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/
09/30/2011
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