Market Stats at 11:36 am ET
by daytrend on 20110331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
20.4% of stocks are above yesterday’s high.
51.8% are above yesterday’s midpoint. (48.2% are below.)
17.4% are below yesterday’s low.
62.2% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high. (54.3% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).
EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (54.8% are below).
36.0% of stocks are above today’s open and yesterday’s close.
50.5% are below both.
34.4% of stocks opened above yesterday’s close. (59.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
38.3% are in the top half . 61.7% of stocks are in the bottom half of today’s range.
35.4% are in the bottom 20%.
24.5% are in the bottom 10%.
GAIN
41.6% of stocks are above breakeven. (58.4% are below b/e.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.3% are down 3.5% or more.
65.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:14.3%…>=90:24.7%…>=80:37.6%…>=50:65.9%…<=20:7.9%…<=10:3.2%…<=5:1.6%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.8%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:75.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.4% above previous 1 highs, 17.4% below previous 1 lows
19.6% above previous 2 highs, 6.6% below previous 2 lows
17.3% above previous 3 highs, 5.9% below previous 3 lows
15.6% above previous 4 highs, 5.4% below previous 4 lows
15.1% above previous 5 highs, 3.8% below previous 5 lows
14.6% above previous 6 highs, 2.2% below previous 6 lows
14.3% above previous 7 highs, 1.9% below previous 7 lows
14.0% above previous 8 highs, 1.6% below previous 8 lows
13.6% above previous 9 highs, 1.0% below previous 9 lows
13.5% above previous 10 highs, 0.9% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.8% new highs, 0.9% new lows
21d: 20.5% new highs, 0.9% new lows
42d: 12.4% new highs, 0.8% new lows
63d: 11.6% new highs, 0.6% new lows
126d: 11.2% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.2% above, 59.8% below
3-day: 59.8% above, 40.2% below
4-day: 71.1% above, 28.9% below
5-day: 72.1% above, 27.9% below
8-day: 79.3% above, 20.7% below
10-day: 82.7% above, 17.3% below
20-day: 79.2% above, 20.8% below
50-day: 66.7% above, 33.3% below
200-day: 87.2% above, 12.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42): 0.48% Top=SSRI GRS SWC EXK ACI CNX ICO AEM ….. WLT IAG HSC NUE CLF MCP STLD AKS=Bottom (Metals & Mining)
CHEM(25): 0.34% Top=CF AGU MON IPI NLC POT PX DOW ….. ROC SIAL CE FTK LYB SOA MOS GGC=Bottom (Chemicals/Fertilizers)
REAL(63): 0.25% Top=DCT AIV PDM NNN PCL GGP CLP WRI ….. DDR EXR BDN CBL LHO NCT HST CBG=Bottom (Real Estate)
INSU(42): 0.07% Top=RE AXS PTP VR TRH ACE RNR PRE ….. AIZ LNC MBI RDN GNW AIG MTG CISG=Bottom (Insurance)
TRAN(27): 0.06% Top=GLNG TRN DRYS CNW KNX CSX JBHT CNI ….. WAB KSU OSG LUV DAL LCC UAL AMR=Bottom (Transportation)
ENER(103): 0.06% Top=HERO WTI OAS ETE FST RDC OIS HLX ….. NBL FTO HOC TSO BRY CHK VLO EVEP=Bottom (Energy)
MANU(37): -0.00% Top=AGCO RBN EMR DE JOYG ATU GTI ITW ….. PCP SWK MTW RS WPRT JKS X PPO=Bottom (Manufacturing)
DISV(42): -0.08% Top=LLNW ACTG MAN FCN URI RHI CTAS EDU ….. HTZ WU MCO ULTA APOL RCII SFLY CAR=Bottom (Diversified Services)
COSW(65): -0.11% Top=ACXM EBIX SOHU MDAS LWSN QLIK PMTC QSFT ….. CRM RAX CVLT RHT SINA SWI ROVI UIS=Bottom (Computer Software/Internet)
COHW(49): -0.12% Top=FTR JDSU FNSR CIEN LEAP NIHD TWTC WIN ….. BRCD ARUN IGT EMC EQIX PANL RIMM APKT=Bottom (Computer Hardware/Telecom)
HEAL(48): -0.22% Top=XRAY LPNT DVA BAX UHS STJ AMMD ALGN ….. BSX AGP CFN AET MR HMA HNT KND=Bottom (Health)
CONS(57): -0.47% Top=WHR ST MWV DAR ECL FO IP NUS ….. LULU NWL BC HBI CSTR CROX DECK PAY=Bottom (Consumer)
MATE(30): -0.47% Top=OC LPX FWLT MDU BIN WCN WM RPM ….. FLR MTZ TOL PHM RYL DHI KBH USG=Bottom (Materials & Construction)
FINA(72): -0.53% Top=ACAS ASBC HEK NYB SIVB MF PBCT TCB ….. LAZ LM AXP SCHW STI JNS ICE DFS=Bottom (Banks/Financials)
LEIS(24): -0.76% Top=DPZ HMIN CAKE MCD BYI LTM PCLN EAT ….. CMG CCL HOT BYD WYNN MGM GET LVS=Bottom (Leisure)
ELEC(75): -0.77% Top=CAVM SIMG PMCS ARMH MSCC DIOD TSL OCLR ….. INTC SOLR NXPI LSI JBL PWER SPRD MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): -1.12% Top=BID CVS ANF AAN CHS IACI WSM JNY ….. ARO PAG RSH AEO TLB BKS SAH KMX=Bottom (Retail & Specialty Retail)
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 11:36 am ET $SPY $IWM
http://daytrend.wordpress.com/category/market-stats/