Market Stats at 1:46 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
29.0% of stocks are above yesterday’s high.
63.8% are above yesterday’s midpoint. (36.2% are below.)
13.9% are below yesterday’s low.
57.1% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
21.5% of stocks with today’s low < yesterday’s low. (78.5% greater than).
EVIDENCE OF INTRADAY TREND
29.5% of stocks are above today’s open. (68.9% are below).
28.4% of stocks are above today’s open and yesterday’s close.
54.7% are below both.
86.8% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
3.4% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
24.6% are in the top half . 75.4% of stocks are in the bottom half of today’s range.
42.7% are in the bottom 20%.
19.8% are in the bottom 10%.
GAIN
44.2% of stocks are above breakeven. (55.8% are below b/e.)
0.2% are up 4.5% or more. 1.5% are down 4.5% or more.
0.9% are up 3.5% or more. 3.4% are down 3.5% or more.
56.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:2.3%…>=90:8.2%…>=80:22.8%…>=50:62.5%…<=20:6.8%…<=10:3.1%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:55.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:62.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.0% above previous 1 highs, 13.9% below previous 1 lows
26.6% above previous 2 highs, 3.2% below previous 2 lows
19.9% above previous 3 highs, 2.3% below previous 3 lows
11.5% above previous 4 highs, 2.3% below previous 4 lows
8.0% above previous 5 highs, 2.3% below previous 5 lows
7.7% above previous 6 highs, 2.1% below previous 6 lows
7.2% above previous 7 highs, 1.9% below previous 7 lows
7.1% above previous 8 highs, 1.8% below previous 8 lows
6.8% above previous 9 highs, 1.4% below previous 9 lows
6.6% above previous 10 highs, 1.2% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 1.5% new lows
21d: 14.6% new highs, 1.5% new lows
42d: 13.2% new highs, 1.4% new lows
63d: 12.3% new highs, 0.9% new lows
126d: 11.8% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.5% above, 57.5% below
3-day: 69.0% above, 31.0% below
4-day: 76.6% above, 23.4% below
5-day: 71.4% above, 28.6% below
8-day: 42.6% above, 57.4% below
10-day: 41.7% above, 58.3% below
20-day: 53.8% above, 46.2% below
50-day: 71.2% above, 28.8% below
200-day: 88.4% above, 11.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58): 1.65% Top=NHP BMR CLP TCO SLG AIV SNH EQR ….. MFA IVR LHO HTS HST HPT DFT VTR=Bottom (Real Estate)
HEAL(53): 0.25% Top=HUM HMA KCI LPNT NXTM ALGN CYH MR ….. EW CVD MAKO HOLX KND AMMD PPDI NUVA=Bottom (Health)
INSU(38): 0.24% Top=CNO RGA PRU AFL AHL TRH MMC FNF ….. ORI WRB RDN SLF UNM GNW MBI AIG=Bottom (Insurance)
CHEM(29): 0.21% Top=POT EMN DOW FMC SMG APD ROC SIAL ….. GGC IFF SOA IPI MON CF NLC ASH=Bottom (Chemicals/Fertilizers)
TRAN(27): -0.02% Top=CSX CNI AMR UNP NSC JBHT CNW EXPD ….. KSU LCC KNX GNK AAWW WERN JBLU OSG=Bottom (Transportation)
META(38): -0.02% Top=CENX SVM PAAS EGO NUE AEM GG SSRI ….. KGC JRCC GSM MCP TIE SWC ANR PCX=Bottom (Metals & Mining)
MATE(27): -0.03% Top=MTZ EME PWR MAS FLR MLM RSG VMC ….. PHM LEN VAL DHI MDC KBH LPX RYL=Bottom (Materials & Construction)
LEIS(27): -0.16% Top=PENN HMIN MPEL SBUX CAKE LVS PNRA MCD ….. GET WYN DRI EAT HOT CMG PCLN LTM=Bottom (Leisure)
FINA(78): -0.25% Top=MF KFN AB BAM EWBC FMER IVZ CFFN ….. FITB KCG STI WDR KEY KKR JNS HBAN=Bottom (Banks/Financials)
MANU(37): -0.27% Top=JOYG MMM ETN BWC SPW X AGCO KMT ….. MHK MTW ROK GTI TEX JKS PPO WPRT=Bottom (Manufacturing)
CONS(65): -0.31% Top=EL CHD LIZ TBL KMB WHR GIL NKE ….. MWV ICON FOSL IP TIN ENR PAY CSTR=Bottom (Consumer)
ENER(91): -0.35% Top=BPZ NBL SD BEXP SGY GPOR NXY QEP ….. ATW VLO HAL NOV CAM BHI GMXR SFY=Bottom (Energy)
RETA(71): -0.41% Top=WAG LOW URBN PIR SPLS TLB COST SIG ….. RSH AAN AMZN PSS MW ANN NFLX LINTA=Bottom (Retail & Specialty Retail)
DISV(51): -0.59% Top=SAI MCO R RRD WU SFLY PAYX ACM ….. MA FICO CATM SVVS NTRI ULTA LLNW URI=Bottom (Diversified Services)
COHW(54): -0.64% Top=DELL HPQ IGT BCE Q CTL AMX AAPL ….. SYNA RVBD STEC NIHD MMI INFN APKT SATS=Bottom (Computer Hardware/Telecom)
COSW(66): -0.81% Top=VIT CVLT QLIK ARBA BCSI BMC BBBB UIS ….. RAX NUAN FFIV LFT AKAM ROVI ACOM CRM=Bottom (Computer Software/Internet)
ELEC(75): -2.09% Top=JBL IO GRMN AMAT GLW TEL SANM MOLX ….. SOL WFR SPRD TSL TQNT CSIQ LDK PWER=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 1:46 pm ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM