Market Stats at 10:13 am ET
by daytrend on 20120507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.
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
4.1% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
25.8% are below yesterday’s low.
70.0% are inside yesterday’s range.
12.7% of stocks with today’s high > yesterday’s high. (87.3% less than).
63.0% of stocks with today’s low < yesterday’s low. (37.0% greater than).
EVIDENCE OF INTRADAY TREND
61.1% of stocks are above today’s open. (36.3% are below).
38.3% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
8.6% of stocks opened above yesterday’s close. (89.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
55.5% are in the top half. 44.5% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
11.7% are in the bottom 10%.
GAIN
41.2% of stocks are above yesterday’s close. (58.8% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
73.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.5%…>=90:1.4%…>=80:2.8%…>=50:14.2%…<=20:58.8%…<=10:42.5%…<=5:23.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:29.1%…<=20:3.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.1% above previous 1 highs, 25.8% below previous 1 lows
1.2% above previous 2 highs, 23.6% below previous 2 lows
1.2% above previous 3 highs, 22.6% below previous 3 lows
1.1% above previous 4 highs, 22.2% below previous 4 lows
1.1% above previous 5 highs, 21.1% below previous 5 lows
0.8% above previous 6 highs, 20.3% below previous 6 lows
0.8% above previous 7 highs, 18.6% below previous 7 lows
0.7% above previous 8 highs, 16.6% below previous 8 lows
0.7% above previous 9 highs, 14.3% below previous 9 lows
0.7% above previous 10 highs, 12.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.2% are above or equal to 5/4 close (1 days ago), 58.8% are below.
9.9% are above or equal to 5/3 close (2 days ago), 90.1% are below.
9.8% are above or equal to 5/2 close (3 days ago), 90.2% are below.
13.8% are above or equal to 5/1 close (4 days ago), 86.2% are below.
20.4% are above or equal to 4/30 close (5 days ago), 79.6% are below.
18.0% are above or equal to 4/27 close (6 days ago), 82.0% are below.
23.2% are above or equal to 4/26 close (7 days ago), 76.8% are below.
32.1% are above or equal to 4/25 close (8 days ago), 67.9% are below.
45.0% are above or equal to 4/24 close (9 days ago), 55.0% are below.
47.9% are above or equal to 4/23 close (10 days ago), 52.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.3% new highs, 20.3% new lows
21d: 1.3% new highs, 20.2% new lows
42d: 0.9% new highs, 17.2% new lows
63d: 0.8% new highs, 14.4% new lows
126d: 0.7% new highs, 3.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.6% above, 60.4% below
3-day: 15.6% above, 84.4% below
4-day: 9.8% above, 90.2% below
5-day: 10.8% above, 89.2% below
8-day: 15.8% above, 84.2% below
10-day: 20.8% above, 79.2% below
20-day: 35.8% above, 64.2% below
50-day: 36.6% above, 63.4% below
200-day: 65.8% above, 34.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(30): 0.62% Top=LPX USG MTH MLM OC DHI MAS LEN ….. SHW MDU FAST DAR FLR MDC CLH KBH=Bottom (Materials & Construction)
TRAN(26): 0.41% Top=UAL GWR DAL CNW LUV LCC ALK ODFL ….. EXPD UNP CP TK CSX TRN SWFT SAVE=Bottom (Transportation)
CONS(58): 0.22% Top=ECL SKX NUS JAH LII HAS NWL TWI ….. PAY GIL PKG SEE HAR FOSL TPX AVP=Bottom (Consumer)
RETA(77): 0.20% Top=NFLX EZPW LL TJX AM BIG DG GNC ….. FINL M WSM ASNA FL GME ANF DANG=Bottom (Retail & Specialty Retail)
LEIS(27): 0.11% Top=ARCO GET DPZ BYD PCLN PNRA TXRH VAC ….. EXPE MAR HOT LVS WYNN H CCL MGM=Bottom (Leisure)
HEAL(49): 0.10% Top=MOH ALR BSX CI UNH CNC NUVA THOR ….. LNCR MD CFN RMD MAKO CYH CVD HCA=Bottom (Health)
FINA(69): 0.10% Top=PHH FITB BAC LM HBAN KKR HCBK EWBC ….. ICE EV CSE RJF CME BEN NDAQ FII=Bottom (Banks/Financials)
REAL(65): -0.02% Top=SKT HME EXR VNO AVB EQR ACC AIV ….. BAM CBG IVR HST LHO CYS HT HPT=Bottom (Real Estate)
CHEM(29): -0.10% Top=HUN SMG ASH WLK CF PPG VAL EMN ….. ROC CE MEOH MON DD GRA POT WPZ=Bottom (Chemicals/Fertilizers)
DISV(43): -0.11% Top=CAR URI LPS CXW AH V VPRT TAL ….. MYGN SAI ULTA MAN CACI ACTG WTW MELI=Bottom (Diversified Services)
MANU(40): -0.16% Top=MHK MTW TEX ATU ETN SPW ITW AOS ….. DE DOV CMI FLS JOY DRC ATI GTLS=Bottom (Manufacturing)
ELEC(59): -0.19% Top=SPRD CREE INVN NVDA CRUS ARMH DLB AMD ….. SWKS AMAT JBL NXPI GTAT QLGC ATML TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(48): -0.54% Top=NTGR ARUN FNSR AMX VIP OCZ TDC HRS ….. PCS RIMM JNPR LXK HPQ APKT XLS UBNT=Bottom (Computer Hardware/Telecom)
INSU(37): -0.73% Top=CLGX MMC MET WSH FNF AXS WRB CB ….. ACE TRV ORI SLF HIG MBI GNW AIG=Bottom (Insurance)
COSW(68): -0.74% Top=GRPN SFLY ARBA ACOM DDD IRM GOOG VMW ….. ZNGA JCOM VCLK LNKD SWI YNDX CTSH BSFT=Bottom (Computer Software/Internet)
ENER(93): -1.10% Top=KOG AREX CVI SEMG WMB RIG INT GDP ….. HOS GPOR PDS NFX PWE IOC SFY HFC=Bottom (Energy)
META(30): -1.50% Top=AEM CNX TIE ABX CLD NUE X GG ….. KGC MCP SWC AUY ACI ANR IAG PCX=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 10:13 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
