Market Stats at 12:10 pm 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
7.6% of stocks are above yesterday’s high.
29.8% are above yesterday’s midpoint. (70.3% are below.)
22.6% are below yesterday’s low.
69.8% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.8% less than).
54.6% of stocks with today’s low < yesterday’s low. (45.4% greater than).
EVIDENCE OF INTRADAY TREND
65.0% of stocks are above today’s open. (33.8% are below).
45.0% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.6% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
50.5% are in the top half . 49.5% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
9.4% are in the bottom 10%.
GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
2.6% are up 4.5% or more. 1.0% are down 4.5% or more.
3.6% are up 3.5% or more. 1.8% are down 3.5% or more.
67.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.5%…>=90:12.9%…>=80:20.3%…>=50:49.1%…<=20:19.3%…<=10:8.6%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.9%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:80.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.6% above previous 1 highs, 22.6% below previous 1 lows
6.6% above previous 2 highs, 11.0% below previous 2 lows
6.5% above previous 3 highs, 7.2% below previous 3 lows
6.0% above previous 4 highs, 6.6% below previous 4 lows
5.9% above previous 5 highs, 6.1% below previous 5 lows
5.4% above previous 6 highs, 4.9% below previous 6 lows
5.4% above previous 7 highs, 3.8% below previous 7 lows
5.4% above previous 8 highs, 3.4% below previous 8 lows
5.4% above previous 9 highs, 2.9% below previous 9 lows
5.4% above previous 10 highs, 2.6% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.4% new highs, 3.1% new lows
21d: 10.4% new highs, 3.0% new lows
42d: 8.9% new highs, 0.4% new lows
63d: 6.8% new highs, 0.3% new lows
126d: 4.1% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.3% above, 53.8% below
3-day: 35.8% above, 64.3% below
4-day: 47.0% above, 53.0% below
5-day: 51.0% above, 49.0% below
8-day: 58.1% above, 41.9% below
10-day: 66.3% above, 33.8% below
20-day: 76.8% above, 23.3% below
50-day: 84.1% above, 15.9% below
200-day: 63.6% above, 36.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.35% Top=HSC SSRI EGO AEM MCP ANR AUY PAAS ….. UXG JRCC X AA SCCO CNX TIE CLF=Bottom (Metals & Mining)
CHEM(28): 1.07% Top=HUN EMN ROC OLN CF POT CE MOS ….. PPG APD SMG SIAL DOW PX MON FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): 0.92% Top=CPHD FSLR QLGC TSL RFMD KLAC TER OVTI ….. AMAT LSI IPGP PLXS MOLX SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.88% Top=UAL LCC JBHT DAL SWFT SAVE LUV KSU ….. CSX TDW KEX FDX NSC EXPD CNW CHRW=Bottom (Transportation)
COSW(59): 0.81% Top=INFA BSFT QLIK SFLY TIBX PMTC BIDU TTWO ….. TRI ADP ADSK IRM MSFT CPWR YNDX ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.45% Top=RMD AGP WCG CYH HNT CNC HRC CI ….. LIFE HLS CFN XRAY HCA VAR ESRX CVD=Bottom (Health)
ENER(95): 0.40% Top=GDP BAS SPN HFC CIE CVI HAL WNR ….. WMB KMI NR EGN EPD CVX OAS KMP=Bottom (Energy)
MANU(34): 0.24% Top=MTW TKR AOS TEX ATU DOV GTI WWD ….. ROK CMI MHK CAT PCP RS ATI SWK=Bottom (Manufacturing)
CONS(51): 0.07% Top=WMS NWL UA HBI LULU CROX PKG TPX ….. BMS CRI CL ENR WWW HAR LEG FOSL=Bottom (Consumer)
RETA(69): -0.18% Top=PIR NFLX DANG ANF CSTR ANN GNC FL ….. GES GME AEO KR ROST KMX AN BID=Bottom (Retail & Specialty Retail)
FINA(78): -0.29% Top=SIVB SF GS FNFG KCG ZION WDR BXS ….. AMP TROW DFS EV HCBK HBHC FII LM=Bottom (Banks/Financials)
DISV(37): -0.37% Top=SBAC HTZ CAR ESI WTW URS MELI HMSY ….. ACTG MCO SAI APOL PAYX MAN RHI DV=Bottom (Diversified Services)
REAL(62): -0.38% Top=TWO DRE CBL KRC DCT CBG SUI IVR ….. MAC HTS DDR AIV BPO HPT NNN KIM=Bottom (Real Estate)
INSU(32): -0.44% Top=ORI AGO PRU LNC GNW TMK FNF MET ….. BRO CINF TRV HIG WRB ACGL ACE CB=Bottom (Insurance)
COHW(42): -0.52% Top=CCI CCOI RIMM NIHD LXK PCS AMT TDC ….. QCOM CSCO BRCD CIEN JNPR FNSR JDSU RVBD=Bottom (Computer Hardware/Telecom)
MATE(26): -0.53% Top=USG DHI KBH TOL FLR RSG PWR PHM ….. LPX SHW LEN CX WCN MTH MDC RYL=Bottom (Materials & Construction)
LEIS(23): -0.71% Top=EXPE LVS HOT MTN YUM PCLN DPZ CAKE ….. EAT DNKN WYN DRI MPEL BYD SBUX WEN=Bottom (Leisure)
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 12:10 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
