Market Stats at 2:27 pm 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.
12.8% are above yesterday's midpoint.  (87.2% are below.)
44.5% are below yesterday's low.
53.2% are inside yesterday's range.
11.2% of stocks with today's high > yesterday's high.  (88.8% less than).
62.6% of stocks with today's low < yesterday's low.  (37.4% greater than).

EVIDENCE OF INTRADAY TREND
31.0% of stocks are above today's open.  (68.7% are below).
6.9% of stocks are above today's open and yesterday's close.
68.5% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.6% of stocks are in the top 10% of today's range.
1.5% are in the top 20%.
17.6% are in the top half .  82.4% of stocks are in the bottom half of today's range.
53.9% are in the bottom 20%.
38.8% are in the bottom 10%.

GAIN
7.3% of stocks are above breakeven.  (92.7% are below b/e.)
0.1% are up 4.5% or more.  15.7% are down 4.5% or more.
0.1% are up 3.5% or more.  29.0% are down 3.5% or more.
19.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.5%...>=80:1.4%...>=50:10.9%...<=20:47.9%...<=10:24.8%...<=5:7.5%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:11.3%...<=20:2.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:10.0%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 44.5% below previous 1 lows
1.2% above previous 2 highs, 41.7% below previous 2 lows
0.4% above previous 3 highs, 41.2% below previous 3 lows
0.4% above previous 4 highs, 25.4% below previous 4 lows
0.4% above previous 5 highs, 20.4% below previous 5 lows
0.4% above previous 6 highs, 18.4% below previous 6 lows
0.2% above previous 7 highs, 18.4% below previous 7 lows
0.2% above previous 8 highs, 18.4% below previous 8 lows
0.2% above previous 9 highs, 18.4% below previous 9 lows
0.2% above previous 10 highs, 18.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 20.8% new lows
21d:  0.4% new highs, 20.8% new lows
42d:  0.1% new highs, 13.5% new lows
63d:  0.0% new highs, 13.4% new lows
126d:  0.0% new highs, 12.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  7.0% above, 93.0% below
3-day:  15.0% above, 85.0% below
4-day:  9.3% above, 90.7% below
5-day:  10.9% above, 89.1% below
8-day:  21.1% above, 78.9% below
10-day:  14.0% above, 86.0% below
20-day:  12.8% above, 87.2% below
50-day:  12.9% above, 87.1% below
200-day:  11.2% above, 88.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.88% Top=LNCR EW WLP HS VAR DVA COO BAX ..... HRC ZMH BSX WAT CYH ALR MAKO NUVA=Bottom (Health)
INSU(39):  -1.39% Top=AXS WRB RNR RE ACGL TRH VR CB ..... CNO RGA GNW AIG MET MBI HIG LNC=Bottom (Insurance)
REAL(68):  -1.63% Top=SHO DLR NNN HTS MFA NLY WRE VTR ..... AXP BPO CIT CBG OHI CBL SLG JLL=Bottom (Real Estate)
COHW(43):  -2.14% Top=EQIX APKT RCI AMT BCE PANL VZ RVBD ..... AMX HPQ JNPR IDCC PCS VIP JDSU NIHD=Bottom (Computer Hardware/Telecom)
RETA(70):  -2.17% Top=FDO WAG ROST KSS BIG WMT SHLD AZO ..... RSH MW DKS FL WSM TSCO TIF BID=Bottom (Retail & Specialty Retail)
COSW(71):  -2.28% Top=LNKD SLH FTNT BR YOKU ERTS TIBX ATVI ..... CNQR N FFIV BYI AKAM DRIV YNDX RENN=Bottom (Computer Software/Internet)
DISV(44):  -2.51% Top=AH VPRT VRSK FISV GPN TSS ADS FCN ..... LPS R MELI ESI ULTA ATHN JEC KBR=Bottom (Diversified Services)
ELEC(58):  -2.77% Top=SPRD SNDK OVTI GRMN LRCX MXIM SNPS ISIL ..... FCS NXPI TSL CRUS VSH SWKS VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(39):  -2.86% Top=GG KGC NEM ABX EGO AUY SVM AEM ..... ANR CMC CLF AA BTU CENX PCX JRCC=Bottom (Metals & Mining)
CONS(55):  -2.97% Top=CTB CL KMB PG ECL CHD NWL AVP ..... HAR PVH RL LULU LIZ CROX FOSL LII=Bottom (Consumer)
FINA(74):  -3.02% Top=EFX FCFS BOH FMER DLLR USB ASBC TD ..... FHN JEF ACAS JNS TCB PHH CBOE MS=Bottom (Banks/Financials)
ENER(97):  -3.03% Top=HFC IOC ATW EXH ENB EPB PAA XOM ..... CRK OAS CPX SFY CRZO RES PDS ATPG=Bottom (Energy)
MATE(26):  -3.06% Top=WCN WM RSG CVA CLH SRCL EME SHAW ..... LEN MAS VMC MTZ RYL FWLT FLR MDR=Bottom (Materials & Construction)
TRAN(24):  -3.56% Top=CHRW TDW KEX GLNG ODFL HTLD CNI UPS ..... KSU DAL UAL TRN CNW LUV AAWW LCC=Bottom (Transportation)
CHEM(28):  -3.68% Top=SMG HUN RPM ASH PPG IFF VAL GRA ..... AGU DOW SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
MANU(41):  -3.85% Top=PNR KMT TYC MLI ROK CAT PCP TKR ..... FLS AOS GTI SPW TEX RBC GTLS MTW=Bottom (Manufacturing)
LEIS(26):  -4.04% Top=DPZ YUM MCD DRI SBUX GET EAT TXRH ..... PCLN CCL MGM MPEL WYNN MTN LVS 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 2:27 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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