Market Stats at 11:27 am ET
by daytrend on 20110429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
22.4% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
13.6% are below yesterday’s low.
64.0% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
29.0% of stocks with today’s low < yesterday’s low. (71.0% greater than).
EVIDENCE OF INTRADAY TREND
47.7% of stocks are above today’s open. (50.8% are below).
42.7% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
55.1% of stocks opened above yesterday’s close. (39.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
12.7% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
50.2% are in the top half . 49.8% of stocks are in the bottom half of today’s range.
20.4% are in the bottom 20%.
10.4% are in the bottom 10%.
GAIN
52.4% of stocks are above breakeven. (47.6% are below b/e.)
2.2% are up 4.5% or more. 1.5% are down 4.5% or more.
3.4% are up 3.5% or more. 2.4% are down 3.5% or more.
67.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:15.5%…>=90:21.5%…>=80:33.1%…>=50:64.1%…<=20:13.2%…<=10:5.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:6.8%…>=50:73.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.4% above previous 1 highs, 13.6% below previous 1 lows
18.0% above previous 2 highs, 7.0% below previous 2 lows
16.2% above previous 3 highs, 5.6% below previous 3 lows
15.1% above previous 4 highs, 4.2% below previous 4 lows
14.4% above previous 5 highs, 3.7% below previous 5 lows
14.2% above previous 6 highs, 3.3% below previous 6 lows
13.7% above previous 7 highs, 2.3% below previous 7 lows
13.6% above previous 8 highs, 1.6% below previous 8 lows
13.0% above previous 9 highs, 1.6% below previous 9 lows
13.0% above previous 10 highs, 1.5% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.2% new highs, 1.6% new lows
21d: 17.0% new highs, 1.6% new lows
42d: 14.3% new highs, 0.6% new lows
63d: 12.7% new highs, 0.5% new lows
126d: 11.8% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.2% above, 49.8% below
3-day: 54.6% above, 45.4% below
4-day: 61.6% above, 38.4% below
5-day: 65.8% above, 34.2% below
8-day: 71.6% above, 28.4% below
10-day: 75.7% above, 24.3% below
20-day: 70.0% above, 30.0% below
50-day: 72.5% above, 27.5% below
200-day: 87.8% above, 12.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(65): 1.04% Top=ACOM CERN QLIK LFT ARBA SINA UIS BCSI ….. CTXS AOL FFIV ADBE ATVI JDAS MSFT DRIV=Bottom (Computer Software/Internet)
ELEC(73): 1.03% Top=SPWRA SWKS PMCS WFR TQNT NVDA LDK SOLR ….. LSI SPRD CAVM MRVL JBL OCLR VSEA TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): 0.96% Top=KEG HERO OXY HLX CRK OIS BRY SGY ….. BP FST TCLP WLL BHI NOV SLB WTI=Bottom (Energy)
CHEM(30): 0.59% Top=EMN ROC CHMT GRA CYT SOA ALB MOS ….. POT MON PPG FOE ASH OLN PX SMG=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.48% Top=UAL DAL LCC AMR NSC JBLU CSX OSG ….. EXPD CHRW KSU CNW KNX GLNG TRN ODFL=Bottom (Transportation)
MATE(27): 0.37% Top=DHI FLR RSG TOL PWR RPM VMC FWLT ….. RYL OC WM VAL MTZ MAS PHM USG=Bottom (Materials & Construction)
MANU(41): 0.08% Top=PPO B JKS CAT EMR CCC KMT TYC ….. AONE GGG ETN RS WPRT SWK DRC MTW=Bottom (Manufacturing)
DISV(41): -0.05% Top=KBR LPS JEC TSS MELI DTG ACM RHI ….. RRR RRD HRB VPRT RCII WTW SFLY SBAC=Bottom (Diversified Services)
COHW(49): -0.06% Top=MMI S ARUN ADTN APKT TDC EQIX FNSR ….. MSI VZ CCI MOTR WDC DELL IDCC RIMM=Bottom (Computer Hardware/Telecom)
FINA(70): -0.08% Top=DLLR BEN FHN USB FNFG ACAS ADS WDR ….. BLK ICE ETFC SCHW RF HCBK CSE FII=Bottom (Banks/Financials)
META(38): -0.08% Top=ICO BTU CNX UXG SWC SCCO AEM CLD ….. MCP SSRI STLD SVM AA PAAS EXK CLF=Bottom (Metals & Mining)
LEIS(24): -0.09% Top=EXPE MPEL YUM WYNN WYN MCD PCLN LVS ….. HOT BYI PNRA CCL DRI LYV EAT SBUX=Bottom (Leisure)
CONS(65): -0.16% Top=GT LEG CSTR BZ CTB CL IP TUP ….. AVY LIZ CROX NWL PBI BC VFC DECK=Bottom (Consumer)
INSU(41): -0.27% Top=FNF CNO RGA L WRB ALL ACE MTG ….. PRI AIZ AIG AFL HIG AXS AON LNC=Bottom (Insurance)
RETA(64): -0.32% Top=IACI KMX BIG WFMI KR TSCO TIF EBAY ….. AAP ASNA PIR TGT TLB JNY CAB PSS=Bottom (Retail & Specialty Retail)
HEAL(51): -0.51% Top=LPNT EW NUVA CFN THOR ALR HMA HRC ….. XRAY CYH HUM AMED BKD RMD CVH KND=Bottom (Health)
REAL(60): -0.85% Top=AXP CPT LOOP CYS CBG AIV HIW HTS ….. AMB NHP VTR SNH HCN HCP HST OHI=Bottom (Real Estate)
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 11:27 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/