daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
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
42.7% of stocks are above yesterday’s high.
69.7% are above yesterday’s midpoint. (30.3% are below.)
13.6% are below yesterday’s low.
43.8% are inside yesterday’s range.
57.5% of stocks with today’s high > yesterday’s high. (42.5% less than).
42.1% of stocks with today’s low < yesterday’s low. (57.9% greater than).

EVIDENCE OF INTRADAY TREND
68.4% of stocks are above today’s open. (29.6% are below).
63.0% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
7.4% of stocks opened above yesterday’s high.
42.2% of stocks opened above yesterday’s close. (51.7% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
32.1% of stocks are in the top 10% of today’s range.
48.6% are in the top 20%.
76.8% are in the top half. 23.2% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
68.3% of stocks are above yesterday’s close. (31.7% are below.)
1.3% are up 4.5% or more. 1.3% are down 4.5% or more.
3.1% are up 3.5% or more. 1.7% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:19.7%…>=90:30.2%…>=80:48.7%…>=50:75.9%…<=20:9.0%…<=10:3.9%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.4%…>=50:74.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:70.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.7% above previous 1 highs, 13.6% below previous 1 lows
37.4% above previous 2 highs, 8.3% below previous 2 lows
28.2% above previous 3 highs, 7.0% below previous 3 lows
26.1% above previous 4 highs, 5.0% below previous 4 lows
25.2% above previous 5 highs, 3.8% below previous 5 lows
24.8% above previous 6 highs, 2.1% below previous 6 lows
24.4% above previous 7 highs, 1.5% below previous 7 lows
23.7% above previous 8 highs, 1.1% below previous 8 lows
23.0% above previous 9 highs, 1.1% below previous 9 lows
21.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.3% are above or equal to 4/29 close (1 days ago), 31.7% are below.
78.2% are above or equal to 4/26 close (2 days ago), 21.8% are below.
66.3% are above or equal to 4/25 close (3 days ago), 33.7% are below.
72.6% are above or equal to 4/24 close (4 days ago), 27.4% are below.
75.5% are above or equal to 4/23 close (5 days ago), 24.5% are below.
82.7% are above or equal to 4/22 close (6 days ago), 17.3% are below.
83.4% are above or equal to 4/19 close (7 days ago), 16.6% are below.
87.1% are above or equal to 4/18 close (8 days ago), 12.9% are below.
83.3% are above or equal to 4/17 close (9 days ago), 16.7% are below.
71.8% are above or equal to 4/16 close (10 days ago), 28.2% are below.
81.5% are above or equal to 4/15 close (11 days ago), 18.5% are below.
53.7% are above or equal to 4/12 close (12 days ago), 46.3% are below.
49.5% are above or equal to 4/11 close (13 days ago), 50.5% are below.
51.4% are above or equal to 4/10 close (14 days ago), 48.6% are below.
61.1% are above or equal to 4/9 close (15 days ago), 38.9% are below.
62.6% are above or equal to 4/8 close (16 days ago), 37.4% are below.
70.6% are above or equal to 4/5 close (17 days ago), 29.4% are below.
68.8% are above or equal to 4/4 close (18 days ago), 31.3% are below.
72.3% are above or equal to 4/3 close (19 days ago), 27.7% are below.
61.8% are above or equal to 4/2 close (20 days ago), 38.2% are below.
59.3% are above or equal to 4/1 close (21 days ago), 40.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.5% new highs, 3.4% new lows
21d: 17.9% new highs, 3.4% new lows
42d: 14.4% new highs, 2.2% new lows
63d: 13.1% new highs, 1.3% new lows
126d: 12.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.3% above, 33.7% below
3-day: 74.9% above, 25.1% below
4-day: 71.8% above, 28.2% below
5-day: 73.9% above, 26.1% below
8-day: 80.5% above, 19.5% below
10-day: 82.7% above, 17.3% below
20-day: 72.1% above, 27.9% below
50-day: 65.3% above, 34.7% below
200-day: 80.9% above, 19.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.87% Top=EGO AEM MCP WLT BTU SWC PAAS TRQ ….. CLD SXC AA X STLD KGC SLCA NEM=Bottom (Metals & Mining)
LEIS(31): 1.08% Top=TXRH DPZ MAR HOT MGM PNRA BYD MPEL ….. LTM MCD CMG EXPE WYN CCL BYI KKD=Bottom (Leisure)
ELEC(46): 1.07% Top=VSH TQNT ONNN CAVM MOLX FSLR KLAC VECO ….. ATML WAT NXPI GRMN SPWR FSL CPHD UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(78): 0.82% Top=GGP DRE RLJ HST SLG LXP ACC TCO ….. CUZ STWD MFA CBG WAC NCT SBY PCL=Bottom (Real Estate)
FINA(73): 0.78% Top=IVZ WETF APO RJF LAZ WDR SEIC EV ….. TCB DFS BLK BAC OCN PNC EVR FHN=Bottom (Banks/Financials)
COHW(44): 0.72% Top=SSYS BBRY HRS ADTN AMX LVLT JNPR PLCM ….. FIO FNSR S TDC VIP SYNA SNDK NIHD=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.62% Top=SAVE TDW JBLU TRN KSU LUV CNI DAL ….. CP ODFL CSX GWR CNW UPS AIRM JBHT=Bottom (Transportation)
DISV(45): 0.54% Top=ADS MA MCO VNTV FLT AAN RCII SBAC ….. WTW TYC CAR PCLN DV HRB TMH JEC=Bottom (Diversified Services)
RETA(66): 0.49% Top=BBY ARO SHLD SPLS PETM KMX GES DSW ….. EBAY WMT JNY M FDO CSTR SWY JCP=Bottom (Retail & Specialty Retail)
CONS(58): 0.38% Top=AVP FOSL FL RL IRBT BERY PAY UA ….. AVY BLL PG TPX WHR TUP FNP PBI=Bottom (Consumer)
MANU(40): 0.36% Top=DDD AGCO PCP ETN CRS RS MTW WOR ….. HON ITW DOV JOY MHK XYL TEX CMI=Bottom (Manufacturing)
INSU(41): 0.36% Top=HIG ORI WSH RGA CINF UNM MMC AON ….. TRV RNR AGO MET RDN MTG PRE MBI=Bottom (Insurance)
CHEM(32): 0.20% Top=ALB CE CBT RPM WPZ TROX ROC POT ….. MOS VAL CF AGU MEOH OLN EMN AXLL=Bottom (Chemicals/Fertilizers)
HEAL(44): 0.16% Top=THC AET RMD UHS ESRX HUM WCG CYH ….. VOLC CNC BKD BAX CFN STJ ALR HCA=Bottom (Health)
ENER(96): 0.11% Top=OIS SPN HOS HAL OII ESV FTI MDU ….. HK CRZO VLO CIE BCEI DK MPC PBF=Bottom (Energy)
COSW(73): -0.05% Top=FIS CNQR ADSK IACI CTSH FB BR SINA ….. YELP GRPN NOW DBD INFA QLIK FIRE NUAN=Bottom (Computer Software/Internet)
MATE(25): -0.45% Top=RYN WM RSG MDR FLR CVA WCN TOL ….. OC PHM KBH DHI FAST HOV SPF 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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