daytrend

01/27/2012

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 1:39 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
11.9% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
15.0% are below yesterday’s low.
73.1% are inside yesterday’s range.
19.3% of stocks with today’s high > yesterday’s high. (80.8% less than).
55.6% of stocks with today’s low < yesterday’s low. (44.4% greater than).

EVIDENCE OF INTRADAY TREND
76.8% of stocks are above today’s open. (22.0% are below).
59.4% of stocks are above today’s open and yesterday’s close.
20.8% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.9% of stocks are in the top 10% of today’s range.
40.4% are in the top 20%.
71.5% are in the top half . 28.5% of stocks are in the bottom half of today’s range.
6.6% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
62.4% of stocks are above yesterday’s close. (37.6% are below.)
3.4% are up 4.5% or more. 1.1% are down 4.5% or more.
5.3% are up 3.5% or more. 1.5% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:17.6%…>=80:27.6%…>=50:57.4%…<=20:14.4%…<=10:7.0%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:9.6%…>=50:79.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.9% above previous 1 highs, 15.0% below previous 1 lows
10.9% above previous 2 highs, 7.6% below previous 2 lows
10.3% above previous 3 highs, 5.6% below previous 3 lows
9.3% above previous 4 highs, 5.5% below previous 4 lows
9.0% above previous 5 highs, 4.9% below previous 5 lows
8.8% above previous 6 highs, 4.4% below previous 6 lows
8.5% above previous 7 highs, 3.3% below previous 7 lows
8.3% above previous 8 highs, 2.8% below previous 8 lows
8.1% above previous 9 highs, 2.1% below previous 9 lows
8.1% above previous 10 highs, 2.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.8% new highs, 3.5% new lows
21d: 11.8% new highs, 3.4% new lows
42d: 10.1% new highs, 0.5% new lows
63d: 7.6% new highs, 0.4% new lows
126d: 4.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.8% above, 39.2% below
3-day: 47.8% above, 52.3% below
4-day: 54.3% above, 45.8% below
5-day: 58.5% above, 41.5% below
8-day: 63.1% above, 36.9% below
10-day: 71.1% above, 28.9% below
20-day: 79.0% above, 21.0% below
50-day: 84.8% above, 15.2% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.90% Top=HSC EGO ANR PCX SSRI AEM MCP PAAS ….. CLD ACI UXG AA SCCO FCX TIE CLF=Bottom (Metals & Mining)
CHEM(28): 1.36% Top=HUN EMN ROC CF OLN CE POT IPI ….. APD WPZ SMG SIAL DOW PX FTK MON=Bottom (Chemicals/Fertilizers)
ELEC(55): 1.25% Top=CPHD FSLR TSL RFMD QLGC KLAC OVTI FSL ….. SPRD AMAT TEL LSI MOLX PLXS CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(59): 1.18% Top=INFA BSFT QLIK SFLY BIDU TIBX BYI TTWO ….. ADBE FFIV ADP TRI IRM MSFT YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 1.10% Top=UAL LCC JBHT DAL SWFT LUV NAT SAVE ….. FDX CNW CSX TDW KEX EXPD NSC CHRW=Bottom (Transportation)
HEAL(50): 0.95% Top=RMD WCG AGP HNT CNC CYH CI HRC ….. XRAY BSX LIFE MDT CFN ESRX VAR HCA=Bottom (Health)
ENER(95): 0.86% Top=GDP BAS SPN WNR KEG HFC SGY HAL ….. EGN WMB KMI PXD CVX EPD OAS KMP=Bottom (Energy)
MANU(34): 0.69% Top=MTW TKR AOS TEX ATU ETN WWD DOV ….. CMI PLL EMR ITW ROK AVY ATI SWK=Bottom (Manufacturing)
CONS(51): 0.38% Top=WMS NWL UA SCSS HBI LULU DECK OI ….. PG KMB CL ENR HAR LEG BMS FOSL=Bottom (Consumer)
RETA(69): 0.34% Top=PIR NFLX DANG ANF ANN PSS M CSTR ….. BIG GME ROST TGT BID SHLD KMX AN=Bottom (Retail & Specialty Retail)
DISV(37): 0.17% Top=ESI VPRT CAR HTZ LPS SBAC WTW URS ….. TSS ACTG MCO PAYX SAI MAN DV RHI=Bottom (Diversified Services)
FINA(78): 0.03% Top=SIVB SF GS HBAN ZION WDR KEY RF ….. EV AMP DFS HCBK TROW HBHC LM FII=Bottom (Banks/Financials)
REAL(62): 0.00% Top=OFC TWO DRE KRC CBL CBG SUI CPT ….. HTS SNH NNN AIV DDR HPT BPO KIM=Bottom (Real Estate)
MATE(26): -0.05% Top=USG TOL KBH FLR PWR RSG MAS MDR ….. FWLT SHW LPX WCN CX MTH MDC RYL=Bottom (Materials & Construction)
INSU(32): -0.10% Top=ORI AGO PRU MET TMK PL LNC MBI ….. WSH CINF BRO TRV ACGL WRB ACE CB=Bottom (Insurance)
LEIS(23): -0.16% Top=EXPE HOT LVS YUM CAKE MTN PCLN CMG ….. MCD WEN DNKN WYN DRI MPEL BYD SBUX=Bottom (Leisure)
COHW(42): -0.30% Top=CCOI CCI LXK RIMM NIHD FIO AMT ARUN ….. CSCO BRCD CIEN LEAP 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 1:39 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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