Market Stats at 2:15 pm ET
by daytrend on 20110531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
42.8% of stocks are above yesterday’s high.
75.7% are above yesterday’s midpoint. (24.3% are below.)
5.5% are below yesterday’s low.
51.7% are inside yesterday’s range.
83.3% of stocks with today’s high > yesterday’s high. (16.7% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).
EVIDENCE OF INTRADAY TREND
33.5% of stocks are above today’s open. (65.0% are below).
33.2% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
96.9% of stocks opened above yesterday’s close. (2.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
11.5% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
49.9% are in the top half . 50.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
2.6% are in the bottom 10%.
GAIN
76.6% of stocks are above breakeven. (23.4% are below b/e.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
2.7% are up 3.5% or more. 0.2% are down 3.5% or more.
61.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:21.9%…>=90:41.2%…>=80:62.5%…>=50:87.5%…<=20:3.1%…<=10:0.9%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:67.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.8% above previous 1 highs, 5.5% below previous 1 lows
41.6% above previous 2 highs, 1.6% below previous 2 lows
39.2% above previous 3 highs, 0.6% below previous 3 lows
36.3% above previous 4 highs, 0.5% below previous 4 lows
34.6% above previous 5 highs, 0.4% below previous 5 lows
24.0% above previous 6 highs, 0.4% below previous 6 lows
18.8% above previous 7 highs, 0.4% below previous 7 lows
18.6% above previous 8 highs, 0.2% below previous 8 lows
18.4% above previous 9 highs, 0.2% below previous 9 lows
16.4% above previous 10 highs, 0.2% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.2% new highs, 0.7% new lows
21d: 13.0% new highs, 0.6% new lows
42d: 9.7% new highs, 0.6% new lows
63d: 9.0% new highs, 0.6% new lows
126d: 8.4% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.9% above, 24.1% below
3-day: 82.8% above, 17.2% below
4-day: 86.8% above, 13.2% below
5-day: 90.3% above, 9.7% below
8-day: 80.7% above, 19.3% below
10-day: 76.3% above, 23.7% below
20-day: 61.1% above, 38.9% below
50-day: 56.2% above, 43.8% below
200-day: 80.4% above, 19.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69): 1.49% Top=SOLR LDK OVTI NETL TSL AMSC KLIC PWER ….. APH CREE ARMH SWKS MIPS PMCS MXIM BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 1.18% Top=ASH FOE MON GRA POT AGU CHMT CE ….. PX HUN NLC ALB IFF CF GGC SMG=Bottom (Chemicals/Fertilizers)
REAL(63): 0.98% Top=FRT MAC LHO WRI AVB DEI BRE ACC ….. TWO STWD DDR IVR NLY CXW CBG HST=Bottom (Real Estate)
DISV(42): 0.95% Top=URI RRR BPI MCO LPS WTW V ACM ….. GPN R SBAC RHI DV MELI MYGN ESI=Bottom (Diversified Services)
MATE(26): 0.87% Top=OC MTZ TOL PHM RYL VMC LPX MDU ….. FAST RSG MDC LUK WM MAS SHAW MDR=Bottom (Materials & Construction)
ENER(97): 0.84% Top=PDS SFY NR SPN XEC CRZO CVE RES ….. SWN SD HERO EEP BAS GDP EXXI KWK=Bottom (Energy)
COSW(68): 0.76% Top=CIS ASIA VIT ATVI NLSN BCSI SINA AOL ….. VMW CSC RENN VRSN TTWO REDF SIFY PWRD=Bottom (Computer Software/Internet)
TRAN(25): 0.65% Top=TRN CP TDW CNI CSX FDX UNP GLNG ….. DAL CHRW WERN KNX JBLU LUV AMR UAL=Bottom (Transportation)
FINA(65): 0.54% Top=FNB SEIC BEN EWBC SF AINV AMTD BLK ….. MS STI BAC BAM PNC LAZ BBT KEY=Bottom (Banks/Financials)
LEIS(26): 0.51% Top=LYV GET PCLN MPEL JACK WEN DPZ CCL ….. WYN YUM DRI MAR PENN CMG MGM KKD=Bottom (Leisure)
COHW(51): 0.51% Top=OCZ PANL AAPL PLT WDC APKT NTGR CSCO ….. MMI CCI PCS NTAP PLCM RIMM JNPR TWTC=Bottom (Computer Hardware/Telecom)
RETA(69): 0.51% Top=BIG IACI BKE ASNA CAB TSCO SKS EBAY ….. ARO TJX AZO GME CHS TIF WSM PSS=Bottom (Retail & Specialty Retail)
CONS(61): 0.41% Top=NUS ICON BC AVP WMS EL ECL TIN ….. SCSS CRI DECK COH CROX SKX LIZ RKT=Bottom (Consumer)
INSU(39): 0.39% Top=MBI AGO MTG CNO RGA BRO CB LNC ….. ENH AIZ ACGL RNR AFL GNW MMC AIG=Bottom (Insurance)
HEAL(48): 0.39% Top=VOLC KND HS AGP BKD HOLX ESRX MASI ….. CYH THOR AET MR WCG ZMH UHS MAKO=Bottom (Health)
META(37): 0.37% Top=MCP ANR SWC UXG EXK AA ACI CENX ….. BTU NEM NUE AKS PAAS FCX EGO SCCO=Bottom (Metals & Mining)
MANU(35): 0.30% Top=DRC GTLS TEX NDSN DOV AME PLL PNR ….. ROK ETN AGCO ATI WPRT PH MTW PPO=Bottom (Manufacturing)
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 2:15 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
