daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 12:57 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
36.0% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
14.4% are below yesterday’s low.
49.6% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
39.0% of stocks with today’s low < yesterday’s low. (61.0% greater than).

EVIDENCE OF INTRADAY TREND
64.3% of stocks are above today’s open. (34.8% are below).
58.5% of stocks are above today’s open and yesterday’s close.
30.1% 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
30.0% of stocks are in the top 10% of today’s range.
44.1% are in the top 20%.
72.5% are in the top half. 27.5% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
65.0% of stocks are above yesterday’s close. (35.0% are below.)
1.8% are up 4.5% or more. 1.2% are down 4.5% or more.
2.8% are up 3.5% or more. 1.5% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.8%…>=90:28.3%…>=80:43.6%…>=50:70.9%…<=20:9.4%…<=10:3.8%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:71.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.0% above previous 1 highs, 14.4% below previous 1 lows
30.4% above previous 2 highs, 7.7% below previous 2 lows
23.5% above previous 3 highs, 6.7% below previous 3 lows
21.9% above previous 4 highs, 4.8% below previous 4 lows
21.1% above previous 5 highs, 3.3% below previous 5 lows
21.0% above previous 6 highs, 2.0% below previous 6 lows
20.8% above previous 7 highs, 1.4% below previous 7 lows
20.2% above previous 8 highs, 1.3% below previous 8 lows
19.7% above previous 9 highs, 1.1% below previous 9 lows
18.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.0% are above or equal to 4/29 close (1 days ago), 35.0% are below.
76.4% are above or equal to 4/26 close (2 days ago), 23.6% are below.
62.5% are above or equal to 4/25 close (3 days ago), 37.5% are below.
68.4% are above or equal to 4/24 close (4 days ago), 31.6% are below.
73.5% are above or equal to 4/23 close (5 days ago), 26.5% are below.
81.8% are above or equal to 4/22 close (6 days ago), 18.2% are below.
82.1% are above or equal to 4/19 close (7 days ago), 17.9% are below.
87.3% are above or equal to 4/18 close (8 days ago), 12.7% are below.
82.5% are above or equal to 4/17 close (9 days ago), 17.5% are below.
70.2% are above or equal to 4/16 close (10 days ago), 29.8% are below.
79.8% are above or equal to 4/15 close (11 days ago), 20.2% are below.
51.3% are above or equal to 4/12 close (12 days ago), 48.7% are below.
46.8% are above or equal to 4/11 close (13 days ago), 53.2% are below.
50.2% are above or equal to 4/10 close (14 days ago), 49.8% are below.
60.8% are above or equal to 4/9 close (15 days ago), 39.2% are below.
62.1% are above or equal to 4/8 close (16 days ago), 37.9% are below.
68.4% are above or equal to 4/5 close (17 days ago), 31.6% are below.
67.2% are above or equal to 4/4 close (18 days ago), 32.8% are below.
71.5% are above or equal to 4/3 close (19 days ago), 28.5% are below.
61.0% are above or equal to 4/2 close (20 days ago), 39.0% are below.
58.5% are above or equal to 4/1 close (21 days ago), 41.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.4% new highs, 2.9% new lows
21d: 13.9% new highs, 2.9% new lows
42d: 11.0% new highs, 1.8% new lows
63d: 9.9% new highs, 1.1% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.6% above, 36.4% below
3-day: 71.8% above, 28.2% below
4-day: 68.0% above, 32.0% below
5-day: 70.3% above, 29.7% below
8-day: 77.7% above, 22.3% below
10-day: 81.5% above, 18.5% below
20-day: 69.7% above, 30.3% below
50-day: 64.7% above, 35.3% below
200-day: 80.2% above, 19.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 1.01% Top=TXRH HOT DPZ MAR MPEL MGM BYD EAT ….. CMG MCD WYN BYI CCL KKD BKW CZR=Bottom (Leisure)
COHW(44): 0.86% Top=BBRY SSYS JNPR ADTN ARUN HRS AAPL PLCM ….. MSI S VIP TDC PCS SYNA SNDK NIHD=Bottom (Computer Hardware/Telecom)
ELEC(46): 0.81% Top=VSH TQNT WFR KLAC FSLR LRCX SNPS VECO ….. GLW TRMB SPRD GRMN SPWR FSL CPHD UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): 0.61% Top=IVZ WETF APO WU RJF EV TROW SEIC ….. STI TCB FII PHH BAC FHN PNC OCN=Bottom (Banks/Financials)
DISV(45): 0.59% Top=MCO VNTV GPN MA HMSY FLT GEO ACM ….. R SAI PCLN WTW HRB ACTG DV JEC=Bottom (Diversified Services)
RETA(66): 0.52% Top=BBY SHLD ARO EXPR SPLS DSW GME KMX ….. WMT DLTR ORLY M CSTR FDO JCP SWY=Bottom (Retail & Specialty Retail)
TRAN(26): 0.46% Top=SAVE TDW JBLU DAL TRN LUV KSU CHRW ….. GLNG CP CSX UPS AIRM GWR CNW JBHT=Bottom (Transportation)
REAL(78): 0.31% Top=GGP RLJ ACC HST RHP SHO DRE GOV ….. PMT NCT WAC MFA SBY CBL CWH PCL=Bottom (Real Estate)
CHEM(32): 0.28% Top=ROC ALB TROX CBT HUN POL CE RPM ….. MOS OLN VAL MEOH CF EMN AXLL AGU=Bottom (Chemicals/Fertilizers)
INSU(41): 0.23% Top=HIG WSH BRO AON MMC ORI AFL RGA ….. PRU MET CLGX FNF RNR MTG PRE MBI=Bottom (Insurance)
HEAL(44): 0.16% Top=AET THC WCG ESRX UHS HRC RMD LPNT ….. UNH WLP HCA CNC HOLX CFN VOLC BAX=Bottom (Health)
MANU(40): 0.15% Top=DDD AGCO DHR MTW ETN CRS PCP ROP ….. SPW DOV PNR MHK JOY TEX XYL CMI=Bottom (Manufacturing)
CONS(58): 0.12% Top=PAY AVP RL TWI FOSL FL UA NKE ….. ICON PG BLL GT TUP FNP WHR PBI=Bottom (Consumer)
COSW(73): 0.12% Top=FIS CTSH SINA CTRX AKAM ADSK IACI CNQR ….. SYMC GRPN TRI INTU INFA NOW DBD NUAN=Bottom (Computer Software/Internet)
ENER(96): -0.16% Top=OIS HOS OII SPN ESV HAL MDU MWE ….. IOC HK PSX HFC DK CIE PBF MPC=Bottom (Energy)
META(30): -0.20% Top=MCP CLF WLT BTU TRQ AUQ SWC CCJ ….. AUY GG X SLW IAG KGC SLCA NEM=Bottom (Metals & Mining)
MATE(25): -0.84% Top=MDR RSG CVA WM RYN FLR WCN CLH ….. LEN DHI HOV PHM SPF KBH FAST MAS=Bottom (Materials & Construction)

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 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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