daytrend

01/27/2012

Filed under: Market Stats — daytrend @ 9:13 am

PRE – Market Stats at 9:13 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 549.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
3.1% of stocks are above yesterday’s high.
20.8% are above yesterday’s midpoint. (79.2% are below.)
15.7% are below yesterday’s low.
81.2% are inside yesterday’s range.
3.1% of stocks with today’s high > yesterday’s high. (96.9% less than).
15.7% of stocks with today’s low < yesterday’s low. (84.3% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
42.4% of stocks opened above yesterday’s close. (57.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half . 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
42.4% of stocks are above yesterday’s close. (57.6% are below.)
1.6% are up 4.5% or more. 0.7% are down 4.5% or more.
2.2% are up 3.5% or more. 0.9% are down 3.5% or more.
78.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.7%…>=90:9.1%…>=80:18.8%…>=50:46.8%…<=20:18.9%…<=10:8.6%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.6%…>=50:76.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:79.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.1% above previous 1 highs, 15.7% below previous 1 lows
2.7% above previous 2 highs, 7.1% below previous 2 lows
2.7% above previous 3 highs, 4.4% below previous 3 lows
2.2% above previous 4 highs, 3.6% below previous 4 lows
2.2% above previous 5 highs, 3.1% below previous 5 lows
2.2% above previous 6 highs, 2.9% below previous 6 lows
2.2% above previous 7 highs, 2.4% below previous 7 lows
2.2% above previous 8 highs, 2.2% below previous 8 lows
2.2% above previous 9 highs, 1.6% below previous 9 lows
2.2% above previous 10 highs, 1.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.0% new highs, 0.5% new lows
21d: 2.0% new highs, 0.5% new lows
42d: 1.6% new highs, 0.0% new lows
63d: 1.3% new highs, 0.0% new lows
126d: 0.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.4% above, 57.6% below
3-day: 34.1% above, 65.9% below
4-day: 45.7% above, 54.3% below
5-day: 50.8% above, 49.2% below
8-day: 57.2% above, 42.8% below
10-day: 65.8% above, 34.2% below
20-day: 76.1% above, 23.9% below
50-day: 84.5% above, 15.5% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(26): 2.34% Top=SOA EMN HUN ROC SIAL FTK PPG CE ….. IPI IFF DOW ASH PX DD MOS POT=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.35% Top=CPHD SLAB QLGC KLAC ATML OVTI NVDA ADI ….. GLW CRUS BRCM SPRD MRVL LSI MXIM FSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(31): 0.30% Top=NWL BKI GT XRX EL HBI BMS UA ….. OI DECK LULU PG WHR RKT WMS FOSL=Bottom (Consumer)
HEAL(18): 0.29% Top=RMD HOLX CI CVD CVH ZMH UNH BCR ….. LIFE HNT BSX HRC MOH MDT NUVA ALR=Bottom (Health)
ENER(67): 0.12% Top=RIG HAL EGN KWK SPN FST FTI NFX ….. APA CHK PVX VLO KMI CVX KMP OAS=Bottom (Energy)
COSW(42): 0.09% Top=INFA VRSN TIBX QLIK NUAN ARBA CTSH IRM ….. CTXS RHT ADSK BMC CRM VMW TRI FFIV=Bottom (Computer Software/Internet)
REAL(35): -0.01% Top=NNN BPO SNH BXP DDR DEI VNO ARR ….. CPT UDR BAM MAC GGP CBG OHI KIM=Bottom (Real Estate)
RETA(41): -0.06% Top=CHS ARO IACI DDS BBY GME KR AEO ….. LOW GES JCP DANG FL KORS GNC LINTA=Bottom (Retail & Specialty Retail)
TRAN(19): -0.07% Top=GLNG JBHT LUV NAT TDW KSU JBLU KEX ….. FDX SWFT NSC UNP LCC DAL EXPD CHRW=Bottom (Transportation)
FINA(54): -0.14% Top=KKR HEK KCG AMTD CME BLK KEY CYN ….. BKU JPM HCBK BAC MS JNS TROW ASBC=Bottom (Banks/Financials)
MANU(27): -0.21% Top=KMT PH AOS EMR AGCO GDI PNR TYC ….. CAT DE TEX JOY CMI RS SWK TKR=Bottom (Manufacturing)
DISV(20): -0.25% Top=ULTA HTZ V VPRT FISV GPN SBAC RRD ….. TSS FIS RHI MELI AAN LPS ADS DV=Bottom (Diversified Services)
LEIS(13): -0.29% Top=ARCO MPEL CCL WYNN DPZ YUM CMG MCD ….. YUM CMG MCD LVS EAT MGM SBUX WEN=Bottom (Leisure)
INSU(26): -0.56% Top=TRV GNW UNM PRU BRO WSH TMK SLF ….. ORI MET AIG ACE MBI ALL HIG CB=Bottom (Insurance)
META(33): -0.57% Top=RGLD SXC CLD SWC TIE STLD IAG SSRI ….. SCCO AKS X PCX JRCC ANR NUE CLF=Bottom (Metals & Mining)
MATE(19): -0.58% Top=DHI RSG TOL LPX WCN WM FLR MAS ….. USG CX OC SHW LEN MTH RYL KBH=Bottom (Materials & Construction)
COHW(33): -1.56% Top=FIO TDC IBM HRS PCS T OCZ BCE ….. LEAP FNSR JDSU CIEN APKT ARUN JNPR RVBD=Bottom (Computer Hardware/Telecom)

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.
PRE – Market Stats at 9:13 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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