Market Stats at 3:04 pm 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
33.6% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
12.8% are below yesterday’s low.
53.5% are inside yesterday’s range.
54.9% of stocks with today’s high > yesterday’s high. (45.1% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).
EVIDENCE OF INTRADAY TREND
59.0% of stocks are above today’s open. (39.9% are below).
52.5% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
34.3% of stocks opened above yesterday’s close. (60.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
63.0% are in the top half . 37.0% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
7.3% are in the bottom 10%.
GAIN
58.5% of stocks are above breakeven. (41.5% are below b/e.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
2.1% are up 3.5% or more. 0.9% are down 3.5% or more.
62.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:22.7%…>=90:37.1%…>=80:50.8%…>=50:75.4%…<=20:6.1%…<=10:3.2%…<=5:1.6%…
9-day: >=95:0.1%…>=90:0.2%…>=80:3.7%…>=50:82.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:77.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.6% above previous 1 highs, 12.8% below previous 1 lows
33.0% above previous 2 highs, 5.1% below previous 2 lows
29.9% above previous 3 highs, 4.8% below previous 3 lows
27.5% above previous 4 highs, 4.0% below previous 4 lows
26.9% above previous 5 highs, 2.9% below previous 5 lows
26.5% above previous 6 highs, 1.5% below previous 6 lows
26.2% above previous 7 highs, 1.4% below previous 7 lows
25.5% above previous 8 highs, 1.3% below previous 8 lows
25.2% above previous 9 highs, 0.9% below previous 9 lows
24.8% above previous 10 highs, 0.7% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 25.6% new highs, 0.9% new lows
21d: 25.4% new highs, 0.9% new lows
42d: 15.7% new highs, 0.8% new lows
63d: 14.6% new highs, 0.6% new lows
126d: 13.8% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.0% above, 43.0% below
3-day: 70.5% above, 29.5% below
4-day: 78.3% above, 21.7% below
5-day: 78.4% above, 21.6% below
8-day: 84.6% above, 15.4% below
10-day: 86.2% above, 13.8% below
20-day: 82.7% above, 17.3% below
50-day: 68.9% above, 31.1% below
200-day: 87.5% above, 12.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42): 0.75% Top=SWC GRS SSRI MCP PCX ICO ACI AEM ….. CMC PAAS IAG SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
REAL(63): 0.67% Top=AIV WRI CLP AVB OFC CPT NNN FCH ….. MFA DDR EXR DRH LHO CBG NCT DEI=Bottom (Real Estate)
CHEM(25): 0.63% Top=CF AGU MON POT DOW NLC ASH PX ….. ROC CE SIAL PPG SOA GGC FTK MOS=Bottom (Chemicals/Fertilizers)
DISV(42): 0.52% Top=ACTG WTW LLNW CTAS MAN RHI FCN URI ….. RCII VRSK SFLY FIS ULTA WU MCO CAR=Bottom (Diversified Services)
MANU(37): 0.51% Top=EMR JOYG DE GTI AGCO TKR TEX ETN ….. CAT SWK MTW PCP RS JKS PPO X=Bottom (Manufacturing)
ENER(103): 0.51% Top=HERO OAS RDC WTI OIS KEG SD SGY ….. INT CHK NBL EVEP HOC FTO VLO TSO=Bottom (Energy)
TRAN(26): 0.44% Top=GLNG TRN JBHT CNW WERN CSX CHRW CNI ….. JBLU UPS OSG DAL LUV LCC UAL AMR=Bottom (Transportation)
COHW(49): 0.43% Top=FNSR JDSU FTR PANL CIEN FTNT LEAP STEC ….. ARUN CSCO IGT EMC MOTR TWTC MMI APKT=Bottom (Computer Hardware/Telecom)
INSU(42): 0.37% Top=RE RNR PTP TRH PRE VR AXS AHL ….. RDN MBI UNM AIZ LNC AIG MTG CISG=Bottom (Insurance)
COSW(65): 0.37% Top=ACXM EBIX SOHU MDAS QLIK INFA TIBX SYMC ….. VMW RHT BCSI NLSN ROVI UIS SWI CVLT=Bottom (Computer Software/Internet)
HEAL(48): 0.15% Top=UHS XRAY BAX AMMD ESRX DVA WCG BDX ….. EW PPDI AET CFN CYH HNT MR KND=Bottom (Health)
LEIS(25): 0.03% Top=DPZ HMIN CAKE LTM PENN BYI PCLN MCD ….. WYNN EXPE WYN CCL BYD MPEL GET LVS=Bottom (Leisure)
CONS(57): -0.08% Top=WHR ST MWV IP ECL DAR FO TBL ….. WMS IMAX UA NWL PAY AVP CSTR CROX=Bottom (Consumer)
FINA(72): -0.14% Top=RJF ASBC SEIC BEN ACAS ETFC ARCC TCB ….. USB KKR STI EV AXP SCHW BX DFS=Bottom (Banks/Financials)
MATE(30): -0.14% Top=LPX OC BIN FWLT MDU RPM FAST LUK ….. MDC MTZ PHM DHI USG SHAW TOL FLR=Bottom (Materials & Construction)
ELEC(75): -0.26% Top=CAVM OCLR FSLR AYI MSCC ARMH SOL DIOD ….. IDTI PWER BRCM JBL NXPI SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): -0.42% Top=BID WSM CHS ANF CVS SIG TSCO AAN ….. LOW RSH URBN BBY CAB TLB 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 3:04 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
