Market Stats at 9:37 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
2.8% of stocks are above yesterday’s high.
21.3% are above yesterday’s midpoint. (78.7% are below.)
14.1% are below yesterday’s low.
83.1% are inside yesterday’s range.
5.5% of stocks with today’s high > yesterday’s high. (94.5% less than).
43.7% of stocks with today’s low < yesterday’s low. (56.3% greater than).
EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open. (25.2% are below).
42.7% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
10.6% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
69.0% are in the top half . 31.0% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.9% are in the bottom 10%.
GAIN
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.5% are up 3.5% or more. 1.1% are down 3.5% or more.
83.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.8%…>=90:9.5%…>=80:17.9%…>=50:46.8%…<=20:16.9%…<=10:8.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.8%…>=80:6.6%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:79.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.8% above previous 1 highs, 14.1% below previous 1 lows
2.6% above previous 2 highs, 7.1% below previous 2 lows
2.5% above previous 3 highs, 4.9% below previous 3 lows
2.4% above previous 4 highs, 4.5% below previous 4 lows
2.3% above previous 5 highs, 3.5% below previous 5 lows
2.0% above previous 6 highs, 3.1% below previous 6 lows
2.0% above previous 7 highs, 2.4% below previous 7 lows
2.0% above previous 8 highs, 2.3% below previous 8 lows
2.0% above previous 9 highs, 1.8% below previous 9 lows
2.0% above previous 10 highs, 1.6% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 2.0% new lows
21d: 3.8% new highs, 1.9% new lows
42d: 3.3% new highs, 0.1% new lows
63d: 2.6% new highs, 0.1% new lows
126d: 1.8% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 44.6% above, 55.4% below
3-day: 32.2% above, 67.8% below
4-day: 44.4% above, 55.6% below
5-day: 50.7% above, 49.3% below
8-day: 58.4% above, 41.6% below
10-day: 68.0% above, 32.0% below
20-day: 77.3% above, 22.7% below
50-day: 83.9% above, 16.1% below
200-day: 62.7% above, 37.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.71% Top=SOA EMN ROC HUN CYT CE OLN GRA ….. MON IFF WPZ PX APD SMG AGU FUL=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.58% Top=CPHD QLGC KLAC FSLR CY TER TSL ONNN ….. ATML LSI PLXS SNDK SPRD CAVM FSL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.30% Top=RMD AGP MAKO WLP HUM AET ISRG HLS ….. THC VAR CFN BKD MOH NUVA CVD HCA=Bottom (Health)
COSW(59): 0.23% Top=INFA QLIK BIDU VRSN TIBX SFLY CERN OTEX ….. ADSK ADBE CTXS VMW ROVI TRIP FFIV CPWR=Bottom (Computer Software/Internet)
MATE(26): 0.18% Top=DHI USG TOL MDR LEN KBH PHM FAST ….. EXP MLM FWLT WM MTZ PWR SHAW CX=Bottom (Materials & Construction)
ENER(95): 0.14% Top=SPN RIG HAL CIE COG BHI WFT WLL ….. EGN TSO WMB CRK CVX EPD KMP OAS=Bottom (Energy)
MANU(34): 0.04% Top=DRC TKR TEX GTI AGCO MTW DOV JOY ….. ROK GE RS AOS SWK ATI PCP PPO=Bottom (Manufacturing)
CONS(51): 0.02% Top=NWL LII CROX BLL CCK OI BMS GIL ….. RKT XRX MWV CL HAR PAY GT FOSL=Bottom (Consumer)
TRAN(25): -0.03% Top=JBHT CP TDW UPS DAL TRN CNI JBLU ….. KEX NSC FDX CHRW LCC EXPD SAVE CNW=Bottom (Transportation)
RETA(69): -0.07% Top=JCP SHLD M AMZN DDS CSTR DLTR ORLY ….. AN GME CTAS NFLX KORS GNC BID DANG=Bottom (Retail & Specialty Retail)
META(33): -0.16% Top=HSC WLT ANR AEM AUQ ACI SXC SSRI ….. TIE X AA JRCC NUE AKS STLD CLF=Bottom (Metals & Mining)
FINA(78): -0.31% Top=SIVB SLM FNFG CSH BXS USB EWBC CFR ….. AMG HCBK MS FII JEF LM TROW DFS=Bottom (Banks/Financials)
REAL(62): -0.37% Top=DRE ARR SLG TWO BMR ACC CIT NLY ….. CBL PDM PPS HTS VTR KIM NNN OHI=Bottom (Real Estate)
LEIS(23): -0.44% Top=ARCO CCL MAR EXPE LVS DNKN MTN DPZ ….. EAT MPEL MCD DRI MGM SBUX WEN BYD=Bottom (Leisure)
DISV(37): -0.52% Top=ESI MA LPS HMSY HTZ RRD WTW KBR ….. AAN MELI ULTA APOL MAN VPRT RHI DV=Bottom (Diversified Services)
INSU(32): -0.74% Top=AGO AJG AXS ORI TMK AFL MET PRU ….. AIZ AON PGR ALL HIG GNW ACE CB=Bottom (Insurance)
COHW(42): -1.25% Top=RIMM FIO NIHD VZ NTAP CCOI LXK WIN ….. FNSR LEAP APKT JDSU ARUN CIEN 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.
Market Stats at 9:37 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
