Market Stats at 10:20 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
18.8% of stocks are above yesterday’s high.
57.1% are above yesterday’s midpoint. (42.9% are below.)
12.9% are below yesterday’s low.
68.3% are inside yesterday’s range.
37.8% of stocks with today’s high > yesterday’s high. (62.2% less than).
27.9% of stocks with today’s low < yesterday’s low. (72.1% greater than).
EVIDENCE OF INTRADAY TREND
49.8% of stocks are above today’s open. (49.1% are below).
39.7% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
34.4% of stocks opened above yesterday’s close. (59.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
46.2% are in the top half . 53.8% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
9.2% are in the bottom 10%.
GAIN
46.9% of stocks are above breakeven. (53.1% are below b/e.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
73.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:14.8%…>=90:27.9%…>=80:42.0%…>=50:72.0%…<=20:7.0%…<=10:3.4%…<=5:2.1%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.4%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.8% above previous 1 highs, 12.9% below previous 1 lows
18.5% above previous 2 highs, 4.9% below previous 2 lows
16.8% above previous 3 highs, 4.3% below previous 3 lows
14.9% above previous 4 highs, 3.5% below previous 4 lows
14.2% above previous 5 highs, 2.9% below previous 5 lows
14.1% above previous 6 highs, 1.5% below previous 6 lows
13.6% above previous 7 highs, 1.4% below previous 7 lows
13.4% above previous 8 highs, 1.1% below previous 8 lows
12.9% above previous 9 highs, 0.8% below previous 9 lows
12.8% above previous 10 highs, 0.7% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 0.7% new lows
21d: 16.5% new highs, 0.7% new lows
42d: 10.5% new highs, 0.6% new lows
63d: 10.1% new highs, 0.3% new lows
126d: 9.7% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.0% above, 55.0% below
3-day: 65.1% above, 34.9% below
4-day: 76.2% above, 23.8% below
5-day: 76.0% above, 24.0% below
8-day: 81.7% above, 18.3% below
10-day: 84.1% above, 15.9% below
20-day: 80.3% above, 19.7% below
50-day: 66.7% above, 33.3% below
200-day: 87.3% above, 12.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42): 0.81% Top=SWC SSRI EXK SVM PCX CNX ACI GRS ….. CLF HSC JRCC WLT NUE MCP STLD AKS=Bottom (Metals & Mining)
ENER(103): 0.33% Top=HERO OAS WTI HES FST GPOR OXY HLX ….. EXXI WNR WLL ATPG FTO HOC TSO VLO=Bottom (Energy)
CHEM(25): 0.32% Top=CF MON NLC AGU DOW PX POT ASH ….. FTK IPI SOA CE LYB PPG MOS GGC=Bottom (Chemicals/Fertilizers)
TRAN(27): 0.23% Top=GLNG TRN DRYS CSX CNW UNP KNX NSC ….. FDX WAB OSG DAL LUV UAL LCC AMR=Bottom (Transportation)
MANU(37): 0.18% Top=AGCO RBN EMR JOYG DE BWC GTLS ATU ….. SWK MTW PCP CCC RS WPRT X PPO=Bottom (Manufacturing)
DISV(42): 0.10% Top=LLNW ACTG SVVS R URI IT MAN SAI ….. APOL MCO VRSK SFLY MELI ULTA RCII CAR=Bottom (Diversified Services)
COHW(49): 0.07% Top=FNSR CIEN FTR JDSU TWTC NIHD NTAP FTNT ….. PANL MOTR IGT DELL RIMM PCS MMI IDCC=Bottom (Computer Hardware/Telecom)
REAL(63): 0.06% Top=AIV PDM RYN NNN PCL DCT UDR CLP ….. NCT GGP CIT BMR DRH LHO HST CBG=Bottom (Real Estate)
COSW(65): 0.03% Top=ACXM SOHU EBIX FFIV ADSK ATVI INFA TIBX ….. TTWO RHT SWI SINA NLSN CRM ROVI UIS=Bottom (Computer Software/Internet)
INSU(42): -0.03% Top=PTP RNR RE AXS PRE TRV SLF TMK ….. PL UNM MBI LNC GNW MTG AIG CISG=Bottom (Insurance)
HEAL(48): -0.09% Top=XRAY AMMD VAR ALGN DVA BSX BAX ESRX ….. THOR AGP CYH HNT WLP AET KND MR=Bottom (Health)
MATE(30): -0.29% Top=OC MDR FWLT LPX WCN WM PWR RPM ….. VMC MDC USG PHM DHI RYL TOL KBH=Bottom (Materials & Construction)
FINA(72): -0.32% Top=ASBC PHH HEK MF GS MS EFX ARCC ….. AXP NDAQ JNS MTB USB DFS LAZ SCHW=Bottom (Banks/Financials)
CONS(57): -0.33% Top=WHR ST DAR MWV ECL FO SEE BMS ….. LULU SKX BC VFC DECK HBI NWL PAY=Bottom (Consumer)
ELEC(75): -0.53% Top=ARMH CAVM SNDK IO OCLR TSL MSCC ATML ….. PLAB RFMD INTC JBL SPRD NXPI PWER MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(24): -0.79% Top=DPZ HMIN BYI MCD PCLN SBUX CAKE LTM ….. MAR WYNN MGM BYD EXPE HOT GET LVS=Bottom (Leisure)
RETA(73): -1.11% Top=BID AAN CVS CHS AMZN IACI ANF GPS ….. PSS AEO M LOW BKS TLB 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 10:20 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
