Market Stats at 9:40 am ET
by daytrend on 20120329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 788.
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COMPARED TO YESTERDAY’S RANGE
1.1% of stocks are above yesterday’s high.
12.1% are above yesterday’s midpoint. (87.9% are below.)
26.4% are below yesterday’s low.
72.5% are inside yesterday’s range.
2.0% of stocks with today’s high > yesterday’s high. (98.0% less than).
47.0% of stocks with today’s low < yesterday’s low. (53.0% greater than).
EVIDENCE OF INTRADAY TREND
45.8% of stocks are above today’s open. (51.1% are below).
8.6% of stocks are above today’s open and yesterday’s close.
50.0% are below both.
3.4% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
41.8% are in the top half. 58.2% of stocks are in the bottom half of today’s range.
35.7% are in the bottom 20%.
22.5% are in the bottom 10%.
GAIN
10.5% of stocks are above yesterday’s close. (89.5% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.8% are down 3.5% or more.
64.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.4%…>=90:0.6%…>=80:1.1%…>=50:7.4%…<=20:53.9%…<=10:18.0%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.1% above previous 1 highs, 26.4% below previous 1 lows
0.6% above previous 2 highs, 25.3% below previous 2 lows
0.5% above previous 3 highs, 21.4% below previous 3 lows
0.5% above previous 4 highs, 10.5% below previous 4 lows
0.5% above previous 5 highs, 9.3% below previous 5 lows
0.4% above previous 6 highs, 9.0% below previous 6 lows
0.4% above previous 7 highs, 8.1% below previous 7 lows
0.4% above previous 8 highs, 7.6% below previous 8 lows
0.4% above previous 9 highs, 7.5% below previous 9 lows
0.4% above previous 10 highs, 7.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
10.5% are above or equal to 3/28 close (1 days ago), 89.5% are below.
10.2% are above or equal to 3/27 close (2 days ago), 89.8% are below.
11.4% are above or equal to 3/26 close (3 days ago), 88.6% are below.
39.7% are above or equal to 3/23 close (4 days ago), 60.3% are below.
50.4% are above or equal to 3/22 close (5 days ago), 49.6% are below.
31.6% are above or equal to 3/21 close (6 days ago), 68.4% are below.
33.1% are above or equal to 3/20 close (7 days ago), 66.9% are below.
29.6% are above or equal to 3/19 close (8 days ago), 70.4% are below.
33.8% are above or equal to 3/16 close (9 days ago), 66.2% are below.
33.9% are above or equal to 3/15 close (10 days ago), 66.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.5% new highs, 7.5% new lows
21d: 0.5% new highs, 7.4% new lows
42d: 0.5% new highs, 3.8% new lows
63d: 0.5% new highs, 1.9% new lows
126d: 0.5% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 9.5% above, 90.5% below
3-day: 5.6% above, 94.4% below
4-day: 6.7% above, 93.3% below
5-day: 13.6% above, 86.4% below
8-day: 24.7% above, 75.3% below
10-day: 25.5% above, 74.5% below
20-day: 51.9% above, 48.1% below
50-day: 61.8% above, 38.2% below
200-day: 76.4% above, 23.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(32): -0.07% Top=MCP WLT BTU PCX ANR ACI CNX AKS ….. KGC X CLF EGO NEM AUQ RGLD HSC=Bottom (Metals & Mining)
ENER(97): -0.46% Top=FTI KOG CAM BAS SLB BHI KEG RDC ….. WNR KWK UPL MHR REXX VLO CRK ATPG=Bottom (Energy)
COSW(63): -0.54% Top=RHT ZNGA VMW UIS GRPN TIBX CVG FTNT ….. SINA IGT AKAM RAX CSC SOHU MDRX SWI=Bottom (Computer Software/Internet)
REAL(63): -0.64% Top=BMR IVR HTS NLY STWD ARR PPS LHO ….. O CBL CIT KIM GRT BPO LRY CBG=Bottom (Real Estate)
MANU(36): -0.68% Top=SPW JOY DE PNR TYC AGCO ITW DOV ….. TEX MHK TKR ETN GDI AME XYL PPO=Bottom (Manufacturing)
CONS(53): -0.70% Top=FOSL PAY PVH NKE SON DBD IP PG ….. HAR WHR GIL LEG BC TPX UA NUS=Bottom (Consumer)
CHEM(27): -0.74% Top=POT ALB PX AGU SIAL WPZ GRA PPG ….. CYT RPM CHMT VAL EMN FTK HUN MOS=Bottom (Chemicals/Fertilizers)
DISV(38): -0.76% Top=ADS TSS APOL CAR VRSK WXS FISV FCN ….. JEC MAN ACM ULTA SNX RHI MCO PAYX=Bottom (Diversified Services)
COHW(43): -0.77% Top=RVBD CSCO PCS LXK RIMM NSR DELL BCE ….. TWTC AMX NTAP T UBNT OCZ LVLT PLCM=Bottom (Computer Hardware/Telecom)
RETA(69): -0.79% Top=PSS JWN M AMZN ANN SWY DG SVU ….. JCP WFM RSH PIR WAG GME BIG BBY=Bottom (Retail & Specialty Retail)
ELEC(53): -0.80% Top=SPRD TSL VECO NVDA GRMN CY INTC TEL ….. SWKS DLB NXPI FSLR OVTI ATML GTAT INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(22): -0.87% Top=MCD MGM LVS EXPE DRI YUM SBUX VAC ….. MAR WYNN EAT DNKN CCL HOT HMIN MPEL=Bottom (Leisure)
HEAL(44): -0.89% Top=HNT VOLC EW WLP AET LIFE CVD HUM ….. AGP STJ UHS MR THC CNC CYH MAKO=Bottom (Health)
FINA(69): -1.07% Top=DFS ARCC FITB CME TROW ICE GS BNS ….. STT NDAQ RF ZION LM PNC AMP JNS=Bottom (Banks/Financials)
TRAN(22): -1.20% Top=TDW GLNG TK UPS EXPD CHRW FDX CSX ….. CP ALK UAL CNW TRN UNP LCC TNK=Bottom (Transportation)
INSU(33): -1.23% Top=TRV AGO WSH AXS CB ACGL L CINF ….. HIG SLF MET MMC AIZ GNW LNC MBI=Bottom (Insurance)
MATE(24): -1.34% Top=SHAW MDR SHW DAR WM FLR EXP FAST ….. MAS MDC TOL RYL KBH USG DHI PHM=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 9:40 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
