Market Stats at 2:54 pm ET
by daytrend on 20120330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 788.
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COMPARED TO YESTERDAY’S RANGE
50.6% of stocks are above yesterday’s high.
84.0% are above yesterday’s midpoint. (16.0% are below.)
3.4% are below yesterday’s low.
45.9% are inside yesterday’s range.
83.5% of stocks with today’s high > yesterday’s high. (16.5% less than).
11.4% of stocks with today’s low < yesterday’s low. (88.6% greater than).
EVIDENCE OF INTRADAY TREND
42.5% of stocks are above today’s open. (55.6% are below).
42.1% of stocks are above today’s open and yesterday’s close.
27.4% are below both.
96.3% of stocks opened above yesterday’s close. (3.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.8% are in the bottom 10%.
GAIN
72.2% of stocks are above yesterday’s close. (27.8% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
2.0% are up 3.5% or more. 1.1% are down 3.5% or more.
63.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.8%…>=90:8.2%…>=80:18.3%…>=50:59.9%…<=20:15.6%…<=10:7.6%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:60.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:65.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.6% above previous 1 highs, 3.4% below previous 1 lows
21.7% above previous 2 highs, 2.8% below previous 2 lows
10.9% above previous 3 highs, 2.4% below previous 3 lows
10.2% above previous 4 highs, 2.0% below previous 4 lows
10.2% above previous 5 highs, 1.5% below previous 5 lows
9.6% above previous 6 highs, 1.5% below previous 6 lows
8.8% above previous 7 highs, 1.5% below previous 7 lows
8.0% above previous 8 highs, 1.5% below previous 8 lows
7.1% above previous 9 highs, 1.5% below previous 9 lows
6.7% above previous 10 highs, 1.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.2% are above or equal to 3/29 close (1 days ago), 27.8% are below.
60.5% are above or equal to 3/28 close (2 days ago), 39.5% are below.
38.1% are above or equal to 3/27 close (3 days ago), 61.9% are below.
30.2% are above or equal to 3/26 close (4 days ago), 69.8% are below.
58.1% are above or equal to 3/23 close (5 days ago), 41.9% are below.
66.5% are above or equal to 3/22 close (6 days ago), 33.5% are below.
48.6% are above or equal to 3/21 close (7 days ago), 51.4% are below.
49.4% are above or equal to 3/20 close (8 days ago), 50.6% are below.
43.4% are above or equal to 3/19 close (9 days ago), 56.6% are below.
46.4% are above or equal to 3/16 close (10 days ago), 53.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.1% new highs, 1.9% new lows
21d: 11.8% new highs, 1.8% new lows
42d: 9.0% new highs, 0.8% new lows
63d: 8.6% new highs, 0.5% new lows
126d: 7.9% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.6% above, 28.4% below
3-day: 66.8% above, 33.2% below
4-day: 53.4% above, 46.6% below
5-day: 44.8% above, 55.2% below
8-day: 51.6% above, 48.4% below
10-day: 47.8% above, 52.2% below
20-day: 62.8% above, 37.2% below
50-day: 68.4% above, 31.6% below
200-day: 79.1% above, 20.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(45): 1.26% Top=THC CNC WLP HCA AGP MAKO CVH WCG ….. CFN VAR HOLX EW RMD BSX THOR DGX=Bottom (Health)
ENER(96): 1.13% Top=PXD OAS PDS AREX COG HP GPOR CRZO ….. ATPG MMR ROSE KMI TSO VLO RES IOC=Bottom (Energy)
LEIS(22): 0.81% Top=WYN MPEL HMIN YUM DRI EXPE MAR ARCO ….. CAKE WYNN PCLN CCL HOT EAT DNKN MGM=Bottom (Leisure)
REAL(63): 0.70% Top=AVB CPT AIV EQR HST DRH UDR CLP ….. PDM TWO GGP HCP OFC MFA BAM CIT=Bottom (Real Estate)
CHEM(27): 0.66% Top=CF FTK POT WPZ IFF MON ROC EMN ….. FUL APD PPG PX ASH CYT SIAL HUN=Bottom (Chemicals/Fertilizers)
MANU(35): 0.62% Top=PLL DE DRC PPO PCP AGCO JOY DOV ….. DCI GTLS MTW TKR RS SWK ATU GDI=Bottom (Manufacturing)
INSU(34): 0.56% Top=LNC AIG MTG PL TRV PRU PGR L ….. WSH VR ACGL WRB CINF ORI MBI GNW=Bottom (Insurance)
CONS(54): 0.51% Top=WMS LULU CROX GIL WRC CRI UA PVH ….. FBHS FOSL OI XRX PBI NUS BMS GT=Bottom (Consumer)
ELEC(52): 0.42% Top=SPRD VECO GTAT TQNT ALTR TXN LSI APH ….. FSLR CAVM GRMN TSL AMD SNPS SNDK INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(62): 0.41% Top=GRPN YNDX TRIP PWRD ROVI SOHU RAX NLSN ….. VCLK TNGO CRM AOL SFLY ACOM RHT TIBX=Bottom (Computer Software/Internet)
COHW(43): 0.38% Top=RIMM NIHD APKT UBNT HPQ EQIX AMX HRS ….. VIP XLS BRCD WDC PCS AAPL FIO LVLT=Bottom (Computer Hardware/Telecom)
FINA(69): 0.36% Top=ICE BLK PFG BX LM EFX TROW AMTD ….. CFR HCBK ZION SUSQ BNS COF TCB PHH=Bottom (Banks/Financials)
DISV(38): 0.16% Top=LPS CAR MCO MAN ATHN SBAC HTZ URI ….. FCN HMSY JEC MA DV WU APOL RRD=Bottom (Diversified Services)
META(32): 0.13% Top=AUQ EGO SCCO CNX PAAS GG AUY AEM ….. CLD SXC WLT CLF BTU MCP ACI PCX=Bottom (Metals & Mining)
TRAN(23): -0.11% Top=TNK KSU TDW CHRW UPS EXPD GLNG UNP ….. JBHT SWFT ALK TK DAL LUV LCC UAL=Bottom (Transportation)
RETA(69): -0.14% Top=FDO KORS KMX CVS TIF IACI COST CSTR ….. SIG PSS RSH SPLS SHLD SVU BBY FINL=Bottom (Retail & Specialty Retail)
MATE(24): -0.62% Top=OC WCN MLM RSG FWLT DAR WM FLR ….. MAS EXP LPX TOL USG MDC RYL 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 2:54 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
