Market Stats at 3:52 pm ET
by daytrend on 20110630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
52.3% of stocks are above yesterday’s high.
83.0% are above yesterday’s midpoint. (17.0% are below.)
4.7% are below yesterday’s low.
43.0% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high. (19.9% less than).
11.2% of stocks with today’s low < yesterday’s low. (88.8% greater than).
EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open. (27.2% are below).
70.7% of stocks are above today’s open and yesterday’s close.
18.4% are below both.
83.0% of stocks opened above yesterday’s close. (11.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
14.4% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
65.2% are in the top half . 34.8% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
80.7% of stocks are above breakeven. (19.3% are below b/e.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.6% are up 3.5% or more. 0.6% are down 3.5% or more.
48.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:31.9%…>=90:55.6%…>=80:72.4%…>=50:90.0%…<=20:2.1%…<=10:0.4%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:85.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:75.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.3% above previous 1 highs, 4.7% below previous 1 lows
51.2% above previous 2 highs, 2.0% below previous 2 lows
50.0% above previous 3 highs, 0.8% below previous 3 lows
47.0% above previous 4 highs, 0.6% below previous 4 lows
46.6% above previous 5 highs, 0.2% below previous 5 lows
40.3% above previous 6 highs, 0.2% below previous 6 lows
39.0% above previous 7 highs, 0.2% below previous 7 lows
38.9% above previous 8 highs, 0.2% below previous 8 lows
38.1% above previous 9 highs, 0.2% below previous 9 lows
37.6% above previous 10 highs, 0.2% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 0.6% new lows
21d: 22.1% new highs, 0.6% new lows
42d: 9.4% new highs, 0.6% new lows
63d: 7.8% new highs, 0.6% new lows
126d: 7.1% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.6% above, 20.4% below
3-day: 85.9% above, 14.1% below
4-day: 90.2% above, 9.8% below
5-day: 93.0% above, 7.0% below
8-day: 90.1% above, 9.9% below
10-day: 90.2% above, 9.8% below
20-day: 86.0% above, 14.0% below
50-day: 49.7% above, 50.3% below
200-day: 67.3% above, 32.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(76): 2.53% Top=SPRD YGE NXPI SLAB CY BRCM KLIC RFMD ….. AYI ROP IPGP NETL WAT ARMH IO FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 1.79% Top=JOYG TEX PH MTW CAT FLS KMT ETN ….. MHK X PPO RS GTLS DE WPRT ATI=Bottom (Manufacturing)
ENER(97): 1.32% Top=PDS IOC OIS NXY TSO HERO NOV CVE ….. UPL ROSE EXXI NFX ATPG PVA MMR SD=Bottom (Energy)
META(39): 1.25% Top=MCP GSM ACI FCX NUE CLF CRS SCCO ….. AUQ UXG GG EGO ANR AUY STLD IAG=Bottom (Metals & Mining)
DISV(43): 1.10% Top=MELI URI R DHX SFLY RHI MCO JEC ….. SAI MYGN ESI WTW HRB AL V MA=Bottom (Diversified Services)
TRAN(23): 1.08% Top=TRN KSU CNW CP CSX KNX EXPD CNI ….. JBHT JBLU LUV AMR DAL GLNG UAL OSG=Bottom (Transportation)
CONS(61): 0.95% Top=BC GIL COH OI IP BMS SEE ECL ….. ST GRM NKE TPX HBI HAS PAY DAR=Bottom (Consumer)
CHEM(30): 0.85% Top=FOE MON SOA GGC GRA SIAL PPG CHMT ….. PX POT AGU KRA MOS IPI SMG CF=Bottom (Chemicals/Fertilizers)
COSW(70): 0.85% Top=VELT SINA VMW ASIA PRGS RENN SOHU NLSN ….. TTWO SAPE BBBB FFIV IL RP PMTC EBIX=Bottom (Computer Software/Internet)
LEIS(30): 0.80% Top=ASCA WYNN HOT MGM LYV LTM PCLN EXPE ….. WEN DPZ CAKE EAT MCD SIX TXRH KKD=Bottom (Leisure)
COHW(53): 0.77% Top=NTAP S JDSU HPQ LXK QCOM STEC JNPR ….. CIEN VIP TWTC LEAP PANL MOTR OCZ CALX=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.68% Top=THOR ALR CYH MR COO NXTM EW PODD ….. WLP CNU CNC WCG HNT AET IRWD HUM=Bottom (Health)
RETA(72): 0.65% Top=EBAY RSH JNY GME SHLD JWN LINTA CVS ….. URBN KSS NFLX SVU NRGY FDO JCP ANN=Bottom (Retail & Specialty Retail)
FINA(75): 0.51% Top=ACAS CSE MF SEIC AINV KKR TD BAM ….. HBHC LPLA SLM COF MS BAC FII TCB=Bottom (Banks/Financials)
MATE(26): 0.49% Top=FLR FWLT DHI LPX SHAW MDR PHM OC ….. RSG VMC RYL MDC MAS PWR LEN KBH=Bottom (Materials & Construction)
INSU(40): 0.46% Top=CNO MTG HIG AFL AGO WSH AON LNC ….. AFG RNR TRV ACE ENH TRH AXS ACGL=Bottom (Insurance)
REAL(68): 0.34% Top=HST CXW TWO BRE SKT AXP LHO STWD ….. HPT FRT AIV OFC HCN LRY VTR NHP=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.
Market Stats at 3:52 pm ET $SPY $IWM
http://daytrend.wordpress.com/category/market-stats/
