Market Stats at 2:52 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
16.7% of stocks are above yesterday’s high.
41.9% are above yesterday’s midpoint. (58.1% are below.)
26.4% are below yesterday’s low.
56.9% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
52.2% of stocks with today’s low < yesterday’s low. (47.8% greater than).
EVIDENCE OF INTRADAY TREND
33.7% of stocks are above today’s open. (65.3% are below).
30.8% of stocks are above today’s open and yesterday’s close.
56.7% are below both.
64.2% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
5.2% of stocks are in the top 10% of today’s range.
10.6% are in the top 20%.
36.3% are in the top half. 63.7% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
8.3% are in the bottom 10%.
GAIN
39.9% of stocks are above yesterday’s close. (60.1% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
1.8% are up 3.5% or more. 3.5% are down 3.5% or more.
62.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:6.4%…>=90:11.5%…>=80:20.1%…>=50:42.5%…<=20:26.9%…<=10:13.5%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.7% above previous 1 highs, 26.4% below previous 1 lows
13.9% above previous 2 highs, 16.3% below previous 2 lows
11.1% above previous 3 highs, 15.1% below previous 3 lows
10.3% above previous 4 highs, 11.2% below previous 4 lows
9.1% above previous 5 highs, 9.6% below previous 5 lows
6.7% above previous 6 highs, 8.9% below previous 6 lows
6.6% above previous 7 highs, 7.5% below previous 7 lows
6.5% above previous 8 highs, 6.3% below previous 8 lows
5.9% above previous 9 highs, 5.6% below previous 9 lows
5.9% above previous 10 highs, 5.0% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.9% are above or equal to 2/28 close (1 days ago), 60.1% are below.
42.7% are above or equal to 2/27 close (2 days ago), 57.3% are below.
46.0% are above or equal to 2/24 close (3 days ago), 54.0% are below.
49.4% are above or equal to 2/23 close (4 days ago), 50.6% are below.
61.7% are above or equal to 2/22 close (5 days ago), 38.3% are below.
52.0% are above or equal to 2/21 close (6 days ago), 48.0% are below.
46.3% are above or equal to 2/17 close (7 days ago), 53.7% 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.
60.1% are above or equal to 2/14 close (10 days ago), 39.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.3% new highs, 5.0% new lows
21d: 14.3% new highs, 4.7% new lows
42d: 12.5% new highs, 1.8% new lows
63d: 12.0% new highs, 0.8% new lows
126d: 10.5% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.3% above, 60.7% below
3-day: 39.9% above, 60.1% below
4-day: 41.9% above, 58.1% below
5-day: 44.5% above, 55.5% below
8-day: 48.9% above, 51.1% below
10-day: 51.2% above, 48.8% below
20-day: 58.9% above, 41.1% below
50-day: 81.5% above, 18.5% below
200-day: 77.0% above, 23.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.41% Top=PHM MTH TOL RYL LEN MDC KBH DHI ….. SHAW MTZ LPX HEK PWR FWLT FLR MDR=Bottom (Materials & Construction)
CONS(55): 0.45% Top=CRI SCSS NUS UA PKG PVH RKT IP ….. BMS ENR SEE SKX WMS CTB BC ECL=Bottom (Consumer)
LEIS(26): 0.30% Top=WYNN BYD LVS EAT CCL CAKE EXPE PENN ….. TXRH CMG SBUX PCLN MPEL HOT MGM WEN=Bottom (Leisure)
INSU(32): 0.25% Top=GNW AFL ORI AIG MET ACGL AIZ ALL ….. AJG L MMC PGR MBI CB TRV FNF=Bottom (Insurance)
FINA(68): 0.19% Top=AMTD CSE CMA STT SCHW LM USB RJF ….. ACAS FRC AXP PHH SLM HCBK KEY WBS=Bottom (Banks/Financials)
REAL(64): -0.00% Top=DLR CIT CBG OFC DEI SKT LRY TCO ….. SNH PPS MFA CYS LHO HPT GGP MPW=Bottom (Real Estate)
TRAN(25): -0.01% Top=CNW SAVE EXPD KEX JBHT UAL LUV LCC ….. ALK TRN TDW CHRW JBLU SWFT UNP CSX=Bottom (Transportation)
DISV(42): -0.15% Top=VRSK R CAR ESI HTZ CXW DV VPRT ….. SBAC KBR ACTG RCII LPS WOOF V MELI=Bottom (Diversified Services)
COSW(68): -0.39% Top=PMTC IGT IRM MSCI TRAK NCR TRI ARBA ….. EA QLIK SWI AKAM ACOM SINA YNDX DDD=Bottom (Computer Software/Internet)
HEAL(50): -0.42% Top=CVH MOH MAKO AET SIRO WCG THC EW ….. CVD HNT BSX THOR ABMD HLS HOLX ALGN=Bottom (Health)
RETA(72): -0.47% Top=PSS LOW SBH KSS LINTA ASNA COST FL ….. EBAY BBY ANF DANG ANN JCP CSTR SPLS=Bottom (Retail & Specialty Retail)
MANU(38): -0.50% Top=MHK NDSN SWK KMT ATI PCP PH AME ….. TEX AGCO PPO XYL GTLS MTW GDI JOY=Bottom (Manufacturing)
ENER(101): -0.67% Top=CRZO WNR HFC REXX UPL WMB CRK BBG ….. OAS GPOR XEC NBL SGY IOC KOG AREX=Bottom (Energy)
COHW(47): -0.95% Top=AAPL TDC EQIX BCE AMX HRS FIO LVLT ….. JDSU ARUN JNPR NIHD APKT FNSR TDS PCS=Bottom (Computer Hardware/Telecom)
CHEM(27): -1.08% Top=CYT WPZ ASH VAL GRA AGU ALB PX ….. PPG MON DOW CF MOS HUN RPM FTK=Bottom (Chemicals/Fertilizers)
ELEC(56): -1.45% Top=TEL LSI INVN SWKS CRUS IPGP FCS NVDA ….. CY ATML DLB LDK ISIL GTAT FSLR SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32): -2.36% Top=HSC NUE AKS CNX STLD TIE BTU AA ….. SSRI MCP AUQ AUY PCX PAAS 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 2:52 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
