Market Stats at 2:09 pm ET
by daytrend on 20120507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.
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
13.3% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
19.4% are below yesterday’s low.
67.3% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
70.2% of stocks with today’s low < yesterday’s low. (29.8% greater than).
EVIDENCE OF INTRADAY TREND
71.8% of stocks are above today’s open. (27.2% are below).
56.8% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
8.8% of stocks opened above yesterday’s close. (88.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
22.0% of stocks are in the top 10% of today’s range.
38.5% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
5.4% are in the bottom 20%.
1.9% are in the bottom 10%.
GAIN
59.2% of stocks are above yesterday’s close. (40.8% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
65.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.8%…>=90:2.0%…>=80:5.8%…>=50:24.9%…<=20:44.1%…<=10:30.8%…<=5:16.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:33.2%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:35.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 19.4% below previous 1 lows
4.5% above previous 2 highs, 17.9% below previous 2 lows
3.9% above previous 3 highs, 16.8% below previous 3 lows
3.2% above previous 4 highs, 16.7% below previous 4 lows
3.1% above previous 5 highs, 16.1% below previous 5 lows
2.8% above previous 6 highs, 15.4% below previous 6 lows
2.4% above previous 7 highs, 13.5% below previous 7 lows
2.4% above previous 8 highs, 11.9% below previous 8 lows
2.4% above previous 9 highs, 10.5% below previous 9 lows
2.4% above previous 10 highs, 9.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.2% are above or equal to 5/4 close (1 days ago), 40.8% are below.
17.4% are above or equal to 5/3 close (2 days ago), 82.6% are below.
13.2% are above or equal to 5/2 close (3 days ago), 86.8% are below.
17.2% are above or equal to 5/1 close (4 days ago), 82.8% are below.
24.2% are above or equal to 4/30 close (5 days ago), 75.8% are below.
21.8% are above or equal to 4/27 close (6 days ago), 78.2% are below.
25.4% are above or equal to 4/26 close (7 days ago), 74.6% are below.
35.1% are above or equal to 4/25 close (8 days ago), 64.9% are below.
48.2% are above or equal to 4/24 close (9 days ago), 51.8% are below.
50.4% are above or equal to 4/23 close (10 days ago), 49.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 24.7% new lows
21d: 2.7% new highs, 24.6% new lows
42d: 2.2% new highs, 21.2% new lows
63d: 1.9% new highs, 17.4% new lows
126d: 1.8% new highs, 4.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.0% above, 42.0% below
3-day: 28.9% above, 71.1% below
4-day: 18.2% above, 81.8% below
5-day: 15.4% above, 84.6% below
8-day: 20.5% above, 79.5% below
10-day: 24.8% above, 75.2% below
20-day: 39.1% above, 60.9% below
50-day: 38.1% above, 61.9% below
200-day: 67.2% above, 32.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 1.06% Top=UAL SAVE GWR LCC LUV ALK DAL EXPD ….. CNW GLNG KEX ODFL SWFT TRN CSX TK=Bottom (Transportation)
FINA(69): 0.86% Top=JNS FITB HCBK BAC FNFG LM HBAN NYB ….. CME RJF NDAQ EV ICE BEN FII CBOE=Bottom (Banks/Financials)
MATE(30): 0.82% Top=LPX USG PWR SPF OC MAS MTH RYL ….. EXP SHAW KBH FAST CLH FWLT FLR MTZ=Bottom (Materials & Construction)
HEAL(50): 0.58% Top=MOH BSX CNC NUVA ALR WCG HUM ESRX ….. RMD LNCR CYH MD HNT CVD HCA CFN=Bottom (Health)
CHEM(29): 0.55% Top=HUN SMG ASH ALB EMN CF IFF MOS ….. FMC AGU MON CE POT WPZ IPI MEOH=Bottom (Chemicals/Fertilizers)
REAL(65): 0.30% Top=NCT DCT SKT EQR AVB VNO HR KIM ….. HST CIT CYS CBG IVR LHO HT HPT=Bottom (Real Estate)
LEIS(27): 0.26% Top=GET MPEL YUM PCLN DNKN ARCO VAC PNRA ….. SBUX MCD CCL LVS WYNN HOT MGM H=Bottom (Leisure)
MANU(40): 0.24% Top=ATU TEX ITW MHK DRC PH CR TKR ….. DCI BWC FLS AGCO KMT DOV CMI GTLS=Bottom (Manufacturing)
META(30): 0.12% Top=CLD CNX BTU AEM CLF WLT TIE X ….. AUQ RGLD SWC GG MCP AUY IAG EGO=Bottom (Metals & Mining)
ELEC(59): 0.09% Top=SPRD INVN CREE FSLR NVDA VECO CRUS AMD ….. QLGC MCHP TSL VSH GTAT CY JBL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 0.02% Top=LEAP AMX TDS NIHD PCS BCE AAPL CIEN ….. ADTN PLCM JNPR BRCD APKT XLS FIO UBNT=Bottom (Computer Hardware/Telecom)
RETA(77): -0.02% Top=KORS BIG DDS EBAY GPS AM PAG NFLX ….. FL MW ARO GME PIR ANF ASNA DANG=Bottom (Retail & Specialty Retail)
DISV(43): -0.06% Top=CAR LPS AH URI VNTV SBAC V TAL ….. VPRT SAI ULTA CACI ACM MELI WTW ACTG=Bottom (Diversified Services)
INSU(37): -0.06% Top=CLGX MET CB TMK LNC PGR FNF RE ….. BRO ACGL PRU AJG SLF GNW CHSI AIG=Bottom (Insurance)
CONS(58): -0.09% Top=ECL HAS LII SKX TWI ICON EL NWL ….. PVH GIL CROX FOSL HAR AVP SCSS TPX=Bottom (Consumer)
ENER(93): -0.14% Top=KOG CRZO SM BBG MMR XEC MHR BHI ….. HFC COG FST BPL HOS NXY PWE SFY=Bottom (Energy)
COSW(68): -0.62% Top=GRPN ARBA AOL ZNGA GOOG CERN MDRX IRM ….. RATE QLIK LNKD QSII SWI YNDX BSFT CTSH=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 2:09 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
