daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 11:04 am

Market Stats at 12:03 pm 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
29.2% of stocks are above yesterday’s high.
61.9% are above yesterday’s midpoint. (38.1% are below.)
15.1% are below yesterday’s low.
55.7% are inside yesterday’s range.
45.5% of stocks with today’s high > yesterday’s high. (54.5% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND
59.8% of stocks are above today’s open. (39.3% are below).
51.7% of stocks are above today’s open and yesterday’s close.
33.1% 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
16.4% of stocks are in the top 10% of today’s range.
35.0% are in the top 20%.
68.8% are in the top half. 31.3% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.9% are up 4.5% or more. 1.2% are down 4.5% or more.
2.2% are up 3.5% or more. 1.8% are down 3.5% or more.
70.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.4%…>=90:24.4%…>=80:38.3%…>=50:67.7%…<=20:9.9%…<=10:4.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:71.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:68.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.2% above previous 1 highs, 15.1% below previous 1 lows
24.2% above previous 2 highs, 7.7% below previous 2 lows
18.4% above previous 3 highs, 6.4% below previous 3 lows
17.1% above previous 4 highs, 5.0% below previous 4 lows
16.7% above previous 5 highs, 3.4% below previous 5 lows
16.7% above previous 6 highs, 1.8% below previous 6 lows
16.7% above previous 7 highs, 1.3% below previous 7 lows
16.3% above previous 8 highs, 1.1% below previous 8 lows
15.7% above previous 9 highs, 0.8% below previous 9 lows
14.4% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.4% are above or equal to 4/29 close (1 days ago), 40.6% are below.
73.7% are above or equal to 4/26 close (2 days ago), 26.3% are below.
59.9% are above or equal to 4/25 close (3 days ago), 40.1% are below.
68.4% are above or equal to 4/24 close (4 days ago), 31.6% are below.
73.6% are above or equal to 4/23 close (5 days ago), 26.4% are below.
80.9% are above or equal to 4/22 close (6 days ago), 19.1% are below.
81.5% are above or equal to 4/19 close (7 days ago), 18.5% are below.
86.7% are above or equal to 4/18 close (8 days ago), 13.3% are below.
81.6% are above or equal to 4/17 close (9 days ago), 18.4% are below.
69.0% are above or equal to 4/16 close (10 days ago), 31.0% are below.
79.1% are above or equal to 4/15 close (11 days ago), 20.9% are below.
50.6% are above or equal to 4/12 close (12 days ago), 49.4% are below.
45.5% are above or equal to 4/11 close (13 days ago), 54.5% are below.
49.6% are above or equal to 4/10 close (14 days ago), 50.4% are below.
60.3% are above or equal to 4/9 close (15 days ago), 39.7% are below.
60.6% are above or equal to 4/8 close (16 days ago), 39.4% are below.
67.9% are above or equal to 4/5 close (17 days ago), 32.1% are below.
66.3% are above or equal to 4/4 close (18 days ago), 33.7% are below.
69.9% are above or equal to 4/3 close (19 days ago), 30.1% are below.
59.6% are above or equal to 4/2 close (20 days ago), 40.4% are below.
57.3% are above or equal to 4/1 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 2.9% new lows
21d: 13.1% new highs, 2.9% new lows
42d: 10.3% new highs, 1.8% new lows
63d: 9.3% new highs, 1.1% new lows
126d: 9.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.3% above, 42.7% below
3-day: 68.9% above, 31.1% below
4-day: 65.2% above, 34.8% below
5-day: 67.6% above, 32.4% below
8-day: 76.7% above, 23.3% below
10-day: 80.5% above, 19.5% below
20-day: 69.8% above, 30.2% below
50-day: 63.6% above, 36.4% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.90% Top=TXRH HOT DPZ MPEL BYD MAR WEN MGM ….. WYN CMG MCD BYI CCL KKD BKW CZR=Bottom (Leisure)
COHW(44): 0.44% Top=BBRY SSYS JNPR AMX ADTN AAPL LXK HRS ….. MSI VIP TDC FIO PCS SYNA SNDK NIHD=Bottom (Computer Hardware/Telecom)
FINA(73): 0.43% Top=IVZ APO WETF WU RJF EV LPLA TROW ….. FSC FII PHH SLM BAC FHN OCN PNC=Bottom (Banks/Financials)
DISV(45): 0.42% Top=MCO VNTV MA FLT GPN GEO VRSK RCII ….. PCLN LPS FISV WTW ACTG DLX DV JEC=Bottom (Diversified Services)
ELEC(46): 0.41% Top=VSH TQNT WFR FSLR KLAC RFMD LSI SNPS ….. NXPI SPWR TRMB SPRD GRMN FSL CPHD UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): 0.37% Top=BBY SHLD ARO SPLS DSW PETM KMX AMZN ….. JCP ORLY TFM M CSTR DLTR FDO SWY=Bottom (Retail & Specialty Retail)
TRAN(26): 0.36% Top=SAVE TDW JBLU DAL LUV UAL TRN CHRW ….. GLNG CSX UPS AIRM CP GWR CNW JBHT=Bottom (Transportation)
REAL(78): 0.29% Top=GGP ACC DRE RLJ HST SHO MPW EQR ….. CWH PMT NCT WAC SBY CBL MFA PCL=Bottom (Real Estate)
CHEM(32): 0.17% Top=ROC ALB CBT TROX HUN DD CHMT POT ….. OLN IPI VAL MEOH CF EMN AGU AXLL=Bottom (Chemicals/Fertilizers)
MANU(40): 0.03% Top=DDD AGCO ETN MTW DRC PCP DHR EMR ….. PH MHK DOV SPW JOY TEX XYL CMI=Bottom (Manufacturing)
INSU(41): -0.00% Top=HIG WSH AFL ORI BRO LNC AFSI MMC ….. MET FNF PRU RNR RDN MTG PRE MBI=Bottom (Insurance)
ENER(96): -0.01% Top=OIS HOS CRK SPN ESV OII OXY HAL ….. TSO SM NTI HK HFC PSX PBF MPC=Bottom (Energy)
HEAL(44): -0.05% Top=AET THC HRC UHS RMD HUM ALGN WCG ….. IRWD HCA CNC HOLX STJ CFN VOLC BAX=Bottom (Health)
CONS(58): -0.11% Top=AVP PAY FOSL RL FL UFS UA TWI ….. TUP BLL FNP ICON PG GT WHR PBI=Bottom (Consumer)
COSW(73): -0.23% Top=FIS SINA CTSH CTRX AKAM IACI ADSK SFLY ….. INTU INFA TRI TTWO GRPN NOW DBD NUAN=Bottom (Computer Software/Internet)
MATE(25): -0.50% Top=MDR RSG FLR CVA HOV WM RYN WCN ….. KBH MTH SPF PHM LEN DHI FAST MAS=Bottom (Materials & Construction)
META(30): -0.66% Top=MCP CLF WLT BTU AA TRQ NUE SXC ….. RGLD KGC SLW AUY IAG GG 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 12:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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