Market Stats at 2:51 pm ET
by daytrend on 20120420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 788.
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I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.
COMPARED TO YESTERDAY’S RANGE
20.4% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
16.2% are below yesterday’s low.
63.3% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
26.5% of stocks with today’s low < yesterday’s low. (73.5% greater than).
EVIDENCE OF INTRADAY TREND
42.5% of stocks are above today’s open. (56.2% are below).
41.8% of stocks are above today’s open and yesterday’s close.
38.3% are below both.
92.5% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.0% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
18.8% are in the bottom 10%.
GAIN
60.9% of stocks are above yesterday’s close. (39.1% are below.)
0.6% are up 4.5% or more. 2.3% are down 4.5% or more.
1.5% are up 3.5% or more. 3.7% are down 3.5% or more.
55.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.4%…>=90:11.2%…>=80:24.0%…>=50:56.2%…<=20:18.5%…<=10:8.1%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:48.5%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:48.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.4% above previous 1 highs, 16.2% below previous 1 lows
16.9% above previous 2 highs, 13.5% below previous 2 lows
13.2% above previous 3 highs, 11.3% below previous 3 lows
12.8% above previous 4 highs, 8.5% below previous 4 lows
12.3% above previous 5 highs, 8.4% below previous 5 lows
11.9% above previous 6 highs, 8.1% below previous 6 lows
11.8% above previous 7 highs, 8.0% below previous 7 lows
11.3% above previous 8 highs, 7.2% below previous 8 lows
11.2% above previous 9 highs, 7.2% below previous 9 lows
9.5% above previous 10 highs, 7.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.9% are above or equal to 4/19 close (1 days ago), 39.1% are below.
51.8% are above or equal to 4/18 close (2 days ago), 48.2% are below.
43.0% are above or equal to 4/17 close (3 days ago), 57.0% are below.
68.5% are above or equal to 4/16 close (4 days ago), 31.5% are below.
64.6% are above or equal to 4/13 close (5 days ago), 35.4% are below.
47.3% are above or equal to 4/12 close (6 days ago), 52.7% are below.
70.1% are above or equal to 4/11 close (7 days ago), 29.9% are below.
77.5% are above or equal to 4/10 close (8 days ago), 22.5% are below.
57.1% are above or equal to 4/9 close (9 days ago), 42.9% are below.
42.9% are above or equal to 4/5 close (10 days ago), 57.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.9% new highs, 9.6% new lows
21d: 9.9% new highs, 9.6% new lows
42d: 8.0% new highs, 6.6% new lows
63d: 7.0% new highs, 4.7% new lows
126d: 6.7% new highs, 1.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.0% above, 40.0% below
3-day: 55.5% above, 44.5% below
4-day: 50.1% above, 49.9% below
5-day: 56.6% above, 43.4% below
8-day: 58.9% above, 41.1% below
10-day: 62.6% above, 37.4% below
20-day: 43.9% above, 56.1% below
50-day: 47.3% above, 52.7% below
200-day: 74.0% above, 26.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(25): 1.61% Top=DHI LEN CLH KBH MDC PWR PHM TOL ….. WM MDR RSG MLM EXP MAS SHAW USG=Bottom (Materials & Construction)
REAL(62): 1.34% Top=BPO CBL CPT BRE ACC OFC EXR DDR ….. LHO BAM NLY TWO CYS CBG CIT DLR=Bottom (Real Estate)
MANU(35): 1.11% Top=PPO GDI KMT TEX GE PH CMI PCP ….. DOV MTW DRC ROK SPW RS ATI JOY=Bottom (Manufacturing)
DISV(36): 0.82% Top=MYGN CXW MAN GEO URS SAI MCO KBR ….. V WTW MELI WU LPS HRB RCII APOL=Bottom (Diversified Services)
CONS(53): 0.81% Top=HBI UA BC GIL LII EL WRC WWW ….. DBD ECL WHR FOSL PAY AVP SCSS TPX=Bottom (Consumer)
CHEM(26): 0.65% Top=ALB GRA POT MOS AGU APD SIAL SMG ….. IFF WPZ DD PX HUN CE CYT FTK=Bottom (Chemicals/Fertilizers)
LEIS(24): 0.41% Top=YUM ARCO DPZ PENN CAKE MPEL EAT MCD ….. HOT WYN PCLN H MGM MAR CCL CMG=Bottom (Leisure)
RETA(75): 0.24% Top=ANF CVS SBH SIG EXPR WFM GES FINL ….. LOW KORS DANG RSH JCP BBY SHLD LL=Bottom (Retail & Specialty Retail)
COSW(60): 0.18% Top=MSFT NCR IGT NLSN DDD ACOM IRM TRI ….. FFIV RAX VMW YNDX ZNGA GRPN TNGO INTU=Bottom (Computer Software/Internet)
HEAL(46): 0.09% Top=MOH CVD VAR UNH CNC HRC BSX RMD ….. THC MAKO ESRX LH CYH THOR HCA HMA=Bottom (Health)
FINA(72): 0.01% Top=JNS ACAS HBHC BBT WDR FULT HBAN NDAQ ….. KKR CME ZION FNFG KCG MS DLLR BAC=Bottom (Banks/Financials)
TRAN(23): -0.17% Top=TK GLNG CNI UNP JBHT NSC CSX CHRW ….. TRN ALK DAL SAVE UAL LCC LUV EXPD=Bottom (Transportation)
INSU(34): -0.24% Top=TRV WSH AGO CINF L FNF ACE HCC ….. LNC UNM AFL AXS MET MMC MBI PGR=Bottom (Insurance)
ENER(92): -0.37% Top=KOG SLB SFY INT PDS WNR MPC WMB ….. GDP IOC MMR CHK PXP UPL MHR BAS=Bottom (Energy)
COHW(42): -1.21% Top=VZ AMX TWTC NIHD T DELL AMT BCE ….. EQIX NTAP AAPL FNSR CIEN ARUN APKT RVBD=Bottom (Computer Hardware/Telecom)
META(30): -1.51% Top=X GG SCCO PVR AUY PAAS TIE AA ….. MCP CNX IAG SWC ANR ACI CLD PCX=Bottom (Metals & Mining)
ELEC(53): -1.81% Top=ROP CREE A DLB JBL MOLX AYI APH ….. VECO SWKS FCS OVTI CPHD CRUS ALTR SNDK=Bottom (Electronics/Semis/Equip/Materials/Solar)
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 2:51 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
