daytrend

09/30/2011

Filed under: Market Stats — daytrend @ 8:44 am
Market Stats at 9:43 am ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

CAUTION:  Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY'S RANGE
2.3% of stocks are above yesterday's high.
21.7% are above yesterday's midpoint.  (78.3% are below.)
14.9% are below yesterday's low.
82.7% are inside yesterday's range.
4.1% of stocks with today's high > yesterday's high.  (95.9% less than).
43.5% of stocks with today's low < yesterday's low.  (56.5% greater than).

EVIDENCE OF INTRADAY TREND
60.2% of stocks are above today's open.  (38.5% are below).
9.9% of stocks are above today's open and yesterday's close.
38.5% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
26.1% of stocks are in the top 10% of today's range.
46.5% are in the top 20%.
77.8% are in the top half .  22.2% of stocks are in the bottom half of today's range.
3.9% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
10.9% of stocks are above breakeven.  (89.1% are below b/e.)
0.0% are up 4.5% or more.  3.2% are down 4.5% or more.
0.2% are up 3.5% or more.  7.5% are down 3.5% or more.
38.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.1%...>=90:0.6%...>=80:1.6%...>=50:19.0%...<=20:37.6%...<=10:17.0%...<=5:4.9%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:17.7%...<=20:1.6%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:14.7%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 14.9% below previous 1 lows
0.8% above previous 2 highs, 14.0% below previous 2 lows
0.4% above previous 3 highs, 13.8% below previous 3 lows
0.4% above previous 4 highs, 9.6% below previous 4 lows
0.4% above previous 5 highs, 8.6% below previous 5 lows
0.4% above previous 6 highs, 7.7% below previous 6 lows
0.1% above previous 7 highs, 7.7% below previous 7 lows
0.1% above previous 8 highs, 7.7% below previous 8 lows
0.0% above previous 9 highs, 7.7% below previous 9 lows
0.0% above previous 10 highs, 7.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.0% new highs, 13.8% new lows
21d:  0.0% new highs, 13.8% new lows
42d:  0.0% new highs, 9.2% new lows
63d:  0.0% new highs, 9.2% new lows
126d:  0.0% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  9.9% above, 90.1% below
3-day:  27.5% above, 72.5% below
4-day:  17.3% above, 82.7% below
5-day:  18.1% above, 81.9% below
8-day:  35.0% above, 65.0% below
10-day:  22.4% above, 77.6% below
20-day:  18.8% above, 81.2% below
50-day:  15.0% above, 85.0% below
200-day:  12.0% above, 88.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(39):  -0.40% Top=AXS VR CNO TRH RNR WRB ACGL AIZ ..... SLF PRU AGO MET MBI GNW HIG LNC=Bottom (Insurance)
REAL(68):  -0.56% Top=EQY TWO STWD WRE PDM CMO MFA NNN ..... REG O DDR JLL CIT CBG AXP OHI=Bottom (Real Estate)
HEAL(49):  -0.68% Top=WLP DVA CVH MDT HCA BAX BCR HNT ..... LH HRC BSX HMA WAT ALR STJ NUVA=Bottom (Health)
COHW(43):  -1.31% Top=AMT VZ WIN LEAP CTL T CCI PANL ..... FNSR JDSU RVBD ARUN WDC VIP APKT IDCC=Bottom (Computer Hardware/Telecom)
DISV(44):  -1.31% Top=GPN LPS APOL VPRT VRSK ADS RRD SBAC ..... WU SFLY ATHN KBR MA ULTA HTZ MELI=Bottom (Diversified Services)
COSW(71):  -1.38% Top=SAPE ERTS NLSN IRM RNOW BR JCOM JKHY ..... BSFT SINA FFIV YNDX SOHU CRM BIDU RENN=Bottom (Computer Software/Internet)
MATE(26):  -1.41% Top=RSG WM WCN CLH SRCL CVA SHAW EME ..... LEN RYL DHI MDC FWLT TOL VMC MDR=Bottom (Materials & Construction)
RETA(70):  -1.46% Top=FDO AN SHLD WMT COST KSS AZO AAP ..... DKS AMZN BBY ANF EBAY PIR TIF BID=Bottom (Retail & Specialty Retail)
FINA(74):  -1.49% Top=HBHC KKR BOH EWBC CBSH CSE EFX FMER ..... ZION WDR JNS BX IVZ CBOE MS BEN=Bottom (Banks/Financials)
ELEC(58):  -1.61% Top=SPRD GRMN SNPS SMTC TER KLAC LSI LLTC ..... NXPI GTAT NVDA A OVTI SWKS ALTR ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24):  -1.61% Top=HTLD UPS CHRW FDX KEX WERN ODFL EXPD ..... GLNG UAL CNI TDW KSU LCC AAWW CNW=Bottom (Transportation)
META(39):  -1.63% Top=GG NEM RGLD KGC ABX IAG AUY AEM ..... BTU X SWC WLT JRCC PCX ACI MCP=Bottom (Metals & Mining)
CONS(55):  -1.73% Top=CHD PG KMB CL PBI BMS SKX EL ..... UFS PVH LULU LIZ COH RL FOSL LII=Bottom (Consumer)
MANU(41):  -2.26% Top=MLI AVY ITW ROK PCP EMR TEX GE ..... FLS JOYG MTW GTI GTLS CMI RBC AGCO=Bottom (Manufacturing)
ENER(97):  -2.34% Top=IOC EXH KMP EPB EEP PAA XOM CVX ..... HAL BAS GPOR NOV SM HP NBR ATPG=Bottom (Energy)
CHEM(28):  -2.48% Top=HUN PX IFF SMG APD RPM SIAL EMN ..... POT IPI MON AGU ROC CE MOS CF=Bottom (Chemicals/Fertilizers)
LEIS(26):  -3.62% Top=MCD EAT DRI DPZ MTN LTM SBUX TXRH ..... PENN PCLN H MPEL MGM LVS WYNN HMIN=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 9:43 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
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