Market Stats at 11:59 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
58.0% of stocks are above yesterday’s high.
84.7% are above yesterday’s midpoint. (15.3% are below.)
4.9% are below yesterday’s low.
37.1% are inside yesterday’s range.
77.9% of stocks with today’s high > yesterday’s high. (22.1% less than).
10.2% of stocks with today’s low < yesterday’s low. (89.8% greater than).
EVIDENCE OF INTRADAY TREND
73.5% of stocks are above today’s open. (25.1% are below).
72.0% of stocks are above today’s open and yesterday’s close.
16.8% are below both.
87.4% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
22.7% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
71.5% are in the top half . 28.5% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
81.7% of stocks are above breakeven. (18.3% are below b/e.)
1.9% are up 4.5% or more. 0.3% are down 4.5% or more.
5.6% are up 3.5% or more. 0.9% are down 3.5% or more.
44.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.3%…>=90:17.3%…>=80:40.4%…>=50:78.5%…<=20:8.3%…<=10:4.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.4%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.0% above previous 1 highs, 4.9% below previous 1 lows
37.7% above previous 2 highs, 3.8% below previous 2 lows
35.5% above previous 3 highs, 2.7% below previous 3 lows
21.3% above previous 4 highs, 2.6% below previous 4 lows
20.1% above previous 5 highs, 2.5% below previous 5 lows
20.1% above previous 6 highs, 2.2% below previous 6 lows
20.0% above previous 7 highs, 2.1% below previous 7 lows
20.0% above previous 8 highs, 1.8% below previous 8 lows
18.9% above previous 9 highs, 1.6% below previous 9 lows
17.4% above previous 10 highs, 1.5% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 2.7% new lows
21d: 7.2% new highs, 2.7% new lows
42d: 4.1% new highs, 2.3% new lows
63d: 3.8% new highs, 1.9% new lows
126d: 3.6% new highs, 1.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.4% above, 19.6% below
3-day: 85.5% above, 14.5% below
4-day: 77.4% above, 22.6% below
5-day: 72.2% above, 27.8% below
8-day: 70.8% above, 29.2% below
10-day: 73.6% above, 26.4% below
20-day: 58.8% above, 41.2% below
50-day: 30.6% above, 69.4% below
200-day: 61.1% above, 38.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97): 2.22% Top=HOC FTO GPOR ROSE HAL CRZO BAS FTI ….. EPB ETP EPD KWK KMP PDS EEP PVA=Bottom (Energy)
MANU(40): 1.95% Top=WPRT GTLS RBN ATI NDSN TEX CAT MTW ….. PNR DE MMM AVY ITW EMR MHK SWK=Bottom (Manufacturing)
COSW(68): 1.57% Top=YOKU ASIA RENN SINA AZPN TIBX VIT RAX ….. MDRX ACOM CSC VRSN TTWO ADBE SFSF IL=Bottom (Computer Software/Internet)
HEAL(55): 1.57% Top=MAKO AGP MR AET CVH CI WCG CVD ….. ALR COO MASI LH BAX LNCR EW DGX=Bottom (Health)
META(39): 1.35% Top=CRS UXG EXK GSM SWC CENX EGO SCCO ….. PAAS NEM SSRI NUE MCP AUY KGC AEM=Bottom (Metals & Mining)
RETA(72): 1.34% Top=EZPW AN TSCO FL CHS DKS MW ROST ….. SHW WMT COST AAP WAG NRGY BIG WSM=Bottom (Retail & Specialty Retail)
DISV(43): 1.32% Top=AH G SFLY URI DV ESI CAR JEC ….. VPRT SAI MYGN LPS RRD SBAC DHX MELI=Bottom (Diversified Services)
CONS(62): 1.15% Top=NKE IMAX PAY WHR ICON LULU BZ UA ….. KMB GRM IP BLL OI CCK NWL ABH=Bottom (Consumer)
COHW(52): 1.10% Top=FNSR NTGR ARUN TDC PANL JDSU RVBD APKT ….. VZ CSCO S CCI VIP WIN MMI MOTR=Bottom (Computer Hardware/Telecom)
CHEM(30): 1.09% Top=GGC CYT HUN ROC SOA AGU SIAL CE ….. CF EMN FOE MOS DOW CHMT KRA LYB=Bottom (Chemicals/Fertilizers)
TRAN(23): 0.85% Top=EXPD TDW GLNG TRN KSU CNW CP CNI ….. KNX JBLU OSG LUV UAL LCC AMR DAL=Bottom (Transportation)
ELEC(74): 0.82% Top=OVTI NXPI IRF FSLR IPGP IO FEIC CREE ….. MCHP SNDK ONNN YGE GRMN KLIC STP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 0.55% Top=FAST SHAW FLR FWLT MDR RPM TOL PHM ….. RSG MAS WM LEN MDC USG DHI KBH=Bottom (Materials & Construction)
INSU(41): 0.37% Top=CNO HIG PRU PL LNC MET VR AON ….. ENH ORI RNR ACE WSH ACGL AGO MBI=Bottom (Insurance)
FINA(75): 0.23% Top=FNGN DFS JNS WDR IVZ AMG TD NDAQ ….. BK ARCC NYB STI BBT JPM HCBK SF=Bottom (Banks/Financials)
REAL(68): -0.02% Top=CBG GGP NHP VTR BPO YSI HPT UDR ….. SKT HR OFC STWD KRC CBL NLY CMO=Bottom (Real Estate)
LEIS(30): -0.04% Top=LVS WYN WYNN MGM MPEL HOT MAR GET ….. ASCA WEN LYV EXPE CMG LTM EAT 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 11:59 am ET $SPY $IWM
http://daytrend.wordpress.com/category/market-stats/
