daytrend

02/28/2011

Filed under: Market Stats — daytrend @ 12:11 pm

Market Stats at 12:10 pm ET
by daytrend on 20110228.  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
37.2% of stocks are above yesterday’s high.
73.9% are above yesterday’s midpoint.  (26.1% are below.)
7.5% are below yesterday’s low.
55.4% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high.  (19.5% less than).
13.1% of stocks with today’s low < yesterday’s low.  (86.9% greater than).

EVIDENCE OF INTRADAY TREND
38.2% of stocks are above today’s open.  (60.5% are below).
36.3% of stocks are above today’s open and yesterday’s close.
41.2% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.0% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
36.3% are in the top half .  63.7% of stocks are in the bottom half of today’s range.
30.2% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN
56.8% of stocks are above breakeven.  (43.2% are below b/e.)
0.6% are up 4.5% or more.  0.7% are down 4.5% or more.
1.1% are up 3.5% or more.  1.5% are down 3.5% or more.
60.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.9%…>=90:9.0%…>=80:28.2%…>=50:72.5%…<=20:5.1%…<=10:2.5%…<=5:1.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:60.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.2% above previous 1 highs, 7.5% below previous 1 lows
34.4% above previous 2 highs, 2.1% below previous 2 lows
26.0% above previous 3 highs, 1.8% below previous 3 lows
15.1% above previous 4 highs, 1.8% below previous 4 lows
9.9% above previous 5 highs, 1.8% below previous 5 lows
9.3% above previous 6 highs, 1.7% below previous 6 lows
8.7% above previous 7 highs, 1.6% below previous 7 lows
8.7% above previous 8 highs, 1.4% below previous 8 lows
8.5% above previous 9 highs, 1.1% below previous 9 lows
8.2% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  14.4% new highs, 1.0% new lows
21d:  14.4% new highs, 1.0% new lows
42d:  13.0% new highs, 0.9% new lows
63d:  12.2% new highs, 0.7% new lows
126d:  11.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  55.9% above, 44.1% below
3-day:  80.0% above, 20.0% below
4-day:  84.4% above, 15.6% below
5-day:  80.8% above, 19.2% below
8-day:  49.2% above, 50.8% below
10-day:  45.9% above, 54.1% below
20-day:  57.2% above, 42.8% below
50-day:  72.0% above, 28.0% below
200-day:  89.0% above, 11.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58):  1.44% Top=NHP SLG CLP AIV MAC EQR DRE BRE ….. LHO IVR MFA HPT HTS DFT HST VTR=Bottom (Real Estate)
HEAL(53):  0.74% Top=HUM HMA LPNT CYH KCI NXTM ALGN AMED ….. STJ BDX CVD KND HOLX AMMD NUVA PPDI=Bottom (Health)
CHEM(29):  0.70% Top=POT GGC SMG EMN DOW FMC SIAL OLN ….. LZ CHMT SOA MON IFF WPZ NLC ASH=Bottom (Chemicals/Fertilizers)
META(38):  0.64% Top=CENX SVM CLD UXG AEM PAAS NUE SSRI ….. KGC BTU SWC TIE MCP JRCC PCX ANR=Bottom (Metals & Mining)
MANU(37):  0.36% Top=ETN MMM X JKS SPW JOYG BWC PH ….. PCP GTI TEX ROK MHK MTW PPO WPRT=Bottom (Manufacturing)
INSU(38):  0.34% Top=CNO RGA AFL AHL MMC FNF TMK PGR ….. AGO WRB RNR GNW UNM RDN MBI AIG=Bottom (Insurance)
TRAN(27):  0.27% Top=CSX CNI UNP AMR NSC JBHT EXPD FDX ….. CHRW AAWW LSTR KNX WERN OSG GNK JBLU=Bottom (Transportation)
LEIS(27):  0.25% Top=PENN HMIN MPEL LVS SBUX CAKE BYD PNRA ….. CMG MAR EXPE DRI JACK HOT PCLN LTM=Bottom (Leisure)
MATE(27):  0.22% Top=MTZ PWR EME MLM FLR MAS RSG VMC ….. TOL PHM LEN DHI MDC LPX KBH RYL=Bottom (Materials & Construction)
FINA(78):  0.05% Top=KFN MF AB BAM EWBC IVZ ICE RJF ….. WDR STI JEF FITB HBAN KKR KCG JNS=Bottom (Banks/Financials)
CONS(65):  0.02% Top=LIZ TBL GIL GT KMB CHD WHR NUS ….. RKT ENR BC MWV TIN IP PAY CSTR=Bottom (Consumer)
COHW(54):  -0.03% Top=DELL HPQ BCE AAPL Q PCS QCOM CTL ….. MOTR RVBD FTNT SYNA NIHD STEC SATS APKT=Bottom (Computer Hardware/Telecom)
ENER(91):  -0.04% Top=BPZ NBL BEXP HLX SPN NXY MRO SWN ….. DO BBG CAM BHI OIS ATPG GMXR SFY=Bottom (Energy)
RETA(71):  -0.06% Top=WAG PIR LOW URBN SIG CPRT COST SPLS ….. RSH NFLX NDN AMZN AAN FDO ANN LINTA=Bottom (Retail & Specialty Retail)
DISV(51):  -0.21% Top=SFLY MCO SAI RRD R LPS WU ACM ….. APOL MELI DV SVVS LLNW CATM ULTA URI=Bottom (Diversified Services)
COSW(66):  -0.33% Top=BCSI ARBA VIT CVLT MDAS BMC QLIK BBBB ….. ERTS TTWO VMW VRSN YOKU ROVI LFT CRM=Bottom (Computer Software/Internet)
ELEC(75):  -1.13% Top=IO JBL GLW AMAT OCLR GRMN MOLX ARMH ….. SPWRA TQNT TSL SOL WFR CSIQ LDK SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:10 pm ET
http://daytrend.wordpress.com/category/market-stats/
$SPY $IWM

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