Market Stats at 11:05 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
6.7% of stocks are above yesterday’s high.
27.7% are above yesterday’s midpoint. (72.3% are below.)
29.5% are below yesterday’s low.
63.8% are inside yesterday’s range.
15.1% of stocks with today’s high > yesterday’s high. (84.9% less than).
69.1% of stocks with today’s low < yesterday’s low. (30.9% greater than).
EVIDENCE OF INTRADAY TREND
60.3% of stocks are above today’s open. (38.3% are below).
41.2% of stocks are above today’s open and yesterday’s close.
36.7% are below both.
8.6% of stocks opened above yesterday’s close. (89.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
14.0% of stocks are in the top 10% of today’s range.
25.9% are in the top 20%.
53.7% are in the top half. 46.3% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
6.4% are in the bottom 10%.
GAIN
44.7% of stocks are above yesterday’s close. (55.3% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.7% are down 3.5% or more.
66.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:1.7%…>=80:3.8%…>=50:16.6%…<=20:58.0%…<=10:42.1%…<=5:25.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.1%…<=20:4.2%…<=10:0.1%…<=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
6.7% above previous 1 highs, 29.5% below previous 1 lows
1.8% above previous 2 highs, 27.5% below previous 2 lows
1.3% above previous 3 highs, 26.5% below previous 3 lows
1.1% above previous 4 highs, 25.8% below previous 4 lows
1.1% above previous 5 highs, 25.1% below previous 5 lows
0.7% above previous 6 highs, 24.2% below previous 6 lows
0.7% above previous 7 highs, 22.2% below previous 7 lows
0.6% above previous 8 highs, 20.2% below previous 8 lows
0.6% above previous 9 highs, 17.2% below previous 9 lows
0.6% above previous 10 highs, 15.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.7% are above or equal to 5/4 close (1 days ago), 55.3% are below.
11.3% are above or equal to 5/3 close (2 days ago), 88.7% are below.
11.0% are above or equal to 5/2 close (3 days ago), 89.0% are below.
14.5% are above or equal to 5/1 close (4 days ago), 85.5% are below.
21.5% are above or equal to 4/30 close (5 days ago), 78.5% are below.
19.2% are above or equal to 4/27 close (6 days ago), 80.8% are below.
24.3% are above or equal to 4/26 close (7 days ago), 75.7% are below.
32.7% are above or equal to 4/25 close (8 days ago), 67.3% are below.
44.9% are above or equal to 4/24 close (9 days ago), 55.1% are below.
47.5% are above or equal to 4/23 close (10 days ago), 52.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.8% new highs, 23.6% new lows
21d: 1.8% new highs, 23.5% new lows
42d: 1.4% new highs, 20.2% new lows
63d: 1.3% new highs, 16.7% new lows
126d: 1.2% new highs, 4.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.5% above, 57.5% below
3-day: 17.7% above, 82.3% below
4-day: 12.4% above, 87.6% below
5-day: 12.6% above, 87.4% below
8-day: 17.1% above, 82.9% below
10-day: 22.1% above, 77.9% below
20-day: 35.8% above, 64.2% below
50-day: 37.1% above, 62.9% below
200-day: 65.7% above, 34.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 0.68% Top=UAL GWR LUV LCC DAL ALK CNW JBHT ….. KEX KSU CP GLNG UNP TK CSX TRN=Bottom (Transportation)
MATE(30): 0.44% Top=LPX USG MTZ SPF MAS PWR RYL MTH ….. SHW MDC FAST SHAW FWLT FLR CLH KBH=Bottom (Materials & Construction)
FINA(69): 0.30% Top=FITB BAC HBAN EWBC HCBK EFX PHH WBS ….. CME RJF BEN ICE EV CBOE NDAQ FII=Bottom (Banks/Financials)
LEIS(27): 0.29% Top=ARCO MPEL PNRA DPZ BYD TXRH GET YUM ….. WYN MAR LVS WYNN HOT CCL H MGM=Bottom (Leisure)
RETA(77): 0.26% Top=CHS TJX KORS BIG DDS DLTR SHLD DG ….. BKE M SVU SWY FL ANF GME DANG=Bottom (Retail & Specialty Retail)
REAL(65): 0.09% Top=SKT VNO HME AVB PPS EQR ACC UDR ….. CIT HTS HT CYS LHO CBG IVR HPT=Bottom (Real Estate)
ELEC(59): -0.03% Top=SPRD CREE DLB NVDA CRUS INVN AMD ARMH ….. QLGC ITRI ATML IRF JBL GTAT IO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): -0.04% Top=MOH BSX THOR UNH ALR WAT WCG ZMH ….. COO MD CFN CYH MAKO CVD HCA HNT=Bottom (Health)
CONS(58): -0.05% Top=SKX JAH ECL LII NWL CSL HAS RL ….. RKT FOSL CROX HAR SEE SCSS AVP TPX=Bottom (Consumer)
CHEM(29): -0.19% Top=HUN ASH SMG VAL PPG RPM CF WLK ….. MON ROC GRA MEOH POT IPI FTK WPZ=Bottom (Chemicals/Fertilizers)
DISV(43): -0.32% Top=AH CAR URI LPS V TAL VNTV MA ….. KBR SAI MAN ACM ACTG CACI WTW MELI=Bottom (Diversified Services)
MANU(40): -0.46% Top=MHK ETN ATU ITW EMR SWK SPW TEX ….. DE ATI MTW CMI AGCO RBN FLS GTLS=Bottom (Manufacturing)
INSU(37): -0.52% Top=CLGX MMC MET CB WRB BRO FNF UNM ….. AJG PRU MBI CHSI HIG SLF GNW AIG=Bottom (Insurance)
COHW(48): -0.55% Top=TDS NTGR AMX BCE ADTN CSCO DELL FNSR ….. PLCM OCZ JNPR PCS FIO APKT XLS UBNT=Bottom (Computer Hardware/Telecom)
COSW(68): -0.89% Top=GRPN ARBA SFLY ACOM GOOG IRM AOL CTXS ….. NLSN SXCI LNKD JCOM SWI YNDX CTSH BSFT=Bottom (Computer Software/Internet)
ENER(93): -1.55% Top=CVI KOG INT SEMG AREX MMR WMB XOM ….. NXY HLX FST WTI HOS PWE PDS SFY=Bottom (Energy)
META(30): -1.95% Top=CLD CNX TIE AEM NUE CLF ABX SCCO ….. SWC EGO MCP KGC AUY IAG PCX RGLD=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 11:05 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
