Market Stats at 10:08 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
2.3% of stocks are above yesterday’s high.
13.5% are above yesterday’s midpoint. (86.5% are below.)
31.7% are below yesterday’s low.
66.0% are inside yesterday’s range.
5.5% of stocks with today’s high > yesterday’s high. (94.5% less than).
64.1% of stocks with today’s low < yesterday’s low. (35.9% greater than).
EVIDENCE OF INTRADAY TREND
43.3% of stocks are above today’s open. (54.8% are below).
10.7% of stocks are above today’s open and yesterday’s close.
54.1% are below both.
3.4% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.6% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
45.3% are in the top half. 54.7% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
10.9% are in the bottom 10%.
GAIN
12.2% of stocks are above yesterday’s close. (87.8% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
57.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.0%…>=90:1.6%…>=80:2.7%…>=50:11.7%…<=20:54.6%…<=10:22.2%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 31.7% below previous 1 lows
1.5% above previous 2 highs, 31.0% below previous 2 lows
1.4% above previous 3 highs, 27.5% below previous 3 lows
1.4% above previous 4 highs, 15.7% below previous 4 lows
1.4% above previous 5 highs, 14.2% below previous 5 lows
1.3% above previous 6 highs, 14.0% below previous 6 lows
1.1% above previous 7 highs, 13.3% below previous 7 lows
1.0% above previous 8 highs, 12.9% below previous 8 lows
1.0% above previous 9 highs, 12.7% below previous 9 lows
1.0% above previous 10 highs, 12.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.2% are above or equal to 3/28 close (1 days ago), 87.8% are below.
12.4% are above or equal to 3/27 close (2 days ago), 87.6% are below.
13.3% are above or equal to 3/26 close (3 days ago), 86.7% are below.
40.5% are above or equal to 3/23 close (4 days ago), 59.5% are below.
49.5% are above or equal to 3/22 close (5 days ago), 50.5% are below.
32.0% are above or equal to 3/21 close (6 days ago), 68.0% are below.
33.5% are above or equal to 3/20 close (7 days ago), 66.5% are below.
29.9% are above or equal to 3/19 close (8 days ago), 70.1% are below.
35.2% are above or equal to 3/16 close (9 days ago), 64.8% are below.
33.5% are above or equal to 3/15 close (10 days ago), 66.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.8% new highs, 9.8% new lows
21d: 1.8% new highs, 9.3% new lows
42d: 1.4% new highs, 4.8% new lows
63d: 1.3% new highs, 2.4% new lows
126d: 1.1% new highs, 0.9% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.3% above, 88.7% below
3-day: 8.9% above, 91.1% below
4-day: 9.6% above, 90.4% below
5-day: 16.1% above, 83.9% below
8-day: 26.3% above, 73.7% below
10-day: 28.3% above, 71.7% below
20-day: 51.6% above, 48.4% below
50-day: 61.5% above, 38.5% below
200-day: 76.3% above, 23.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): -0.01% Top=AET HNT CVH CI UNH WLP HUM DVA ….. STJ VOLC HCA UHS MR HMA CYH AGP=Bottom (Health)
COSW(63): -0.13% Top=RHT VMW UIS ZNGA GRPN FTNT TIBX SYMC ….. TRIP ROVI NLSN CSC SOHU SFLY EA MDRX=Bottom (Computer Software/Internet)
ELEC(53): -0.51% Top=SPRD GRMN CY NVDA INTC LSI LRCX CREE ….. SWKS OVTI PMCS AMD TER ATML CRUS NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(38): -0.60% Top=ADS TSS FIS SAI VRSK RCII WXS FISV ….. ULTA JEC ACM KBR WTW RHI MCO SNX=Bottom (Diversified Services)
RETA(69): -0.66% Top=PSS AMZN JWN M ASNA KSS SWY AEO ….. PIR JOSB WFM RSH WAG GME BBY BIG=Bottom (Retail & Specialty Retail)
COHW(43): -0.67% Top=FIO RVBD LXK TDC ADTN IBM NSR CSCO ….. VIP NTAP CIEN T ARUN LVLT PLCM OCZ=Bottom (Computer Hardware/Telecom)
MANU(36): -0.69% Top=SPW PNR GDI JOY TYC KMT DOV ROK ….. DRC MHK ATI ETN CRS XYL PPO TEX=Bottom (Manufacturing)
REAL(63): -0.76% Top=BMR HTS NLY IVR STWD OFC MFA ARR ….. DRE BAM BDN SLG KIM CIT LRY CBG=Bottom (Real Estate)
CONS(53): -0.91% Top=PAY HAS DBD IP BLL SON BMS CL ….. TPX WMS COH CROX BC GIL UA NUS=Bottom (Consumer)
CHEM(27): -0.92% Top=CE ALB PPG WPZ PX GRA FMC VAL ….. SIAL CHMT HUN POT AGU CF FTK MOS=Bottom (Chemicals/Fertilizers)
META(32): -0.92% Top=MCP AA PAAS WLT BTU ANR SWC FCX ….. CLD TIE ACI RGLD AUY EGO HSC AUQ=Bottom (Metals & Mining)
LEIS(22): -1.01% Top=PCLN EXPE MCD DPZ YUM DRI LVS CAKE ….. WYNN MAR HMIN WYN DNKN CCL HOT MPEL=Bottom (Leisure)
INSU(33): -1.14% Top=CB TRV ACGL WRB WSH FNF L AXS ….. PL ALL SLF HIG GNW AIZ LNC MBI=Bottom (Insurance)
ENER(97): -1.20% Top=FTI KOG CAM SPN SLB CIE RDC GDP ….. HFC REXX AREX MHR COG VLO WNR CRK=Bottom (Energy)
TRAN(22): -1.26% Top=TK UPS CSX CNW TDW CHRW JBHT NSC ….. LUV ALK UNP KSU CNI CP LCC TNK=Bottom (Transportation)
FINA(69): -1.33% Top=DFS EFX ARCC PHH CME TROW ICE ACAS ….. HBHC EWBC FHN CMA LM ZION SUSQ JNS=Bottom (Banks/Financials)
MATE(24): -1.39% Top=SHAW SHW DAR MDR FAST WCN WM PWR ….. MAS USG TOL DHI MDC KBH LPX 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 10:08 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
