 69.1% above, 30.9% below
10-day: 75.5% above, 24.5% below
20-day: 64.4% above, 35.6% below
50-day: 60.1% above, 39.9% below
200-day: 78.8% above, 21.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.81% Top=TXRH DPZ HOT BYD MPEL RCL LVS LTM ….. WYN BYI MCD CCL BKW YUM DNKN CZR=Bottom (Leisure)
DISV(45): -0.06% Top=VNTV MCO MA SBAC V ADS HRB GEO ….. HMSY HTZ PCLN R APOL DV ADT JEC=Bottom (Diversified Services)
RETA(66): -0.07% Top=BBY KMX AMZN PETM NFLX DSW SHLD LOW ….. ORLY JNY M CONN FDO TFM DLTR SWY=Bottom (Retail & Specialty Retail)
FINA(73): -0.09% Top=IVZ APO EV BX WETF ARCC GS RJF ….. WBS LM FITB STI FHN KEY OCN SLM=Bottom (Banks/Financials)
REAL(78): -0.17% Top=GGP GOV ACC LXP OFC DRE RHP HST ….. BAM SBY UDR CBL WAC MFA CBG PCL=Bottom (Real Estate)
TRAN(26): -0.26% Top=SAVE TDW LUV JBLU TRN WERN ALK SWFT ….. CSX CNW CP DAL AIRM GLNG JBHT GWR=Bottom (Transportation)
ELEC(46): -0.33% Top=VSH FSLR TQNT SPWR SPRD MRVL ATML KLAC ….. WAT WFR SWKS ONNN CPHD FSL UTEK CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): -0.34% Top=AET ESRX RMD BKD THC ALGN LPNT CPTS ….. BDX XRAY SYK A VAR BAX STJ CNC=Bottom (Health)
CONS(58): -0.38% Top=AVP UFS MWV FOSL RL NKE WWW SKX ….. CROX HAR WHR GT SCSS BC DECK PBI=Bottom (Consumer)
ENER(96): -0.39% Top=OIS HOS SPN BWP HAL OXY HERO PAA ….. RIG TSO GDP CIE NTI HK PBF MPC=Bottom (Energy)
INSU(41): -0.44% Top=HIG AIG AFSI AFL CLGX CNO RGA PL ….. AXS PRU AGO MET RDN PRE MBI MTG=Bottom (Insurance)
CHEM(32): -0.45% Top=ROC HUN WPZ CYT ALB CBT TROX CHMT ….. MEOH PPG CF SIAL AGU EMN VAL AXLL=Bottom (Chemicals/Fertilizers)
COHW(44): -0.45% Top=BBRY ADTN AAPL LVLT JNPR SSYS LXK AMX ….. CIEN SNDK FIO NIHD FNSR PCS JDSU RVBD=Bottom (Computer Hardware/Telecom)
COSW(73): -0.61% Top=FIS LNKD SINA ANGI SFLY ADSK FB AWAY ….. QLIK FFIV FTNT NOW TRI TTWO DBD NUAN=Bottom (Computer Software/Internet)
MANU(40): -0.73% Top=AGCO CFX DE DDD PCP MRC ROP GE ….. ATI CAT TEX MTW KMT JOY CMI XYL=Bottom (Manufacturing)
MATE(25): -0.81% Top=CVA RSG WCN MDR USG RYN WM FWLT ….. MDC PWR RYL SPF MTZ DHI PHM MAS=Bottom (Materials & Construction)
META(30): -1.93% Top=ABX ANR WLT BTU CLF AEM CCJ SWC ….. GG TRQ KGC AUY X IAG NEM SLCA=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.
Market Stats at 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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