Market Stats at 12:47 pm ET
by daytrend on 20110628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
64.0% of stocks are above yesterday’s high.
87.0% are above yesterday’s midpoint. (13.0% are below.)
4.0% are below yesterday’s low.
32.0% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high. (19.9% less than).
10.4% of stocks with today’s low < yesterday’s low. (89.6% greater than).
EVIDENCE OF INTRADAY TREND
80.1% of stocks are above today’s open. (18.5% are below).
78.4% of stocks are above today’s open and yesterday’s close.
11.4% are below both.
87.4% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
29.5% of stocks are in the top 10% of today’s range.
48.5% are in the top 20%.
79.1% are in the top half . 20.9% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.5% are in the bottom 10%.
GAIN
87.1% of stocks are above breakeven. (12.9% are below b/e.)
3.0% are up 4.5% or more. 0.4% are down 4.5% or more.
7.3% are up 3.5% or more. 0.9% are down 3.5% or more.
40.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.6%…>=90:18.2%…>=80:45.7%…>=50:82.3%…<=20:5.5%…<=10:3.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:59.3%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
64.0% above previous 1 highs, 4.0% below previous 1 lows
43.3% above previous 2 highs, 3.6% below previous 2 lows
41.2% above previous 3 highs, 2.5% below previous 3 lows
24.4% above previous 4 highs, 2.5% below previous 4 lows
22.9% above previous 5 highs, 2.2% below previous 5 lows
22.8% above previous 6 highs, 2.0% below previous 6 lows
22.6% above previous 7 highs, 1.9% below previous 7 lows
22.5% above previous 8 highs, 1.6% below previous 8 lows
21.0% above previous 9 highs, 1.3% below previous 9 lows
19.5% above previous 10 highs, 1.2% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.5% new highs, 2.7% new lows
21d: 7.5% new highs, 2.7% new lows
42d: 4.3% new highs, 2.3% new lows
63d: 3.9% new highs, 1.9% new lows
126d: 3.7% new highs, 1.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.9% above, 14.1% below
3-day: 88.5% above, 11.5% below
4-day: 80.5% above, 19.5% below
5-day: 76.7% above, 23.3% below
8-day: 75.4% above, 24.6% below
10-day: 76.8% above, 23.2% below
20-day: 62.0% above, 38.0% below
50-day: 31.7% above, 68.3% below
200-day: 61.9% above, 38.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97): 2.46% Top=HOC FTO GPOR WTI ROSE CRZO HAL BAS ….. PWE ETP KWK KMP EPD PDS EEP PVA=Bottom (Energy)
MANU(40): 2.30% Top=WPRT GTLS RBN ATI NDSN TEX MTW JOYG ….. DE AVY PPO ITW MMM EMR MHK SWK=Bottom (Manufacturing)
COSW(68): 2.04% Top=YOKU RENN ASIA SINA SOHU VIT AZPN RAX ….. VRSN TTWO ACOM CSC TRI ADBE SFSF IL=Bottom (Computer Software/Internet)
HEAL(55): 1.66% Top=MAKO AGP CVH AET CYH CVD MR VOLC ….. HOLX XRAY MASI COO LH EW BAX DGX=Bottom (Health)
META(39): 1.61% Top=CRS EXK UXG GSM SWC EGO CENX AKS ….. SSRI CMC NEM NUE AUY MCP KGC AEM=Bottom (Metals & Mining)
DISV(43): 1.53% Top=AH URI G SFLY AL DV FCN HTZ ….. URS SAI RRD RHI SBAC VPRT MELI DHX=Bottom (Diversified Services)
RETA(72): 1.43% Top=SVU AN CHS PIR EZPW BID JNY MW ….. WMT AAP COST SHW WSM BIG WAG NRGY=Bottom (Retail & Specialty Retail)
CONS(62): 1.27% Top=NKE IMAX PAY UA ICON LULU BZ WHR ….. BLL KMB GRM CCK IP NWL OI ABH=Bottom (Consumer)
CHEM(30): 1.26% Top=GGC CYT SOA HUN ROC SIAL CE IPI ….. FOE DOW CF EMN CHMT MOS KRA LYB=Bottom (Chemicals/Fertilizers)
COHW(52): 1.25% Top=FNSR PANL NTGR ARUN APKT RVBD TDC JDSU ….. CSCO VZ CCI S VIP WIN MOTR MMI=Bottom (Computer Hardware/Telecom)
ELEC(74): 1.24% Top=OVTI NXPI IRF FSLR CRUS IPGP IO CPHD ….. NVDA MCHP MOLX YGE KLIC GRMN STP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 1.06% Top=EXPD TDW TRN KSU GLNG CP CNW UNP ….. JBLU NSC OSG UAL LUV LCC AMR DAL=Bottom (Transportation)
MATE(26): 0.87% Top=FAST FWLT FLR SHAW PHM TOL RPM MDR ….. VMC DHI LEN RSG MAS WM MDC USG=Bottom (Materials & Construction)
INSU(41): 0.38% Top=CNO HIG PL PRU VR CHSI LNC MET ….. ACE ORI ENH TRH RNR ACGL AGO MBI=Bottom (Insurance)
FINA(75): 0.35% Top=DFS FNGN AMG WDR IVZ JNS PBCT ADS ….. STI ARCC NYB GS JPM HCBK BK SF=Bottom (Banks/Financials)
REAL(68): 0.35% Top=CBG GGP HST NHP VTR LHO BPO HPT ….. HR SKT CBL STWD OFC KRC CMO NLY=Bottom (Real Estate)
LEIS(29): 0.11% Top=LVS MGM WYN HOT GET MAR WYNN MPEL ….. LTM PCLN CMG JACK EXPE LYV 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 12:47 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/
