Market Stats at 2:02 pm 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
67.6% of stocks are above yesterday’s high.
88.3% are above yesterday’s midpoint. (11.7% are below.)
4.0% are below yesterday’s low.
28.4% are inside yesterday’s range.
82.0% of stocks with today’s high > yesterday’s high. (18.0% less than).
10.7% of stocks with today’s low < yesterday’s low. (89.3% greater than).
EVIDENCE OF INTRADAY TREND
80.8% of stocks are above today’s open. (18.2% are below).
79.4% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
87.4% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
36.2% of stocks are in the top 10% of today’s range.
54.1% are in the top 20%.
82.3% are in the top half . 17.7% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
2.2% are in the bottom 10%.
GAIN
88.4% of stocks are above breakeven. (11.6% are below b/e.)
3.8% are up 4.5% or more. 0.4% are down 4.5% or more.
9.3% are up 3.5% or more. 1.1% are down 3.5% or more.
34.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:8.7%…>=90:20.4%…>=80:48.9%…>=50:84.1%…<=20:5.1%…<=10:2.8%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
67.6% above previous 1 highs, 4.0% below previous 1 lows
47.7% above previous 2 highs, 3.6% below previous 2 lows
45.6% above previous 3 highs, 2.8% below previous 3 lows
27.0% above previous 4 highs, 2.8% below previous 4 lows
25.7% above previous 5 highs, 2.6% below previous 5 lows
25.5% above previous 6 highs, 2.2% below previous 6 lows
25.0% above previous 7 highs, 2.1% below previous 7 lows
24.9% above previous 8 highs, 1.8% below previous 8 lows
23.4% above previous 9 highs, 1.7% below previous 9 lows
21.8% above previous 10 highs, 1.6% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 2.8% new lows
21d: 8.3% new highs, 2.8% new lows
42d: 4.5% new highs, 2.5% new lows
63d: 4.2% new highs, 2.0% new lows
126d: 4.0% new highs, 1.9% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.8% above, 12.2% below
3-day: 89.7% above, 10.3% below
4-day: 82.6% above, 17.4% below
5-day: 78.2% above, 21.8% below
8-day: 75.6% above, 24.4% below
10-day: 77.8% above, 22.2% below
20-day: 63.2% above, 36.8% below
50-day: 32.5% above, 67.5% below
200-day: 61.6% above, 38.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97): 2.69% Top=GPOR HOC FTO ROSE HAL WTI COG FTI ….. ETP KWK EPB KMP EPD PDS EEP PVA=Bottom (Energy)
MANU(40): 2.52% Top=WPRT GTLS ATI RBN NDSN JOYG TEX MTW ….. LECO PPO EMR AVY ITW MMM MHK SWK=Bottom (Manufacturing)
COSW(68): 2.41% Top=YOKU RENN ASIA SINA AZPN TIBX SOHU VIT ….. TTWO BCSI ACOM VRSN CSC ADBE IL SFSF=Bottom (Computer Software/Internet)
HEAL(55): 1.87% Top=MAKO AGP CVH AET CI HLS CNC MR ….. NXTM LH HOLX MASI COO EW BAX DGX=Bottom (Health)
META(39): 1.77% Top=CRS EXK GSM UXG EGO RTI SCCO AKS ….. RGLD CMC NUE NEM MCP AUY KGC AEM=Bottom (Metals & Mining)
RETA(72): 1.53% Top=SVU WFM BID AN PIR CHS MW JNY ….. AAP DG WMT COST NRGY BIG WAG WSM=Bottom (Retail & Specialty Retail)
ELEC(74): 1.47% Top=OVTI IRF NXPI FSLR IPGP CRUS IO CPHD ….. RFMD MOLX YGE NVDA GRMN ONNN KLIC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 1.44% Top=AH URI SFLY DV AL FCN G APOL ….. SAI FIS URS RRD VPRT SBAC MELI DHX=Bottom (Diversified Services)
COHW(52): 1.43% Top=ARUN PANL FNSR NTGR CALX APKT PLT OCZ ….. DELL VZ RIMM CCI VIP WIN MOTR MMI=Bottom (Computer Hardware/Telecom)
CONS(62): 1.42% Top=NKE IMAX PAY UA LULU ICON SKX FOSL ….. BLL KMB JAH NWL GRM IP OI ABH=Bottom (Consumer)
CHEM(30): 1.33% Top=GGC SOA CYT NLC HUN IPI SIAL AGU ….. SMG EMN CHMT CF MOS FOE LYB KRA=Bottom (Chemicals/Fertilizers)
TRAN(23): 1.10% Top=TDW EXPD KSU TRN GLNG CP UNP CNI ….. KNX JBLU OSG LUV UAL LCC AMR DAL=Bottom (Transportation)
MATE(26): 1.00% Top=FAST MDR FLR PHM FWLT SHAW TOL RPM ….. VMC RSG LEN MDC MAS USG WM LPX=Bottom (Materials & Construction)
FINA(75): 0.54% Top=DFS FNGN IVZ AMG WDR PBCT AMTD ICE ….. PSEC JEF NYB GS JPM ARCC BK SF=Bottom (Banks/Financials)
INSU(41): 0.54% Top=CNO HIG PL PRU CHSI LNC MET VR ….. AXS TRH ENH RNR ORI ACGL AGO MBI=Bottom (Insurance)
LEIS(30): 0.37% Top=LVS WYNN MAR WYN HOT GET MPEL MGM ….. CCL PCLN JACK ASCA WEN LYV EAT SIX=Bottom (Leisure)
REAL(68): 0.33% Top=CBG BPO GGP HST HPT LHO DRE NHP ….. ELS CBL CPT STWD OFC SKT CMO NLY=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 2:02 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/