daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 10:54 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
23.9% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
16.0% are below yesterday’s low.
60.0% are inside yesterday’s range.
38.0% of stocks with today’s high > yesterday’s high. (62.0% less than).
37.6% of stocks with today’s low < yesterday’s low. (62.4% greater than).

EVIDENCE OF INTRADAY TREND
55.5% of stocks are above today’s open. (42.1% are below).
45.8% of stocks are above today’s open and yesterday’s close.
36.9% 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
21.2% of stocks are in the top 10% of today’s range.
36.2% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN
53.4% of stocks are above yesterday’s close. (46.6% are below.)
0.7% are up 4.5% or more. 1.1% are down 4.5% or more.
1.5% are up 3.5% or more. 1.4% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.9%…>=90:22.3%…>=80:34.0%…>=50:65.7%…<=20:10.5%…<=10:4.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:69.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.9% above previous 1 highs, 16.0% below previous 1 lows
19.5% above previous 2 highs, 8.7% below previous 2 lows
14.5% above previous 3 highs, 7.1% below previous 3 lows
13.1% above previous 4 highs, 5.0% below previous 4 lows
12.9% above previous 5 highs, 3.2% below previous 5 lows
12.9% above previous 6 highs, 2.0% below previous 6 lows
12.9% above previous 7 highs, 1.7% below previous 7 lows
12.4% above previous 8 highs, 1.1% below previous 8 lows
12.0% above previous 9 highs, 1.1% below previous 9 lows
11.8% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.4% are above or equal to 4/29 close (1 days ago), 46.6% are below.
72.1% are above or equal to 4/26 close (2 days ago), 27.9% are below.
58.0% are above or equal to 4/25 close (3 days ago), 42.0% are below.
67.1% are above or equal to 4/24 close (4 days ago), 32.9% are below.
71.3% are above or equal to 4/23 close (5 days ago), 28.7% are below.
80.4% are above or equal to 4/22 close (6 days ago), 19.6% are below.
81.5% are above or equal to 4/19 close (7 days ago), 18.5% are below.
85.7% are above or equal to 4/18 close (8 days ago), 14.3% are below.
80.8% are above or equal to 4/17 close (9 days ago), 19.2% are below.
67.2% are above or equal to 4/16 close (10 days ago), 32.8% are below.
77.5% are above or equal to 4/15 close (11 days ago), 22.5% are below.
49.4% are above or equal to 4/12 close (12 days ago), 50.6% are below.
44.8% are above or equal to 4/11 close (13 days ago), 55.2% are below.
49.2% are above or equal to 4/10 close (14 days ago), 50.8% are below.
58.0% are above or equal to 4/9 close (15 days ago), 42.0% are below.
59.7% are above or equal to 4/8 close (16 days ago), 40.3% are below.
66.6% are above or equal to 4/5 close (17 days ago), 33.4% are below.
65.1% are above or equal to 4/4 close (18 days ago), 34.9% are below.
69.2% are above or equal to 4/3 close (19 days ago), 30.8% are below.
58.3% are above or equal to 4/2 close (20 days ago), 41.7% are below.
56.5% are above or equal to 4/1 close (21 days ago), 43.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 2.8% new lows
21d: 10.7% new highs, 2.8% new lows
42d: 8.7% new highs, 1.8% new lows
63d: 8.0% new highs, 1.1% new lows
126d: 7.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.5% above, 48.5% below
3-day: 67.0% above, 33.0% below
4-day: 62.0% above, 38.0% below
5-day: 65.3% above, 34.7% below
8-day: 75.5% above, 24.5% below
10-day: 79.4% above, 20.6% below
20-day: 69.5% above, 30.5% below
50-day: 62.0% above, 38.0% below
200-day: 79.8% above, 20.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 1.05% Top=TXRH HOT DPZ MPEL BYD MAR EAT LTM ….. PNK CMG YUM MCD CCL CZR KKD BKW=Bottom (Leisure)
ELEC(46): 0.31% Top=VSH TQNT FSLR VECO NVDA WFR KLAC BRCM ….. CAVM CY GLW GRMN TRMB CPHD FSL UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(78): 0.29% Top=GGP ACC DRE RHP MPW DRH OFC HST ….. WAC CBL LHO NCT SBY CBG MFA PCL=Bottom (Real Estate)
DISV(45): 0.28% Top=VNTV FLT MCO MA VRSK GPN SBAC V ….. ACTG DLX ADT R MYGN APOL DV JEC=Bottom (Diversified Services)
FINA(73): 0.28% Top=IVZ APO WETF RJF LPLA EV WU SEIC ….. WFC STI PHH BAC LM OCN PNC SLM=Bottom (Banks/Financials)
RETA(66): 0.27% Top=BBY SHLD KMX NFLX AMZN PETM DSW ARO ….. KR ORLY WMT M FDO TFM DLTR SWY=Bottom (Retail & Specialty Retail)
COHW(44): 0.21% Top=BBRY SSYS JNPR ADTN AMX VRSN PLCM WDC ….. JDSU TDC SYNA FIO RVBD PCS NIHD SNDK=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.18% Top=SAVE UAL DAL TDW JBLU LUV ALK KSU ….. WERN GLNG UPS CSX CP GWR CNW JBHT=Bottom (Transportation)
ENER(96): 0.09% Top=OIS HOS SPN PXD OII ESV PDCE FTI ….. KMP SM CPNO GDP HFC PSX MPC PBF=Bottom (Energy)
CHEM(32): -0.04% Top=ROC ALB CBT CHMT HUN POT TROX DD ….. DOW VAL MEOH CF OLN EMN AGU AXLL=Bottom (Chemicals/Fertilizers)
MANU(40): -0.22% Top=AGCO DDD ETN DHR DE DRC PCP ROP ….. WOR TKR CAT PH TEX JOY XYL CMI=Bottom (Manufacturing)
HEAL(44): -0.22% Top=AET ALGN RMD HRC ISRG THC ESRX WCG ….. CFN IRWD HOLX HCA UNH CNC STJ BAX=Bottom (Health)
CONS(58): -0.24% Top=AVP UFS RL MWV EL FL TPX NKE ….. PG TUP FNP AVY DECK ICON WHR PBI=Bottom (Consumer)
INSU(41): -0.29% Top=HIG AIG AFL AIZ ORI MMC RGA BRO ….. RNR ACGL AXS AGO RDN MTG PRE MBI=Bottom (Insurance)
COSW(73): -0.34% Top=SINA FIS SFLY LNKD ADSK IACI PMTC FB ….. TTWO INTU INFA GRPN TRI NOW DBD NUAN=Bottom (Computer Software/Internet)
MATE(25): -0.64% Top=RSG CVA MDR WM CLH FLR WCN RYN ….. SPF MTH LEN PHM MDC FAST DHI MAS=Bottom (Materials & Construction)
META(30): -1.03% Top=WLT CLF MCP BTU AA AEM SXC ANR ….. RGLD AUY GG X KGC IAG SLCA NEM=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 10:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: