Market Stats at 1:29 pm ET
by daytrend on 20120507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.
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COMPARED TO YESTERDAY’S RANGE
11.2% of stocks are above yesterday’s high.
34.8% are above yesterday’s midpoint. (65.2% are below.)
22.6% are below yesterday’s low.
66.2% are inside yesterday’s range.
20.0% of stocks with today’s high > yesterday’s high. (80.0% less than).
69.9% of stocks with today’s low < yesterday’s low. (30.1% greater than).
EVIDENCE OF INTRADAY TREND
69.2% of stocks are above today’s open. (29.6% are below).
49.3% of stocks are above today’s open and yesterday’s close.
28.2% are below both.
8.8% of stocks opened above yesterday’s close. (88.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
12.0% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
66.7% are in the top half. 33.3% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
6.2% are in the bottom 10%.
GAIN
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.5% are up 3.5% or more. 0.9% are down 3.5% or more.
67.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:1.8%…>=80:4.1%…>=50:19.6%…<=20:50.6%…<=10:33.6%…<=5:18.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:31.4%…<=20:3.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.2% above previous 1 highs, 22.6% below previous 1 lows
3.3% above previous 2 highs, 20.8% below previous 2 lows
2.8% above previous 3 highs, 19.5% below previous 3 lows
2.2% above previous 4 highs, 19.3% below previous 4 lows
2.1% above previous 5 highs, 18.8% below previous 5 lows
1.8% above previous 6 highs, 18.2% below previous 6 lows
1.5% above previous 7 highs, 15.9% below previous 7 lows
1.5% above previous 8 highs, 13.9% below previous 8 lows
1.5% above previous 9 highs, 12.1% below previous 9 lows
1.5% above previous 10 highs, 11.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.2% are above or equal to 5/4 close (1 days ago), 47.8% are below.
15.6% are above or equal to 5/3 close (2 days ago), 84.4% are below.
11.4% are above or equal to 5/2 close (3 days ago), 88.6% are below.
14.6% are above or equal to 5/1 close (4 days ago), 85.4% are below.
22.2% are above or equal to 4/30 close (5 days ago), 77.8% are below.
20.4% are above or equal to 4/27 close (6 days ago), 79.6% are below.
24.7% are above or equal to 4/26 close (7 days ago), 75.3% are below.
34.1% are above or equal to 4/25 close (8 days ago), 65.9% are below.
47.4% are above or equal to 4/24 close (9 days ago), 52.6% are below.
50.2% are above or equal to 4/23 close (10 days ago), 49.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 24.6% new lows
21d: 2.5% new highs, 24.5% new lows
42d: 2.0% new highs, 21.2% new lows
63d: 1.8% new highs, 17.4% new lows
126d: 1.6% new highs, 4.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.5% above, 49.5% below
3-day: 22.0% above, 78.0% below
4-day: 15.5% above, 84.5% below
5-day: 14.8% above, 85.2% below
8-day: 18.5% above, 81.5% below
10-day: 22.0% above, 78.0% below
20-day: 37.9% above, 62.1% below
50-day: 36.7% above, 63.3% below
200-day: 66.4% above, 33.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 0.91% Top=UAL GWR LCC SAVE LUV DAL ALK EXPD ….. UNP GLNG ODFL KEX CNW CSX TRN TK=Bottom (Transportation)
FINA(69): 0.75% Top=FITB BAC HCBK JNS HBAN NYB LM FNFG ….. NDAQ LPLA RJF EV ICE BEN FII CBOE=Bottom (Banks/Financials)
CHEM(29): 0.40% Top=HUN ASH CF MOS SMG ALB EMN PPG ….. AGU FMC POT CE MON IPI WPZ MEOH=Bottom (Chemicals/Fertilizers)
MATE(30): 0.39% Top=LPX USG PWR SPF MDR OC DAR MAS ….. SHAW EXP MTZ KBH FWLT CLH FAST FLR=Bottom (Materials & Construction)
META(30): 0.35% Top=CLD CNX BTU CLF WLT AEM AKS X ….. STLD SWC RGLD GG AUY IAG MCP EGO=Bottom (Metals & Mining)
ENER(93): 0.31% Top=KOG CRZO MMR GDP SM CRK BBG MHR ….. HFC ETP CLR HOS BPL NXY PWE SFY=Bottom (Energy)
HEAL(50): 0.23% Top=MOH BSX ALR NUVA CNC ESRX HUM WCG ….. LNCR MAKO HNT CYH CVD MD CFN HCA=Bottom (Health)
REAL(65): 0.05% Top=NCT HR DCT SKT AVB VNO EQR KIM ….. HST MAC CBG IVR CYS LHO HT HPT=Bottom (Real Estate)
ELEC(59): -0.02% Top=SPRD INVN CREE NVDA FSLR VECO CRUS AMD ….. QLGC ITRI VSH IRF CY GTAT JBL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): -0.03% Top=MPEL GET ARCO DNKN YUM PCLN VAC EAT ….. SBUX MCD CCL LVS HOT WYNN MGM H=Bottom (Leisure)
MANU(40): -0.04% Top=TEX ATU DRC ITW ETN PPO AOS PH ….. GGG BWC FLS AGCO KMT DOV CMI GTLS=Bottom (Manufacturing)
RETA(77): -0.17% Top=BIG EBAY KORS DDS GPS NFLX DG EZPW ….. M BKE MW ASNA FL ANF PIR DANG=Bottom (Retail & Specialty Retail)
INSU(37): -0.23% Top=CLGX MET CB PGR TMK FNF WRB MMC ….. BRO ACE GNW PRU AJG SLF CHSI AIG=Bottom (Insurance)
COHW(49): -0.24% Top=LEAP AMX TDS NIHD BCE CIEN VZ NTGR ….. ADTN PLCM BRCD JNPR APKT FIO XLS UBNT=Bottom (Computer Hardware/Telecom)
DISV(43): -0.29% Top=LPS CAR AH URI SBAC TAL VNTV V ….. URS SAI CACI ULTA WTW ACM ACTG MELI=Bottom (Diversified Services)
CONS(58): -0.50% Top=SKX NWL HAS ECL LII ICON EL DECK ….. PAY FOSL PVH CROX AVP HAR SCSS TPX=Bottom (Consumer)
COSW(68): -0.89% Top=GRPN ARBA AOL GOOG IRM MDRX CERN DDD ….. RATE LNKD QLIK QSII YNDX SWI CTSH BSFT=Bottom (Computer Software/Internet)
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 1:29 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
