Market Stats at 2:03 pm 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
31.9% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
12.1% are below yesterday’s low.
56.0% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
30.3% of stocks with today’s low < yesterday’s low. (69.7% greater than).
EVIDENCE OF INTRADAY TREND
58.3% of stocks are above today’s open. (40.3% are below).
53.4% of stocks are above today’s open and yesterday’s close.
34.6% are below both.
55.1% of stocks opened above yesterday’s close. (39.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
11.4% of stocks are in the top 10% of today’s range.
28.8% are in the top 20%.
62.6% are in the top half . 37.4% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
5.0% are in the bottom 10%.
GAIN
60.8% of stocks are above breakeven. (39.2% are below b/e.)
3.0% are up 4.5% or more. 1.6% are down 4.5% or more.
5.0% are up 3.5% or more. 2.4% are down 3.5% or more.
60.4% are between +1% and -1%.
RSI on DAILY
2-day: >=95:19.8%…>=90:27.8%…>=80:41.3%…>=50:69.2%…<=20:11.8%…<=10:4.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.0%…>=50:76.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:76.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.9% above previous 1 highs, 12.1% below previous 1 lows
26.8% above previous 2 highs, 6.9% below previous 2 lows
23.1% above previous 3 highs, 5.2% below previous 3 lows
22.0% above previous 4 highs, 4.5% below previous 4 lows
20.4% above previous 5 highs, 4.0% below previous 5 lows
19.8% above previous 6 highs, 3.5% below previous 6 lows
19.2% above previous 7 highs, 2.4% below previous 7 lows
19.1% above previous 8 highs, 2.1% below previous 8 lows
18.7% above previous 9 highs, 2.1% below previous 9 lows
18.5% above previous 10 highs, 1.9% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.2% new highs, 2.2% new lows
21d: 22.1% new highs, 2.0% new lows
42d: 18.5% new highs, 0.7% new lows
63d: 16.6% new highs, 0.6% new lows
126d: 15.3% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.5% above, 40.5% below
3-day: 64.1% above, 35.9% below
4-day: 66.7% above, 33.3% below
5-day: 70.2% above, 29.8% below
8-day: 74.7% above, 25.3% below
10-day: 77.5% above, 22.5% below
20-day: 73.0% above, 27.0% below
50-day: 75.0% above, 25.0% below
200-day: 87.9% above, 12.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(95): 1.57% Top=KEG OXY HERO HLX CRK GPOR ATPG EXXI ….. OAS PWE DO BP NOV TCLP BHI NBL=Bottom (Energy)
COSW(65): 1.39% Top=ACOM QLIK LFT CERN ARBA BCSI UIS MDRX ….. ATVI PWRD ERTS ADBE FFIV JDAS MSFT DRIV=Bottom (Computer Software/Internet)
META(38): 1.38% Top=ICO CLD BTU WLT ANR PCX SWC CNX ….. ABX RGLD PAAS EXK STLD AA MCP CLF=Bottom (Metals & Mining)
ELEC(73): 1.19% Top=SPWRA SWKS PMCS WFR TQNT SOL NVDA SOLR ….. AMAT SMOD SPRD MRVL OCLR JBL VSEA TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.96% Top=EMN ROC GRA SOA ALB MOS CHMT CYT ….. IFF NLC FOE APD ASH PX SMG OLN=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.85% Top=DAL LCC UAL AMR GLNG NSC JBLU TDW ….. KNX LUV JBHT TRN CNW EXPD CHRW ODFL=Bottom (Transportation)
MATE(27): 0.73% Top=FLR DHI TOL PWR RSG FWLT VMC LPX ….. MAS VAL MDR KBH WM PHM RYL USG=Bottom (Materials & Construction)
MANU(41): 0.61% Top=B PPO JKS CAT KMT TEX RBN CMI ….. BWC MTW GGG ETN ROK WPRT SWK DRC=Bottom (Manufacturing)
LEIS(24): 0.36% Top=MPEL WYNN EXPE YUM LVS WYN BYI PCLN ….. MAR PENN HOT CCL DRI GET EAT SBUX=Bottom (Leisure)
COHW(49): 0.25% Top=MMI ADTN FNSR CIEN ARRS EQIX ARUN TDC ….. NIHD STEC CCI WDC MSI DELL IDCC RIMM=Bottom (Computer Hardware/Telecom)
DISV(41): 0.06% Top=LPS KBR JEC ACM DV URS URI MCO ….. RRD PAYX R WU HRB LLNW SFLY SBAC=Bottom (Diversified Services)
FINA(70): -0.01% Top=DLLR ADS ACAS KKR PHH BEN MS AINV ….. FITB BLK SCHW EWBC BX FII HCBK CSE=Bottom (Banks/Financials)
RETA(64): -0.13% Top=IACI LINTA KMX SVU TIF OMX SKS KR ….. GME SWY PIR TGT TLB CAB JNY PSS=Bottom (Retail & Specialty Retail)
INSU(41): -0.13% Top=FNF CNO CHSI WRB VR ALL RGA L ….. HIG AIZ PRI LNC AIG AFL AXS AON=Bottom (Insurance)
CONS(65): -0.14% Top=GT CSTR LEG BZ CTB PAY NUS IP ….. AVY UA CROX NWL PBI BC VFC DECK=Bottom (Consumer)
HEAL(51): -0.28% Top=LPNT HLS EW NUVA HRC COO CFN ALR ….. XRAY HUM BKD CYH AMED CVH RMD KND=Bottom (Health)
REAL(60): -0.36% Top=CPT AXP LOOP BDN DDR KRC PPS KIM ….. VTR AMB HCP HCN PLD HST SNH 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 2:03 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
