Market Stats at 11:29 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
9.1% of stocks are above yesterday’s high.
34.9% are above yesterday’s midpoint. (65.1% are below.)
13.4% are below yesterday’s low.
77.5% are inside yesterday’s range.
16.3% of stocks with today’s high > yesterday’s high. (83.8% less than).
52.4% of stocks with today’s low < yesterday’s low. (47.6% greater than).
EVIDENCE OF INTRADAY TREND
74.5% of stocks are above today’s open. (24.4% are below).
58.1% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
19.5% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
70.0% are in the top half . 30.0% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.3% are in the bottom 10%.
GAIN
61.8% of stocks are above yesterday’s close. (38.2% are below.)
1.8% are up 4.5% or more. 0.8% are down 4.5% or more.
4.3% are up 3.5% or more. 1.5% are down 3.5% or more.
67.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.9%…>=90:15.3%…>=80:23.8%…>=50:56.4%…<=20:13.8%…<=10:6.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.3%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.1% above previous 1 highs, 13.4% below previous 1 lows
7.8% above previous 2 highs, 6.6% below previous 2 lows
7.4% above previous 3 highs, 4.5% below previous 3 lows
6.9% above previous 4 highs, 4.1% below previous 4 lows
6.9% above previous 5 highs, 3.5% below previous 5 lows
6.4% above previous 6 highs, 3.1% below previous 6 lows
6.3% above previous 7 highs, 2.5% below previous 7 lows
6.3% above previous 8 highs, 2.4% below previous 8 lows
6.1% above previous 9 highs, 2.1% below previous 9 lows
6.1% above previous 10 highs, 2.1% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 3.1% new lows
21d: 9.9% new highs, 3.0% new lows
42d: 8.4% new highs, 0.4% new lows
63d: 6.5% new highs, 0.3% new lows
126d: 4.1% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.9% above, 40.1% below
3-day: 43.9% above, 56.1% below
4-day: 52.8% above, 47.3% below
5-day: 57.0% above, 43.0% below
8-day: 63.5% above, 36.5% below
10-day: 69.6% above, 30.4% below
20-day: 78.6% above, 21.4% below
50-day: 84.1% above, 15.9% below
200-day: 64.0% above, 36.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.40% Top=HUN EMN ROC POT OLN CF CYT MOS ….. PPG FTK APD DOW SMG SIAL MON PX=Bottom (Chemicals/Fertilizers)
META(34): 1.34% Top=HSC EGO MCP AUY AEM SSRI ANR PAAS ….. ACI SXC NUE SCCO X TIE CNX CLF=Bottom (Metals & Mining)
ELEC(55): 1.18% Top=CPHD FSLR RFMD TSL KLAC QLGC OVTI NXPI ….. TEL IPGP ATML PLXS MOLX CAVM SPRD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 1.08% Top=UAL LCC JBHT DAL SWFT LUV KSU NAT ….. CSX KEX TDW NSC EXPD FDX CHRW CNW=Bottom (Transportation)
COSW(59): 0.95% Top=INFA QLIK BSFT PMTC SFLY BYI TIBX ACOM ….. VRSN MSFT QSII FFIV CPWR IRM YNDX ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.73% Top=RMD CYH AGP WCG CNC HNT HMA CI ….. MOH MDT LIFE VAR CFN CVD HCA ESRX=Bottom (Health)
ENER(95): 0.56% Top=WNR GDP BAS SPN HFC CVI TSO HAL ….. WMB NR EGN KMI EPD OAS CVX KMP=Bottom (Energy)
CONS(51): 0.40% Top=WMS NWL UA SCSS HBI CROX GT TPX ….. PG KMB CL LEG IP BMS HAR FOSL=Bottom (Consumer)
MANU(34): 0.34% Top=MTW TKR TEX AOS ATU GTI WWD DOV ….. CMI AME EMR CAT RS PCP SWK ATI=Bottom (Manufacturing)
RETA(69): 0.20% Top=ANF PIR DANG NFLX M FL ANN GNC ….. TGT ROST GME AEO KMX AN JCP BID=Bottom (Retail & Specialty Retail)
FINA(78): 0.03% Top=SIVB SF BXS ZION GS TCBI WFC PBCT ….. HCBK EV DFS AMP TROW HBHC LM FII=Bottom (Banks/Financials)
DISV(37): -0.03% Top=SBAC CAR HTZ VPRT ESI WTW HMSY LPS ….. ACTG AAN MCO APOL PAYX MAN DV RHI=Bottom (Diversified Services)
MATE(26): -0.05% Top=KBH DHI USG TOL PHM MAS MLM FLR ….. MDC LEN CX MTZ SHAW MTH SHW RYL=Bottom (Materials & Construction)
REAL(62): -0.16% Top=DRE DCT CBL CBG SUI BXP TWO KRC ….. MAC HCN VTR HTS BPO HPT NNN KIM=Bottom (Real Estate)
LEIS(23): -0.27% Top=HOT MTN LVS EXPE PCLN MGM CCL DPZ ….. MCD DNKN WYN DRI BYD MPEL SBUX WEN=Bottom (Leisure)
INSU(32): -0.29% Top=AGO ORI PRU LNC TMK MET MBI FNF ….. PGR CINF HIG WRB ACGL TRV ACE CB=Bottom (Insurance)
COHW(42): -0.44% Top=CCI CCOI RIMM NIHD LXK AMT FIO TDC ….. QCOM CSCO CIEN BRCD FNSR JNPR JDSU 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 11:29 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
