Market Stats at 9:47 am ET
by daytrend on 20110628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
51.7% of stocks are above yesterday’s high.
85.9% are above yesterday’s midpoint. (14.1% are below.)
3.4% are below yesterday’s low.
44.9% are inside yesterday’s range.
64.1% of stocks with today’s high > yesterday’s high. (35.9% less than).
5.7% of stocks with today’s low < yesterday’s low. (94.3% greater than).
EVIDENCE OF INTRADAY TREND
75.6% of stocks are above today’s open. (22.7% are below).
73.3% of stocks are above today’s open and yesterday’s close.
12.0% are below both.
87.4% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
21.6% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
78.8% are in the top half . 21.2% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
5.3% are in the bottom 10%.
GAIN
85.8% of stocks are above breakeven. (14.2% are below b/e.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
59.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.8%…>=90:13.0%…>=80:32.5%…>=50:79.3%…<=20:5.9%…<=10:3.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:52.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
51.7% above previous 1 highs, 3.4% below previous 1 lows
27.5% above previous 2 highs, 2.6% below previous 2 lows
25.4% above previous 3 highs, 1.8% below previous 3 lows
14.3% above previous 4 highs, 1.8% below previous 4 lows
13.7% above previous 5 highs, 1.8% below previous 5 lows
13.6% above previous 6 highs, 1.6% below previous 6 lows
13.5% above previous 7 highs, 1.5% below previous 7 lows
13.5% above previous 8 highs, 0.8% below previous 8 lows
12.7% above previous 9 highs, 0.8% below previous 9 lows
11.8% above previous 10 highs, 0.8% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.2% new highs, 1.3% new lows
21d: 4.2% new highs, 1.3% new lows
42d: 3.0% new highs, 1.1% new lows
63d: 2.7% new highs, 0.9% new lows
126d: 2.5% new highs, 0.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.8% above, 15.2% below
3-day: 87.8% above, 12.2% below
4-day: 76.9% above, 23.1% below
5-day: 69.7% above, 30.3% below
8-day: 68.3% above, 31.7% below
10-day: 71.7% above, 28.3% below
20-day: 55.0% above, 45.0% below
50-day: 28.5% above, 71.5% below
200-day: 59.6% above, 40.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97): 1.52% Top=GPOR RDC BAS HOC FTO BEXP ROSE COG ….. ETE MUR EPB KMP PWE EPD PVA EEP=Bottom (Energy)
MANU(40): 1.27% Top=WPRT CAT GTLS TEX ATI RBN CMI DRC ….. SWK MMM GTI DE LECO EMR PPO ITW=Bottom (Manufacturing)
COSW(68): 1.18% Top=YOKU ASIA SINA ACOM VIT FFIV SOHU QLIK ….. IRM ADP TRI DST MSFT ADBE IL NLSN=Bottom (Computer Software/Internet)
CONS(62): 1.01% Top=NKE UA LULU ICON DECK SKX CRI PVH ….. CL CLX KMB CCK GRM PG IP ABH=Bottom (Consumer)
ELEC(74): 0.96% Top=OVTI NXPI IRF SWKS IO FSLR CREE IPGP ….. MOLX CODE NVLS YGE AMAT STP KLIC GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(72): 0.95% Top=FL PIR TJX ANF TSCO WFM EZPW KMX ….. AEO COST SHW WAG CVS AMZN WMT SHLD=Bottom (Retail & Specialty Retail)
MATE(26): 0.85% Top=PHM KBH MDR TOL FAST FWLT SHAW DHI ….. USG MAS LEN MDC MDU WM OC RSG=Bottom (Materials & Construction)
CHEM(30): 0.76% Top=HUN GRA NLC CE IPI POT ROC GGC ….. APD SMG EMN LYB CHMT CYT DOW FOE=Bottom (Chemicals/Fertilizers)
DISV(43): 0.76% Top=MA KBR AH SFLY TSS V WU JEC ….. CTAS SAI FIS RRD ACM MYGN LPS MELI=Bottom (Diversified Services)
COHW(52): 0.75% Top=RVBD APKT PANL PLCM FNSR TDC ARUN OCZ ….. RIMM LEAP CTL S VIP STEC MMI WIN=Bottom (Computer Hardware/Telecom)
META(39): 0.73% Top=UXG GSM CNX PCX WLT ACI CRS ANR ….. SSRI NEM NUE GG PAAS AUY KGC AEM=Bottom (Metals & Mining)
HEAL(55): 0.73% Top=AGP CVD AET HCA CVH MAKO DVA MR ….. MASI KND SYK EW LNCR BAX IRWD DGX=Bottom (Health)
TRAN(23): 0.71% Top=GLNG TRN TDW JBLU OSG KSU EXPD JBHT ….. UPS CHRW NSC LCC CSX DAL LUV AMR=Bottom (Transportation)
INSU(41): 0.47% Top=CNO HIG MTG AIZ LNC RGA FNF AON ….. CB ACGL ORI AJG WSH ACE AGO MBI=Bottom (Insurance)
FINA(75): 0.34% Top=AMTD JNS ICE FNGN SCHW TROW AINV ACAS ….. CFFN MTB KEY WFC STI JPM BBT SUSQ=Bottom (Banks/Financials)
REAL(68): -0.29% Top=CBG VTR NHP CXW GGP HPT CIT PCL ….. STWD SKT OFC SNH CBL KRC CMO NLY=Bottom (Real Estate)
LEIS(30): -0.50% Top=MGM MPEL HOT LVS MAR WYN DRI DPZ ….. MCD WEN EXPE LYV PCLN ASCA HMIN SIX=Bottom (Leisure)
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 9:47 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
