Market Stats at 9:53 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
5.3% of stocks are above yesterday’s high.
27.0% are above yesterday’s midpoint. (73.0% are below.)
12.1% are below yesterday’s low.
82.6% are inside yesterday’s range.
9.4% of stocks with today’s high > yesterday’s high. (90.6% less than).
45.8% of stocks with today’s low < yesterday’s low. (54.3% greater than).
EVIDENCE OF INTRADAY TREND
78.0% of stocks are above today’s open. (19.8% are below).
51.5% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
10.6% of stocks opened above yesterday’s close. (85.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
19.4% of stocks are in the top 10% of today’s range.
37.3% are in the top 20%.
71.1% are in the top half . 28.9% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
56.8% of stocks are above yesterday’s close. (43.3% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.9% are up 3.5% or more. 1.5% are down 3.5% or more.
79.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.1%…>=90:13.3%…>=80:21.8%…>=50:52.1%…<=20:13.6%…<=10:6.8%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.8%…>=80:8.3%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:80.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.3% above previous 1 highs, 12.1% below previous 1 lows
4.9% above previous 2 highs, 5.6% below previous 2 lows
4.5% above previous 3 highs, 4.5% below previous 3 lows
4.3% above previous 4 highs, 4.3% below previous 4 lows
3.9% above previous 5 highs, 3.8% below previous 5 lows
3.5% above previous 6 highs, 3.3% below previous 6 lows
3.5% above previous 7 highs, 2.5% below previous 7 lows
3.5% above previous 8 highs, 2.3% below previous 8 lows
3.5% above previous 9 highs, 1.9% below previous 9 lows
3.5% above previous 10 highs, 1.8% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.5% new highs, 2.3% new lows
21d: 5.5% new highs, 2.1% new lows
42d: 4.8% new highs, 0.1% new lows
63d: 3.6% new highs, 0.1% new lows
126d: 2.5% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.3% above, 46.8% below
3-day: 38.3% above, 61.7% below
4-day: 48.1% above, 51.9% below
5-day: 53.4% above, 46.6% below
8-day: 61.4% above, 38.6% below
10-day: 69.9% above, 30.1% below
20-day: 78.6% above, 21.4% below
50-day: 84.3% above, 15.7% below
200-day: 63.2% above, 36.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.76% Top=SOA EMN HUN ROC CYT CE MOS POT ….. SIAL WPZ SMG PX IFF MON FUL FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.92% Top=CPHD QLGC FSLR TSL KLAC CY ONNN TER ….. MOLX AMD GLW SPRD SNDK MRVL CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.66% Top=RMD CYH AGP NUVA HRC UHS ZMH WLP ….. LIFE DGX VAR MOH CVD CFN ESRX HCA=Bottom (Health)
COSW(59): 0.45% Top=INFA QLIK BYI BIDU TIBX SFLY PMTC VRSN ….. CTXS SLH TRIP ADSK FFIV ARBA CPWR YNDX=Bottom (Computer Software/Internet)
META(34): 0.25% Top=MCP HSC AEM AUQ ANR AUY SSRI FCX ….. STLD SWC TIE AA CNX AKS X CLF=Bottom (Metals & Mining)
ENER(95): 0.25% Top=RIG SPN BAS HAL WFT HFC SLB BHI ….. GPOR CRK WMB EGN EPD CVX OAS KMP=Bottom (Energy)
MATE(26): 0.24% Top=DHI KBH USG MDR MAS EXP FWLT RYL ….. OC LPX MTH LEN SHW SHAW PWR MTZ=Bottom (Materials & Construction)
MANU(34): 0.21% Top=TKR TEX MTW DOV DRC JOY GTI WWD ….. CMI GE DE KMT RS ATI PPO PCP=Bottom (Manufacturing)
CONS(51): 0.16% Top=WMS NWL HBI SCSS BC CCK HAS GIL ….. COH AVP RKT HAR DECK IP CL FOSL=Bottom (Consumer)
FINA(78): 0.06% Top=SIVB SLM BXS GS USB ZION FNFG NTRS ….. TROW JEF FII HEK DFS HBHC PHH LM=Bottom (Banks/Financials)
TRAN(25): -0.02% Top=JBHT CP UNP KSU LCC CNI UPS UAL ….. DAL FDX EXPD NSC JBLU KEX SAVE CNW=Bottom (Transportation)
RETA(69): -0.06% Top=PIR ANF ORLY DLTR AMZN GNC RSH SKS ….. GME TJX ARO CHS BID BIG SHLD NFLX=Bottom (Retail & Specialty Retail)
REAL(62): -0.15% Top=DRE TWO DFT ACC REG SLG ARR VNO ….. PPS HPT EXR SUI HTS KIM OHI NNN=Bottom (Real Estate)
LEIS(23): -0.28% Top=LVS DNKN MTN ARCO MAR HOT CCL EXPE ….. MPEL PCLN EAT MCD DRI BYD SBUX WEN=Bottom (Leisure)
DISV(37): -0.30% Top=HTZ LPS CAR RRD GPN HMSY URI KBR ….. V RCII AAN VPRT ATHN APOL RHI DV=Bottom (Diversified Services)
INSU(32): -0.43% Top=LNC MET AGO SLF ORI TMK AIG AFL ….. AIZ VR WRB ALL PGR TRV ACE CB=Bottom (Insurance)
COHW(42): -1.01% Top=RIMM CCI NIHD FIO VZ LXK TDC AAPL ….. CSCO APKT LEAP FNSR ARUN 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 9:53 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
