Market Stats at 12:39 pm 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
90.3% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.9% are below yesterday’s low.
8.8% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
1.7% of stocks with today’s low < yesterday’s low. (98.3% greater than).
EVIDENCE OF INTRADAY TREND
64.8% of stocks are above today’s open. (33.8% are below).
64.6% of stocks are above today’s open and yesterday’s close.
2.8% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
63.4% are in the top half . 36.6% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
8.1% are in the bottom 10%.
GAIN
97.1% of stocks are above yesterday’s close. (2.9% are below.)
39.1% are up 4.5% or more. 0.3% are down 4.5% or more.
59.8% are up 3.5% or more. 0.3% are down 3.5% or more.
5.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:20.7%…>=90:60.8%…>=80:85.0%…>=50:98.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:74.7%…<=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
90.3% above previous 1 highs, 0.9% below previous 1 lows
84.1% above previous 2 highs, 0.9% below previous 2 lows
84.0% above previous 3 highs, 0.1% below previous 3 lows
83.0% above previous 4 highs, 0.1% below previous 4 lows
76.0% above previous 5 highs, 0.1% below previous 5 lows
71.4% above previous 6 highs, 0.1% below previous 6 lows
49.7% above previous 7 highs, 0.1% below previous 7 lows
33.7% above previous 8 highs, 0.1% below previous 8 lows
18.3% above previous 9 highs, 0.1% below previous 9 lows
14.8% above previous 10 highs, 0.1% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 0.6% new lows
21d: 11.7% new highs, 0.6% new lows
42d: 8.8% 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: 97.1% above, 2.9% below
3-day: 96.7% above, 3.3% below
4-day: 98.0% above, 2.0% below
5-day: 98.1% above, 1.9% below
8-day: 94.9% above, 5.1% below
10-day: 89.3% above, 10.7% below
20-day: 57.3% above, 42.7% below
50-day: 69.3% above, 30.7% below
200-day: 32.2% above, 67.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.67% Top=PCX ANR X ACI BTU STLD CENX AKS ….. IAG ABX SVM NEM RGLD SSRI JAG PVR=Bottom (Metals & Mining)
MANU(37): 6.12% Top=MTW TEX RS JOYG ATI CRS CMI TKR ….. GTLS PLL TYC DOV PCP SWK AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.19% Top=ASH CE CBT ALB HUN ROC DOW SOA ….. IPI AGU PX MON VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
ELEC(54): 5.01% Top=TSL SWKS RFMD NXPI CAVM FCS FSLR VECO ….. BRCM PMCS IPGP GRMN ATML TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 4.78% Top=LPX MDR KBH USG DAR LEN OC RYL ….. MDU MTZ RSG SHW FWLT WM WCN SHAW=Bottom (Materials & Construction)
FINA(69): 4.32% Top=WDR MS JPM IVZ EV EWBC JEF PHH ….. SLM ICE DFS NYB FNFG SF CBOE OCN=Bottom (Banks/Financials)
ENER(94): 4.28% Top=FST SFY KEG CVE HP LUFK HAL HLX ….. PAA EPB SWN MPC EEP EPD ETP CJES=Bottom (Energy)
LEIS(21): 4.17% Top=MPEL WYNN MGM LVS ARCO HOT PCLN CCL ….. SBUX DPZ YUM CMG DRI MCD DNKN EXPE=Bottom (Leisure)
COSW(63): 4.15% Top=FFIV SWI ADSK CTXS RHT CNQR SFSF PMTC ….. MDRX BYI SOHU GOOG VCLK IRM DNB YNDX=Bottom (Computer Software/Internet)
TRAN(18): 4.10% Top=TRN CNW EXPD FDX CSX GLNG CHRW UPS ….. UNP CP CNI TDW KSU JBHT DAL UAL=Bottom (Transportation)
COHW(43): 4.07% Top=LEAP PCS ARUN PLCM TDC JNPR ADTN JDSU ….. FTR VZ NSR BCE CTL WIN AAPL APKT=Bottom (Computer Hardware/Telecom)
CONS(49): 3.74% Top=GT OI UFS LII XRX HAR BC EL ….. CRI KMB PVH CL NWL CHD RL NKE=Bottom (Consumer)
DISV(40): 3.63% Top=MAN URI RHI MCO R ACTG HTZ CAR ….. TSS FCN CACI VPRT ULTA WTW CXW SFLY=Bottom (Diversified Services)
HEAL(46): 3.54% Top=ALGN WAT STJ CYH HOLX ESRX MASI VAR ….. TMO MAKO DVA BDX LH CVD WCG HCA=Bottom (Health)
INSU(35): 3.37% Top=AIG LNC HIG MET PRU GNW AFL UNM ….. TMK WSH WRB RE AON PRE VR ACGL=Bottom (Insurance)
REAL(58): 3.29% Top=JLL CBG AIV SLG LHO HST OHI CBL ….. HCN SNH HTS PDM O NLY DLR NNN=Bottom (Real Estate)
RETA(69): 2.31% Top=BID SKS FINL WHR ARO RSH JCP BKE ….. TGT CHS DG BBY ANN TIF LOW 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 12:39 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
