Market Stats at 12:51 pm ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
COMPARED TO YESTERDAY’S RANGE
19.0% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
17.4% are below yesterday’s low.
63.7% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
32.3% of stocks with today’s low < yesterday’s low. (67.7% greater than).
EVIDENCE OF INTRADAY TREND
17.1% of stocks are above today’s open. (81.4% are below).
16.4% of stocks are above today’s open and yesterday’s close.
58.8% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.7% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
22.7% are in the top half . 77.3% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
13.0% are in the bottom 10%.
GAIN
40.6% of stocks are above yesterday’s close. (59.4% are below.)
0.5% are up 4.5% or more. 2.0% are down 4.5% or more.
0.9% are up 3.5% or more. 3.6% are down 3.5% or more.
65.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:3.2%…>=90:6.1%…>=80:11.4%…>=50:36.5%…<=20:29.7%…<=10:14.4%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.1%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:74.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.0% above previous 1 highs, 17.4% below previous 1 lows
9.7% above previous 2 highs, 14.5% below previous 2 lows
5.9% above previous 3 highs, 13.7% below previous 3 lows
5.0% above previous 4 highs, 10.2% below previous 4 lows
4.7% above previous 5 highs, 8.9% below previous 5 lows
4.5% above previous 6 highs, 8.0% below previous 6 lows
4.2% above previous 7 highs, 7.1% below previous 7 lows
3.9% above previous 8 highs, 6.1% below previous 8 lows
3.9% above previous 9 highs, 4.9% below previous 9 lows
3.9% above previous 10 highs, 4.5% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.2% new highs, 3.0% new lows
21d: 12.2% new highs, 2.7% new lows
42d: 10.4% new highs, 0.9% new lows
63d: 8.4% new highs, 0.2% new lows
126d: 6.0% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.0% above, 61.0% below
3-day: 31.7% above, 68.3% below
4-day: 35.3% above, 64.7% below
5-day: 33.6% above, 66.4% below
8-day: 46.4% above, 53.6% below
10-day: 49.9% above, 50.1% below
20-day: 69.7% above, 30.3% below
50-day: 82.4% above, 17.6% below
200-day: 62.3% above, 37.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(32): 0.33% Top=MBI VR PL AGO GNW AXS TMK WRB ….. PRU L SLF CINF AIZ ALL AIG MET=Bottom (Insurance)
REAL(63): 0.03% Top=CIT OFC TWO MFA HTS CYS BXP HST ….. SKT MAC CBL WRI OHI CBG KRC PCL=Bottom (Real Estate)
HEAL(50): 0.00% Top=EW HOLX CNC UNH WCG MOH CVH TMO ….. BKD CFN MAKO NUVA THC AGP THOR ALGN=Bottom (Health)
CONS(51): -0.00% Top=PAY MAT UA WRC HAS SEE BC WWW ….. MWV LII XRX GT TPX AVP LEG SCSS=Bottom (Consumer)
FINA(78): -0.12% Top=LAZ GS MS EWBC COF AXP AINV HBHC ….. LM BKU EV HEK BEN TCB NDAQ WDR=Bottom (Banks/Financials)
COSW(59): -0.18% Top=EA IGT TRIP NCR BMC RAX CA QSII ….. TRI BSFT ROVI LNKD BIDU SFLY OTEX SOHU=Bottom (Computer Software/Internet)
ENER(96): -0.20% Top=SPN OAS HP OIS HAL RIG PDS ATW ….. GDP SWN EEP CRZO FST UPL KWK CRK=Bottom (Energy)
TRAN(25): -0.36% Top=LUV CHRW SAVE CP UAL JBHT CSX EXPD ….. FDX KNX UPS SWFT NAT KEX LCC DAL=Bottom (Transportation)
LEIS(21): -0.38% Top=MPEL PCLN MTN ARCO EXPE WYNN DPZ MCD ….. DNKN YUM LVS SBUX MAR CAKE DRI EAT=Bottom (Leisure)
COHW(44): -0.40% Top=HRS FNSR SYNA ELX VIP DELL AMT CSCO ….. PCS PLCM ARUN TDS NIHD APKT LVLT FIO=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.42% Top=NXPI ARMH AMAT IPGP GRMN CPHD BRCM PMCS ….. RFMD SLAB ATML FSLR OVTI FCS SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.50% Top=FTK GRA ROC WPZ ALB MON OLN DOW ….. CYT IFF SIAL MOS HUN POT CE IPI=Bottom (Chemicals/Fertilizers)
DISV(35): -0.78% Top=VRSK MA DV ADS FISV ESI CXW KBR ….. CAR MAN SAI APOL LPS VPRT AAN RCII=Bottom (Diversified Services)
META(34): -0.79% Top=X EXK EGO MCP AUQ SXC PAAS AKS ….. ACI CNX BTU WLT ANR CLD JRCC PCX=Bottom (Metals & Mining)
MANU(36): -1.21% Top=TYC FLS DRC DOV SPW TNB ROK PLL ….. MTW DE MHK AGCO ATI TEX AVY PPO=Bottom (Manufacturing)
RETA(69): -1.31% Top=KORS LTD SKS LOW AEO TIF GES CSTR ….. KMX M SPLS SHLD DANG BBY NFLX RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.32% Top=EXP CX MDR FWLT USG RSG MLM FAST ….. SHAW PHM MDC MAS LEN KBH LPX MTH=Bottom (Materials & Construction)
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 12:51 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/