Market Stats at 9:38 am ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
14.3% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
1.9% are below yesterday’s low.
83.8% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
6.8% of stocks with today’s low < yesterday’s low. (93.2% greater than).
EVIDENCE OF INTRADAY TREND
53.5% of stocks are above today’s open. (41.8% are below).
34.9% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
22.0% of stocks are in the top 10% of today’s range.
35.9% are in the top 20%.
64.7% are in the top half . 35.3% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
6.7% are in the bottom 10%.
GAIN
48.9% of stocks are above yesterday’s close. (51.1% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.0% are up 3.5% or more. 0.0% are down 3.5% or more.
95.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.1%…>=90:1.5%…>=80:5.8%…>=50:66.5%…<=20:4.7%…<=10:1.8%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.3% above previous 1 highs, 1.9% below previous 1 lows
4.4% above previous 2 highs, 1.3% below previous 2 lows
2.9% above previous 3 highs, 0.9% below previous 3 lows
2.1% above previous 4 highs, 0.6% below previous 4 lows
1.9% above previous 5 highs, 0.6% below previous 5 lows
1.8% above previous 6 highs, 0.1% below previous 6 lows
1.8% above previous 7 highs, 0.1% below previous 7 lows
1.8% above previous 8 highs, 0.1% below previous 8 lows
1.8% above previous 9 highs, 0.1% below previous 9 lows
1.8% above previous 10 highs, 0.1% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.4% new highs, 0.5% new lows
21d: 2.4% new highs, 0.5% new lows
42d: 1.5% new highs, 0.4% new lows
63d: 1.4% new highs, 0.4% new lows
126d: 0.8% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.4% above, 54.6% below
3-day: 83.9% above, 16.1% below
4-day: 59.7% above, 40.3% below
5-day: 51.7% above, 48.3% below
8-day: 65.0% above, 35.0% below
10-day: 79.1% above, 20.9% below
20-day: 63.7% above, 36.3% below
50-day: 56.4% above, 43.6% below
200-day: 38.6% above, 61.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.04% Top=EXK SSRI PAAS EGO AUQ JRCC ANR KGC ….. STLD NUE HSC AKS AA WLT CLD X=Bottom (Metals & Mining)
CHEM(29): 0.15% Top=HUN FTK IPI CE MOS CF DOW AGU ….. ALB EMN ROC CYT ASH MON DD CBT=Bottom (Chemicals/Fertilizers)
COHW(42): 0.13% Top=RIMM CIEN FTR EQIX AMX LVLT EMC BCE ….. PCS FIO VZ TDC AMT FNSR TDS BRCD=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.11% Top=HCA HNT BDX ZMH HMA THC SYK CVD ….. MDT UHS UNH AET LNCR WLP BSX LIFE=Bottom (Health)
REAL(64): 0.11% Top=BMR IVR EQY HCN DDR LRY CMO HIW ….. CYS VNO NLY BPO TWO KIM EXR CIT=Bottom (Real Estate)
ELEC(50): 0.07% Top=SPRD FSLR AMAT TER ARMH KLAC IPGP SWKS ….. TEL VSH MOLX TRMB GLW ITRI AMD NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 0.02% Top=PXP BRY MMR NXY HES SD KMI FST ….. WTI MPC MWE CIE ESV OAS RDC KOG=Bottom (Energy)
TRAN(21): 0.02% Top=CP CSX UNP CNI CNW NSC GLNG TRN ….. LUV EXPD JBHT DAL JBLU ALK UAL LCC=Bottom (Transportation)
MANU(36): -0.04% Top=GTI ENS TEX DOV CAT PLL SPW DE ….. PH TKR AOS CLC JOY ATU AVY DRC=Bottom (Manufacturing)
INSU(37): -0.05% Top=SLF GNW UNM TMK AON AXS WSH PL ….. AIZ FNF ENH MET TRV PGR PRU AIG=Bottom (Insurance)
COSW(62): -0.08% Top=FTNT NLSN YNDX DRIV CA ADBE CDNS ROVI ….. MSCI AOL BYI SFLY CPWR LNKD N SINA=Bottom (Computer Software/Internet)
MATE(26): -0.12% Top=PWR FWLT CX EXP MTZ MDU MLM FLR ….. CVA FAST TOL LEN RYL LPX MAS KBH=Bottom (Materials & Construction)
LEIS(22): -0.12% Top=MPEL ARCO MGM WYNN HOT PCLN WYN MAR ….. LTM LVS DNKN DPZ CAKE MCD EXPE WEN=Bottom (Leisure)
DISV(38): -0.15% Top=HRB ACM KBR WTW FIS RRD APOL VPRT ….. RHI ADS HMSY GPN V RCII ATHN LRN=Bottom (Diversified Services)
CONS(49): -0.21% Top=GIL OI DBD GT PBI HAS WHR BLL ….. DECK HAR TPX SCSS LEG HBI VFC FOSL=Bottom (Consumer)
RETA(69): -0.21% Top=CSTR BID LINTA FDO AMZN URBN BBY NFLX ….. RSH MW ANN ORLY AAP TJX KMX SHLD=Bottom (Retail & Specialty Retail)
FINA(74): -0.29% Top=TD FII BEN AXP SLM BNS NYB ARCC ….. UMPQ SUSQ STI WDR BX ACAS JEF PHH=Bottom (Banks/Financials)
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 9:38 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
