daytrend

10/31/2011

Filed under: Market Stats — daytrend @ 10:23 am
Market Stats at 11:22 am ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
4.1% of stocks are above yesterday's high.
20.3% are above yesterday's midpoint.  (79.7% are below.)
46.1% are below yesterday's low.
49.8% are inside yesterday's range.
8.2% of stocks with today's high > yesterday's high.  (91.8% less than).
75.7% of stocks with today's low < yesterday's low.  (24.3% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today's open.  (55.8% are below).
12.2% of stocks are above today's open and yesterday's close.
55.3% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
5.9% of stocks are in the top 10% of today's range.
18.9% are in the top 20%.
49.5% are in the top half .  50.5% of stocks are in the bottom half of today's range.
26.6% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN
13.2% of stocks are above breakeven.  (86.8% are below b/e.)
0.2% are up 4.5% or more.  9.4% are down 4.5% or more.
0.2% are up 3.5% or more.  17.5% are down 3.5% or more.
31.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.5%...>=90:4.9%...>=80:9.4%...>=50:37.4%...<=20:6.7%...<=10:1.6%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.1%...>=50:89.2%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:89.7%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.1% above previous 1 highs, 46.1% below previous 1 lows
2.2% above previous 2 highs, 22.4% below previous 2 lows
2.2% above previous 3 highs, 2.5% below previous 3 lows
2.2% above previous 4 highs, 2.3% below previous 4 lows
2.2% above previous 5 highs, 2.2% below previous 5 lows
2.2% above previous 6 highs, 2.1% below previous 6 lows
2.2% above previous 7 highs, 0.8% below previous 7 lows
2.2% above previous 8 highs, 0.8% below previous 8 lows
2.2% above previous 9 highs, 0.7% below previous 9 lows
2.1% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  4.3% new highs, 0.3% new lows
21d:  4.3% new highs, 0.3% new lows
42d:  3.1% new highs, 0.3% new lows
63d:  3.0% new highs, 0.2% new lows
126d:  1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  12.7% above, 87.3% below
3-day:  15.6% above, 84.4% below
4-day:  44.3% above, 55.7% below
5-day:  65.8% above, 34.2% below
8-day:  77.9% above, 22.1% below
10-day:  83.7% above, 16.3% below
20-day:  91.6% above, 8.4% below
50-day:  87.7% above, 12.3% below
200-day:  36.5% above, 63.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -0.55% Top=DLR PPS ELS HCP FRT CUBE NLY HCN ..... CBL PCH LHO DRH MFA DDR CBG JLL=Bottom (Real Estate)
LEIS(27):  -0.74% Top=SBUX DPZ YUM PNK WYN PNRA CAKE MCD ..... PCLN WYNN HOT MAR HMIN EXPE ARCO MPEL=Bottom (Leisure)
CONS(55):  -0.87% Top=SKX SCSS CROX CTB WWW TPX VFC CHD ..... HBI CRI SEE TUP HAR LII OI FOSL=Bottom (Consumer)
RETA(73):  -0.94% Top=PIR CAB GNC DLTR IACI ROST BIG FDO ..... M AEO EBAY OMX CHS BID JNY DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -1.27% Top=HUM AGP HCA WLP MASI BSX CNC WCG ..... MDT LIFE HLS HNT SYK HOLX CI BKD=Bottom (Health)
TRAN(24):  -1.29% Top=UAL ODFL GLNG CHRW WERN NSC ALK UPS ..... LUV FDX TK TRN EXPD TDW HUBG LCC=Bottom (Transportation)
DISV(45):  -1.42% Top=HMSY VPRT RCII VRSK ULTA R CXW APOL ..... URI JEC ACTG MAN RRR ESI MELI RBA=Bottom (Diversified Services)
INSU(42):  -1.53% Top=MMC WSH AJG TMK PTP VR RNR WRB ..... MET AGO PRU HIG AIG MBI GNW LNC=Bottom (Insurance)
COSW(63):  -1.55% Top=SWI BSFT VCLK ACOM YNDX SXCI ADP IRM ..... AKAM PMTC LNKD QLIK SYMC YHOO SINA SOHU=Bottom (Computer Software/Internet)
COHW(45):  -1.73% Top=RCI NTGR AAPL BCE ADTN WIN SYNA FTR ..... JDSU TDS LXK PCS HPQ NIHD PLCM OCZ=Bottom (Computer Hardware/Telecom)
MATE(29):  -1.86% Top=SHAW SRCL MTZ FAST MDR RSG WCN SHW ..... TOL CVA FLR VMC MDC USG KBH PHM=Bottom (Materials & Construction)
FINA(85):  -2.09% Top=EFX FCFS CBOE USB BNS TCBI SUSQ CSH ..... LM BAC TCB GHL BLK JNS JEF MS=Bottom (Banks/Financials)
MANU(43):  -2.18% Top=PCP PPO PLL PNR ITW GTLS AOS IEX ..... GTI TEX RS DOV ENS ATI MTW RTI=Bottom (Manufacturing)
ELEC(62):  -2.59% Top=XLNX LSI PMCS SPRD ITRI BRKR MXIM TRMB ..... NVDA GLW VECO GTAT A FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.79% Top=VAL AGU SMG GRA SIAL DD PX RPM ..... DOW IFF CE EMN POT CYT IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.56% Top=PAA EPD NBR RES ETP ETE KMP NXY ..... WLL BRY OAS DNR RRC CRK ATPG VLO=Bottom (Energy)
META(38):  -3.81% Top=AEM IAG RGLD KGC ABX GG NEM SSRI ..... CMC SWC ACI CENX STLD AKS ANR JRCC=Bottom (Metals & Mining)

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 11:22 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
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