Market Stats at 1:33 pm ET
by daytrend on 20120229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.
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COMPARED TO YESTERDAY’S RANGE
15.9% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
26.0% are below yesterday’s low.
58.2% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
50.1% of stocks with today’s low < yesterday’s low. (49.9% greater than).
EVIDENCE OF INTRADAY TREND
32.6% of stocks are above today’s open. (66.6% are below).
30.6% of stocks are above today’s open and yesterday’s close.
57.5% are below both.
64.2% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
3.6% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
36.9% are in the top half. 63.1% of stocks are in the bottom half of today’s range.
23.0% are in the bottom 20%.
10.6% are in the bottom 10%.
GAIN
40.3% of stocks are above yesterday’s close. (59.7% are below.)
0.8% are up 4.5% or more. 1.3% are down 4.5% or more.
1.6% are up 3.5% or more. 3.5% are down 3.5% or more.
64.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:6.3%…>=90:11.9%…>=80:20.3%…>=50:43.9%…<=20:26.6%…<=10:13.6%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:61.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:72.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.9% above previous 1 highs, 26.0% below previous 1 lows
12.6% above previous 2 highs, 15.6% below previous 2 lows
10.1% above previous 3 highs, 14.2% below previous 3 lows
9.1% above previous 4 highs, 10.7% below previous 4 lows
8.3% above previous 5 highs, 9.1% below previous 5 lows
6.3% above previous 6 highs, 8.4% below previous 6 lows
6.0% above previous 7 highs, 7.1% below previous 7 lows
5.9% above previous 8 highs, 6.1% below previous 8 lows
5.5% above previous 9 highs, 5.5% below previous 9 lows
5.5% above previous 10 highs, 5.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.3% are above or equal to 2/28 close (1 days ago), 59.7% are below.
43.3% are above or equal to 2/27 close (2 days ago), 56.7% are below.
46.4% are above or equal to 2/24 close (3 days ago), 53.6% are below.
49.5% are above or equal to 2/23 close (4 days ago), 50.5% are below.
62.0% are above or equal to 2/22 close (5 days ago), 38.0% are below.
51.8% are above or equal to 2/21 close (6 days ago), 48.2% are below.
45.8% are above or equal to 2/17 close (7 days ago), 54.2% are below.
48.3% are above or equal to 2/16 close (8 days ago), 51.7% are below.
64.1% are above or equal to 2/15 close (9 days ago), 35.9% are below.
59.3% are above or equal to 2/14 close (10 days ago), 40.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 4.7% new lows
21d: 13.7% new highs, 4.3% new lows
42d: 12.1% new highs, 1.4% new lows
63d: 11.7% new highs, 0.7% new lows
126d: 10.1% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 41.6% above, 58.4% below
4-day: 43.8% above, 56.3% below
5-day: 45.9% above, 54.1% below
8-day: 48.7% above, 51.3% below
10-day: 50.4% above, 49.6% below
20-day: 58.3% above, 41.7% below
50-day: 81.1% above, 18.9% below
200-day: 76.9% above, 23.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.45% Top=PHM MTH TOL RYL LEN KBH DHI MDC ….. MLM WM PWR MTZ HEK FWLT MDR FLR=Bottom (Materials & Construction)
CONS(55): 0.39% Top=CRI SCSS NUS RKT PVH UA PKG IP ….. OI BMS PAY CTB SEE BC SKX ECL=Bottom (Consumer)
INSU(32): 0.28% Top=GNW ORI AFL ALL ACGL VR HIG AIG ….. L TMK PGR CB ACE MBI FNF TRV=Bottom (Insurance)
LEIS(26): 0.25% Top=WYNN BYD LVS CCL DPZ EXPE TXRH CAKE ….. CMG PCLN MPEL SBUX MGM HOT WEN EAT=Bottom (Leisure)
REAL(64): 0.05% Top=DLR CBG LRY MAC SKT CLI CIT TCO ….. GGP MFA OHI NLY SNH CUBE MPW HPT=Bottom (Real Estate)
FINA(68): 0.00% Top=STT AMTD SCHW RJF TD CMA CSE STI ….. AXP FRC ACAS SLM PHH HCBK KEY WBS=Bottom (Banks/Financials)
DISV(42): -0.03% Top=VRSK ESI R DV CAR HTZ CXW URS ….. WOOF JEC ATHN ACTG MELI APOL KBR V=Bottom (Diversified Services)
TRAN(25): -0.08% Top=CNW SAVE LCC EXPD UAL JBHT KEX LUV ….. CP TRN CHRW TDW GLNG UNP CSX SWFT=Bottom (Transportation)
COSW(68): -0.30% Top=MSCI TRAK PMTC IGT TIBX IRM CDNS TRI ….. QLIK ACOM EA SOHU AKAM SINA YNDX DDD=Bottom (Computer Software/Internet)
MANU(38): -0.34% Top=MHK KMT SWK NDSN AME PCP TKR ATI ….. DRC TEX RS GTI MTW XYL GDI JOY=Bottom (Manufacturing)
HEAL(50): -0.39% Top=CVH MOH MAKO SIRO HMA AET BKD CYH ….. HNT MDT THOR BSX ABMD HLS HOLX ALGN=Bottom (Health)
RETA(72): -0.45% Top=PSS LOW SBH FDO ASNA FL COST LL ….. EBAY BBY URBN DANG NFLX CSTR JCP SPLS=Bottom (Retail & Specialty Retail)
COHW(47): -0.59% Top=EQIX LVLT TDC PLCM AAPL AMX BCE FIO ….. ELX ARUN JNPR NIHD TDS APKT FNSR PCS=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.86% Top=CYT ASH ALB GRA VAL WPZ ROC AGU ….. CF SIAL MON DOW MOS HUN RPM FTK=Bottom (Chemicals/Fertilizers)
ENER(101): -1.01% Top=WNR HFC WMB REXX UPL CRZO RDC RES ….. IOC OAS NBL GDP GPOR SGY AREX KOG=Bottom (Energy)
ELEC(56): -1.36% Top=TEL LSI IPGP NVDA SNDK VSH CRUS A ….. AMAT ALTR TER ISIL CREE GTAT FSLR SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32): -2.60% Top=HSC CLD BTU NUE CNX AA ACI STLD ….. PAAS GG AUQ PCX EGO AUY NEM JRCC=Bottom (Metals & Mining)
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 1:33 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
