Market Stats at 12:38 pm ET
by daytrend on 20120504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.
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
1.3% of stocks are above yesterday’s high.
5.0% are above yesterday’s midpoint. (95.0% are below.)
80.9% are below yesterday’s low.
17.8% are inside yesterday’s range.
4.5% of stocks with today’s high > yesterday’s high. (95.5% less than).
87.7% of stocks with today’s low < yesterday’s low. (12.3% greater than).
EVIDENCE OF INTRADAY TREND
9.2% of stocks are above today’s open. (89.6% are below).
4.3% of stocks are above today’s open and yesterday’s close.
88.7% are below both.
6.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
0.5% of stocks are in the top 10% of today’s range.
1.5% are in the top 20%.
8.7% are in the top half. 91.3% of stocks are in the bottom half of today’s range.
71.5% are in the bottom 20%.
55.3% are in the bottom 10%.
GAIN
5.7% of stocks are above yesterday’s close. (94.3% are below.)
0.6% are up 4.5% or more. 6.9% are down 4.5% or more.
0.6% are up 3.5% or more. 16.1% are down 3.5% or more.
19.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.4%…>=90:1.1%…>=80:2.1%…>=50:6.7%…<=20:76.4%…<=10:54.3%…<=5:27.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:26.7%…<=20:4.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.3% above previous 1 highs, 80.9% below previous 1 lows
1.2% above previous 2 highs, 70.4% below previous 2 lows
1.1% above previous 3 highs, 66.4% below previous 3 lows
1.1% above previous 4 highs, 61.3% below previous 4 lows
1.1% above previous 5 highs, 58.4% below previous 5 lows
0.9% above previous 6 highs, 49.9% below previous 6 lows
0.9% above previous 7 highs, 43.0% below previous 7 lows
0.9% above previous 8 highs, 33.0% below previous 8 lows
0.9% above previous 9 highs, 28.5% below previous 9 lows
0.9% above previous 10 highs, 28.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.7% are above or equal to 5/3 close (1 days ago), 94.3% are below.
6.5% are above or equal to 5/2 close (2 days ago), 93.5% are below.
10.9% are above or equal to 5/1 close (3 days ago), 89.1% are below.
17.7% are above or equal to 4/30 close (4 days ago), 82.3% are below.
15.7% are above or equal to 4/27 close (5 days ago), 84.3% are below.
20.8% are above or equal to 4/26 close (6 days ago), 79.2% are below.
30.6% are above or equal to 4/25 close (7 days ago), 69.4% are below.
44.6% are above or equal to 4/24 close (8 days ago), 55.4% are below.
47.6% are above or equal to 4/23 close (9 days ago), 52.4% are below.
38.7% are above or equal to 4/20 close (10 days ago), 61.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 24.7% new lows
21d: 1.9% new highs, 24.6% new lows
42d: 1.3% new highs, 20.2% new lows
63d: 1.2% new highs, 17.7% new lows
126d: 1.1% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 5.3% above, 94.7% below
3-day: 4.7% above, 95.3% below
4-day: 6.0% above, 94.0% below
5-day: 8.5% above, 91.5% below
8-day: 13.9% above, 86.1% below
10-day: 20.4% above, 79.6% below
20-day: 34.9% above, 65.1% below
50-day: 38.2% above, 61.8% below
200-day: 66.2% above, 33.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): -1.11% Top=MFA DFT EQR HT HME AVB IVR BRE ….. DRE BEE BMR GGP CIT NCT PSA CBG=Bottom (Real Estate)
TRAN(26): -1.43% Top=UAL LCC DAL FDX UPS ALK UNP EXPD ….. CP LSTR CSX GWR SWFT ODFL CNW TRN=Bottom (Transportation)
MATE(29): -1.63% Top=FLR PHM DHI MTH RYL LEN MDU WCN ….. DAR MLM USG EXP FAST KBH FWLT MDR=Bottom (Materials & Construction)
INSU(36): -1.66% Top=ALL VR RE CHSI ORI HCC PGR MMC ….. MET UNM HIG SLF LNC PRU AIG AON=Bottom (Insurance)
HEAL(48): -1.71% Top=CFN ALR BCR WAT HNT CVH LH BSX ….. UHS CYH WCG AGP ESRX MD CNC MOH=Bottom (Health)
FINA(70): -1.71% Top=PHH NDAQ BX TCB LPLA AMTD OCN BLK ….. WBS KKR JPM RF BAC COF AMP GHL=Bottom (Banks/Financials)
META(30): -1.74% Top=RGLD AUY EGO NEM GG ABX AEM AUQ ….. TIE CLD WLT AKS X BTU ACI PCX=Bottom (Metals & Mining)
RETA(78): -1.82% Top=SBH ASNA CHRS PSS EXPR CTAS WMT COST ….. NFLX SHLD ARO JCP JNY KORS FRAN GES=Bottom (Retail & Specialty Retail)
DISV(43): -1.90% Top=V VRSK DV WTW AH VPRT SBAC MA ….. ULTA R ACM CACI JEC MAN URI KBR=Bottom (Diversified Services)
ELEC(58): -1.99% Top=DLB SPRD VECO CAVM TSL ISIL IDTI GTAT ….. VSH AMD TRMB BRCM JBL FSLR QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(69): -2.04% Top=LNKD JCOM NLSN RATE IRM ANSS MDRX SXCI ….. BMC SFLY FFIV ADSK RHT INFA BSFT ROVI=Bottom (Computer Software/Internet)
COHW(47): -2.34% Top=APKT AMT WIN BCE T AMX RIMM VZ ….. JDSU JNPR SYNA UBNT BRCD CIEN ARUN TDS=Bottom (Computer Hardware/Telecom)
LEIS(28): -2.37% Top=DPZ VAC DRI EXPE TXRH LVS PNRA WYN ….. DNKN WYNN BYD HOT MGM H MPEL ARCO=Bottom (Leisure)
CONS(59): -2.45% Top=NUS CHD PG FBHS KMB CL SCSS LEG ….. UA BC FOSL EL PVH CROX TWI WRC=Bottom (Consumer)
MANU(41): -2.50% Top=MHK DRC BWC TYC DCI GE EMR AME ….. CRS CR FLS RBN CMI TEX TKR MTW=Bottom (Manufacturing)
CHEM(28): -2.57% Top=HUN DD APD PX RPM PPG WPZ VAL ….. ROC MOS AGU WLK EMN IPI FTK CF=Bottom (Chemicals/Fertilizers)
ENER(91): -3.37% Top=MMR SD CVI CHKM KOG QEP EPD KMP ….. AREX HOS NBR EXXI SPN EXH MHR SWN=Bottom (Energy)
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 12:38 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
