daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 2:17 pm

Market Stats at 3:17 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
33.8% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
16.3% are below yesterday’s low.
49.9% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
41.3% of stocks with today’s low < yesterday’s low. (58.7% greater than).

EVIDENCE OF INTRADAY TREND
60.1% of stocks are above today’s open. (38.4% are below).
53.7% of stocks are above today’s open and yesterday’s close.
33.7% 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
14.6% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN
60.4% of stocks are above yesterday’s close. (39.6% are below.)
1.2% are up 4.5% or more. 1.2% are down 4.5% or more.
2.0% are up 3.5% or more. 2.1% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.1%…>=90:26.5%…>=80:41.3%…>=50:69.3%…<=20:11.2%…<=10:4.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:71.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.8% above previous 1 highs, 16.3% below previous 1 lows
28.3% above previous 2 highs, 10.1% below previous 2 lows
21.2% above previous 3 highs, 8.5% below previous 3 lows
19.6% above previous 4 highs, 6.1% below previous 4 lows
19.0% above previous 5 highs, 4.5% below previous 5 lows
18.6% above previous 6 highs, 3.2% below previous 6 lows
18.4% above previous 7 highs, 1.9% below previous 7 lows
18.0% above previous 8 highs, 1.4% below previous 8 lows
17.7% above previous 9 highs, 1.3% below previous 9 lows
16.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.4% are above or equal to 4/29 close (1 days ago), 39.6% are below.
73.8% are above or equal to 4/26 close (2 days ago), 26.2% are below.
61.6% are above or equal to 4/25 close (3 days ago), 38.4% are below.
69.2% are above or equal to 4/24 close (4 days ago), 30.8% are below.
72.6% are above or equal to 4/23 close (5 days ago), 27.4% are below.
80.0% are above or equal to 4/22 close (6 days ago), 20.0% are below.
81.1% are above or equal to 4/19 close (7 days ago), 18.9% are below.
86.0% are above or equal to 4/18 close (8 days ago), 14.0% are below.
81.7% are above or equal to 4/17 close (9 days ago), 18.3% are below.
68.9% are above or equal to 4/16 close (10 days ago), 31.1% are below.
79.5% are above or equal to 4/15 close (11 days ago), 20.5% are below.
50.2% are above or equal to 4/12 close (12 days ago), 49.8% are below.
45.5% are above or equal to 4/11 close (13 days ago), 54.5% are below.
49.4% are above or equal to 4/10 close (14 days ago), 50.6% are below.
59.4% are above or equal to 4/9 close (15 days ago), 40.6% are below.
61.4% are above or equal to 4/8 close (16 days ago), 38.6% are below.
67.7% are above or equal to 4/5 close (17 days ago), 32.3% are below.
66.9% are above or equal to 4/4 close (18 days ago), 33.1% are below.
70.6% are above or equal to 4/3 close (19 days ago), 29.4% are below.
59.7% are above or equal to 4/2 close (20 days ago), 40.3% are below.
57.4% are above or equal to 4/1 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 3.4% new lows
21d: 16.2% new highs, 3.4% new lows
42d: 12.9% new highs, 2.2% new lows
63d: 11.7% new highs, 1.3% new lows
126d: 11.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.5% above, 41.5% below
3-day: 69.0% above, 31.0% below
4-day: 65.9% above, 34.1% below
5-day: 68.6% above, 31.4% below
8-day: 76.7% above, 23.3% below
10-day: 80.0% above, 20.0% below
20-day: 69.9% above, 30.1% below
50-day: 63.7% above, 36.3% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(46): 0.77% Top=VSH TQNT WFR ONNN KLAC FSLR CAVM SNPS ….. CREE TRMB SWKS SPWR GRMN CPHD FSL UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(31): 0.67% Top=TXRH DPZ MAR HOT MGM PNRA EAT MPEL ….. CMG MCD EXPE WYN CCL BYI KKD CZR=Bottom (Leisure)
COHW(44): 0.62% Top=BBRY SSYS HRS ADTN LXK AAPL PLCM LVLT ….. FNSR TDC PCS S VIP SYNA SNDK NIHD=Bottom (Computer Hardware/Telecom)
FINA(73): 0.58% Top=IVZ WETF APO RJF WDR LAZ LPLA EV ….. BLK STI EVR TCB PNC OCN BAC FHN=Bottom (Banks/Financials)
META(30): 0.58% Top=MCP EGO BTU WLT AEM SWC TRQ CLF ….. AUY AUQ STLD IAG KGC X SLCA NEM=Bottom (Metals & Mining)
TRAN(26): 0.43% Top=SAVE JBLU TDW DAL LUV NSC CNI TRN ….. GLNG CP UPS ODFL CNW GWR AIRM JBHT=Bottom (Transportation)
REAL(78): 0.29% Top=GGP RLJ ACC HST DRE PSA TCO HR ….. CWH NCT PMT SBY UDR CBG MFA PCL=Bottom (Real Estate)
RETA(66): 0.27% Top=BBY ARO SHLD SPLS KMX AEO GES DSW ….. M TSCO FDO TFM CSTR CONN SWY JCP=Bottom (Retail & Specialty Retail)
DISV(45): 0.25% Top=MCO FLT MA RCII VNTV RRD GEO SBAC ….. URI HRB CAR PCLN APOL TMH DV JEC=Bottom (Diversified Services)
INSU(41): 0.20% Top=HIG WSH ORI MMC CINF RGA AON UNM ….. PRU FNF CLGX AHL RNR MET PRE MBI=Bottom (Insurance)
MANU(40): 0.13% Top=DDD AGCO ETN PCP MTW DHR CRS RS ….. PH SPW DOV XYL JOY TEX MHK CMI=Bottom (Manufacturing)
CONS(58): 0.05% Top=AVP FOSL TWI RL FL IRBT DECK NKE ….. GT SCSS PG TPX FNP TUP WHR PBI=Bottom (Consumer)
CHEM(32): -0.02% Top=ALB CBT ROC CE TROX WPZ RPM POT ….. IPI VAL CF AGU MEOH OLN EMN AXLL=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.05% Top=AET THC ESRX RMD HRC UHS WCG ALGN ….. IRWD STJ EW CFN BAX HOLX CNC HCA=Bottom (Health)
ENER(96): -0.21% Top=OIS HOS OII SPN HAL ESV FTI MWE ….. CIE CRZO BCEI VLO GDP DK MPC PBF=Bottom (Energy)
COSW(73): -0.30% Top=FIS FB CNQR ADSK CTSH SINA IACI AKAM ….. NOW GRPN SPLK DBD FIRE QLIK INFA NUAN=Bottom (Computer Software/Internet)
MATE(25): -0.79% Top=CVA RSG WM FLR RYN MDR WCN CLH ….. MTH KBH HOV PHM DHI SPF 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 3:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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