Market Stats at 10:45 am ET
by daytrend on 20120507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.
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
4.7% of stocks are above yesterday’s high.
19.3% are above yesterday’s midpoint. (80.7% are below.)
37.5% are below yesterday’s low.
57.8% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
67.8% of stocks with today’s low < yesterday’s low. (32.2% greater than).
EVIDENCE OF INTRADAY TREND
51.1% of stocks are above today’s open. (47.7% are below).
29.4% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
8.7% of stocks opened above yesterday’s close. (88.9% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
37.7% are in the top half. 62.3% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
19.8% are in the bottom 10%.
GAIN
32.4% of stocks are above yesterday’s close. (67.6% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.4% are down 3.5% or more.
65.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.6%…>=90:1.6%…>=80:2.6%…>=50:13.2%…<=20:67.6%…<=10:49.2%…<=5:29.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:27.3%…<=20:4.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.7% above previous 1 highs, 37.5% below previous 1 lows
1.1% above previous 2 highs, 35.0% below previous 2 lows
0.8% above previous 3 highs, 33.3% below previous 3 lows
0.6% above previous 4 highs, 32.3% below previous 4 lows
0.5% above previous 5 highs, 30.6% below previous 5 lows
0.5% above previous 6 highs, 29.6% below previous 6 lows
0.5% above previous 7 highs, 26.7% below previous 7 lows
0.4% above previous 8 highs, 24.0% below previous 8 lows
0.4% above previous 9 highs, 20.3% below previous 9 lows
0.4% above previous 10 highs, 18.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.4% are above or equal to 5/4 close (1 days ago), 67.6% are below.
9.2% are above or equal to 5/3 close (2 days ago), 90.8% are below.
9.2% are above or equal to 5/2 close (3 days ago), 90.8% are below.
13.1% are above or equal to 5/1 close (4 days ago), 86.9% are below.
18.5% are above or equal to 4/30 close (5 days ago), 81.5% are below.
17.6% are above or equal to 4/27 close (6 days ago), 82.4% are below.
22.0% are above or equal to 4/26 close (7 days ago), 78.0% are below.
30.5% are above or equal to 4/25 close (8 days ago), 69.5% are below.
42.4% are above or equal to 4/24 close (9 days ago), 57.6% are below.
45.7% are above or equal to 4/23 close (10 days ago), 54.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 23.0% new lows
21d: 1.5% new highs, 22.9% new lows
42d: 1.2% new highs, 19.4% new lows
63d: 1.1% new highs, 16.1% new lows
126d: 0.9% new highs, 4.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.0% above, 70.0% below
3-day: 12.1% above, 87.9% below
4-day: 9.9% above, 90.1% below
5-day: 10.1% above, 89.9% below
8-day: 14.6% above, 85.4% below
10-day: 19.9% above, 80.1% below
20-day: 34.0% above, 66.0% below
50-day: 36.0% above, 64.0% below
200-day: 65.0% above, 35.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 0.40% Top=UAL GWR LCC LUV DAL ALK LSTR SAVE ….. KSU ODFL KEX UNP SWFT CSX TRN TK=Bottom (Transportation)
MATE(30): 0.27% Top=LPX USG PWR SPF MAS MTZ MLM DHI ….. SHW EXP FWLT FAST FLR MDC CLH KBH=Bottom (Materials & Construction)
FINA(69): 0.08% Top=FITB PHH BAC HBAN EWBC HCBK LM EFX ….. CME LPLA RJF EV BEN CBOE NDAQ FII=Bottom (Banks/Financials)
CONS(58): -0.08% Top=SKX JAH ECL WMS HAS DECK NUS CSL ….. SEE FOSL GIL CROX SCSS AVP HAR TPX=Bottom (Consumer)
LEIS(27): -0.12% Top=ARCO MPEL DPZ BYD PNRA GET CAKE YUM ….. MAR EXPE HOT LVS H WYNN CCL MGM=Bottom (Leisure)
REAL(65): -0.14% Top=SKT VNO HME AVB EQR PPS CPT UDR ….. BEE CIT LHO CYS CBG IVR HT HPT=Bottom (Real Estate)
RETA(77): -0.17% Top=KORS BIG TJX CHS DG DDS LL DLTR ….. RSH M ASNA FL SVU ANF GME DANG=Bottom (Retail & Specialty Retail)
CHEM(29): -0.27% Top=HUN ASH SMG VAL CF PPG EMN WLK ….. GRA ROC MON MEOH POT IPI WPZ FTK=Bottom (Chemicals/Fertilizers)
HEAL(49): -0.28% Top=BSX MOH ALR UNH THOR NUVA ZMH HUM ….. AGP HRC CFN LNCR CVD CYH HNT HCA=Bottom (Health)
ELEC(59): -0.39% Top=SPRD CREE INVN NVDA DLB CRUS ARMH AMD ….. IRF QLGC CY ATML GTAT JBL NXPI TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): -0.53% Top=CAR URI AH V SBAC TAL LPS VNTV ….. ACM SAI ULTA MAN CACI WTW ACTG MELI=Bottom (Diversified Services)
MANU(40): -0.59% Top=MHK ETN SPW ATU ITW SWK EMR ROK ….. DE RBN MTW ATI CMI FLS DRC GTLS=Bottom (Manufacturing)
COHW(49): -0.69% Top=LEAP AMX HRS TDS NTGR BCE DELL VZ ….. FIO JNPR PLCM APKT RIMM PCS XLS UBNT=Bottom (Computer Hardware/Telecom)
INSU(37): -0.72% Top=CLGX MMC CB WRB FNF PRE UNM BRO ….. AFL PRU CHSI HIG SLF MBI GNW AIG=Bottom (Insurance)
COSW(68): -1.22% Top=GRPN ARBA ACOM IRM SFLY GOOG TRI CTXS ….. VCLK RATE JCOM LNKD SWI YNDX CTSH BSFT=Bottom (Computer Software/Internet)
ENER(93): -1.57% Top=KOG CVI SEMG MMR AREX INT WMB MPC ….. FST NXY PWE HOS PDS WTI GPOR SFY=Bottom (Energy)
META(30): -1.83% Top=CLD AEM TIE CNX ABX NUE BTU STLD ….. EGO MCP AUQ KGC RGLD AUY 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 10:45 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
