Market Stats at 2:21 pm ET
by daytrend on 20120423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 797.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
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
2.0% of stocks are above yesterday’s high.
8.0% are above yesterday’s midpoint. (92.0% are below.)
68.4% are below yesterday’s low.
29.6% are inside yesterday’s range.
3.6% of stocks with today’s high > yesterday’s high. (96.4% less than).
94.4% of stocks with today’s low < yesterday’s low. (5.6% greater than).
EVIDENCE OF INTRADAY TREND
48.8% of stocks are above today’s open. (49.3% are below).
11.3% of stocks are above today’s open and yesterday’s close.
49.1% are below both.
1.5% of stocks opened above yesterday’s close. (98.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
32.2% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
3.1% are in the bottom 20%.
0.9% are in the bottom 10%.
GAIN
12.7% of stocks are above yesterday’s close. (87.3% are below.)
0.3% are up 4.5% or more. 1.8% are down 4.5% or more.
0.5% are up 3.5% or more. 5.3% are down 3.5% or more.
37.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.8%…>=90:2.5%…>=80:4.5%…>=50:15.8%…<=20:46.5%…<=10:25.5%…<=5:9.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.7%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.0% above previous 1 highs, 68.4% below previous 1 lows
1.5% above previous 2 highs, 49.3% below previous 2 lows
1.4% above previous 3 highs, 44.0% below previous 3 lows
1.4% above previous 4 highs, 38.5% below previous 4 lows
1.3% above previous 5 highs, 29.4% below previous 5 lows
1.3% above previous 6 highs, 28.1% below previous 6 lows
1.3% above previous 7 highs, 24.7% below previous 7 lows
1.1% above previous 8 highs, 21.8% below previous 8 lows
1.1% above previous 9 highs, 18.4% below previous 9 lows
1.1% above previous 10 highs, 18.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.7% are above or equal to 4/20 close (1 days ago), 87.3% are below.
23.6% are above or equal to 4/19 close (2 days ago), 76.4% are below.
23.3% are above or equal to 4/18 close (3 days ago), 76.7% are below.
21.5% are above or equal to 4/17 close (4 days ago), 78.5% are below.
43.3% are above or equal to 4/16 close (5 days ago), 56.7% are below.
42.9% are above or equal to 4/13 close (6 days ago), 57.1% are below.
29.4% are above or equal to 4/12 close (7 days ago), 70.6% are below.
51.1% are above or equal to 4/11 close (8 days ago), 48.9% are below.
63.7% are above or equal to 4/10 close (9 days ago), 36.3% are below.
40.5% are above or equal to 4/9 close (10 days ago), 59.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.5% new highs, 35.1% new lows
21d: 0.5% new highs, 34.5% new lows
42d: 0.4% new highs, 23.2% new lows
63d: 0.4% new highs, 14.3% new lows
126d: 0.4% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.5% above, 88.5% below
3-day: 14.6% above, 85.4% below
4-day: 17.6% above, 82.4% below
5-day: 18.4% above, 81.6% below
8-day: 25.8% above, 74.2% below
10-day: 34.8% above, 65.2% below
20-day: 26.3% above, 73.7% below
50-day: 35.6% above, 64.4% below
200-day: 71.5% above, 28.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(92): -0.30% Top=HLX CHK BAS FST DVN QEP OAS SUN ….. CAM CIE ROSE KOG AREX KMI SEMG MMR=Bottom (Energy)
INSU(34): -0.67% Top=MET AIZ LNC SLF AON HIG AXS ACGL ….. ORI MBI CINF PRU FNF MMC AGO CHSI=Bottom (Insurance)
LEIS(25): -0.92% Top=EAT CAKE DRI DNKN YUM MCD PNRA CCL ….. ARCO EXPE LVS HOT MGM LTM WYNN MPEL=Bottom (Leisure)
FINA(72): -0.96% Top=STI ZION KEY HCBK DLLR PSEC ASBC COF ….. BLK FNFG SCHW BEN WDR MS BX KKR=Bottom (Banks/Financials)
HEAL(47): -1.09% Top=WLP EW CI RMD LNCR COO MOH BCR ….. THC WCG CFN SYK CNC ALGN HMA HCA=Bottom (Health)
REAL(63): -1.16% Top=NLY ARR NNN BPO CYS BRE IVR EXR ….. HR DRH CBL HST DCT GRT BEE LHO=Bottom (Real Estate)
COHW(41): -1.17% Top=AMX APKT WDC AAPL VZ NIHD KNOL NTAP ….. PLCM RVBD FNSR VIP FIO ARUN CIEN JDSU=Bottom (Computer Hardware/Telecom)
CONS(52): -1.28% Top=SCSS GT CROX XRX WHR KMB LEG LULU ….. MWV RKT PAY IP WWW EL HBI HAS=Bottom (Consumer)
RETA(77): -1.28% Top=KORS GNC BBY SVU AEO KR SIG AAP ….. IACI ANF ASNA JNY RSH NFLX DANG WMT=Bottom (Retail & Specialty Retail)
DISV(37): -1.58% Top=SAI VRSK FISV WU ADS PAYX ACM FIS ….. MAN CXW V MYGN HMSY MA DV MELI=Bottom (Diversified Services)
TRAN(23): -1.65% Top=UNP LUV NSC CSX UAL CNI TK TDW ….. FDX GLNG CP ALK EXPD TRN DAL LCC=Bottom (Transportation)
CHEM(26): -1.72% Top=WPZ ROC PPG ASH CYT IFF APD PX ….. GRA ALB MON MOS CF POT CHMT FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.73% Top=AGCO DOV ETN DRC EMR SPW AVY TYC ….. TKR PPO JOY ROK RBN MHK TEX MTW=Bottom (Manufacturing)
ELEC(56): -1.80% Top=SNDK LSI GLW ROP NXPI FSL CRUS BRCM ….. SMTC GTAT AMD IPGP SWKS LSCC TSL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(60): -1.83% Top=GRPN AKAM ATVI BMC CTSH VRSN GOOG TTWO ….. SINA BSFT BIDU RHT SFLY TNGO ZNGA LNKD=Bottom (Computer Software/Internet)
MATE(25): -1.88% Top=WM MLM EXP DAR SHW RSG WCN MAS ….. DHI SHAW USG MDR TOL FAST KBH LEN=Bottom (Materials & Construction)
META(30): -2.19% Top=ACI PVR CLD BTU CNX AA ANR AUY ….. SCCO GG AKS PAAS PCX SWC MCP EGO=Bottom (Metals & Mining)
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 2:21 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
