daytrend

02/04/2011

Filed under: General — daytrend @ 10:45 am

Market Stats at 10:45 am ET
by daytrend on 20110204.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

CAUTION:  Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
24.9% of stocks are above yesterday’s high.
61.1% are above yesterday’s midpoint.  (38.9% are below.)
11.8% are below yesterday’s low.
63.4% are inside yesterday’s range.
51.1% of stocks with today’s high > yesterday’s high.  (48.9% less than).
20.8% of stocks with today’s low < yesterday’s low.  (79.2% greater than).

EVIDENCE OF INTRADAY TREND
41.7% of stocks are above today’s open.  (56.9% are below).
38.2% of stocks are above today’s open and yesterday’s close.
48.0% are below both.
62.6% of stocks opened above yesterday’s close.  (31.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
45.0% are in the top half .  55.0% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN
48.1% of stocks are above breakeven.  (51.9% are below b/e.)
1.6% are up 4.5% or more.  1.1% are down 4.5% or more.
2.1% are up 3.5% or more.  1.8% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.8%…>=90:14.1%…>=80:27.3%…>=50:57.9%…<=20:12.4%…<=10:4.1%…<=5:1.1%…
9-day:  >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:70.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.9% above previous 1 highs, 11.8% below previous 1 lows
17.4% above previous 2 highs, 8.7% below previous 2 lows
15.0% above previous 3 highs, 6.6% below previous 3 lows
14.7% above previous 4 highs, 4.5% below previous 4 lows
13.2% above previous 5 highs, 3.8% below previous 5 lows
12.1% above previous 6 highs, 3.5% below previous 6 lows
11.8% above previous 7 highs, 3.1% below previous 7 lows
11.4% above previous 8 highs, 2.1% below previous 8 lows
10.8% above previous 9 highs, 1.8% below previous 9 lows
10.3% above previous 10 highs, 1.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  15.1% new highs, 2.0% new lows
21d:  15.1% new highs, 1.7% new lows
42d:  13.2% new highs, 1.5% new lows
63d:  12.4% new highs, 1.0% new lows
126d:  11.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  46.6% above, 53.4% below
3-day:  53.9% above, 46.1% below
4-day:  51.6% above, 48.4% below
5-day:  60.6% above, 39.4% below
8-day:  67.0% above, 33.0% below
10-day:  69.0% above, 31.0% below
20-day:  69.3% above, 30.7% below
50-day:  74.4% above, 25.6% below
200-day:  87.9% above, 12.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(54):  1.43% Top=JDSU FNSR CIEN TDC TLAB STEC ADTN RVBD ….. IGT ELX MSI AMX Q VZ CLWR RCI=Bottom (Computer Hardware/Telecom)
RETA(74):  0.62% Top=BIG FINL FL NFLX ANN GME GES JWN ….. EBAY TLB DDS LINTA CVS SKS AN SVU=Bottom (Retail & Specialty Retail)
INSU(36):  0.52% Top=AON MMC LNC HIG UNM TMK BRO AXS ….. CINF ALL AGO ACE GNW AIG MTG RDN=Bottom (Insurance)
ELEC(80):  0.26% Top=OCLR IDTI ITRI CRUS NETL ONNN ALTR GRMN ….. FSLR YGE SOL SPWRA SOLR LDK DLB PWER=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28):  0.21% Top=SRCL LPX PHM MAS FAST PWR MDR USG ….. RSG MLM MDU TOL LEN MDC DHI KBH=Bottom (Materials & Construction)
MANU(38):  0.15% Top=TEX CMI AGCO KMT FLS ITW MTW TKR ….. RBN PLL PPO DRC RS AOS X JKS=Bottom (Manufacturing)
COSW(63):  0.04% Top=NCR FFIV CRM UIS SOHU CDNS SFSF TZOO ….. BIDU JKHY QLIK NUAN WIT TTWO ACOM QSFT=Bottom (Computer Software/Internet)
CONS(60):  0.04% Top=LULU GT CRI UA HBI SKX RL WRC ….. RKT TIN OI AVY PKG BKI UFS CSTR=Bottom (Consumer)
HEAL(50):  -0.02% Top=AET DVA CFN MR ALR WLP LNCR EW ….. HMA WCG MD UNH HRC HLS HS AMED=Bottom (Health)
DISV(42):  -0.09% Top=SFLY ULTA V MA RHI URI CAR WU ….. HTZ APOL R DV ESI FISV LPS COCO=Bottom (Diversified Services)
FINA(83):  -0.13% Top=RF HCBK NDAQ TD LM NYB PFG EV ….. CSE FITB ADS SUSQ JPM BAC FNFG AINV=Bottom (Banks/Financials)
ENER(91):  -0.25% Top=TSO WNR EXXI IOC INT CVI MMR FTO ….. SPN HLX HAL BHI KEG CRZO RES CPX=Bottom (Energy)
CHEM(29):  -0.28% Top=SMG DOW HUN EMN POT FMC DD ALB ….. MOS CBT CYT ROC SIAL GRA SOA OLN=Bottom (Chemicals/Fertilizers)
TRAN(30):  -0.45% Top=ALK LSTR CSX UNP GNK NAT CNI EXPD ….. CHRW OSG WERN JBLU HOS UAL AMR LCC=Bottom (Transportation)
LEIS(27):  -0.50% Top=CMG HOT PFCB CCL GET WYN MCD HMIN ….. PENN EAT MGM LYV MPEL BYD WEN LVS=Bottom (Leisure)
META(37):  -0.77% Top=SVM AEM EGO RTI GG FCX SSRI SCCO ….. CLF ANR RGLD CLD WLT PCX AKS ICO=Bottom (Metals & Mining)
REAL(63):  -0.78% Top=JOE RYN HPT BDN HST PLD AMB AGNC ….. SPG DRH HCP NHP EQR HCN CBG AIV=Bottom (Real Estate)

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 10:45 am ET
http://daytrend.wordpress.com/category/market-stats/
$SPY $IWM

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