daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:04 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

COMPARED TO YESTERDAY’S RANGE
10.0% of stocks are above yesterday’s high.
42.1% are above yesterday’s midpoint. (57.9% are below.)
23.5% are below yesterday’s low.
66.5% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
35.4% of stocks with today’s low < yesterday’s low. (64.6% greater than).

EVIDENCE OF INTRADAY TREND
28.2% of stocks are above today’s open. (70.1% are below).
21.6% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
7.4% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.4% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN
30.9% of stocks are above yesterday’s close. (69.1% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 1.8% are down 3.5% or more.
72.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:12.9%…>=80:19.5%…>=50:52.1%…<=20:15.0%…<=10:5.1%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:63.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:62.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.0% above previous 1 highs, 23.5% below previous 1 lows
8.5% above previous 2 highs, 14.3% below previous 2 lows
6.1% above previous 3 highs, 12.0% below previous 3 lows
5.9% above previous 4 highs, 8.1% below previous 4 lows
5.8% above previous 5 highs, 4.6% below previous 5 lows
5.7% above previous 6 highs, 3.0% below previous 6 lows
5.5% above previous 7 highs, 2.1% below previous 7 lows
5.4% above previous 8 highs, 1.5% below previous 8 lows
5.4% above previous 9 highs, 1.3% below previous 9 lows
5.4% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
30.9% are above or equal to 4/29 close (1 days ago), 69.1% are below.
62.9% are above or equal to 4/26 close (2 days ago), 37.1% are below.
47.3% are above or equal to 4/25 close (3 days ago), 52.7% are below.
58.9% are above or equal to 4/24 close (4 days ago), 41.1% are below.
66.4% are above or equal to 4/23 close (5 days ago), 33.6% are below.
77.7% are above or equal to 4/22 close (6 days ago), 22.3% are below.
79.3% are above or equal to 4/19 close (7 days ago), 20.7% are below.
83.0% are above or equal to 4/18 close (8 days ago), 17.0% are below.
78.4% are above or equal to 4/17 close (9 days ago), 21.6% are below.
63.9% are above or equal to 4/16 close (10 days ago), 36.1% are below.
74.7% are above or equal to 4/15 close (11 days ago), 25.3% are below.
43.9% are above or equal to 4/12 close (12 days ago), 56.1% are below.
40.9% are above or equal to 4/11 close (13 days ago), 59.1% are below.
44.9% are above or equal to 4/10 close (14 days ago), 55.1% are below.
54.4% are above or equal to 4/9 close (15 days ago), 45.6% are below.
55.3% are above or equal to 4/8 close (16 days ago), 44.7% are below.
64.1% are above or equal to 4/5 close (17 days ago), 35.9% are below.
61.7% are above or equal to 4/4 close (18 days ago), 38.3% are below.
66.4% are above or equal to 4/3 close (19 days ago), 33.6% are below.
55.0% are above or equal to 4/2 close (20 days ago), 45.0% are below.
53.7% are above or equal to 4/1 close (21 days ago), 46.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 2.4% new lows
21d: 8.6% new highs, 2.4% new lows
42d: 6.8% new highs, 1.4% new lows
63d: 6.4% new highs, 0.8% new lows
126d: 6.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.8% above, 71.2% below
3-day: 49.2% above, 50.8% below
4-day: 48.4% above, 51.6% below
5-day: 53.7% above, 46.3% below
8-day: 68.2% above, 31.8% below
10-day: 74.0% above, 26.0% below
20-day: 62.8% above, 37.2% below
50-day: 59.0% above, 41.0% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.53% Top=TXRH DPZ HOT MPEL EAT DRI MAR BYD ….. CMG KKD WYN YUM DNKN CCL BKW CZR=Bottom (Leisure)
RETA(66): -0.00% Top=BBY KMX NFLX SHLD PETM AMZN DSW LOW ….. JNY M ORLY TFM FDO CONN DLTR SWY=Bottom (Retail & Specialty Retail)
FINA(73): -0.07% Top=IVZ APO RJF EV WETF KKR ARCC WU ….. FII WFC PNC STI LM BAC OCN SLM=Bottom (Banks/Financials)
REAL(78): -0.09% Top=GGP ACC OFC DRE HST LXP RHP GOV ….. CBL LHO MFA BAM WAC SBY CBG PCL=Bottom (Real Estate)
DISV(45): -0.11% Top=VNTV MCO MA V FLT GEO ULTA HRB ….. KBR URS DV R ACM URI ADT JEC=Bottom (Diversified Services)
ELEC(46): -0.27% Top=VSH FSLR TQNT SPWR SPRD DLB NVDA KLAC ….. SWKS WFR WAT ONNN CPHD FSL UTEK CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): -0.40% Top=BBRY ADTN LXK AAPL AMX JNPR VRSN SSYS ….. SYNA NIHD PCS FNSR FIO SNDK JDSU RVBD=Bottom (Computer Hardware/Telecom)
CONS(58): -0.42% Top=AVP UFS MWV RL FOSL NKE ECL CTB ….. GT AVY FNP DECK OI HAR WHR PBI=Bottom (Consumer)
INSU(41): -0.42% Top=HIG AIG AFL VR ORI WSH CNO CLGX ….. MET PRU AXS RDN AGO PRE MBI MTG=Bottom (Insurance)
HEAL(44): -0.45% Top=AET RMD BKD ESRX THC UHS CPTS LPNT ….. XRAY MDT A HUM WLP BAX STJ CNC=Bottom (Health)
TRAN(26): -0.56% Top=SAVE TDW LUV EXPD WERN AIRM DAL JBLU ….. CSX CP SWFT GLNG CNW TRN JBHT GWR=Bottom (Transportation)
ENER(96): -0.73% Top=OIS HOS SPN OXY BWP PAA HAL OKS ….. HFC CRZO GDP CIE TSO SM PBF MPC=Bottom (Energy)
CHEM(32): -0.74% Top=ROC ALB CBT TROX CHMT CYT RPM FMC ….. OLN MEOH CF SIAL VAL EMN AGU AXLL=Bottom (Chemicals/Fertilizers)
COSW(73): -0.78% Top=FIS SINA LNKD ADSK FB BIDU IACI SFLY ….. EA QLIK TTWO INFA TRI NOW DBD NUAN=Bottom (Computer Software/Internet)
MANU(40): -0.86% Top=AGCO DE ROP DHR DDD CFX PCP GE ….. PH WOR ATI MTW TEX JOY CMI XYL=Bottom (Manufacturing)
MATE(25): -1.13% Top=CVA RSG WCN MDR RYN WM CLH HOV ….. MTH KBH MDC MTZ SPF PHM DHI MAS=Bottom (Materials & Construction)
META(29): -2.20% Top=CLF ABX WLT AA AEM ANR BTU CCJ ….. CLD GG EGO 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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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