Market Stats at 9:45 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
4.9% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
11.9% are below yesterday’s low.
83.3% are inside yesterday’s range.
7.8% of stocks with today’s high > yesterday’s high. (92.3% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.8% greater than).
EVIDENCE OF INTRADAY TREND
79.3% of stocks are above today’s open. (18.8% are below).
51.7% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
10.6% of stocks opened above yesterday’s close. (85.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
28.7% of stocks are in the top 10% of today’s range.
45.1% are in the top 20%.
76.4% are in the top half . 23.6% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.9% are in the bottom 10%.
GAIN
56.1% of stocks are above yesterday’s close. (43.9% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 1.1% are down 3.5% or more.
80.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.6%…>=90:13.3%…>=80:22.0%…>=50:51.4%…<=20:13.0%…<=10:5.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.9%…>=80:7.9%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:80.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.9% above previous 1 highs, 11.9% below previous 1 lows
4.4% above previous 2 highs, 5.8% below previous 2 lows
4.3% above previous 3 highs, 4.3% below previous 3 lows
4.1% above previous 4 highs, 3.6% below previous 4 lows
4.0% above previous 5 highs, 3.1% below previous 5 lows
3.6% above previous 6 highs, 2.9% below previous 6 lows
3.5% above previous 7 highs, 2.4% below previous 7 lows
3.4% above previous 8 highs, 2.4% below previous 8 lows
3.4% above previous 9 highs, 2.0% below previous 9 lows
3.4% above previous 10 highs, 1.8% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.6% new highs, 2.3% new lows
21d: 4.6% new highs, 2.1% new lows
42d: 4.0% new highs, 0.1% new lows
63d: 3.1% new highs, 0.1% new lows
126d: 2.3% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.3% above, 46.8% below
3-day: 37.5% above, 62.5% below
4-day: 46.5% above, 53.5% below
5-day: 53.1% above, 46.9% below
8-day: 61.3% above, 38.7% below
10-day: 69.4% above, 30.6% below
20-day: 77.8% above, 22.3% below
50-day: 84.3% above, 15.7% below
200-day: 62.9% above, 37.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.89% Top=SOA EMN HUN ROC CYT CE MOS POT ….. MON PX WPZ SIAL FUL AGU IFF APD=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.81% Top=CPHD QLGC FSLR TSL KLAC CY TER ONNN ….. ATML PMCS LSI GLW MRVL SNDK CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.53% Top=RMD ALGN ALR AGP UHS WLP CYH HUM ….. BAX SYK VAR MOH ESRX CFN CVD HCA=Bottom (Health)
COSW(59): 0.51% Top=INFA VRSN QLIK BIDU TIBX SFLY PMTC ACOM ….. ADBE CTXS SLH YNDX ARBA FFIV TRIP CPWR=Bottom (Computer Software/Internet)
MATE(26): 0.43% Top=DHI KBH USG RYL MDR PHM LEN TOL ….. WCN WM FWLT RSG SHW PWR MTZ SHAW=Bottom (Materials & Construction)
MANU(34): 0.24% Top=TEX TKR JOY DRC MTW GTI WWD AGCO ….. GDI AOS GE SWK RS PPO ATI PCP=Bottom (Manufacturing)
ENER(95): 0.21% Top=RIG SPN HAL WFT KEG BHI WLL NBR ….. CRK WMB KMI EGN EPD CVX OAS KMP=Bottom (Energy)
META(34): 0.20% Top=MCP AEM HSC AUQ ANR WLT SSRI AUY ….. STLD SWC JRCC X AA TIE AKS CLF=Bottom (Metals & Mining)
CONS(51): 0.13% Top=NWL WMS CROX CCK BC SCSS GIL MAT ….. GT HAR RKT MWV IP AVP CL FOSL=Bottom (Consumer)
FINA(78): 0.07% Top=SIVB SLM BXS USB FNFG HBAN RF CFR ….. JNS AMG TROW HBHC FII PHH DFS LM=Bottom (Banks/Financials)
TRAN(25): 0.06% Top=JBHT CP UAL UPS CNI KSU UNP TDW ….. KEX NSC EXPD LCC CHRW JBLU SAVE CNW=Bottom (Transportation)
RETA(69): -0.00% Top=ANF PIR AMZN CSTR WFM FINL SKS EBAY ….. WAG TJX KORS KMX CTAS NFLX GME DANG=Bottom (Retail & Specialty Retail)
LEIS(23): -0.20% Top=DNKN ARCO CCL CAKE MAR MTN HOT LVS ….. EAT PCLN MCD DRI MGM BYD SBUX WEN=Bottom (Leisure)
REAL(62): -0.22% Top=DRE TWO CIT ACC SLG REG TCO SUI ….. PDM VTR HCP EXR HTS KIM NNN OHI=Bottom (Real Estate)
DISV(37): -0.33% Top=MELI HTZ HMSY ESI URI RRD GPN CAR ….. RCII CXW AAN MAN VPRT APOL RHI DV=Bottom (Diversified Services)
INSU(32): -0.36% Top=LNC ORI AFL AGO MET MMC AJG SLF ….. AIZ PRU PGR GNW TRV HIG ACE CB=Bottom (Insurance)
COHW(42): -1.05% Top=RIMM NIHD FIO CCI VZ TDC NTAP LXK ….. CSCO APKT LEAP OCZ CIEN JDSU 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 9:45 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
