Market Stats at 11:42 am ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
92.4% of stocks are above yesterday’s high.
98.2% are above yesterday’s midpoint. (1.8% are below.)
0.6% are below yesterday’s low.
7.0% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
1.5% of stocks with today’s low < yesterday’s low. (98.5% greater than).
EVIDENCE OF INTRADAY TREND
69.2% of stocks are above today’s open. (29.6% are below).
69.2% of stocks are above today’s open and yesterday’s close.
1.3% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
25.6% of stocks are in the top 10% of today’s range.
39.8% are in the top 20%.
72.9% are in the top half . 27.1% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
3.3% are in the bottom 10%.
GAIN
98.7% of stocks are above yesterday’s close. (1.3% are below.)
42.9% are up 4.5% or more. 0.3% are down 4.5% or more.
61.7% are up 3.5% or more. 0.3% are down 3.5% or more.
4.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:23.0%…>=90:61.3%…>=80:85.8%…>=50:98.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
92.4% above previous 1 highs, 0.6% below previous 1 lows
86.5% above previous 2 highs, 0.6% below previous 2 lows
86.4% above previous 3 highs, 0.3% below previous 3 lows
85.2% above previous 4 highs, 0.3% below previous 4 lows
78.5% above previous 5 highs, 0.3% below previous 5 lows
73.0% above previous 6 highs, 0.3% below previous 6 lows
51.5% above previous 7 highs, 0.3% below previous 7 lows
35.9% above previous 8 highs, 0.3% below previous 8 lows
19.8% above previous 9 highs, 0.3% below previous 9 lows
15.9% above previous 10 highs, 0.3% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.2% new highs, 0.6% new lows
21d: 11.5% new highs, 0.6% new lows
42d: 8.7% new highs, 0.3% new lows
63d: 8.3% new highs, 0.3% new lows
126d: 4.3% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.6% above, 1.4% below
3-day: 97.6% above, 2.4% below
4-day: 97.8% above, 2.2% below
5-day: 98.0% above, 2.0% below
8-day: 95.9% above, 4.1% below
10-day: 90.1% above, 9.9% below
20-day: 57.5% above, 42.5% below
50-day: 68.2% above, 31.8% below
200-day: 32.4% above, 67.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.71% Top=PCX ANR X ACI BTU AKS STLD CENX ….. KGC JAG ABX RGLD IAG NEM SSRI PVR=Bottom (Metals & Mining)
MANU(37): 6.31% Top=MTW TEX RS ATI JOYG TKR CRS WWD ….. PLL DE TYC DOV SWK PCP AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.48% Top=ASH CE CBT ALB HUN ROC DOW CYT ….. AGU IPI PX MON VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 5.15% Top=LPX KBH MDR USG LEN OC RYL DAR ….. RSG MDU MTZ WM SHW WCN FWLT SHAW=Bottom (Materials & Construction)
ELEC(54): 4.81% Top=TSL SWKS CAVM FCS RFMD NXPI FSLR MOLX ….. SPRD GRMN SNPS IPGP BRCM TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 4.72% Top=FST KEG SFY CVE CAM NBR NXY REXX ….. EPB MWE PAA ETE EPD CJES ETP EEP=Bottom (Energy)
FINA(69): 4.35% Top=WDR MS LM JPM EV PHH EWBC PFG ….. DFS KEY SLM FNFG NYB CMA CBOE OCN=Bottom (Banks/Financials)
COHW(43): 4.24% Top=LEAP PCS ARUN PLCM JNPR TDC FIO ADTN ….. T BCE NSR VZ CTL AAPL WIN APKT=Bottom (Computer Hardware/Telecom)
TRAN(18): 4.13% Top=TRN CNW EXPD FDX GLNG TDW CSX LUV ….. NSC CNI CHRW KSU UNP JBHT DAL UAL=Bottom (Transportation)
CONS(49): 4.11% Top=GT BC OI EL UFS LII HAR IP ….. RL CRI NWL KMB CCK NKE CL CHD=Bottom (Consumer)
COSW(63): 4.10% Top=FFIV SWI ADSK SFSF CTXS RHT PMTC CNQR ….. BYI MDRX MSFT SOHU DNB IRM ATVI YNDX=Bottom (Computer Software/Internet)
LEIS(21): 4.05% Top=MPEL WYNN MGM LVS HOT CCL ARCO PCLN ….. SBUX DPZ YUM CMG DRI MCD EXPE DNKN=Bottom (Leisure)
HEAL(46): 3.76% Top=WAT ALGN STJ HOLX CYH UNH VAR ESRX ….. DVA RMD LH CVD BDX MAKO WCG HCA=Bottom (Health)
DISV(40): 3.70% Top=MAN RHI URI ACTG R MCO ATHN SAI ….. TSS DV ULTA FCN CACI WTW CXW SFLY=Bottom (Diversified Services)
INSU(35): 3.40% Top=AIG LNC PRU GNW HIG MET AFL UNM ….. WSH RE WRB AON PRE ACGL VR ORI=Bottom (Insurance)
REAL(58): 3.20% Top=JLL CBG SLG AIV HST LHO OFC OHI ….. ACC MFA PDM HTS DLR O NLY NNN=Bottom (Real Estate)
RETA(69): 2.83% Top=BID SKS FINL WSM SHLD RSH WHR BKE ….. SVU CHS TGT TIF ANN ROST DG NFLX=Bottom (Retail & Specialty Retail)
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 11:42 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
