daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 9:28 am

Market Stats at 10:28 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
13.0% of stocks are above yesterday’s high.
48.4% are above yesterday’s midpoint. (51.6% are below.)
21.6% are below yesterday’s low.
65.4% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND
37.1% of stocks are above today’s open. (60.9% are below).
28.0% of stocks are above today’s open and yesterday’s close.
53.7% 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
5.1% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
42.0% are in the top half. 58.0% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN
36.7% of stocks are above yesterday’s close. (63.3% are below.)
0.7% are up 4.5% or more. 1.1% are down 4.5% or more.
1.1% are up 3.5% or more. 1.5% are down 3.5% or more.
74.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.5%…>=90:14.2%…>=80:23.0%…>=50:56.6%…<=20:13.5%…<=10:4.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:64.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:63.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.0% above previous 1 highs, 21.6% below previous 1 lows
11.0% above previous 2 highs, 11.8% below previous 2 lows
7.8% above previous 3 highs, 9.7% below previous 3 lows
7.2% above previous 4 highs, 6.5% below previous 4 lows
7.0% above previous 5 highs, 3.9% below previous 5 lows
6.8% above previous 6 highs, 2.5% below previous 6 lows
6.8% above previous 7 highs, 2.0% below previous 7 lows
6.6% above previous 8 highs, 1.5% below previous 8 lows
6.4% above previous 9 highs, 1.4% below previous 9 lows
6.4% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.7% are above or equal to 4/29 close (1 days ago), 63.3% are below.
66.0% are above or equal to 4/26 close (2 days ago), 34.0% are below.
50.1% are above or equal to 4/25 close (3 days ago), 49.9% are below.
61.2% are above or equal to 4/24 close (4 days ago), 38.8% are below.
67.8% are above or equal to 4/23 close (5 days ago), 32.2% are below.
78.5% are above or equal to 4/22 close (6 days ago), 21.5% are below.
79.3% are above or equal to 4/19 close (7 days ago), 20.7% are below.
84.5% are above or equal to 4/18 close (8 days ago), 15.5% are below.
78.7% are above or equal to 4/17 close (9 days ago), 21.3% are below.
64.9% are above or equal to 4/16 close (10 days ago), 35.1% are below.
75.4% are above or equal to 4/15 close (11 days ago), 24.6% are below.
45.8% are above or equal to 4/12 close (12 days ago), 54.2% are below.
42.4% are above or equal to 4/11 close (13 days ago), 57.6% are below.
45.8% are above or equal to 4/10 close (14 days ago), 54.2% are below.
55.5% are above or equal to 4/9 close (15 days ago), 44.5% are below.
56.2% are above or equal to 4/8 close (16 days ago), 43.8% are below.
64.8% are above or equal to 4/5 close (17 days ago), 35.2% are below.
62.8% are above or equal to 4/4 close (18 days ago), 37.2% are below.
67.4% are above or equal to 4/3 close (19 days ago), 32.6% are below.
56.4% are above or equal to 4/2 close (20 days ago), 43.6% are below.
54.4% are above or equal to 4/1 close (21 days ago), 45.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 2.7% new lows
21d: 9.1% new highs, 2.7% new lows
42d: 7.2% new highs, 1.7% new lows
63d: 6.6% new highs, 0.9% new lows
126d: 6.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.9% above, 65.1% below
3-day: 54.5% above, 45.5% below
4-day: 52.4% above, 47.6% below
5-day: 58.1% above, 41.9% below
8-day: 70.7% above, 29.3% below
10-day: 76.3% above, 23.7% below
20-day: 64.8% above, 35.2% below
50-day: 59.3% above, 40.7% below
200-day: 78.9% above, 21.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.73% Top=TXRH DPZ HOT BYD MPEL LTM EXPE EAT ….. DNKN MCD MGM YUM BKW CCL CZR KKD=Bottom (Leisure)
DISV(45): 0.03% Top=VNTV FLT MA MCO VRSK ADS SBAC GEO ….. ADT DLX PCLN R URI TMH MYGN JEC=Bottom (Diversified Services)
FINA(73): 0.02% Top=IVZ APO RJF WETF EV WU ARCC SEIC ….. WFC FII STI OCN PNC BAC LM SLM=Bottom (Banks/Financials)
REAL(78): 0.01% Top=GGP ACC DRE OFC RHP RLJ DRH HST ….. NCT CBL BXP SBY MFA WAC CBG PCL=Bottom (Real Estate)
ELEC(46): -0.08% Top=VSH FSLR TQNT WFR KLAC NVDA VECO CRUS ….. CAVM SWKS GLW WAT GRMN CPHD UTEK FSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.10% Top=BBY KMX NFLX AMZN SHLD PETM DSW ARO ….. WMT M FDO TFM ORLY DLTR CAB SWY=Bottom (Retail & Specialty Retail)
COHW(44): -0.14% Top=SSYS BBRY ADTN JNPR AMX LXK VRSN AAPL ….. NTAP HPQ SYNA NIHD FIO JDSU SNDK RVBD=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.27% Top=SAVE TDW JBLU UAL DAL LUV ALK TRN ….. FDX UPS CP CSX SWFT CNW GWR JBHT=Bottom (Transportation)
ENER(96): -0.32% Top=OIS HOS SPN BWP MWE PAA PXD OII ….. KOG HFC CRZO SM PSX HK MPC PBF=Bottom (Energy)
CHEM(32): -0.36% Top=ROC ALB CBT HUN RPM TROX FMC CHMT ….. SIAL MEOH VAL OLN CF EMN AGU AXLL=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.39% Top=AET THC UHS BKD ALGN LPNT ESRX RMD ….. DVA A MDT WLP CFN CNC STJ BAX=Bottom (Health)
CONS(58): -0.49% Top=AVP UFS MWV RL NKE EL FOSL BERY ….. TUP OI DECK AVY GT FNP WHR PBI=Bottom (Consumer)
INSU(41): -0.53% Top=HIG CLGX AIG AFL BRO WSH ORI AIZ ….. AXS AGO PRU MET RDN PRE MTG MBI=Bottom (Insurance)
MANU(40): -0.63% Top=AGCO DDD DE DHR ROP PCP CFX MRC ….. CAT DOV ATI MTW JOY TEX XYL CMI=Bottom (Manufacturing)
COSW(73): -0.65% Top=FIS SINA LNKD ADSK IACI SFLY FB BIDU ….. QLIK TTWO GRPN INTU TRI NOW DBD NUAN=Bottom (Computer Software/Internet)
MATE(25): -1.02% Top=CVA RSG MDR WCN RYN WM TOL CLH ….. MTH PHM FWLT FAST PWR SPF DHI MAS=Bottom (Materials & Construction)
META(29): -1.22% Top=CLF WLT MCP ABX AEM SXC TRQ BTU ….. AUY EGO CNX CLD IAG X 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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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