daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 10:05 am

Market Stats at 11:05 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
21.7% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
17.0% are below yesterday’s low.
61.3% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
37.6% of stocks with today’s low < yesterday’s low. (62.4% greater than).

EVIDENCE OF INTRADAY TREND
52.5% of stocks are above today’s open. (45.4% are below).
42.6% of stocks are above today’s open and yesterday’s close.
38.9% are below both.
7.4% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (52.2% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.0% of stocks are in the top 10% of today’s range.
27.6% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
51.3% of stocks are above yesterday’s close. (48.7% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
1.8% are up 3.5% or more. 1.7% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.0%…>=90:21.1%…>=80:33.4%…>=50:63.7%…<=20:11.0%…<=10:4.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:68.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.7% above previous 1 highs, 17.0% below previous 1 lows
17.9% above previous 2 highs, 9.3% below previous 2 lows
12.9% above previous 3 highs, 7.5% below previous 3 lows
12.0% above previous 4 highs, 5.5% below previous 4 lows
11.6% above previous 5 highs, 3.2% below previous 5 lows
11.6% above previous 6 highs, 1.8% below previous 6 lows
11.6% above previous 7 highs, 1.3% below previous 7 lows
11.0% above previous 8 highs, 0.8% below previous 8 lows
10.7% above previous 9 highs, 0.8% below previous 9 lows
10.4% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.3% are above or equal to 4/29 close (1 days ago), 48.7% are below.
70.8% are above or equal to 4/26 close (2 days ago), 29.2% are below.
56.6% are above or equal to 4/25 close (3 days ago), 43.4% are below.
65.9% are above or equal to 4/24 close (4 days ago), 34.1% are below.
70.9% are above or equal to 4/23 close (5 days ago), 29.1% are below.
80.1% are above or equal to 4/22 close (6 days ago), 19.9% are below.
80.9% are above or equal to 4/19 close (7 days ago), 19.1% are below.
85.6% are above or equal to 4/18 close (8 days ago), 14.4% are below.
80.1% are above or equal to 4/17 close (9 days ago), 19.9% are below.
67.2% are above or equal to 4/16 close (10 days ago), 32.8% are below.
77.4% are above or equal to 4/15 close (11 days ago), 22.6% are below.
48.3% are above or equal to 4/12 close (12 days ago), 51.7% are below.
44.0% are above or equal to 4/11 close (13 days ago), 56.0% are below.
48.2% are above or equal to 4/10 close (14 days ago), 51.8% are below.
57.9% are above or equal to 4/9 close (15 days ago), 42.1% are below.
59.1% are above or equal to 4/8 close (16 days ago), 40.9% are below.
66.5% are above or equal to 4/5 close (17 days ago), 33.5% are below.
64.7% are above or equal to 4/4 close (18 days ago), 35.3% are below.
69.2% are above or equal to 4/3 close (19 days ago), 30.8% are below.
57.9% are above or equal to 4/2 close (20 days ago), 42.1% are below.
56.0% are above or equal to 4/1 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.4% new highs, 2.8% new lows
21d: 11.1% new highs, 2.8% new lows
42d: 8.8% new highs, 1.7% new lows
63d: 8.1% new highs, 0.9% new lows
126d: 7.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.2% above, 50.8% below
3-day: 65.7% above, 34.3% below
4-day: 61.1% above, 38.9% below
5-day: 65.0% above, 35.0% below
8-day: 74.6% above, 25.4% below
10-day: 78.8% above, 21.2% below
20-day: 68.4% above, 31.6% below
50-day: 61.9% above, 38.1% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 1.04% Top=TXRH HOT DPZ MPEL MAR BYD EAT DRI ….. YUM PNK DNKN MCD CZR CCL BKW KKD=Bottom (Leisure)
DISV(45): 0.29% Top=VNTV MCO FLT MA GPN VRSK WOOF V ….. TMH DLX WTW APOL MYGN R DV JEC=Bottom (Diversified Services)
ELEC(46): 0.29% Top=VSH FSLR TQNT VECO KLAC NVDA LSI BRCM ….. GLW WAT CAVM GRMN TRMB CPHD FSL UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): 0.27% Top=IVZ APO WETF RJF LPLA EV WU SEIC ….. WFC FHN PHH STI BAC OCN PNC SLM=Bottom (Banks/Financials)
COHW(44): 0.26% Top=SSYS BBRY JNPR AMX ADTN VRSN PLCM WDC ….. S TDC FIO RVBD SYNA PCS SNDK NIHD=Bottom (Computer Hardware/Telecom)
RETA(66): 0.23% Top=BBY SHLD KMX DSW ARO PETM AMZN TIF ….. CAB ORLY M CSTR FDO TFM DLTR SWY=Bottom (Retail & Specialty Retail)
REAL(78): 0.17% Top=GGP ACC DRE RHP HST SHO OFC MPW ….. LHO SBY CBL NCT CBG WAC MFA PCL=Bottom (Real Estate)
TRAN(26): 0.10% Top=SAVE DAL JBLU TDW UAL LUV SWFT ALK ….. WERN FDX UPS CSX CP CNW GWR JBHT=Bottom (Transportation)
CHEM(32): 0.03% Top=ROC ALB HUN CBT CHMT TROX CE POT ….. DOW CF VAL MEOH EMN OLN AGU AXLL=Bottom (Chemicals/Fertilizers)
ENER(96): -0.13% Top=OIS HOS SPN CRK ESV FTI OII HERO ….. CPNO HFC SM PSX HK KOG MPC PBF=Bottom (Energy)
MANU(40): -0.17% Top=DDD AGCO ETN DHR DE PCP DRC ROP ….. TKR PH DOV WOR JOY TEX CMI XYL=Bottom (Manufacturing)
CONS(58): -0.21% Top=AVP UFS RL FL EL MWV NKE TPX ….. TUP DECK AVY ICON FNP GT WHR PBI=Bottom (Consumer)
HEAL(44): -0.24% Top=AET THC ALGN HRC RMD ESRX UHS ISRG ….. VOLC IRWD CFN HCA HOLX CNC STJ BAX=Bottom (Health)
COSW(73): -0.37% Top=FIS SINA ADSK SFLY LNKD IACI PMTC CTRX ….. INTU TRLA INFA GRPN TRI NOW DBD NUAN=Bottom (Computer Software/Internet)
INSU(41): -0.37% Top=HIG AFL AIZ LNC BRO MMC AIG ORI ….. MET ACGL AXS AGO RDN MTG PRE MBI=Bottom (Insurance)
MATE(25): -0.91% Top=RSG CVA MDR WM MTZ WCN CLH FLR ….. MTH FAST MDC LEN PHM KBH DHI MAS=Bottom (Materials & Construction)
META(30): -0.96% Top=CLF MCP WLT BTU CLD AA NEM NUE ….. RGLD EGO SLW GG KGC AUY IAG 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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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