Market Stats at 3:29 pm ET
by daytrend on 20120131. 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
28.4% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
13.9% are below yesterday’s low.
57.8% are inside yesterday’s range.
76.5% of stocks with today’s high > yesterday’s high. (23.5% less than).
33.0% of stocks with today’s low < yesterday’s low. (67.0% greater than).
EVIDENCE OF INTRADAY TREND
26.9% of stocks are above today’s open. (72.0% are below).
26.1% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
43.1% are in the top half . 56.9% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
4.9% are in the bottom 10%.
GAIN
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.9% are up 4.5% or more. 2.0% are down 4.5% or more.
1.9% are up 3.5% or more. 3.4% are down 3.5% or more.
63.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.4%…>=90:8.1%…>=80:17.3%…>=50:47.8%…<=20:23.5%…<=10:12.4%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.6%…>=50:69.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.4% above previous 1 highs, 13.9% below previous 1 lows
14.5% above previous 2 highs, 11.4% below previous 2 lows
8.5% above previous 3 highs, 10.9% below previous 3 lows
8.1% above previous 4 highs, 8.8% below previous 4 lows
7.9% above previous 5 highs, 7.4% below previous 5 lows
7.4% above previous 6 highs, 6.8% below previous 6 lows
7.2% above previous 7 highs, 5.6% below previous 7 lows
6.9% above previous 8 highs, 5.1% below previous 8 lows
6.9% above previous 9 highs, 4.1% below previous 9 lows
6.9% above previous 10 highs, 3.9% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 3.6% new lows
21d: 13.9% new highs, 3.1% new lows
42d: 12.0% new highs, 1.1% new lows
63d: 9.5% new highs, 0.4% new lows
126d: 6.5% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.4% above, 48.6% below
3-day: 43.1% above, 56.9% below
4-day: 46.0% above, 54.0% below
5-day: 41.1% above, 58.9% below
8-day: 51.5% above, 48.5% below
10-day: 53.9% above, 46.1% below
20-day: 70.6% above, 29.4% below
50-day: 83.4% above, 16.6% below
200-day: 63.6% above, 36.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63): 0.67% Top=CBG JLL EXR OFC MFA DLR TWO AIV ….. DCT KRC MAC KIM REG NNN WRI PCL=Bottom (Real Estate)
INSU(32): 0.43% Top=PL AGO TMK ORI MBI ACE VR ACGL ….. SLF L AJG MMC BRO AIG ALL MET=Bottom (Insurance)
COSW(59): 0.32% Top=EA TRIP GRPN IGT UIS RAX NCR FTNT ….. TRI ORCL BSFT BIDU SFLY SOHU LNKD OTEX=Bottom (Computer Software/Internet)
CONS(51): 0.29% Top=PAY MAT WRC UA SEE BC COH WWW ….. MWV OI AVP HAR GT LEG TPX SCSS=Bottom (Consumer)
HEAL(50): 0.21% Top=HOLX EW CNC WCG MOH CVH UNH HNT ….. CFN NUVA BKD MAKO THC HCA THOR ALGN=Bottom (Health)
CHEM(27): 0.10% Top=FTK ROC ALB GRA HUN DOW RPM FUL ….. MON SIAL CE MOS POT IFF CYT IPI=Bottom (Chemicals/Fertilizers)
FINA(78): 0.01% Top=LAZ AINV COF SIVB MS AXP GS RJF ….. BXS HCBK JEF BEN NDAQ HEK TCB WDR=Bottom (Banks/Financials)
COHW(44): -0.03% Top=HRS SYNA FNSR DELL VIP MSI AMT RVBD ….. NIHD ARUN PLCM LVLT RIMM APKT LEAP FIO=Bottom (Computer Hardware/Telecom)
LEIS(21): -0.05% Top=MPEL ARCO PCLN EXPE MTN MCD CCL DPZ ….. WYN YUM MAR MGM DRI SBUX CAKE EAT=Bottom (Leisure)
TRAN(25): -0.16% Top=SAVE LUV CHRW SWFT JBHT EXPD UAL CNW ….. KNX FDX NSC UPS KEX NAT LCC DAL=Bottom (Transportation)
ELEC(54): -0.16% Top=CPHD IPGP NXPI GRMN AMAT GLW ARMH CAVM ….. LSCC SLAB FCS ATML FSLR OVTI SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -0.20% Top=OAS SPN HP HES EPD PXD OIS PDS ….. SWN GDP EEP CRZO UPL KWK FST CRK=Bottom (Energy)
META(34): -0.35% Top=X EXK EGO SXC AUQ IAG NEM CLF ….. AKS AA TIE CLD BTU ANR JRCC PCX=Bottom (Metals & Mining)
DISV(35): -0.40% Top=ESI MA ADS DV WTW MCO V HMSY ….. HTZ ULTA HRB MAN APOL VPRT AAN RCII=Bottom (Diversified Services)
RETA(69): -0.98% Top=KORS LTD SKS GES DSW TIF DKS TJX ….. M KMX SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.23% Top=CX EXP RSG SHW MLM FLR FAST RYL ….. TOL MDR MDC PHM LEN KBH LPX MTH=Bottom (Materials & Construction)
MANU(36): -1.47% Top=TYC FLS MTW TKR PLL DOV AOS ATU ….. DE AGCO MHK JOY GDI TEX AVY PPO=Bottom (Manufacturing)
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 3:29 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
