Market Stats at 12:45 pm ET
by daytrend on 20120423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 797.
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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
1.8% of stocks are above yesterday’s high.
8.2% are above yesterday’s midpoint. (91.8% are below.)
71.8% are below yesterday’s low.
26.5% are inside yesterday’s range.
3.0% of stocks with today’s high > yesterday’s high. (97.0% less than).
94.4% of stocks with today’s low < yesterday’s low. (5.6% greater than).
EVIDENCE OF INTRADAY TREND
42.2% of stocks are above today’s open. (56.6% are below).
11.5% of stocks are above today’s open and yesterday’s close.
56.3% are below both.
1.5% of stocks opened above yesterday’s close. (98.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
15.7% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
3.1% are in the bottom 10%.
GAIN
12.3% of stocks are above yesterday’s close. (87.7% are below.)
0.3% are up 4.5% or more. 1.5% are down 4.5% or more.
0.6% are up 3.5% or more. 4.5% are down 3.5% or more.
29.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.4%…>=90:2.4%…>=80:3.8%…>=50:14.2%…<=20:47.8%…<=10:26.6%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 71.8% below previous 1 lows
1.4% above previous 2 highs, 51.6% below previous 2 lows
1.3% above previous 3 highs, 47.4% below previous 3 lows
1.3% above previous 4 highs, 42.0% below previous 4 lows
1.3% above previous 5 highs, 32.9% below previous 5 lows
1.3% above previous 6 highs, 31.1% below previous 6 lows
1.3% above previous 7 highs, 27.6% below previous 7 lows
1.1% above previous 8 highs, 24.0% below previous 8 lows
1.1% above previous 9 highs, 20.5% below previous 9 lows
1.1% above previous 10 highs, 20.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.3% are above or equal to 4/20 close (1 days ago), 87.7% are below.
20.2% are above or equal to 4/19 close (2 days ago), 79.8% are below.
22.5% are above or equal to 4/18 close (3 days ago), 77.5% are below.
19.7% are above or equal to 4/17 close (4 days ago), 80.3% are below.
40.8% are above or equal to 4/16 close (5 days ago), 59.2% are below.
40.5% are above or equal to 4/13 close (6 days ago), 59.5% are below.
28.2% are above or equal to 4/12 close (7 days ago), 71.8% are below.
50.2% are above or equal to 4/11 close (8 days ago), 49.8% are below.
62.6% are above or equal to 4/10 close (9 days ago), 37.4% are below.
38.4% are above or equal to 4/9 close (10 days ago), 61.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.3% new highs, 35.0% new lows
21d: 0.3% new highs, 34.4% new lows
42d: 0.1% new highs, 23.1% new lows
63d: 0.1% new highs, 14.3% new lows
126d: 0.1% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.8% above, 88.2% below
3-day: 13.3% above, 86.7% below
4-day: 16.4% above, 83.6% below
5-day: 16.7% above, 83.3% below
8-day: 23.6% above, 76.4% below
10-day: 31.9% above, 68.1% below
20-day: 25.1% above, 74.9% below
50-day: 34.5% above, 65.5% below
200-day: 71.3% above, 28.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(92): 0.18% Top=HLX BAS CHK FST BHI QEP RRC OAS ….. PDS CVE CAM HES EVEP MMR KMI SEMG=Bottom (Energy)
INSU(34): -0.91% Top=MET AIZ HIG LNC AON WSH AXS AIG ….. WRB PRU HCC CINF MMC AGO CHSI FNF=Bottom (Insurance)
FINA(72): -0.98% Top=STI ZION HCBK KEY PSEC ASBC RF COF ….. IVZ BAC MS JNS BEN KKR WDR BX=Bottom (Banks/Financials)
COHW(41): -1.17% Top=AMX APKT KNOL WDC AAPL NTAP VZ LXK ….. RVBD TWTC ARUN FNSR CIEN FIO VIP JDSU=Bottom (Computer Hardware/Telecom)
LEIS(25): -1.29% Top=EAT CAKE DNKN MCD DRI YUM CCL PNRA ….. LTM HOT ARCO EXPE LVS WYNN MGM MPEL=Bottom (Leisure)
REAL(63): -1.36% Top=NLY ARR IVR BRE TWO CYS NNN HTS ….. HST OHI CBL DRH DCT GRT LHO BEE=Bottom (Real Estate)
HEAL(47): -1.37% Top=WLP BAX CI EW RMD AET CVH MOH ….. THOR HMA HCA ISRG WCG THC ALGN CNC=Bottom (Health)
CONS(52): -1.45% Top=XRX SCSS CROX GT WHR KMB LEG PKG ….. FBHS PAY PVH IP EL HBI WWW HAS=Bottom (Consumer)
RETA(77): -1.58% Top=BBY SVU AEO KORS GNC KR GME SIG ….. CVS ASNA JNY BID NFLX RSH IACI WMT=Bottom (Retail & Specialty Retail)
META(30): -1.61% Top=ACI BTU CLD ANR PVR CNX WLT AA ….. KGC SCCO GG PAAS AKS SWC MCP EGO=Bottom (Metals & Mining)
ELEC(56): -1.79% Top=SNDK LSI GLW CRUS ROP NXPI OVTI BRCM ….. AMD GTAT TRMB SWKS IPGP FSLR LSCC TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -1.82% Top=WPZ CYT ASH AGU APD IFF PX PPG ….. SMG FMC GRA POT CF ALB CHMT FTK=Bottom (Chemicals/Fertilizers)
DISV(37): -1.86% Top=SAI VRSK FISV WU ADS PAYX ACM RRD ….. CXW LPS MYGN MELI MA DV MAN HMSY=Bottom (Diversified Services)
TRAN(23): -1.87% Top=UNP TDW CNI LUV NSC SAVE CSX TK ….. EXPD ALK CP SWFT KSU LCC TRN DAL=Bottom (Transportation)
MANU(37): -1.90% Top=DRC ETN AGCO DOV AVY EMR SWK CMI ….. TKR JOY GDI RBN MHK ROK TEX MTW=Bottom (Manufacturing)
COSW(60): -2.05% Top=GRPN AKAM ATVI BMC GOOG EA CTSH NLSN ….. SWI RHT BIDU FTNT BSFT LNKD TNGO ZNGA=Bottom (Computer Software/Internet)
MATE(25): -2.16% Top=DAR WM MAS SHW MDC RSG MLM OC ….. MDR CLH USG SHAW TOL FAST KBH LEN=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 12:45 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
