Market Stats at 10:06 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
32.4% of stocks are above yesterday’s high.
82.8% are above yesterday’s midpoint. (17.2% are below.)
2.9% are below yesterday’s low.
64.7% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
10.5% of stocks with today’s low < yesterday’s low. (89.5% greater than).
EVIDENCE OF INTRADAY TREND
66.4% of stocks are above today’s open. (31.0% are below).
53.9% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
36.0% of stocks are in the top 10% of today’s range.
50.7% are in the top 20%.
78.3% are in the top half . 21.7% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
3.0% are in the bottom 10%.
GAIN
63.5% of stocks are above yesterday’s close. (36.5% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.0% are down 3.5% or more.
85.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.8%…>=90:2.9%…>=80:11.9%…>=50:74.5%…<=20:3.8%…<=10:1.1%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.4% above previous 1 highs, 2.9% below previous 1 lows
14.0% above previous 2 highs, 2.0% below previous 2 lows
8.6% above previous 3 highs, 1.6% below previous 3 lows
7.7% above previous 4 highs, 1.0% below previous 4 lows
7.1% above previous 5 highs, 0.8% below previous 5 lows
6.7% above previous 6 highs, 0.4% below previous 6 lows
6.4% above previous 7 highs, 0.3% below previous 7 lows
6.4% above previous 8 highs, 0.3% below previous 8 lows
6.4% above previous 9 highs, 0.3% below previous 9 lows
6.4% above previous 10 highs, 0.3% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.1% new highs, 0.8% new lows
21d: 5.1% new highs, 0.8% new lows
42d: 3.3% new highs, 0.4% new lows
63d: 2.9% new highs, 0.4% new lows
126d: 1.8% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.1% above, 39.9% below
3-day: 85.7% above, 14.3% below
4-day: 70.2% above, 29.8% below
5-day: 61.1% above, 38.9% below
8-day: 70.2% above, 29.8% below
10-day: 80.9% above, 19.1% below
20-day: 66.5% above, 33.5% below
50-day: 57.6% above, 42.4% below
200-day: 38.8% above, 61.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.77% Top=SSRI JRCC MCP PAAS EXK AUQ ANR PCX ….. HSC TIE NUE WLT NEM JAG AA CLD=Bottom (Metals & Mining)
ENER(94): 0.61% Top=MMR SD ATPG NXY BRY OIS WFT KEG ….. EPD BAS NBL OAS ETE UPL MWE SFY=Bottom (Energy)
CHEM(29): 0.59% Top=CF FTK HUN POT MOS CE IPI ALB ….. APD MON CYT PX IFF CBT DD ASH=Bottom (Chemicals/Fertilizers)
REAL(64): 0.44% Top=NNN REG DRE IVR BMR DDR O EQY ….. FRT ARR EXR CYS TWO KIM NLY CIT=Bottom (Real Estate)
TRAN(21): 0.38% Top=CP CNI TDW DAL UNP NSC CSX KSU ….. JBLU FDX TRN EXPD ALK JBHT LCC GLNG=Bottom (Transportation)
HEAL(43): 0.31% Top=HCA CYH THC HMA UHS CVD BDX ZMH ….. MDT WLP TMO XRAY WCG AET LIFE MAKO=Bottom (Health)
ELEC(50): 0.31% Top=GTAT CREE FSLR TER AMAT CY IPGP SPRD ….. CPHD APH MOLX GRMN ALTR GLW ITRI NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.27% Top=FTR RIMM CIEN PCS NTAP LVLT EMC RVBD ….. VZ VIP WIN TDS AMT TDC FNSR BRCD=Bottom (Computer Hardware/Telecom)
MANU(36): 0.15% Top=TEX AGCO GTI SPW ATI CAT RS DE ….. AVY TYC SWK JOY PH AOS KMT ATU=Bottom (Manufacturing)
LEIS(22): 0.10% Top=MGM MPEL WYNN WYN HOT MAR CCL PENN ….. EAT DPZ YUM EXPE MCD PCLN LTM WEN=Bottom (Leisure)
MATE(26): 0.09% Top=CX MTZ MDR SHAW FWLT PWR FLR MLM ….. RSG LPX FAST LEN RYL USG KBH MAS=Bottom (Materials & Construction)
COSW(62): 0.05% Top=CDNS SFLY TRI YNDX ROVI ADBE CTSH MDRX ….. ARBA ACOM AOL SWI LNKD SINA QLIK CPWR=Bottom (Computer Software/Internet)
CONS(49): 0.04% Top=OI GT WHR DBD GIL CROX MWV ECL ….. UA KMB JAH TPX LEG XRX VFC FOSL=Bottom (Consumer)
INSU(37): 0.01% Top=SLF AON AFG PL LNC VR AIZ AFL ….. ORI ACGL ENH RE TRV PGR AXS MBI=Bottom (Insurance)
DISV(38): -0.03% Top=HRB ACM URI KBR FIS RRD TSS CXW ….. RCII V ATHN MCO MELI SBAC HMSY CAR=Bottom (Diversified Services)
RETA(69): -0.15% Top=BID LINTA BBY SVU FDO URBN AEO NFLX ….. WAG MW ANN GPS EXPR TJX ROST SHLD=Bottom (Retail & Specialty Retail)
FINA(74): -0.27% Top=TD BNS ARCC NYB TROW PBCT AINV NDAQ ….. BX FHN WDR FMER FITB JNS UBSI CBOE=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 10:06 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
