Market Stats at 10:58 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
6.3% of stocks are above yesterday’s high.
26.3% are above yesterday’s midpoint. (73.7% are below.)
19.6% are below yesterday’s low.
74.1% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
51.9% of stocks with today’s low < yesterday’s low. (48.1% greater than).
EVIDENCE OF INTRADAY TREND
66.1% of stocks are above today’s open. (32.2% are below).
44.4% of stocks are above today’s open and yesterday’s close.
30.2% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.5% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
52.4% are in the top half . 47.6% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
10.8% are in the bottom 10%.
GAIN
48.4% of stocks are above yesterday’s close. (51.6% are below.)
1.6% are up 4.5% or more. 1.1% are down 4.5% or more.
2.3% are up 3.5% or more. 1.6% are down 3.5% or more.
70.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.6%…>=90:12.3%…>=80:18.5%…>=50:48.3%…<=20:18.0%…<=10:8.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.4%…>=50:75.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:79.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 19.6% below previous 1 lows
5.6% above previous 2 highs, 9.8% below previous 2 lows
5.5% above previous 3 highs, 6.8% below previous 3 lows
5.4% above previous 4 highs, 6.0% below previous 4 lows
5.3% above previous 5 highs, 5.3% below previous 5 lows
4.8% above previous 6 highs, 4.9% below previous 6 lows
4.6% above previous 7 highs, 3.6% below previous 7 lows
4.6% above previous 8 highs, 3.4% below previous 8 lows
4.6% above previous 9 highs, 2.5% below previous 9 lows
4.5% above previous 10 highs, 2.4% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 3.1% new lows
21d: 8.6% new highs, 3.0% new lows
42d: 7.4% new highs, 0.4% new lows
63d: 5.8% new highs, 0.3% new lows
126d: 3.6% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.6% above, 53.4% below
3-day: 33.3% above, 66.7% below
4-day: 44.8% above, 55.2% below
5-day: 49.8% above, 50.2% below
8-day: 58.8% above, 41.2% below
10-day: 67.5% above, 32.5% below
20-day: 76.8% above, 23.2% below
50-day: 83.9% above, 16.1% below
200-day: 63.2% above, 36.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.27% Top=HUN EMN ROC CYT POT CF MOS OLN ….. PPG SMG APD SIAL DOW MON PX FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.86% Top=CPHD FSLR KLAC TSL QLGC FSL TER CREE ….. AMD TEL MOLX PLXS ATML SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(34): 0.67% Top=HSC MCP EGO AEM AUY AUQ PAAS SSRI ….. AA JRCC ACI TIE X CNX AKS CLF=Bottom (Metals & Mining)
TRAN(25): 0.57% Top=UAL DAL JBHT LCC SWFT KSU CP LUV ….. KNX KEX CSX NSC EXPD FDX CHRW CNW=Bottom (Transportation)
COSW(59): 0.55% Top=INFA QLIK BSFT BYI BIDU TTWO ROVI SFLY ….. IRM MSFT TRI CPWR FFIV YNDX QSII ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.47% Top=RMD AGP CYH ZMH HNT CNC CI WCG ….. MOH VAR LIFE MDT HCA ESRX CFN CVD=Bottom (Health)
CONS(51): 0.23% Top=WMS NWL UA SCSS TPX CROX HBI GT ….. MWV AVP CL BMS CCK OI IP FOSL=Bottom (Consumer)
ENER(95): 0.17% Top=GDP SPN HAL BAS RIG EXXI KEG HFC ….. EGN WMB EPD NR KMI OAS CVX KMP=Bottom (Energy)
RETA(69): 0.09% Top=ANF PIR NFLX GNC AMZN ANN DLTR ORLY ….. CTAS JCP TIF DANG GME AN KMX BID=Bottom (Retail & Specialty Retail)
MANU(34): 0.03% Top=TKR MTW AOS TEX GTI JOY DOV ATU ….. PH CAT PPO AME RS PCP SWK ATI=Bottom (Manufacturing)
MATE(26): -0.32% Top=KBH DHI USG TOL MDR FWLT RSG PWR ….. MDC CX RYL LEN SHW MTH MTZ SHAW=Bottom (Materials & Construction)
DISV(37): -0.34% Top=SBAC ESI HTZ LPS URI CAR GPN URS ….. ATHN MCO PAYX ACTG MAN APOL DV RHI=Bottom (Diversified Services)
FINA(78): -0.42% Top=SIVB SF WFC BKU FNFG TCBI KCG SLM ….. EV AMP HCBK PHH TROW HBHC LM FII=Bottom (Banks/Financials)
REAL(62): -0.47% Top=DRE CBG BDN TWO ARR REG BMR BRE ….. HTS VTR EXR HPT LRY OHI NNN KIM=Bottom (Real Estate)
LEIS(23): -0.51% Top=EXPE MTN LVS HOT CCL YUM ARCO MGM ….. CAKE MCD WYN DRI MPEL BYD SBUX WEN=Bottom (Leisure)
INSU(32): -0.62% Top=AGO LNC ORI PRU TMK MET FNF AFL ….. ALL AIG CINF ACGL PGR TRV ACE CB=Bottom (Insurance)
COHW(42): -0.87% Top=CCI RIMM CCOI NIHD LXK AMT FIO PCS ….. APKT CSCO CIEN BRCD 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 10:58 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
