Market Stats at 2:34 pm ET
by daytrend on 20120504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.
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
1.7% of stocks are above yesterday’s high.
7.1% are above yesterday’s midpoint. (92.9% are below.)
75.6% are below yesterday’s low.
22.8% are inside yesterday’s range.
4.8% of stocks with today’s high > yesterday’s high. (95.2% less than).
88.5% of stocks with today’s low < yesterday’s low. (11.5% greater than).
EVIDENCE OF INTRADAY TREND
15.0% of stocks are above today’s open. (83.8% are below).
6.5% of stocks are above today’s open and yesterday’s close.
82.8% are below both.
6.7% of stocks opened above yesterday’s close. (91.9% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
1.8% of stocks are in the top 10% of today’s range.
4.6% are in the top 20%.
21.5% are in the top half. 78.5% of stocks are in the bottom half of today’s range.
38.6% are in the bottom 20%.
18.7% 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. 5.3% are down 4.5% or more.
1.1% are up 3.5% or more. 11.5% are down 3.5% or more.
27.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.5%…>=90:1.1%…>=80:3.0%…>=50:8.1%…<=20:72.3%…<=10:49.8%…<=5:24.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:28.6%…<=20:3.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.7% above previous 1 highs, 75.6% below previous 1 lows
1.3% above previous 2 highs, 64.7% below previous 2 lows
1.2% above previous 3 highs, 60.3% below previous 3 lows
1.2% above previous 4 highs, 56.2% below previous 4 lows
1.2% above previous 5 highs, 52.8% below previous 5 lows
1.1% above previous 6 highs, 44.6% below previous 6 lows
1.1% above previous 7 highs, 38.6% below previous 7 lows
1.1% above previous 8 highs, 30.2% below previous 8 lows
1.1% above previous 9 highs, 24.7% below previous 9 lows
1.1% above previous 10 highs, 24.7% 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.
7.9% are above or equal to 5/2 close (2 days ago), 92.1% are below.
12.4% are above or equal to 5/1 close (3 days ago), 87.6% are below.
19.5% are above or equal to 4/30 close (4 days ago), 80.5% are below.
16.8% are above or equal to 4/27 close (5 days ago), 83.2% are below.
22.7% are above or equal to 4/26 close (6 days ago), 77.3% are below.
32.5% are above or equal to 4/25 close (7 days ago), 67.5% are below.
47.3% are above or equal to 4/24 close (8 days ago), 52.7% are below.
49.8% are above or equal to 4/23 close (9 days ago), 50.2% are below.
40.9% are above or equal to 4/20 close (10 days ago), 59.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 25.6% new lows
21d: 1.9% new highs, 25.5% new lows
42d: 1.3% new highs, 20.7% new lows
63d: 1.2% new highs, 17.9% new lows
126d: 1.1% new highs, 4.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.6% above, 92.4% below
3-day: 6.7% above, 93.3% below
4-day: 7.7% above, 92.3% below
5-day: 9.7% above, 90.3% below
8-day: 15.5% above, 84.5% below
10-day: 23.1% above, 76.9% below
20-day: 37.5% above, 62.5% below
50-day: 38.1% above, 61.9% below
200-day: 66.8% above, 33.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): -0.89% Top=MFA DFT HT HME EQR BXP BRE AIV ….. SLG BMR CIT GGP PSA BEE NCT CBG=Bottom (Real Estate)
TRAN(26): -1.18% Top=UAL DAL LCC FDX UPS ALK UNP EXPD ….. TK LSTR CP ODFL GWR SWFT CNW TRN=Bottom (Transportation)
META(30): -1.30% Top=RGLD AUY EGO NEM GG ABX PAAS AEM ….. CLF CLD STLD SCCO BTU TIE X AKS=Bottom (Metals & Mining)
FINA(70): -1.32% Top=PHH NDAQ BLK TCB LPLA BX JNS AMTD ….. HBAN KKR STI JPM FITB KEY WBS RF=Bottom (Banks/Financials)
INSU(36): -1.38% Top=ALL ORI VR RE CLGX AXS CHSI PGR ….. HIG MBI LNC SLF MET PRU AIG AON=Bottom (Insurance)
HEAL(49): -1.50% Top=CFN ALR HNT WAT HCA BSX BCR LH ….. LIFE AGP ALGN ESRX WCG CNC MOH MD=Bottom (Health)
DISV(43): -1.63% Top=V DV AH VRSK VPRT CXW HRB WTW ….. MAN JEC R LPS ACM CACI URI KBR=Bottom (Diversified Services)
RETA(78): -1.70% Top=SBH ASNA CHRS DDS BID PSS EXPR NFLX ….. TSCO ANF JCP SHLD FRAN GES KORS JNY=Bottom (Retail & Specialty Retail)
COSW(69): -1.72% Top=LNKD JCOM NLSN RATE IRM ANSS ACOM VCLK ….. RHT ZNGA ADSK INFA VMW SFLY BSFT ROVI=Bottom (Computer Software/Internet)
MATE(29): -1.72% Top=FLR PHM MAS RYL MDU SHAW WCN AWI ….. OC DAR FAST KBH SPF USG FWLT MDR=Bottom (Materials & Construction)
ELEC(58): -1.89% Top=DLB SPRD CAVM VECO TSL ISIL ATML IDTI ….. AMD TER BRCM NXPI JBL FSLR QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -2.01% Top=DRI EAT VAC TXRH LVS DPZ CAKE PNRA ….. WYNN GET BYD H MGM HOT MPEL ARCO=Bottom (Leisure)
COHW(47): -2.02% Top=WIN NIHD RIMM RVBD APKT BCE MSI T ….. SYNA JDSU ARUN BRCD TDC CIEN TDS UBNT=Bottom (Computer Hardware/Telecom)
MANU(41): -2.26% Top=MHK TYC DCI BWC DRC AME SPW EMR ….. CMI CR RS RBN FLS TEX TKR MTW=Bottom (Manufacturing)
CONS(59): -2.28% Top=CHD PG FBHS GT KMB WMS CL NUS ….. BC FOSL TPX CROX TWI EL PVH WRC=Bottom (Consumer)
CHEM(28): -2.40% Top=DD HUN WPZ APD PX PPG ASH MEOH ….. ALB IPI AGU EMN ROC WLK FTK CF=Bottom (Chemicals/Fertilizers)
ENER(91): -2.61% Top=MMR SD KOG QEP UPL CHKM CVI ETP ….. EXH CLR CIE NE EXXI SPN 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 2:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
