Market Stats at 11:16 am ET
by daytrend on 20110228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 884.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
44.9% of stocks are above yesterday’s high.
79.2% are above yesterday’s midpoint. (20.8% are below.)
5.0% are below yesterday’s low.
50.1% are inside yesterday’s range.
80.3% of stocks with today’s high > yesterday’s high. (19.7% less than).
10.2% of stocks with today’s low < yesterday’s low. (89.8% greater than).
EVIDENCE OF INTRADAY TREND
47.3% of stocks are above today’s open. (50.7% are below).
45.1% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
86.8% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
47.1% are in the top half . 52.9% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
12.0% are in the bottom 10%.
GAIN
66.2% of stocks are above breakeven. (33.8% are below b/e.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.6% are up 3.5% or more. 0.9% are down 3.5% or more.
62.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.0%…>=90:11.7%…>=80:35.1%…>=50:78.1%…<=20:3.7%…<=10:2.3%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:63.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.9% above previous 1 highs, 5.0% below previous 1 lows
41.2% above previous 2 highs, 1.5% below previous 2 lows
30.8% above previous 3 highs, 1.1% below previous 3 lows
16.6% above previous 4 highs, 1.1% below previous 4 lows
10.5% above previous 5 highs, 1.1% below previous 5 lows
9.7% above previous 6 highs, 1.0% below previous 6 lows
9.2% above previous 7 highs, 0.9% below previous 7 lows
8.9% above previous 8 highs, 0.8% below previous 8 lows
8.8% above previous 9 highs, 0.8% below previous 9 lows
8.7% above previous 10 highs, 0.5% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.1% new highs, 0.3% new lows
21d: 14.1% new highs, 0.3% new lows
42d: 12.8% new highs, 0.3% new lows
63d: 12.0% new highs, 0.3% new lows
126d: 11.4% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.7% above, 35.3% below
3-day: 84.0% above, 16.0% below
4-day: 88.3% above, 11.7% below
5-day: 85.1% above, 14.9% below
8-day: 53.6% above, 46.4% below
10-day: 50.2% above, 49.8% below
20-day: 60.3% above, 39.7% below
50-day: 73.9% above, 26.1% below
200-day: 89.3% above, 10.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58): 1.51% Top=NHP CLP SLG AIV BMR CBL EQR BRE ….. NLY IVR DLR HTS HPT HST DFT VTR=Bottom (Real Estate)
META(38): 1.10% Top=CENX SVM PAAS UXG CLD AEM SSRI NUE ….. ACI SWC KGC TIE MCP JRCC PCX ANR=Bottom (Metals & Mining)
HEAL(53): 1.00% Top=HUM LPNT HMA KCI CYH ALGN NXTM MR ….. HRC HOLX SYK EW NUVA CVD AMMD PPDI=Bottom (Health)
CHEM(29): 0.89% Top=POT EMN SMG IPI PPG OLN DOW GGC ….. CYT IFF LZ MON WPZ HUN NLC ASH=Bottom (Chemicals/Fertilizers)
MANU(37): 0.82% Top=JKS ETN X MMM JOYG DRC AGCO TYC ….. AME FLS MHK TEX ROK MTW WPRT PPO=Bottom (Manufacturing)
INSU(38): 0.56% Top=AFL CNO RGA PRU TMK AHL MMC HIG ….. PRE ACE AGO RNR VR UNM GNW AIG=Bottom (Insurance)
MATE(27): 0.55% Top=MTZ PWR MAS EME OC MLM FLR RSG ….. TOL LEN LPX PHM RYL DHI MDC KBH=Bottom (Materials & Construction)
TRAN(27): 0.46% Top=CSX JBHT CNI NSC UNP TRN EXPD TDW ….. CHRW WERN ODFL KNX AAWW GNK OSG JBLU=Bottom (Transportation)
LEIS(27): 0.37% Top=HMIN PENN LVS SBUX CAKE BYD WYNN PNRA ….. JACK GET MAR WYN LTM EXPE HOT PCLN=Bottom (Leisure)
ENER(91): 0.32% Top=BEXP HLX GPOR BPZ RES SGY CVE MRO ….. BHI CRZO WFT GDP CAM OIS ATPG SFY=Bottom (Energy)
RETA(71): 0.20% Top=WAG SIG LOW PIR BID WFMI URBN SPLS ….. RSH NDN AAN AMZN NFLX ANN FDO LINTA=Bottom (Retail & Specialty Retail)
CONS(65): 0.18% Top=LIZ RL NUS PBI SHOO BZ GT ICON ….. NWL UFS MWV TIN ENR IP PAY CSTR=Bottom (Consumer)
COHW(53): 0.17% Top=DELL HPQ LXK BCE AAPL Q QCOM IGT ….. MOTR FTNT SYNA RVBD NIHD INFN APKT SATS=Bottom (Computer Hardware/Telecom)
FINA(78): 0.16% Top=AB KFN EWBC BAM MF IVZ RJF PFG ….. FITB WDR SF FHN KCG JNS KKR HBAN=Bottom (Banks/Financials)
DISV(51): 0.13% Top=MCO SFLY R ACM WU SAI LPS DGIT ….. ULTA SVVS FICO WTW APOL DV LLNW URI=Bottom (Diversified Services)
COSW(66): -0.03% Top=ARBA QLIK VIT BCSI BMC CVLT BBBB GOOG ….. VMW VRSN CTXS ROVI YOKU FFIV LFT CRM=Bottom (Computer Software/Internet)
ELEC(75): -0.62% Top=IO JBL AMAT SANM GLW WAT ARMH MOLX ….. LDK PWER TSL WFR TQNT SOL SPRD CSIQ=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 11:16 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM