Market Stats at 1:08 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
9.6% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
19.5% are below yesterday’s low.
70.9% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
55.5% of stocks with today’s low < yesterday’s low. (44.5% greater than).
EVIDENCE OF INTRADAY TREND
68.9% of stocks are above today’s open. (29.5% are below).
51.9% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
14.2% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
59.5% are in the top half . 40.5% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
4.8% are in the bottom 10%.
GAIN
55.0% of stocks are above yesterday’s close. (45.0% are below.)
2.9% are up 4.5% or more. 1.3% are down 4.5% or more.
4.5% are up 3.5% or more. 1.8% are down 3.5% or more.
62.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.6%…>=90:16.0%…>=80:23.6%…>=50:53.3%…<=20:18.5%…<=10:8.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.8%…>=80:9.0%…>=50:77.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:81.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.6% above previous 1 highs, 19.5% below previous 1 lows
8.6% above previous 2 highs, 9.8% below previous 2 lows
8.0% above previous 3 highs, 6.8% below previous 3 lows
7.5% above previous 4 highs, 6.1% below previous 4 lows
7.4% above previous 5 highs, 5.5% below previous 5 lows
7.1% above previous 6 highs, 4.8% below previous 6 lows
6.8% above previous 7 highs, 3.8% below previous 7 lows
6.8% above previous 8 highs, 3.3% below previous 8 lows
6.6% above previous 9 highs, 2.6% below previous 9 lows
6.5% above previous 10 highs, 2.4% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 3.4% new lows
21d: 11.1% new highs, 3.3% new lows
42d: 9.5% new highs, 0.5% new lows
63d: 7.4% new highs, 0.4% new lows
126d: 4.6% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.9% above, 46.1% below
3-day: 41.0% above, 59.0% below
4-day: 49.9% above, 50.1% below
5-day: 53.9% above, 46.1% below
8-day: 60.3% above, 39.8% below
10-day: 68.4% above, 31.6% below
20-day: 77.6% above, 22.4% below
50-day: 84.0% above, 16.0% below
200-day: 63.9% above, 36.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.65% Top=HSC EGO SSRI ANR AEM PCX MCP PAAS ….. CLD ACI UXG FCX AA SCCO TIE CLF=Bottom (Metals & Mining)
ELEC(55): 1.18% Top=CPHD FSLR TSL QLGC RFMD KLAC OVTI TER ….. MCHP TEL AMAT SPRD MOLX PLXS CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 1.17% Top=HUN EMN ROC CF OLN CE POT IPI ….. WPZ APD SMG SIAL DOW PX MON FTK=Bottom (Chemicals/Fertilizers)
COSW(59): 1.00% Top=INFA BSFT QLIK SFLY BIDU TIBX TTWO BYI ….. ADSK IGT TRI ADP IRM MSFT YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 0.87% Top=UAL LCC JBHT SWFT DAL LUV SAVE NAT ….. FDX JBLU CSX KEX TDW NSC EXPD CHRW=Bottom (Transportation)
HEAL(50): 0.69% Top=RMD WCG AGP HNT CYH CNC CI HRC ….. CVD BSX HLS LIFE CFN ESRX VAR HCA=Bottom (Health)
ENER(95): 0.59% Top=GDP BAS SPN WNR CVI HAL CIE HFC ….. EGN PXD CRK KMI CVX EPD OAS KMP=Bottom (Energy)
MANU(34): 0.52% Top=MTW TKR AOS TEX ATU ETN DOV GTI ….. ITW PLL RS CAT AVY MHK SWK ATI=Bottom (Manufacturing)
CONS(51): 0.14% Top=WMS NWL UA LULU HBI DECK SCSS PAY ….. ENR PG CL IP BMS HAR LEG FOSL=Bottom (Consumer)
RETA(69): 0.09% Top=PIR NFLX DANG ANF PSS CSTR ANN WSM ….. GME TGT ROST AEO SHLD BID KMX AN=Bottom (Retail & Specialty Retail)
REAL(62): -0.14% Top=DRE TWO KRC CBL BMR OFC CBG SUI ….. DDR HTS BAM BPO NNN AIV HPT KIM=Bottom (Real Estate)
DISV(37): -0.21% Top=ESI SBAC HTZ CAR LPS URS WTW MELI ….. ATHN APOL PAYX SAI ACTG MAN DV RHI=Bottom (Diversified Services)
FINA(78): -0.24% Top=SIVB SF FNFG GS HBAN ZION BXS WFC ….. DFS EV HCBK AMP TROW HBHC LM FII=Bottom (Banks/Financials)
LEIS(23): -0.40% Top=EXPE LVS HOT YUM PCLN MGM MTN CAKE ….. MCD DNKN WYN DRI BYD SBUX MPEL WEN=Bottom (Leisure)
INSU(32): -0.44% Top=ORI AGO PRU LNC TMK MET PL MBI ….. WSH BRO CINF TRV WRB ACGL ACE CB=Bottom (Insurance)
MATE(26): -0.45% Top=USG TOL FLR PWR DHI RSG KBH SHAW ….. PHM MTZ MTH SHW WCN LPX MDC RYL=Bottom (Materials & Construction)
COHW(42): -0.54% Top=CCI CCOI RIMM LXK NIHD AMT EQIX MSI ….. CSCO LEAP BRCD CIEN JNPR JDSU FNSR 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 1:08 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
