Market Stats at 1:31 pm ET
by daytrend on 20120504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.
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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
1.7% of stocks are above yesterday’s high.
7.0% are above yesterday’s midpoint. (93.0% are below.)
76.0% are below yesterday’s low.
22.3% are inside yesterday’s range.
4.5% of stocks with today’s high > yesterday’s high. (95.5% less than).
88.1% of stocks with today’s low < yesterday’s low. (11.9% greater than).
EVIDENCE OF INTRADAY TREND
14.2% of stocks are above today’s open. (84.8% are below).
6.5% of stocks are above today’s open and yesterday’s close.
83.6% are below both.
6.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
19.0% are in the top half. 81.0% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
16.7% are in the bottom 10%.
GAIN
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.5% are up 4.5% or more. 5.1% are down 4.5% or more.
0.9% are up 3.5% or more. 12.4% are down 3.5% or more.
25.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.5%…>=90:1.3%…>=80:3.0%…>=50:7.9%…<=20:71.9%…<=10:50.0%…<=5:24.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:28.3%…<=20:3.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.7% above previous 1 highs, 76.0% below previous 1 lows
1.3% above previous 2 highs, 65.7% below previous 2 lows
1.2% above previous 3 highs, 61.3% below previous 3 lows
1.1% above previous 4 highs, 57.1% below previous 4 lows
1.1% above previous 5 highs, 53.9% below previous 5 lows
1.1% above previous 6 highs, 45.4% below previous 6 lows
1.1% above previous 7 highs, 39.1% below previous 7 lows
1.1% above previous 8 highs, 30.3% below previous 8 lows
1.1% above previous 9 highs, 25.1% below previous 9 lows
1.1% above previous 10 highs, 24.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.9% are above or equal to 5/3 close (1 days ago), 92.1% are below.
7.6% are above or equal to 5/2 close (2 days ago), 92.4% are below.
12.9% are above or equal to 5/1 close (3 days ago), 87.1% are below.
20.1% are above or equal to 4/30 close (4 days ago), 79.9% are below.
17.0% are above or equal to 4/27 close (5 days ago), 83.0% are below.
22.8% are above or equal to 4/26 close (6 days ago), 77.2% are below.
32.4% are above or equal to 4/25 close (7 days ago), 67.6% are below.
46.7% are above or equal to 4/24 close (8 days ago), 53.3% are below.
50.0% are above or equal to 4/23 close (9 days ago), 50.0% are below.
40.8% are above or equal to 4/20 close (10 days ago), 59.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 25.5% new lows
21d: 1.9% new highs, 25.4% new lows
42d: 1.3% new highs, 20.7% new lows
63d: 1.2% new highs, 18.0% new lows
126d: 1.1% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.7% above, 92.3% below
3-day: 6.7% above, 93.3% below
4-day: 7.9% above, 92.1% below
5-day: 10.5% above, 89.5% below
8-day: 16.1% above, 83.9% below
10-day: 23.4% above, 76.6% below
20-day: 37.4% above, 62.6% below
50-day: 38.3% above, 61.7% below
200-day: 67.0% above, 33.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): -0.82% Top=MFA DFT HT HR BRE BXP EQR AVB ….. SLG BPO BMR GGP BEE CBG NCT PSA=Bottom (Real Estate)
TRAN(26): -1.12% Top=UAL DAL LCC FDX UPS ALK UNP CHRW ….. CSX CP ODFL TK SWFT GWR CNW TRN=Bottom (Transportation)
META(30): -1.31% Top=RGLD AUY EGO NEM GG AEM ABX PAAS ….. STLD TIE ACI BTU WLT AKS X PCX=Bottom (Metals & Mining)
MATE(29): -1.37% Top=FLR PHM RYL MTH DHI LEN MDU MAS ….. EXP DAR OC FAST KBH USG FWLT MDR=Bottom (Materials & Construction)
FINA(70): -1.39% Top=PHH BX TCB NDAQ LPLA BLK NTRS PSEC ….. COF JPM AMP KEY TD KKR RF GHL=Bottom (Banks/Financials)
INSU(36): -1.48% Top=ALL VR CHSI ORI RE MMC PGR CB ….. UNM HIG MET SLF PRU LNC AIG AON=Bottom (Insurance)
HEAL(48): -1.58% Top=CFN ALR WAT BCR LH CVH HNT BSX ….. ALGN AGP ESRX NUVA WCG MD CNC MOH=Bottom (Health)
ELEC(58): -1.58% Top=DLB SPRD VECO CAVM TSL ISIL IDTI LSI ….. TER TRMB NXPI BRCM FSLR JBL QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(78): -1.64% Top=SBH ASNA SVU CHRS EXPR PSS WMT FDO ….. SAH SHLD JCP GNC KORS GES FRAN JNY=Bottom (Retail & Specialty Retail)
DISV(43): -1.67% Top=V DV VRSK HRB VPRT CXW AH SAI ….. ACM R JEC URI LPS MAN CACI KBR=Bottom (Diversified Services)
COSW(69): -1.84% Top=LNKD JCOM NLSN RATE IRM ANSS SXCI VCLK ….. VMW ADSK INFA RHT SFLY ZNGA BSFT ROVI=Bottom (Computer Software/Internet)
COHW(47): -1.98% Top=NIHD WIN RIMM APKT T BCE VZ AMT ….. TDC SYNA JDSU UBNT BRCD CIEN ARUN TDS=Bottom (Computer Hardware/Telecom)
LEIS(28): -2.13% Top=VAC LVS TXRH DRI DPZ WYN EXPE PNRA ….. SBUX WYNN BYD H HOT MGM MPEL ARCO=Bottom (Leisure)
CONS(59): -2.21% Top=CHD GT PG KMB NUS FBHS CL LEG ….. FOSL TPX BC CROX PVH TWI EL WRC=Bottom (Consumer)
MANU(41): -2.33% Top=MHK DRC TYC BWC DCI GE EMR AME ….. RS CRS CMI RBN FLS TEX TKR MTW=Bottom (Manufacturing)
CHEM(28): -2.55% Top=HUN DD APD PX WPZ PPG IFF FMC ….. ALB ROC EMN AGU IPI WLK FTK CF=Bottom (Chemicals/Fertilizers)
ENER(91): -2.84% Top=SD MMR KOG CHKM CVI QEP SUN EPD ….. CIE HOS EXH NE SPN EXXI SWN MHR=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 1:31 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
