Market Stats at 3:49 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
1.8% of stocks are above yesterday's high.
10.3% are above yesterday's midpoint.  (89.7% are below.)
47.2% are below yesterday's low.
51.1% are inside yesterday's range.
11.4% of stocks with today's high > yesterday's high.  (88.6% less than).
66.4% of stocks with today's low < yesterday's low.  (33.6% greater than).

EVIDENCE OF INTRADAY TREND
26.4% of stocks are above today's open.  (72.5% are below).
6.8% of stocks are above today's open and yesterday's close.
72.4% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.1% of stocks are in the top 10% of today's range.
1.1% are in the top 20%.
14.7% are in the top half .  85.3% of stocks are in the bottom half of today's range.
52.5% are in the bottom 20%.
30.3% are in the bottom 10%.

GAIN
7.6% of stocks are above breakeven.  (92.4% are below b/e.)
0.1% are up 4.5% or more.  17.3% are down 4.5% or more.
0.4% are up 3.5% or more.  29.2% are down 3.5% or more.
14.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.4%...>=80:1.4%...>=50:8.9%...<=20:49.2%...<=10:25.2%...<=5:7.4%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:10.6%...<=20:2.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:9.3%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 47.2% below previous 1 lows
0.8% above previous 2 highs, 44.2% below previous 2 lows
0.1% above previous 3 highs, 43.8% below previous 3 lows
0.1% above previous 4 highs, 26.3% below previous 4 lows
0.1% above previous 5 highs, 21.8% below previous 5 lows
0.1% above previous 6 highs, 19.1% below previous 6 lows
0.0% above previous 7 highs, 19.0% below previous 7 lows
0.0% above previous 8 highs, 19.0% below previous 8 lows
0.0% above previous 9 highs, 19.0% below previous 9 lows
0.0% above previous 10 highs, 19.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 23.2% new lows
21d:  0.4% new highs, 23.2% new lows
42d:  0.1% new highs, 15.4% new lows
63d:  0.0% new highs, 15.3% new lows
126d:  0.0% new highs, 14.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  7.0% above, 93.0% below
3-day:  13.3% above, 86.7% below
4-day:  8.2% above, 91.8% below
5-day:  9.0% above, 91.0% below
8-day:  18.5% above, 81.5% below
10-day:  12.8% above, 87.2% below
20-day:  11.6% above, 88.4% below
50-day:  12.4% above, 87.6% below
200-day:  10.9% above, 89.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -1.50% Top=HCA EW LNCR VAR BAX HS COO WLP ..... ESRX HUM CYH MAKO BSX ZMH ALR NUVA=Bottom (Health)
INSU(39):  -1.58% Top=AXS WRB RNR RE ACGL TRH CB WSH ..... CNO CLGX MBI AIG MET LNC GNW HIG=Bottom (Insurance)
REAL(68):  -1.95% Top=TWO NLY DLR CYS HTS MFA NNN STWD ..... KIM AXP CIT BPO CBL SLG CBG JLL=Bottom (Real Estate)
META(39):  -2.29% Top=KGC GG SVM EGO AUY ABX NEM IAG ..... CENX AA ACI ANR CLF BTU JRCC PCX=Bottom (Metals & Mining)
RETA(70):  -2.30% Top=WAG BIG ROST AZO KSS NFLX SHLD WMT ..... JNY TIF DKS WSM FL TSCO CSTR BID=Bottom (Retail & Specialty Retail)
COHW(43):  -2.46% Top=EQIX RCI AMT APKT BCE VZ T PANL ..... CIEN PCS DELL JDSU HPQ JNPR IDCC NIHD=Bottom (Computer Hardware/Telecom)
DISV(44):  -2.59% Top=VRSK VPRT GPN FISV FCN ADS TSS URI ..... SFLY R ATHN MELI ULTA EDU KBR JEC=Bottom (Diversified Services)
COSW(71):  -2.59% Top=YOKU FTNT SLH ATVI ERTS BR JKHY RAX ..... FFIV DRIV N AKAM ADSK SOHU YNDX RENN=Bottom (Computer Software/Internet)
MATE(26):  -2.88% Top=WCN WM RSG SRCL CVA CLH EME FAST ..... MDC VMC LEN MTZ FLR MAS FWLT MDR=Bottom (Materials & Construction)
ELEC(58):  -2.91% Top=SPRD GRMN SNDK OVTI LRCX MXIM TER KLAC ..... APH CREE NXPI MOLX SWKS CRUS ITRI VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(97):  -3.11% Top=IOC HFC EXH ATW EPB PAA ENB KMP ..... NBR SM CRK RES SFY CPX PDS ATPG=Bottom (Energy)
FINA(74):  -3.14% Top=BOH DLLR CSE FMER EFX FCFS AMTD TD ..... ZION IVZ FHN CBOE JNS LAZ TCB MS=Bottom (Banks/Financials)
CONS(55):  -3.35% Top=CTB KMB NWL PG ECL CHD CL AVP ..... PVH HAR LULU LIZ CROX RL FOSL LII=Bottom (Consumer)
TRAN(24):  -3.66% Top=CHRW GLNG ODFL TDW KEX UPS HTLD CNI ..... CSX DAL UAL TRN CNW AAWW LUV LCC=Bottom (Transportation)
CHEM(28):  -3.80% Top=RPM SMG ASH HUN PX PPG IFF SIAL ..... DOW AGU SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
MANU(41):  -3.88% Top=PNR PCP TKR CAT MLI KMT DOV PPO ..... CMI FLS AOS GTI GTLS TEX RBC MTW=Bottom (Manufacturing)
LEIS(26):  -3.93% Top=DPZ YUM MCD DRI SBUX TXRH EAT CMG ..... CCL PCLN MGM MTN LVS MPEL 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 3:49 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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