Market Stats at 2:27 pm ET
by daytrend on 20110331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
32.2% of stocks are above yesterday’s high.
64.1% are above yesterday’s midpoint. (35.9% are below.)
13.0% are below yesterday’s low.
54.7% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
33.9% of stocks with today’s low < yesterday’s low. (66.1% greater than).
EVIDENCE OF INTRADAY TREND
58.7% of stocks are above today’s open. (39.8% are below).
50.9% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
34.4% of stocks opened above yesterday’s close. (59.9% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
61.9% are in the top half . 38.1% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
6.2% are in the bottom 10%.
GAIN
57.5% of stocks are above breakeven. (42.5% are below b/e.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
2.4% are up 3.5% or more. 1.0% are down 3.5% or more.
63.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:21.9%…>=90:36.6%…>=80:50.4%…>=50:74.7%…<=20:6.2%…<=10:3.2%…<=5:1.7%…
9-day: >=95:0.1%…>=90:0.2%…>=80:3.3%…>=50:81.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.2% above previous 1 highs, 13.0% below previous 1 lows
31.2% above previous 2 highs, 5.1% below previous 2 lows
28.7% above previous 3 highs, 4.9% below previous 3 lows
26.9% above previous 4 highs, 4.1% below previous 4 lows
26.1% above previous 5 highs, 3.4% below previous 5 lows
25.7% above previous 6 highs, 1.8% below previous 6 lows
25.1% above previous 7 highs, 1.8% below previous 7 lows
24.2% above previous 8 highs, 1.7% below previous 8 lows
23.9% above previous 9 highs, 1.1% below previous 9 lows
23.7% above previous 10 highs, 0.9% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 25.4% new highs, 0.9% new lows
21d: 25.1% new highs, 0.9% new lows
42d: 15.3% new highs, 0.8% new lows
63d: 14.3% new highs, 0.6% new lows
126d: 13.6% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 69.4% above, 30.6% below
4-day: 77.3% above, 22.7% below
5-day: 78.4% above, 21.6% below
8-day: 83.7% above, 16.3% below
10-day: 86.2% above, 13.8% below
20-day: 82.7% above, 17.3% below
50-day: 68.5% above, 31.5% below
200-day: 87.4% above, 12.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42): 0.91% Top=SWC GRS SSRI ICO ACI PCX CNX GSM ….. PAAS PVR IAG SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
REAL(63): 0.64% Top=WRI AIV CLP AVB CPT OFC NNN UDR ….. MFA EXR DDR LHO DRH DEI NCT CBG=Bottom (Real Estate)
CHEM(25): 0.60% Top=CF AGU MON POT DOW ASH NLC PX ….. ROC CE PPG IPI SOA GGC MOS FTK=Bottom (Chemicals/Fertilizers)
ENER(103): 0.53% Top=HERO RDC OAS WTI KEG OIS SD FST ….. ATPG INT NBL HOC FTO VLO EVEP TSO=Bottom (Energy)
DISV(42): 0.53% Top=ACTG LLNW WTW CTAS MAN RHI FCN URI ….. VRSK ESI SFLY FIS ULTA WU MCO CAR=Bottom (Diversified Services)
MANU(37): 0.50% Top=JOYG DE EMR GTI TKR RBN AGCO TEX ….. SWK CAT PCP RS MTW JKS PPO X=Bottom (Manufacturing)
TRAN(27): 0.49% Top=GLNG TRN JBHT CNW WERN KNX DRYS CSX ….. FDX UPS OSG LUV DAL UAL LCC AMR=Bottom (Transportation)
INSU(42): 0.35% Top=RE PTP RNR TRH VR AHL PRE AXS ….. MBI AGO UNM AIZ LNC AIG MTG CISG=Bottom (Insurance)
COHW(49): 0.34% Top=FNSR JDSU FTR PANL FTNT CIEN LEAP STEC ….. RIMM CSCO ARUN MMI EMC MOTR TWTC APKT=Bottom (Computer Hardware/Telecom)
COSW(65): 0.33% Top=ACXM EBIX MDAS SOHU QLIK INFA TIBX PMTC ….. CRM TTWO NLSN RHT UIS ROVI SWI CVLT=Bottom (Computer Software/Internet)
HEAL(48): 0.04% Top=XRAY BAX ESRX AMMD DVA BDX LPNT WCG ….. CFN HMA AET CYH VOLC HNT MR KND=Bottom (Health)
LEIS(25): -0.06% Top=DPZ HMIN CAKE LTM BYI MCD PCLN DRI ….. MGM WYN WYNN EXPE CCL MPEL GET LVS=Bottom (Leisure)
FINA(72): -0.11% Top=SEIC ASBC ACAS TCB MF BEN RJF ETFC ….. HBAN AXP BX EV SCHW KKR LAZ DFS=Bottom (Banks/Financials)
MATE(30): -0.12% Top=LPX FWLT MDU OC BIN RPM FAST VAL ….. RSG PHM MTZ DHI USG SHAW TOL FLR=Bottom (Materials & Construction)
CONS(57): -0.19% Top=WHR MWV ST IP ECL DAR TIN FO ….. UA WMS DECK AVP WRC CROX CSTR PAY=Bottom (Consumer)
ELEC(75): -0.33% Top=CAVM FSLR DIOD ARMH OCLR SIMG MSCC SOL ….. BRCM CSIQ RFMD NXPI PWER SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): -0.58% Top=BID CHS WSM ANF CVS JOSB TSCO SIG ….. AEO TLB ARO BBY URBN CAB BKS 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 2:27 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
