Market Stats at 1:12 pm 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
3.0% of stocks are above yesterday’s high.
11.5% are above yesterday’s midpoint. (88.5% are below.)
48.2% are below yesterday’s low.
48.7% are inside yesterday’s range.
7.2% of stocks with today’s high > yesterday’s high. (92.8% less than).
78.7% of stocks with today’s low < yesterday’s low. (21.3% greater than).
EVIDENCE OF INTRADAY TREND
30.7% of stocks are above today’s open. (67.6% are below).
10.3% of stocks are above today’s open and yesterday’s close.
67.3% are below both.
3.4% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.2% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
34.3% are in the top half. 65.7% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
10.5% are in the bottom 10%.
GAIN
10.8% of stocks are above yesterday’s close. (89.2% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 3.8% are down 3.5% or more.
42.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.1%…>=90:2.0%…>=80:3.4%…>=50:11.0%…<=20:60.3%…<=10:28.0%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.6%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.0% above previous 1 highs, 48.2% below previous 1 lows
1.5% above previous 2 highs, 46.1% below previous 2 lows
1.4% above previous 3 highs, 41.4% below previous 3 lows
1.4% above previous 4 highs, 25.4% below previous 4 lows
1.4% above previous 5 highs, 22.6% below previous 5 lows
1.4% above previous 6 highs, 22.0% below previous 6 lows
1.4% above previous 7 highs, 20.4% below previous 7 lows
1.3% above previous 8 highs, 19.2% below previous 8 lows
1.3% above previous 9 highs, 18.0% below previous 9 lows
1.3% above previous 10 highs, 17.0% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
10.8% are above or equal to 3/28 close (1 days ago), 89.2% are below.
11.4% are above or equal to 3/27 close (2 days ago), 88.6% are below.
11.9% are above or equal to 3/26 close (3 days ago), 88.1% are below.
33.8% are above or equal to 3/23 close (4 days ago), 66.2% are below.
41.5% are above or equal to 3/22 close (5 days ago), 58.5% are below.
28.7% are above or equal to 3/21 close (6 days ago), 71.3% are below.
29.6% are above or equal to 3/20 close (7 days ago), 70.4% are below.
26.9% are above or equal to 3/19 close (8 days ago), 73.1% are below.
31.0% are above or equal to 3/16 close (9 days ago), 69.0% are below.
31.1% are above or equal to 3/15 close (10 days ago), 68.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.3% new highs, 14.1% new lows
21d: 2.3% new highs, 13.7% new lows
42d: 1.9% new highs, 7.2% new lows
63d: 1.5% new highs, 4.2% new lows
126d: 1.4% new highs, 1.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 10.8% above, 89.2% below
3-day: 8.9% above, 91.1% below
4-day: 8.4% above, 91.6% below
5-day: 13.7% above, 86.3% below
8-day: 22.1% above, 77.9% below
10-day: 23.9% above, 76.1% below
20-day: 47.6% above, 52.4% below
50-day: 59.1% above, 40.9% below
200-day: 76.3% above, 23.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): -0.12% Top=AET CVH CI UNH HNT HUM WLP DVA ….. THC WAT MOH AGP VOLC MR ALGN MAKO=Bottom (Health)
COSW(63): -0.57% Top=RHT TIBX VMW INFA ZNGA CRM DDD GRPN ….. BIDU LNKD SINA CSC EA MDRX SFLY SOHU=Bottom (Computer Software/Internet)
REAL(63): -0.76% Top=HTS UDR PPS ACC CPT OFC IVR CLP ….. KIM LRY DFT GRT BAM CIT HST CBG=Bottom (Real Estate)
ELEC(53): -0.92% Top=GTAT INVN SPRD INTC SNPS ROP XLNX FCS ….. ISIL FSLR PMCS SWKS TQNT CPHD NXPI ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): -0.94% Top=APKT RVBD FNSR IBM ADTN JNPR FIO TDC ….. LVLT NIHD NTAP ARUN PCS UBNT PLCM OCZ=Bottom (Computer Hardware/Telecom)
CONS(53): -1.01% Top=PAY BMS CL IP BLL KMB ENR ECL ….. OI GIL CROX IRBT BC DECK XRX UA=Bottom (Consumer)
DISV(38): -1.01% Top=ADS RCII CXW FIS VRSK WXS APOL FISV ….. HMSY JEC MCO CAR PAYX SNX RHI ACM=Bottom (Diversified Services)
RETA(69): -1.07% Top=PSS AEO SWY JOSB KSS DG FDO AMZN ….. MW RSH SHLD NFLX WFM GME BIG BBY=Bottom (Retail & Specialty Retail)
MANU(36): -1.09% Top=SPW PNR TYC GDI CMI DOV KMT JOY ….. AGCO PCP XYL TKR ATI PPO TEX DRC=Bottom (Manufacturing)
TRAN(22): -1.12% Top=UAL TK ALK LCC DAL TDW NSC LUV ….. TRN CNI CHRW UNP EXPD GLNG KSU TNK=Bottom (Transportation)
META(32): -1.20% Top=MCP PAAS SSRI SXC IAG AA FCX EGO ….. RGLD X SCCO HSC PCX ACI CLD AUQ=Bottom (Metals & Mining)
LEIS(22): -1.25% Top=DNKN EXPE DRI EAT DPZ MCD YUM CAKE ….. SBUX CCL MGM WYNN LVS HOT HMIN MPEL=Bottom (Leisure)
CHEM(27): -1.39% Top=PPG CE PX FMC RPM APD WPZ ALB ….. HUN CHMT ROC POT IPI CF FTK MOS=Bottom (Chemicals/Fertilizers)
ENER(97): -1.55% Top=FTI KOG CAM ETE GDP RGP SFY RDC ….. NBR UPL TSO COG VLO ATPG CRK MHR=Bottom (Energy)
INSU(33): -1.63% Top=ACGL FNF VR TRV WSH BRO AJG L ….. AIZ SLF AGO MET PL GNW MBI LNC=Bottom (Insurance)
FINA(69): -1.78% Top=PSEC EFX KEY FITB DFS CVBF BNS ARCC ….. JEF NDAQ AXP CSE AMP MS LM JNS=Bottom (Banks/Financials)
MATE(24): -2.18% Top=SHAW SHW WCN WM FAST DAR PWR FLR ….. OC MDC KBH USG RYL PHM LPX DHI=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 1:12 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
