daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 2:10 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
28.3% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
17.6% are below yesterday’s low.
54.1% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND
56.3% of stocks are above today’s open. (42.6% are below).
49.2% of stocks are above today’s open and yesterday’s close.
38.1% 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
6.8% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
16.5% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN
54.8% of stocks are above yesterday’s close. (45.2% are below.)
1.2% are up 4.5% or more. 1.2% are down 4.5% or more.
1.9% are up 3.5% or more. 1.8% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.0%…>=90:23.9%…>=80:37.1%…>=50:65.7%…<=20:11.2%…<=10:4.8%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:69.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.3% above previous 1 highs, 17.6% below previous 1 lows
23.3% above previous 2 highs, 10.4% below previous 2 lows
18.2% above previous 3 highs, 8.5% below previous 3 lows
16.5% above previous 4 highs, 5.9% below previous 4 lows
15.7% above previous 5 highs, 4.2% below previous 5 lows
15.6% above previous 6 highs, 2.9% below previous 6 lows
15.4% above previous 7 highs, 1.9% below previous 7 lows
15.1% above previous 8 highs, 1.3% below previous 8 lows
14.4% above previous 9 highs, 1.1% below previous 9 lows
13.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.8% are above or equal to 4/29 close (1 days ago), 45.2% are below.
72.8% are above or equal to 4/26 close (2 days ago), 27.2% are below.
58.6% are above or equal to 4/25 close (3 days ago), 41.4% are below.
66.6% are above or equal to 4/24 close (4 days ago), 33.4% are below.
72.5% are above or equal to 4/23 close (5 days ago), 27.5% are below.
79.8% are above or equal to 4/22 close (6 days ago), 20.2% are below.
80.7% are above or equal to 4/19 close (7 days ago), 19.3% are below.
85.8% are above or equal to 4/18 close (8 days ago), 14.2% are below.
81.4% are above or equal to 4/17 close (9 days ago), 18.6% are below.
68.3% are above or equal to 4/16 close (10 days ago), 31.7% are below.
78.8% are above or equal to 4/15 close (11 days ago), 21.2% are below.
48.8% are above or equal to 4/12 close (12 days ago), 51.2% are below.
45.4% are above or equal to 4/11 close (13 days ago), 54.6% are below.
48.3% are above or equal to 4/10 close (14 days ago), 51.7% are below.
59.1% are above or equal to 4/9 close (15 days ago), 40.9% are below.
60.5% are above or equal to 4/8 close (16 days ago), 39.5% are below.
67.1% are above or equal to 4/5 close (17 days ago), 32.9% are below.
65.9% are above or equal to 4/4 close (18 days ago), 34.1% are below.
70.0% are above or equal to 4/3 close (19 days ago), 30.0% are below.
59.0% are above or equal to 4/2 close (20 days ago), 41.0% are below.
57.1% are above or equal to 4/1 close (21 days ago), 42.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 2.9% new lows
21d: 15.2% new highs, 2.9% new lows
42d: 11.9% new highs, 1.8% new lows
63d: 10.7% new highs, 1.1% new lows
126d: 10.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.7% above, 46.3% below
3-day: 65.8% above, 34.2% below
4-day: 63.1% above, 36.9% below
5-day: 65.1% above, 34.9% below
8-day: 75.9% above, 24.1% below
10-day: 79.0% above, 21.0% below
20-day: 68.9% above, 31.1% below
50-day: 63.1% above, 36.9% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.71% Top=TXRH DPZ HOT MAR MGM PNRA MPEL BYD ….. PNK CMG WYN BKW CCL BYI KKD CZR=Bottom (Leisure)
ELEC(46): 0.54% Top=VSH TQNT WFR KLAC LRCX SNPS VECO ALTR ….. GLW CREE TRMB GRMN CPHD FSL SPWR UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.46% Top=BBRY SSYS ADTN JNPR HRS AAPL AMX PLCM ….. FIO S TDC VIP PCS SYNA SNDK NIHD=Bottom (Computer Hardware/Telecom)
FINA(73): 0.37% Top=IVZ APO WETF RJF WDR LAZ TROW WU ….. FII TCB STI PHH PNC OCN BAC FHN=Bottom (Banks/Financials)
REAL(78): 0.30% Top=GGP ACC RLJ RHP DRE HST HR PSA ….. CBG MFA SBY CWH UDR CBL NCT PCL=Bottom (Real Estate)
TRAN(26): 0.29% Top=SAVE TDW TRN KSU JBLU NSC LUV CNI ….. CSX GLNG UPS GWR ODFL CNW AIRM JBHT=Bottom (Transportation)
RETA(66): 0.26% Top=BBY ARO SHLD DSW GME GES SPLS KMX ….. TFM CONN TSCO DLTR CSTR FDO SWY JCP=Bottom (Retail & Specialty Retail)
DISV(45): 0.17% Top=MCO FLT MA GEO VNTV HMSY ACM SBAC ….. HRB ACTG SAI PCLN APOL CAR DV JEC=Bottom (Diversified Services)
CHEM(32): -0.01% Top=CBT ALB ROC HUN TROX CE WPZ POT ….. MOS OLN MEOH VAL CF EMN AGU AXLL=Bottom (Chemicals/Fertilizers)
MANU(40): -0.01% Top=DDD AGCO MTW ETN DHR PCP CRS ROP ….. PH TKR DOV MHK JOY TEX XYL CMI=Bottom (Manufacturing)
INSU(41): -0.03% Top=HIG WSH ORI MMC CINF RGA BRO TMK ….. AGO RNR FNF CLGX MET RDN PRE MBI=Bottom (Insurance)
HEAL(44): -0.03% Top=AET THC RMD ESRX WCG HRC UHS ALGN ….. DVA HMA EW CNC HOLX BAX CFN HCA=Bottom (Health)
CONS(58): -0.04% Top=AVP PAY TWI FOSL RL FL NKE IRBT ….. GT PG BLL TUP SCSS FNP WHR PBI=Bottom (Consumer)
META(30): -0.28% Top=MCP WLT EGO BTU TRQ AEM SWC CCJ ….. AUY SLW STLD X IAG KGC SLCA NEM=Bottom (Metals & Mining)
COSW(73): -0.28% Top=FIS SINA CTSH CNQR ADSK IACI CTRX CERN ….. INTU TRLA GRPN QLIK INFA NOW DBD NUAN=Bottom (Computer Software/Internet)
ENER(96): -0.38% Top=OIS HOS OII SPN ESV HAL FTI MWE ….. CRZO PSX BCEI VLO DK CIE MPC PBF=Bottom (Energy)
MATE(25): -1.06% Top=RSG CVA WM RYN FLR WCN MDR CLH ….. KBH LEN DHI PHM FAST SPF HOV 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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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