Market Stats at 3:10 pm ET
by daytrend on 20120330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 787.
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COMPARED TO YESTERDAY’S RANGE
44.0% of stocks are above yesterday’s high.
80.4% are above yesterday’s midpoint. (19.6% are below.)
3.9% are below yesterday’s low.
52.1% are inside yesterday’s range.
83.5% of stocks with today’s high > yesterday’s high. (16.5% less than).
11.7% of stocks with today’s low < yesterday’s low. (88.3% greater than).
EVIDENCE OF INTRADAY TREND
37.5% of stocks are above today’s open. (61.4% are below).
37.2% of stocks are above today’s open and yesterday’s close.
31.9% are below both.
96.3% of stocks opened above yesterday’s close. (3.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.7% of stocks are in the top 10% of today’s range.
16.9% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
6.9% are in the bottom 10%.
GAIN
67.9% of stocks are above yesterday’s close. (32.1% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.8% are up 3.5% or more. 1.4% are down 3.5% or more.
66.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.2%…>=90:7.6%…>=80:15.8%…>=50:52.6%…<=20:18.6%…<=10:8.3%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:65.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.0% above previous 1 highs, 3.9% below previous 1 lows
17.5% above previous 2 highs, 3.0% below previous 2 lows
9.1% above previous 3 highs, 2.8% below previous 3 lows
8.6% above previous 4 highs, 2.3% below previous 4 lows
8.6% above previous 5 highs, 1.8% below previous 5 lows
8.0% above previous 6 highs, 1.5% below previous 6 lows
7.4% above previous 7 highs, 1.5% below previous 7 lows
6.7% above previous 8 highs, 1.5% below previous 8 lows
6.0% above previous 9 highs, 1.4% below previous 9 lows
5.6% above previous 10 highs, 1.3% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.9% are above or equal to 3/29 close (1 days ago), 32.1% are below.
56.0% are above or equal to 3/28 close (2 days ago), 44.0% are below.
35.3% are above or equal to 3/27 close (3 days ago), 64.7% are below.
27.8% are above or equal to 3/26 close (4 days ago), 72.2% are below.
55.5% are above or equal to 3/23 close (5 days ago), 44.5% are below.
63.9% are above or equal to 3/22 close (6 days ago), 36.1% are below.
46.4% are above or equal to 3/21 close (7 days ago), 53.6% are below.
47.3% are above or equal to 3/20 close (8 days ago), 52.7% are below.
41.6% are above or equal to 3/19 close (9 days ago), 58.4% are below.
44.7% are above or equal to 3/16 close (10 days ago), 55.3% 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: 66.1% above, 33.9% below
3-day: 59.5% above, 40.5% below
4-day: 48.3% above, 51.7% below
5-day: 39.4% above, 60.6% below
8-day: 47.9% above, 52.1% below
10-day: 45.7% above, 54.3% below
20-day: 60.6% above, 39.4% below
50-day: 67.2% above, 32.8% below
200-day: 79.2% above, 20.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(45): 1.13% Top=THC CNC HCA WLP CVH MAKO AGP WCG ….. MDT LNCR EW BSX RMD DGX HOLX THOR=Bottom (Health)
ENER(96): 0.91% Top=PXD OAS AREX COG PDS GPOR HP CRZO ….. ATPG MMR ROSE KMI TSO VLO RES IOC=Bottom (Energy)
LEIS(22): 0.73% Top=WYN MPEL HMIN YUM DRI MAR H ARCO ….. CAKE WYNN HOT CCL PCLN DNKN EAT MGM=Bottom (Leisure)
REAL(63): 0.58% Top=AVB AIV CPT EQR DRH HST UDR DLR ….. SKT HCP MFA OFC PDM TWO BAM CIT=Bottom (Real Estate)
CHEM(27): 0.58% Top=CF POT FTK WPZ ROC MON IFF EMN ….. PX ASH SMG RPM SIAL FUL CYT HUN=Bottom (Chemicals/Fertilizers)
MANU(35): 0.42% Top=PLL DE PPO GTI PCP DRC JOY ATI ….. DCI GTLS RS TKR GDI ATU MTW SWK=Bottom (Manufacturing)
INSU(33): 0.35% Top=AIG LNC TRV PRU PL L PGR HIG ….. VR AIZ WRB CINF ACGL ORI MBI GNW=Bottom (Insurance)
CONS(54): 0.28% Top=WMS LULU CROX GIL CRI WRC RKT CL ….. OI XRX NUS WWW PBI BMS FOSL GT=Bottom (Consumer)
FINA(69): 0.27% Top=ICE BLK BX TROW IVZ AMP LM AMTD ….. CFR FHN ZION SUSQ COF BNS TCB PHH=Bottom (Banks/Financials)
ELEC(52): 0.25% Top=SPRD GTAT TQNT TXN ALTR BRCM APH TEL ….. TSL CY ATML CAVM AMD SNPS SNDK INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.24% Top=RIMM NIHD APKT UBNT HPQ EQIX HRS EMC ….. VIP BRCD WDC AAPL XLS PCS FIO LVLT=Bottom (Computer Hardware/Telecom)
COSW(62): 0.12% Top=GRPN YNDX PWRD SOHU TRIP ROVI RAX NLSN ….. VCLK CRM AOL ACOM TNGO SFLY RHT TIBX=Bottom (Computer Software/Internet)
DISV(38): 0.02% Top=CAR LPS MCO MAN ATHN HTZ SBAC TSS ….. JEC HMSY MA PAYX DV APOL WU RRD=Bottom (Diversified Services)
META(32): -0.02% Top=AUQ EGO SCCO GG PAAS AUY FCX CNX ….. SXC CLD MCP ACI CLF WLT BTU PCX=Bottom (Metals & Mining)
RETA(69): -0.34% Top=FDO KORS CVS KMX COST AAP IACI TIF ….. SPLS PSS RSH SHLD GME SVU BBY FINL=Bottom (Retail & Specialty Retail)
TRAN(23): -0.35% Top=TNK KSU TDW CHRW UPS EXPD GLNG UNP ….. JBHT SWFT TK ALK DAL LUV UAL LCC=Bottom (Transportation)
MATE(24): -0.87% Top=OC WCN RSG FWLT MLM WM FLR LEN ….. MAS LPX EXP 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 3:10 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
