Market Stats at 12:27 pm ET
by daytrend on 20120320. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 811.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
If you use any of these stats, you should implement them on your platform.
COMPARED TO YESTERDAY’S RANGE
6.4% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
40.7% are below yesterday’s low.
52.9% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
66.0% of stocks with today’s low < yesterday’s low. (34.0% greater than).
EVIDENCE OF INTRADAY TREND
40.3% of stocks are above today’s open. (57.8% are below).
18.0% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
4.2% of stocks opened above yesterday’s close. (95.1% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.0% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
12.6% are in the bottom 10%.
GAIN
19.7% of stocks are above yesterday’s close. (80.3% are below.)
0.1% are up 4.5% or more. 1.1% are down 4.5% or more.
0.4% are up 3.5% or more. 4.8% are down 3.5% or more.
48.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:2.8%…>=90:6.0%…>=80:10.9%…>=50:31.1%…<=20:25.9%…<=10:8.1%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.4% above previous 1 highs, 40.7% below previous 1 lows
4.1% above previous 2 highs, 29.0% below previous 2 lows
3.7% above previous 3 highs, 17.6% below previous 3 lows
3.2% above previous 4 highs, 14.5% below previous 4 lows
3.2% above previous 5 highs, 10.0% below previous 5 lows
3.2% above previous 6 highs, 7.2% below previous 6 lows
3.0% above previous 7 highs, 5.9% below previous 7 lows
3.0% above previous 8 highs, 4.3% below previous 8 lows
3.0% above previous 9 highs, 3.0% below previous 9 lows
2.8% above previous 10 highs, 2.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
19.7% are above or equal to 3/19 close (1 days ago), 80.3% are below.
34.8% are above or equal to 3/16 close (2 days ago), 65.2% are below.
39.1% are above or equal to 3/15 close (3 days ago), 60.9% are below.
57.8% are above or equal to 3/14 close (4 days ago), 42.2% are below.
47.7% are above or equal to 3/13 close (5 days ago), 52.3% are below.
72.6% are above or equal to 3/12 close (6 days ago), 27.4% are below.
66.8% are above or equal to 3/9 close (7 days ago), 33.2% are below.
75.3% are above or equal to 3/8 close (8 days ago), 24.7% are below.
84.6% are above or equal to 3/7 close (9 days ago), 15.4% are below.
87.8% are above or equal to 3/6 close (10 days ago), 12.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.4% new highs, 4.2% new lows
21d: 5.1% new highs, 4.2% new lows
42d: 4.1% new highs, 2.0% new lows
63d: 3.8% new highs, 1.1% new lows
126d: 3.3% new highs, 0.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 18.7% above, 81.3% below
3-day: 25.2% above, 74.8% below
4-day: 29.5% above, 70.5% below
5-day: 38.3% above, 61.7% below
8-day: 54.4% above, 45.6% below
10-day: 64.5% above, 35.5% below
20-day: 67.6% above, 32.4% below
50-day: 77.7% above, 22.3% below
200-day: 80.0% above, 20.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(34): 0.04% Top=AXS AIG WRB AIZ BRO AJG UNM PRU ….. FNF PL LNC HIG CLGX AGO GNW MBI=Bottom (Insurance)
RETA(68): -0.01% Top=TIF CHS URBN JCP ARO SPLS ROST WSM ….. GES EXPR LINTA EBAY IACI PIR SVU BID=Bottom (Retail & Specialty Retail)
FINA(73): -0.24% Top=GS BAC CME JEF MS CBOE HCBK AMTD ….. AXP ACAS CFR SUSQ DFS JNS KKR ZION=Bottom (Banks/Financials)
REAL(63): -0.35% Top=PEB PDM SLG HIW HME CPT MFA TCO ….. BAM DFT CBG DRE BPO BMR BDN HTS=Bottom (Real Estate)
CHEM(28): -0.41% Top=POT AGU IPI HUN MOS CF RPM IFF ….. VAL FTK GRA CHMT WPZ ROC MEOH CE=Bottom (Chemicals/Fertilizers)
CONS(53): -0.75% Top=WMS CL UA KMB ECL PG HBI COH ….. TPX SHFL FBHS LEG HAR IRBT SCSS LII=Bottom (Consumer)
DISV(39): -0.86% Top=ESI WTW ULTA HRB RCII AAN ADS GPN ….. URS TAL KBR HMSY URI JEC HTZ RRD=Bottom (Diversified Services)
COHW(43): -0.92% Top=NTAP WDC CSCO AMX APKT T MSI BCE ….. VIP JNPR FIO RVBD BRCD XLS RIMM LVLT=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.98% Top=LCC DAL UAL JBLU TK FDX ALK LUV ….. GLNG CNW KSU SWFT CSX CNI TRN NAT=Bottom (Transportation)
LEIS(25): -1.02% Top=YUM WEN H EAT SBUX ARCO MCD VAC ….. CAKE EXPE DNKN WYNN HMIN MGM DPZ LVS=Bottom (Leisure)
HEAL(47): -1.27% Top=MAKO MR MDT BSX BAX SYK EW RMD ….. HLS UHS HMA HCA AGP WCG MOH CYH=Bottom (Health)
ELEC(55): -1.42% Top=ARMH MRVL ATML SPRD LRCX KLAC INTC QLGC ….. JBL SWKS VSH INVN CREE TSL FSLR VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(63): -1.58% Top=PWRD NLSN BYI GRPN ADP IRM SYMC ORCL ….. DDD SFLY ARBA FFIV CSC YNDX ADBE SINA=Bottom (Computer Software/Internet)
MATE(27): -1.76% Top=FAST WCN WM MDU SHAW SHW RSG DAR ….. MTZ MDC PWR MTH FLR MDR FWLT LPX=Bottom (Materials & Construction)
META(34): -1.81% Top=KGC MCP SSRI RGLD AUY IAG NEM AEM ….. SWC CLF SCCO CENX CLD PCX ANR BTU=Bottom (Metals & Mining)
ENER(97): -2.09% Top=WMB CHK HERO ETP EEP PWE KMP MWE ….. PXD SPN EXH WTI NBR TSO SD CIE=Bottom (Energy)
MANU(37): -2.21% Top=EMR GE DE PNR AME MHK PLL TYC ….. PPO KMT SPW MTW AGCO JOY CMI TEX=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 12:27 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
