Market Stats at 1:32 pm ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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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
8.2% of stocks are above yesterday’s high.
31.5% are above yesterday’s midpoint. (68.5% are below.)
29.8% are below yesterday’s low.
62.0% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
53.3% of stocks with today’s low < yesterday’s low. (46.7% greater than).
EVIDENCE OF INTRADAY TREND
29.7% of stocks are above today’s open. (68.5% are below).
21.8% of stocks are above today’s open and yesterday’s close.
67.4% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
17.9% are in the bottom 10%.
GAIN
23.8% of stocks are above yesterday’s close. (76.2% are below.)
0.9% are up 4.5% or more. 1.3% are down 4.5% or more.
1.2% are up 3.5% or more. 2.6% are down 3.5% or more.
52.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:8.7%…>=90:11.8%…>=80:17.2%…>=50:45.6%…<=20:12.6%…<=10:5.6%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.8%…>=50:61.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:58.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.2% above previous 1 highs, 29.8% below previous 1 lows
7.1% above previous 2 highs, 11.4% below previous 2 lows
6.7% above previous 3 highs, 8.0% below previous 3 lows
6.6% above previous 4 highs, 4.4% below previous 4 lows
6.6% above previous 5 highs, 3.6% below previous 5 lows
5.9% above previous 6 highs, 3.6% below previous 6 lows
5.5% above previous 7 highs, 3.4% below previous 7 lows
5.5% above previous 8 highs, 3.3% below previous 8 lows
5.4% above previous 9 highs, 3.2% below previous 9 lows
5.4% above previous 10 highs, 3.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.8% are above or equal to 4/27 close (1 days ago), 76.2% are below.
43.8% are above or equal to 4/26 close (2 days ago), 56.3% are below.
63.1% are above or equal to 4/25 close (3 days ago), 36.9% are below.
78.1% are above or equal to 4/24 close (4 days ago), 21.9% are below.
77.8% are above or equal to 4/23 close (5 days ago), 22.2% are below.
67.3% are above or equal to 4/20 close (6 days ago), 32.7% are below.
65.2% are above or equal to 4/19 close (7 days ago), 34.8% are below.
63.2% are above or equal to 4/18 close (8 days ago), 36.8% are below.
55.6% are above or equal to 4/17 close (9 days ago), 44.4% are below.
69.4% are above or equal to 4/16 close (10 days ago), 30.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.5% new highs, 3.9% new lows
21d: 8.5% new highs, 3.8% new lows
42d: 6.4% new highs, 2.9% new lows
63d: 5.5% new highs, 1.7% new lows
126d: 5.1% new highs, 0.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.7% above, 77.3% below
3-day: 30.6% above, 69.4% below
4-day: 47.2% above, 52.8% below
5-day: 60.8% above, 39.2% below
8-day: 67.2% above, 32.8% below
10-day: 65.9% above, 34.1% below
20-day: 61.2% above, 38.8% below
50-day: 52.9% above, 47.1% below
200-day: 75.7% above, 24.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 0.78% Top=SUN SD ETE RRC SWN IOC SEMG NBR ….. PDS AREX GPOR MHR KOG PWE VLO HFC=Bottom (Energy)
META(30): 0.11% Top=ACI BTU AEM ANR SWC SCCO AKS CLD ….. ABX EGO PVR AUY IAG STLD GG MCP=Bottom (Metals & Mining)
LEIS(25): -0.34% Top=EXPE ARCO DPZ PCLN SBUX MCD DNKN PNRA ….. CAKE CCL MAR HOT WYNN BYD MGM MPEL=Bottom (Leisure)
INSU(34): -0.48% Top=AXS MMC TRV L LNC GNW VR AON ….. PGR HIG PRU SLF MBI AGO AIG ORI=Bottom (Insurance)
COHW(44): -0.55% Top=PCS RIMM WDC LVLT AMX T TDS FNSR ….. CIEN APKT EQIX AAPL JDSU RVBD LEAP FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.65% Top=CYMI CY LSI AMD CAVM SLAB VECO MRVL ….. SWKS ITRI FCS OVTI ARMH GTAT AYI SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): -0.69% Top=HAR WWW SKX NUS CROX GIL NKE CHD ….. BC NWL DBD HBI IP SCSS GT PAY=Bottom (Consumer)
REAL(60): -0.71% Top=ARR OFC SLG NLY CYS HTS BDN O ….. DRH PPS HPT HST DEI BEE GGP CBG=Bottom (Real Estate)
TRAN(25): -0.81% Top=CHRW DAL EXPD SAVE FDX TK UPS CSX ….. SWFT KEX CNW CNI CP WAB KSU TRN=Bottom (Transportation)
COSW(64): -0.87% Top=MDRX CERN TRIP BYI SWI ATVI DDD EA ….. ROVI OTEX QLIK PMTC ARBA UIS GRPN SOHU=Bottom (Computer Software/Internet)
CHEM(27): -0.93% Top=WPZ APD EMN PPG MOS DD FTK MEOH ….. VAL ROC CYT CF FMC CE MON WLK=Bottom (Chemicals/Fertilizers)
FINA(69): -0.95% Top=MS AMTD FII ACAS GS PFG BX AMP ….. LAZ FNFG STI ASBC CYN KCG JNS HBHC=Bottom (Banks/Financials)
DISV(41): -0.99% Top=AH VNTV CAR FCN HRB SBAC LPS SAI ….. KBR ACM RRD HTZ MAN MYGN RHI VPRT=Bottom (Diversified Services)
RETA(78): -1.26% Top=FRAN AMZN EBAY GES BID SIG SHLD AN ….. SVU CHS ARO SAH JNY NFLX SKS GNC=Bottom (Retail & Specialty Retail)
HEAL(45): -1.33% Top=MDT TMO CVD AET BDX RMD BAX LH ….. HMA AGP UHS MOH UNH ALR HUM HOLX=Bottom (Health)
MATE(29): -1.34% Top=RSG SHAW MDU WM PWR SHW WCN CLH ….. LPX FLR LEN USG PHM KBH OC AWI=Bottom (Materials & Construction)
MANU(40): -1.50% Top=BWC ATI PNR GGG DE DRC RS DCI ….. ATU CMI TKR GDI RBN TYC TEX MTW=Bottom (Manufacturing)
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 1:32 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
