Market Stats at 9:37 am ET
by daytrend on 20110629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
43.0% of stocks are above yesterday’s high.
89.4% are above yesterday’s midpoint. (10.6% are below.)
1.7% are below yesterday’s low.
55.3% are inside yesterday’s range.
73.6% of stocks with today’s high > yesterday’s high. (26.4% less than).
3.6% of stocks with today’s low < yesterday’s low. (96.4% greater than).
EVIDENCE OF INTRADAY TREND
36.8% of stocks are above today’s open. (60.2% are below).
35.2% of stocks are above today’s open and yesterday’s close.
23.3% are below both.
92.6% of stocks opened above yesterday’s close. (5.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.8% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
39.4% are in the top half . 60.6% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
12.2% are in the bottom 10%.
GAIN
75.4% of stocks are above breakeven. (24.6% are below b/e.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.2% are down 3.5% or more.
83.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.9%…>=90:24.9%…>=80:57.1%…>=50:89.7%…<=20:1.6%…<=10:0.7%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:71.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.0% above previous 1 highs, 1.7% below previous 1 lows
40.8% above previous 2 highs, 0.6% below previous 2 lows
33.3% above previous 3 highs, 0.6% below previous 3 lows
32.1% above previous 4 highs, 0.6% below previous 4 lows
20.4% above previous 5 highs, 0.6% below previous 5 lows
18.7% above previous 6 highs, 0.6% below previous 6 lows
18.7% above previous 7 highs, 0.4% below previous 7 lows
18.3% above previous 8 highs, 0.4% below previous 8 lows
17.9% above previous 9 highs, 0.4% below previous 9 lows
17.1% above previous 10 highs, 0.4% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.6% new highs, 0.4% new lows
21d: 7.8% new highs, 0.4% new lows
42d: 3.8% new highs, 0.3% new lows
63d: 3.1% new highs, 0.2% new lows
126d: 3.1% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.5% above, 27.5% below
3-day: 90.9% above, 9.1% below
4-day: 91.5% above, 8.5% below
5-day: 88.6% above, 11.4% below
8-day: 82.7% above, 17.3% below
10-day: 83.9% above, 16.1% below
20-day: 73.7% above, 26.3% below
50-day: 37.7% above, 62.3% below
200-day: 63.3% above, 36.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(39): 1.16% Top=AKS UXG EXK FCX STLD CRS SVM SWC ….. ACI GSM CLD CENX WLT HSC JRCC PCX=Bottom (Metals & Mining)
INSU(40): 1.02% Top=MTG MBI MET AFL VR AGO HIG AIG ….. WSH BRO TMK AJG CHSI HCC AON ACGL=Bottom (Insurance)
FINA(75): 0.75% Top=BAC BK FII JPM LAZ LM TD USB ….. HBHC SLRC FMER BX LPLA COF HCBK FSC=Bottom (Banks/Financials)
CHEM(30): 0.63% Top=MON POT IPI MOS LYB AGU ROC CF ….. CHMT SIAL GGC NLC EMN PPG CYT APD=Bottom (Chemicals/Fertilizers)
ENER(97): 0.61% Top=MMR EXXI SM PXP SGY CVE CIE ROSE ….. MRO HOC TSO FTO DVN CVI PVA WNR=Bottom (Energy)
LEIS(30): 0.52% Top=MPEL SIX KKD BYI HMIN HOT MGM CMG ….. MAR LVS PCLN MCD LYV TXRH DPZ JACK=Bottom (Leisure)
TRAN(23): 0.46% Top=GLNG CP UNP CNI CSX TDW FDX NSC ….. UAL KNX EXPD JBLU TRN LCC DAL AMR=Bottom (Transportation)
MANU(41): 0.40% Top=X PPO AGCO ATI RS DE MTW ATU ….. NDSN GTLS AME ROK SPW CAT RBN WPRT=Bottom (Manufacturing)
CONS(61): 0.33% Top=LEG CSTR SKX UA WRC EL TPX WHR ….. HAR UFS SEE LULU SLGN NUS NKE ABH=Bottom (Consumer)
RETA(72): 0.24% Top=BJ ANN RSH SIG JNY SVU ANF KSS ….. FINL ASNA SHW CAB TSCO DLTR DG FDO=Bottom (Retail & Specialty Retail)
REAL(68): 0.22% Top=SKT BMR CIT DEI CMO CBL DDR PSA ….. CXW YSI SNH ACC EXR AXP BPO LRY=Bottom (Real Estate)
DISV(43): 0.21% Top=DHX MA AH V R LPS WU RCII ….. MELI FISV URI MCO G ULTA SFLY HRB=Bottom (Diversified Services)
ELEC(74): 0.19% Top=SPRD IO GRMN TEL JBL WFR STP YGE ….. FCS ENTR VECO AYI ATML ARMH CREE LDK=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(53): 0.19% Top=PANL GLBC JNPR FTR BCE PCS RVBD ARUN ….. PLCM AAPL DELL ADTN STEC IDCC FNSR JDSU=Bottom (Computer Hardware/Telecom)
COSW(69): 0.06% Top=RENN YOKU VRSN ERTS PWRD RP CA TRI ….. RHT VMW TIBX GLUU CTXS IL MSFT ASIA=Bottom (Computer Software/Internet)
HEAL(56): -0.00% Top=NUVA KND HCA HMA RMD BSX THOR BCR ….. XRAY UNH CNC HLS MR VOLC MDT MAKO=Bottom (Health)
MATE(26): -0.62% Top=VMC WM RPM WCN MAS MDR FAST RSG ….. FWLT MDC TOL DHI PHM RYL KBH SHAW=Bottom (Materials & Construction)
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 9:37 am ET $SPY $IWM
http://daytrend.wordpress.com/category/market-stats/
