Market Stats at 10:24 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
6.5% of stocks are above yesterday’s high.
28.0% are above yesterday’s midpoint. (72.0% are below.)
14.1% are below yesterday’s low.
79.3% are inside yesterday’s range.
12.1% of stocks with today’s high > yesterday’s high. (87.9% less than).
49.3% of stocks with today’s low < yesterday’s low. (50.7% greater than).
EVIDENCE OF INTRADAY TREND
74.2% of stocks are above today’s open. (24.4% are below).
51.9% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
19.3% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
64.5% are in the top half . 35.5% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
4.8% are in the bottom 10%.
GAIN
55.6% of stocks are above yesterday’s close. (44.4% are below.)
1.3% are up 4.5% or more. 1.1% are down 4.5% or more.
2.6% are up 3.5% or more. 1.6% are down 3.5% or more.
72.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.6%…>=90:12.1%…>=80:20.3%…>=50:51.9%…<=20:14.4%…<=10:6.4%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:8.0%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.5% above previous 1 highs, 14.1% below previous 1 lows
5.9% above previous 2 highs, 6.4% below previous 2 lows
5.5% above previous 3 highs, 4.4% below previous 3 lows
5.1% above previous 4 highs, 3.9% below previous 4 lows
4.6% above previous 5 highs, 3.6% below previous 5 lows
4.3% above previous 6 highs, 3.3% below previous 6 lows
4.1% above previous 7 highs, 2.8% below previous 7 lows
4.1% above previous 8 highs, 2.5% below previous 8 lows
4.1% above previous 9 highs, 2.1% below previous 9 lows
4.1% above previous 10 highs, 2.1% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 2.9% new lows
21d: 7.1% new highs, 2.8% new lows
42d: 5.9% new highs, 0.3% new lows
63d: 4.4% new highs, 0.3% new lows
126d: 2.8% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.4% above, 46.6% below
3-day: 37.0% above, 63.0% below
4-day: 47.7% above, 52.3% below
5-day: 52.6% above, 47.4% below
8-day: 62.0% above, 38.0% below
10-day: 70.3% above, 29.7% below
20-day: 78.3% above, 21.7% below
50-day: 84.5% above, 15.5% below
200-day: 63.7% above, 36.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.36% Top=EMN HUN ROC CYT MOS POT CF IPI ….. DOW IFF SMG SIAL APD PX MON FTK=Bottom (Chemicals/Fertilizers)
META(34): 1.02% Top=MCP HSC AEM AUQ SSRI AUY EGO ANR ….. ACI AKS TIE NUE AA X CNX CLF=Bottom (Metals & Mining)
ELEC(54): 0.89% Top=CPHD FSLR QLGC KLAC TSL FSL TER ONNN ….. MRVL IPGP MOLX ATML AMD SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(59): 0.61% Top=INFA QLIK BYI BSFT ROVI BIDU SFLY TIBX ….. FFIV SWI AKAM QSII VMW ARBA YNDX CPWR=Bottom (Computer Software/Internet)
HEAL(50): 0.60% Top=RMD CYH ZMH AGP HUM HNT WCG HRC ….. LIFE MDT THOR MAKO CVD CFN HCA ESRX=Bottom (Health)
MANU(34): 0.38% Top=TKR TEX MTW JOY DRC DOV AOS AGCO ….. AVY AME EMR PCP RS SWK PPO ATI=Bottom (Manufacturing)
ENER(95): 0.37% Top=SPN HAL RIG GDP BAS NE KEG EXXI ….. KOG KMI WMB EGN EPD CVX OAS KMP=Bottom (Energy)
CONS(51): 0.36% Top=WMS NWL SCSS UA TPX HBI CROX DECK ….. MWV CRI BMS AVP CL SEE IP FOSL=Bottom (Consumer)
TRAN(25): 0.30% Top=LCC UAL JBHT DAL CP JBLU SWFT KSU ….. CSX SAVE KNX FDX NSC EXPD CHRW CNW=Bottom (Transportation)
RETA(69): 0.19% Top=GNC PIR ANF AMZN DLTR SKS RSH BBY ….. CTAS CHS ARO BIG GME KMX BID AN=Bottom (Retail & Specialty Retail)
FINA(78): -0.14% Top=SIVB SLM SF FNFG BKU WFC BX CSH ….. PHH TROW HCBK TCB DFS HBHC LM FII=Bottom (Banks/Financials)
MATE(26): -0.18% Top=DHI KBH USG MDR TOL RSG MAS PHM ….. OC CX LEN SHW MTZ MTH SHAW MDC=Bottom (Materials & Construction)
DISV(37): -0.27% Top=HTZ SBAC CAR LPS GPN URI HMSY URS ….. PAYX ADS RCII MAN AAN APOL RHI DV=Bottom (Diversified Services)
LEIS(23): -0.31% Top=CCL LVS HOT MTN YUM EXPE DPZ DNKN ….. CMG WYN MCD DRI MPEL BYD SBUX WEN=Bottom (Leisure)
REAL(62): -0.45% Top=DRE CBG TWO ARR CIT ACC DCT O ….. PPS LRY HPT HTS CLP OHI NNN KIM=Bottom (Real Estate)
INSU(32): -0.58% Top=AGO ORI TMK SLF PRU MET FNF AFL ….. AIZ WRB ALL PGR HIG TRV ACE CB=Bottom (Insurance)
COHW(42): -0.86% Top=CCI RIMM NIHD LXK PLCM PCS VZ TDC ….. APKT BRCD CSCO CIEN FNSR 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 10:24 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/