Market Stats at 3:19 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
89.6% of stocks are above yesterday’s high.
96.8% are above yesterday’s midpoint. (3.2% are below.)
0.8% are below yesterday’s low.
9.7% are inside yesterday’s range.
97.8% of stocks with today’s high > yesterday’s high. (2.2% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).
EVIDENCE OF INTRADAY TREND
69.5% of stocks are above today’s open. (29.8% are below).
69.3% of stocks are above today’s open and yesterday’s close.
2.7% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
27.7% of stocks are in the top 10% of today’s range.
40.2% are in the top 20%.
65.3% are in the top half . 34.7% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
97.2% of stocks are above yesterday’s close. (2.8% are below.)
43.3% are up 4.5% or more. 0.4% are down 4.5% or more.
62.3% are up 3.5% or more. 0.4% are down 3.5% or more.
6.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:21.8%…>=90:62.5%…>=80:86.4%…>=50:97.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:78.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
89.6% above previous 1 highs, 0.8% below previous 1 lows
85.1% above previous 2 highs, 0.6% below previous 2 lows
85.0% above previous 3 highs, 0.1% below previous 3 lows
84.6% above previous 4 highs, 0.1% below previous 4 lows
78.6% above previous 5 highs, 0.1% below previous 5 lows
74.6% above previous 6 highs, 0.1% below previous 6 lows
52.0% above previous 7 highs, 0.1% below previous 7 lows
34.1% above previous 8 highs, 0.1% below previous 8 lows
19.6% above previous 9 highs, 0.1% below previous 9 lows
16.0% above previous 10 highs, 0.1% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 1.0% new lows
21d: 12.5% new highs, 1.0% new lows
42d: 9.2% new highs, 0.5% new lows
63d: 8.5% new highs, 0.5% new lows
126d: 4.5% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.1% above, 2.9% below
3-day: 96.4% above, 3.6% below
4-day: 97.7% above, 2.3% below
5-day: 98.0% above, 2.0% below
8-day: 94.1% above, 5.9% below
10-day: 89.9% above, 10.1% below
20-day: 58.8% above, 41.2% below
50-day: 70.2% above, 29.8% below
200-day: 32.7% above, 67.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 7.44% Top=PCX ANR X BTU CENX AKS ACI STLD ….. ABX JAG SCCO SVM NEM RGLD SSRI PVR=Bottom (Metals & Mining)
MANU(37): 5.73% Top=MTW TEX RS ATI JOYG WWD CRS CMI ….. DE TYC GTLS SWK PCP AVY DOV PPO=Bottom (Manufacturing)
FINA(69): 5.47% Top=WDR MS JPM EWBC HBAN SBNY JNS EV ….. CME TD BNS FNFG ICE CBOE SF OCN=Bottom (Banks/Financials)
MATE(26): 5.05% Top=MDR LPX USG DAR KBH LEN OC PHM ….. FAST FWLT SHW MTZ WM RSG SHAW WCN=Bottom (Materials & Construction)
CHEM(29): 5.03% Top=ASH CE CBT ALB HUN ROC DOW SOA ….. MON SMG IPI AGU VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
ELEC(54): 4.96% Top=TSL SWKS TER NXPI RFMD VSH FSLR FCS ….. GRMN CREE TEL ATML PMCS GLW IPGP OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(58): 4.44% Top=CBG JLL SLG AIV LHO OHI HST CBL ….. DEI HCN PDM HTS O NLY DLR NNN=Bottom (Real Estate)
TRAN(18): 4.28% Top=TRN CNW LUV EXPD FDX DAL GLNG CSX ….. TDW UNP NSC CNI CP KSU UAL JBHT=Bottom (Transportation)
ENER(94): 4.28% Top=FST KEG SFY HAL LUFK CVE HLX PDS ….. SUN EEP EPB KMI CVI ETP MPC CJES=Bottom (Energy)
INSU(35): 4.14% Top=AIG LNC MET PRU HIG GNW PL ORI ….. HCC RE TMK SLF WSH ACGL PRE VR=Bottom (Insurance)
COHW(43): 3.98% Top=LEAP PCS JNPR ARUN ADTN PLCM JDSU TDC ….. NSR EQIX AMT BCE AAPL AMX APKT FIO=Bottom (Computer Hardware/Telecom)
LEIS(21): 3.92% Top=MPEL WYNN MGM LVS HOT EAT PENN PCLN ….. CCL SBUX CMG DRI YUM MCD EXPE DNKN=Bottom (Leisure)
COSW(63): 3.91% Top=LNKD FFIV ADSK CTXS SWI SFSF PMTC QLIK ….. VCLK ATVI BSFT IT BYI TTWO TIBX YNDX=Bottom (Computer Software/Internet)
HEAL(46): 3.84% Top=CYH ALGN STJ MASI WAT XRAY UNH BKD ….. BDX TMO DVA LH CVD WCG MAKO HCA=Bottom (Health)
DISV(40): 3.57% Top=MAN URI MCO ACTG R RHI ATHN HTZ ….. APOL FCN CACI VPRT ULTA CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 3.15% Top=GT OI BC LII XRX HAR EL IP ….. CL SCSS CHD CRI NWL NKE PVH RL=Bottom (Consumer)
RETA(69): 2.06% Top=BID SKS JCP FINL SWY RSH PSS WFM ….. TGT HD GNC ROST TIF LOW BBY 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 3:19 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
