daytrend

06/28/2011

Filed under: Market Stats — daytrend @ 8:14 am

PRE – Market Stats at 9:13 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 347.

CAUTION:  Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
26.2% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint.  (16.7% are below.)
2.3% are below yesterday’s low.
71.5% are inside yesterday’s range.
26.2% of stocks with today’s high > yesterday’s high.  (73.8% less than).
2.3% of stocks with today’s low < yesterday’s low.  (97.7% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open.  (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
74.1% of stocks opened above yesterday’s close.  (25.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half .  0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
74.1% of stocks are above breakeven.  (25.9% are below b/e.)
1.2% are up 4.5% or more.  0.0% are down 4.5% or more.
1.4% are up 3.5% or more.  0.3% are down 3.5% or more.
76.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:5.2%…>=90:13.0%…>=80:26.8%…>=50:67.7%…<=20:8.1%…<=10:3.5%…<=5:1.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:37.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 2.3% below previous 1 lows
15.6% above previous 2 highs, 2.3% below previous 2 lows
13.8% above previous 3 highs, 1.7% below previous 3 lows
8.9% above previous 4 highs, 1.7% below previous 4 lows
8.9% above previous 5 highs, 1.7% below previous 5 lows
8.9% above previous 6 highs, 1.7% below previous 6 lows
8.6% above previous 7 highs, 1.7% below previous 7 lows
8.4% above previous 8 highs, 1.4% below previous 8 lows
7.5% above previous 9 highs, 1.4% below previous 9 lows
6.6% above previous 10 highs, 1.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  1.4% new highs, 0.9% new lows
21d:  1.4% new highs, 0.9% new lows
42d:  1.2% new highs, 0.9% new lows
63d:  0.9% new highs, 0.6% new lows
126d:  0.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  74.1% above, 25.9% below
3-day:  80.4% above, 19.6% below
4-day:  66.3% above, 33.7% below
5-day:  54.2% above, 45.8% below
8-day:  60.2% above, 39.8% below
10-day:  65.1% above, 34.9% below
20-day:  49.3% above, 50.7% below
50-day:  25.9% above, 74.1% below
200-day:  53.9% above, 46.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(15):  1.13% Top=WPRT HI X MTW MHK ATU MMM CAT ….. CAT JOYG GTLS SPW NDSN TYC EMR ITW=Bottom (Manufacturing)
COSW(29):  0.92% Top=YOKU RENN RAX SINA SOHU TIBX FFIV SAPE ….. QSFT VELT SNPS AKAM ADP NUAN VMW PWRD=Bottom (Computer Software/Internet)
MATE(10):  0.92% Top=PHM KBH FWLT DHI TOL LEN RYL SHAW ….. FWLT DHI TOL LEN RYL SHAW RSG PWR=Bottom (Materials & Construction)
LEIS(11):  0.66% Top=DRI MGM KKD MAR CCL MPEL EXPE WYNN ….. MAR CCL MPEL EXPE WYNN DPZ WYN PCLN=Bottom (Leisure)
META(23):  0.66% Top=UXG PCX SVM EXK GG AKS ANR AUY ….. ABX EGO RGLD NUE KGC SWC IAG AUQ=Bottom (Metals & Mining)
CHEM(9):  0.65% Top=CE AGU POT MOS HUN MON APD PX ….. AGU POT MOS HUN MON APD PX DOW=Bottom (Chemicals/Fertilizers)
CONS(22):  0.56% Top=NKE UA AVP SKX LULU BC CROX CLX ….. LII BMS OI GT GIL PAY DAR SCSS=Bottom (Consumer)
ELEC(39):  0.49% Top=OVTI SPRD IRF YGE CREE CRUS ADI NETL ….. TSL AMAT SOLR KLIC CODE PWER MOLX GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(44):  0.43% Top=MHR RDC HLX BEXP SLB VLO TSO ETE ….. ROSE PWE EPD PDS WNR CRZO PVA EEP=Bottom (Energy)
TRAN(11):  0.40% Top=CP JBLU LUV GLNG TRN TDW NSC JBHT ….. GLNG TRN TDW NSC JBHT CNI LCC UAL=Bottom (Transportation)
COHW(28):  0.36% Top=RVBD OCZ JNPR IDCC FTR WDC DELL RIMM ….. PLCM FTNT AMX IGT VIP STEC PANL MMI=Bottom (Computer Hardware/Telecom)
FINA(26):  0.34% Top=PNC ETFC NYB BAC WFC RF HCBK JPM ….. TD PBCT BEN NTRS LPLA BAM TROW PSEC=Bottom (Banks/Financials)
RETA(28):  0.34% Top=TJX SWY LOW KSS LINTA HD PIR EBAY ….. NRGY CPRT BJ BID SHLD DDS OMX EZPW=Bottom (Retail & Specialty Retail)
INSU(12):  0.30% Top=MTG AGO HIG BRO MBI AIG WSH PRU ….. MBI AIG WSH PRU MET GNW PGR UNM=Bottom (Insurance)
HEAL(12):  0.19% Top=AGP SYK MDT KCI VOLC AET ZMH ALGN ….. VOLC AET ZMH ALGN ALR UHS CI MR=Bottom (Health)
DISV(10):  0.09% Top=MELI ULTA AH VPRT MAN MCO SBAC ESI ….. AH VPRT MAN MCO SBAC ESI RHI AL=Bottom (Diversified Services)
REAL(18):  -0.27% Top=TWO UDR MFA AXP HTS DRE TCO CBG ….. OFC STWD LXP IVR BPO SNH NLY CMO=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.
PRE – Market Stats at 9:13 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

About these ads

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Connecting to %s

Theme: Silver is the New Black. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 48 other followers

%d bloggers like this: