Market Stats at 10:44 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
5.8% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
19.9% are below yesterday’s low.
74.3% are inside yesterday’s range.
13.8% of stocks with today’s high > yesterday’s high. (86.2% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).
EVIDENCE OF INTRADAY TREND
66.7% of stocks are above today’s open. (31.3% are below).
44.6% of stocks are above today’s open and yesterday’s close.
29.8% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.9% of stocks are in the top 10% of today’s range.
17.3% are in the top 20%.
53.9% are in the top half . 46.1% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
13.1% are in the bottom 10%.
GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
1.8% are up 4.5% or more. 1.1% are down 4.5% or more.
2.5% are up 3.5% or more. 1.6% are down 3.5% or more.
70.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.0%…>=90:11.4%…>=80:17.4%…>=50:48.3%…<=20:18.5%…<=10:8.9%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.3%…>=50:75.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:78.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.8% above previous 1 highs, 19.9% below previous 1 lows
5.1% above previous 2 highs, 8.8% below previous 2 lows
5.0% above previous 3 highs, 6.5% below previous 3 lows
4.8% above previous 4 highs, 5.9% below previous 4 lows
4.6% above previous 5 highs, 5.1% below previous 5 lows
4.3% above previous 6 highs, 4.5% below previous 6 lows
4.1% above previous 7 highs, 3.5% below previous 7 lows
4.1% above previous 8 highs, 3.1% below previous 8 lows
4.1% above previous 9 highs, 2.9% below previous 9 lows
4.1% above previous 10 highs, 2.8% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.3% new highs, 3.0% new lows
21d: 8.3% new highs, 2.9% new lows
42d: 7.0% new highs, 0.4% new lows
63d: 5.4% new highs, 0.3% new lows
126d: 3.4% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.1% above, 53.9% below
3-day: 31.9% above, 68.1% below
4-day: 44.6% above, 55.4% below
5-day: 49.2% above, 50.8% below
8-day: 59.6% above, 40.4% below
10-day: 67.8% above, 32.2% below
20-day: 77.1% above, 22.9% below
50-day: 83.5% above, 16.5% below
200-day: 63.0% above, 37.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.11% Top=EMN HUN ROC CYT CE POT OLN MOS ….. IFF SMG SIAL APD DOW MON PX FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.87% Top=CPHD FSLR KLAC QLGC TSL TER NXPI CREE ….. TEL GLW MOLX AMD ATML SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(34): 0.72% Top=HSC MCP AEM EGO AUY AUQ SSRI WLT ….. ACI AA NUE AKS CNX X TIE CLF=Bottom (Metals & Mining)
COSW(59): 0.49% Top=INFA QLIK BSFT BYI BIDU SFLY TTWO PMTC ….. AKAM TRIP FFIV TRI CPWR QSII YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 0.44% Top=UAL LCC DAL JBHT SWFT LUV CP KSU ….. KEX KNX CSX EXPD FDX NSC CHRW CNW=Bottom (Transportation)
HEAL(50): 0.38% Top=RMD CYH AGP ZMH CNC HNT WCG HRC ….. XRAY MDT THOR LIFE HCA ESRX CVD CFN=Bottom (Health)
ENER(95): 0.27% Top=SPN BAS HAL GDP KWK KEG NE EXXI ….. WMB EGN KMI EPD NR OAS CVX KMP=Bottom (Energy)
CONS(51): 0.26% Top=WMS NWL SCSS TPX UA CROX HBI DECK ….. CL CCK SEE OI MWV BMS FOSL IP=Bottom (Consumer)
MANU(34): 0.15% Top=TKR MTW TEX JOY GTI DRC AOS ETN ….. PH EMR AME PPO RS PCP SWK ATI=Bottom (Manufacturing)
RETA(69): 0.14% Top=PIR ANF NFLX GNC PSS DLTR ORLY SKS ….. TGT DANG CHS TIF BID GME KMX AN=Bottom (Retail & Specialty Retail)
DISV(37): -0.28% Top=ESI SBAC HTZ URI CAR GPN HMSY LPS ….. ADS ATHN ACTG PAYX MAN APOL DV RHI=Bottom (Diversified Services)
MATE(26): -0.32% Top=DHI KBH MDR USG TOL RSG PHM WM ….. CX RYL SHW LEN MTH MDC MTZ SHAW=Bottom (Materials & Construction)
LEIS(23): -0.32% Top=LVS EXPE HOT MTN CCL YUM DNKN MGM ….. CAKE WYN MCD DRI MPEL BYD SBUX WEN=Bottom (Leisure)
FINA(78): -0.45% Top=SIVB SF SLM KCG BX BKU WFC FNFG ….. TCB JEF HCBK TROW PHH HBHC LM FII=Bottom (Banks/Financials)
REAL(62): -0.62% Top=DRE TWO CBG BDN ARR CIT DCT KRC ….. PPS FRT EXR HPT LRY OHI NNN KIM=Bottom (Real Estate)
INSU(32): -0.72% Top=AGO ORI PRU TMK FNF MET LNC AJG ….. ALL CINF ACGL PGR HIG TRV ACE CB=Bottom (Insurance)
COHW(42): -1.00% Top=CCI RIMM NIHD PLCM CCOI LXK AMT VZ ….. APKT CSCO BRCD 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 10:44 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
